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| MATH0012-1

 | Numerical analysis II

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| Duration : | 20h Th, 40h Pr | |
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| Credits/ECTS : |
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| Holder(s) : | François‑Xavier Litt | |
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| Course contents :
| Interpolation by polynomial, spline, rationnal and trigonometric functions. Fast Fourier transform. Differences and divided differences. Uniform and least squares approximation. Integration methods: Romberg, Newton-Cotes, Gauss. Richardson extrapolation. Ordinary differential equations: initial values problems: one step methods, multi-steps methods, practical implementation; boundary values problems; shooting method. Linear programming: simplex algorithm, phases I and II. | |
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| Course objective :
| Description of some fundamental problems in numerical analysis and solutions methods. | |
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| Prerequisites :
| Knowledge of mathematical analysis, linear algebra and the course: MATH0006-1 Numerical analysis (1st partie) . | |
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| Workshops :
| Solution of a numerical problem with a FORTRAN progam based on the HARWELL subroutines library. This obligatory work is done by teams of two students and a final report must be turned in. | |
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| Organization :
| During the second semester: Lectures during tht 10 first mondays of the semester from 14:00 to 16:00 for the whole students at once. Practical work as indicated above. | |
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| Written notes :
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Working books :
Analyse numérique, deuxième partie, F.X. Litt; on sale at l'AEES. Analyse numérique, deuxième partie, Introduction au FORTRAN, C. Bernard, R. Ducomble; on sale at the secretary's office.
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Recommended readings:
see the list in the first of the working books.
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| Assessment :
| 1st session (June): practical work: 50%, oral exam: 50%, no written exam. 2nd session: oral exam: 100%, no written exam. | |
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| Contacts :
| Teacher : F.X.Litt, Institut Montefiore, B28, Sart Tilman, 4000 Liège ; Tél. 04/366.26.92 ; Fax 04/366.28.74 ; e-mail FX.Litt@ulg.ac.be
Secretary : M.T.Ratz, Tél 04/366.26.81; e-mail MT.Ratz@ulg.ac.be
Assistants : D. Detry, V. Leroy, C. Thiernesse. NB : Modifications to this list of assistants can occur during the academic year. | |
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| Remarks :
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- Every attributed grade (even partial, i.e. practical work or oral exam) can be maintained.
- The students following this course as "free auditors" must always (even if the oral exam is taken in September) have done the practical work.
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