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Practical Scientific Computing

This is the website for the course Practical Scientific Computing at Ecole des Ponts. Lecture notes and assignments will be posted here weekly. The course material was developed in collaboration with J. F. Barthélémy, N. Blassel, S. Darshan and R. Spacek.

Practical information

Lectures

Friday from 13:30 to 16:15.

Assessment

100% assignments + oral discussion.

Reference textbook

https://link.springer.com/book/10.1007/b98885.

Lecture notes

• Lecture notes: [pdf]

  Last modified: 29 May 2023.

• Syllabus: [pdf]

  Last modified: 30 Jan 2023.

• Introduction: [pdf]

  Last modified: 30 Jan 2023.

• Chapter 1: Floating point arithmetic: [pdf]

  Last modified: 13 Apr 2023.

• Chapter 2: Interpolation and approximation: [pdf]

  Last modified: 20 Apr 2023.

• Chapter 3: Numerical integration: [pdf]

  Last modified: 28 Feb 2023.

• Chapter 4: Solving linear equations: [pdf]

  Last modified: 18 Jan 2023.

• Chapter 5: Solving nonlinear equations: [pdf]

  Last modified: 25 May 2023.

• Chapter 6: Calculating eigenvalues and eigenvectors: [pdf]

  Last modified: 12 May 2023.

• Chapter 7: Numerical integration of differential equations: [pdf]

  Last modified: 29 May 2023.

• Chapter 8: Numerical optimization: [pdf]

  Last modified: 06 Mar 2023.

• Appendix A: Linear algebra: [pdf]

  Last modified: 20 Apr 2023.

• Appendix B: Introduction to Julia: [pdf]

  Last modified: 21 Feb 2023.

• Appendix C: Chebyshev polynomials: [pdf]

  Last modified: 21 Feb 2023.

• Bibliography: [pdf]

  Last modified: 10 Mar 2023.

Slides

• Introduction to Julia: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 1: Floating point arithmetic: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 2: Interpolation and approximation: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 3: Numerical integration: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 4: Solving linear systems: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 5: Eigenvalue problems: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 6: Solving nonlinear systems: [HTML]

  Last modified: 03 Sep 2023.

• Chapter 7: Ordinary differential equations: [HTML]

  Last modified: 03 Sep 2023.

Jupyter notebooks

• Chapter 1: Floating point arithmetic: [Jupyter]

  Last modified: 03 Sep 2023.

• Chapter 2: Interpolation and approximation: [Jupyter]

  Last modified: 03 Sep 2023.

• Chapter 3: Numerical integration: [Jupyter]

  Last modified: 03 Sep 2023.

• Chapter 4: Solving linear systems: [Jupyter]

  Last modified: 03 Sep 2023.

• Chapter 5: Eigenvalue problems: [Jupyter]

  Last modified: 03 Sep 2023.

• Chapter 6: Solving nonlinear systems: [Jupyter]

  Last modified: 03 Sep 2023.

• Chapter 7: Ordinary differential equations: [Jupyter]

  Last modified: 03 Sep 2023.

Final exam

• Exam: [Jupyter]

  Last modified: 03 Sep 2023.

• Resit: [Jupyter]

  Last modified: 03 Sep 2023.

At any time during the course, you can earn bonus points for the next assignment, with a maximum of +2 out of 10, if you spot typos in the lecture notes (only in the sections explicitly listed): +0.4 for an English or formatting typo, and +1 for a mathematical error. To communicate that you found a typo, just send me an email with [TYPO] in the subject line.