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Course# MATH-251(a): Numerical analysis

Summary

This course presents numerical methods for the solution of mathematical problems such as systems of linear and non-linear equations, functions approximation, integration and differentiation and differential equations.

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Related courses (181)

Instructors (2)

MATH-251(d): Numerical analysis

This course offers an introduction to numerical methods for the solution of mathematical problems as: solution of systems of linear and non-linear equations, functions approximation, integration and differentiation and solution of differential equations.

FIN-472: Computational finance

Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.

EE-556: Mathematics of data: from theory to computation

This course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees, describe scalable solution techniques and algorithms, and illustrate the trade-offs involved.

MATH-251(c): Numerical analysis

Le cours présente des méthodes numériques pour la résolution de problèmes mathématiques comme des systèmes d'équations linéaires ou non linéaires, approximation de fonctions, intégration et dérivation, équations différentielles.

ME-474: Numerical flow simulation

This course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Matlab, and a commercial software is used for more complex problems.

Related concepts (91)

Numerical analysis

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathema

Linear system

In systems theory, a linear system is a mathematical model of a system based on the use of a linear operator.
Linear systems typically exhibit features and properties that are much simpler than the n

Iterative method

In computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which th

System of linear equations

In mathematics, a system of linear equations (or linear system) is a collection of one or more linear equations involving the same variables.
For example,
:\begin{cases}
3x+2y-z=1\
2x-2y+4z=

Divergence theorem

In vector calculus, the divergence theorem, also known as Gauss's theorem or Ostrogradsky's theorem, is a theorem which relates the flux of a vector field through a closed surface to the divergence

Lectures in this course (53)