Numerical solutions of Partial Differential Equations are at the center of computational science. The object of this course is to present the main standard PDEs and to give the principles of the finite difference method. Every chapter contains the continuous problem and several discrete algorithms.
Mathematical analysis (normed spaces, elementary Fourier analysis), linear algebra, basic numerical methods.
An exam at the end of the term(E).
G. Allaire. Analyse numerique et optimisation. Editions de l’Ecole Polytechnique, 2006.
B. Mohammadi, JH Saiac. Pratique de l’analyse numerique. Dunod, 2003