Study Programmes 2015-2016
MATH0006-3  
Introduction to numerical analysis
Duration :
20h Th, 20h Pr
Number of credits :
Bachelor in engineering4
Master in geology and mining engineering (120 ECTS)5
Master in geology and mining engineering (120 ECTS) (EMERALD)5
Lecturer :
Quentin Louveaux
Language(s) of instruction :
English language
Organisation and examination :
Teaching in the first semester, review in January
Units courses prerequisite and corequisite :
Prerequisite or corequisite units are presented within each program
Course contents :
Numerical analysis is at the boundary between Mathematics and Computer Science. It consists in studying how to practically obtain in a computer different mathematical concepts studied in other courses.
There are two main types of problems studied by numerical analysis: - how to actually compute results for which an analytical expression exists but that can be obtained more or less accurately depending on the selected method - how to compute solutions of real problems for which no analytical solution is known but that can be approximated using a computer.
The course is structured in four main chapters.
Ch 1: Polynomial interpolation and regression
Ch 2: Numerical linear algebra and basic linear programming
Ch 3: Non linear systems and some basics about non linear optimization
Ch 4: Numerical derivation and integration
Learning outcomes of the course :
At the end of the course, the student will have to
  • master the main numerical methods to approximate derivatives, definite integrals, linear and nonlinear systems, eigenvalues, regressions,
  • understand the bases of linear optimization and the simplex algorithm,
  • be able to analyze the behaviour of these numerical methods and in particular to be able to discuss their stability, their order of convergence and their conditions of application,
  • be able to apply these methods to academic and simple practical instances.
Prerequisite knowledge and skills :
An introductory course on linear algebra and calculus.
Planned learning activities and teaching methods :
The course is organized as follows: 10 lectures and 8 tutorials.
Mode of delivery (face-to-face ; distance-learning) :
face-to-face
Recommended or required readings :
The syllabus is available at the CdC.
Assessment methods and criteria :
A written exam. One theoretical question accounts for 25% of the final grade, the rest being exercises.
For the students in georesource engineering (Emerald), a project replaces Chapter 4 and counts for 25% of the final grade.
Work placement(s) :
Organizational remarks :
The theoretical lectures are taught in English.
Contacts :
Items online :
Integration
Slides numerical integration (not for Emerald students)