See here my previous teaching activities.

# Numerical Analysis

This is the website for the course *Numerical Analysis* at Ecole des Ponts. Lecture notes and assignments will be posted here weekly.

## Practical information

**Lectures**- Monday and Wednesday 15:00-16:15 Paris time, Room 608.
**Recitation**- Monday 16:30-18:00 Paris time, Room 608.
**Office hours**- Wednesday 16:30-17:30 Paris time in Room 608 or by email appointment.
**Key dates**- Midterm on Monday 23 Oct, Final exam on Monday 11 Dec.
**Reference textbook**- https://link.springer.com/book/10.1007/b98885.
**Assessment**- The final grade is calculated as .6 A + .4 E, where A is the average assignment grade and E is the exam grade. The latter is calculated as E = max{FE, .4 ME + .6 FE}, where ME is the midterm exam grade and FE is the final exam grade.

## Lecture notes

- Lecture notes: [pdf]
*Last modified: 30 Oct 2023.* - Syllabus: [pdf]
*Last modified: 18 Sep 2023.* - Introduction: [pdf]
*Last modified: 18 Sep 2023.* **Chapter 1**: Floating point arithmetic: [pdf]*Last modified: 30 Oct 2023.***Chapter 2**: Interpolation and approximation: [pdf]*Last modified: 18 Sep 2023.***Chapter 3**: Numerical integration: [pdf]*Last modified: 30 Oct 2023.***Chapter 4**: Solving linear equations: [pdf]*Last modified: 18 Sep 2023.***Chapter 5**: Solving nonlinear equations: [pdf]*Last modified: 18 Sep 2023.***Chapter 6**: Calculating eigenvalues and eigenvectors: [pdf]*Last modified: 18 Sep 2023.***Appendix A**: Linear algebra: [pdf]*Last modified: 04 Oct 2023.***Appendix B**: Introduction to Julia: [pdf]*Last modified: 18 Sep 2023.***Appendix C**: Chebyshev polynomials: [pdf]*Last modified: 18 Sep 2023.*- Bibliography: [pdf]
*Last modified: 18 Sep 2023.*

## Jupyter notebooks

**Chapter 2**: Interpolation and Approximation: [Jupyter]*Last modified: 18 Sep 2023.***Review notebook**: Interpolation, integration, linear systems: [Jupyter]*Last modified: 18 Oct 2023.***Chapter 4**: Linear systems: [Jupyter]*Last modified: 30 Oct 2023.***Chapter 5**: Nonlinear systems: [Jupyter]*Last modified: 13 Nov 2023.***Chapter 6**: Eigenvalue problems: [Jupyter]*Last modified: 20 Nov 2023.*

## Midterms and final exams

- Spring 2022: Midterm: [pdf]
*Last modified: 31 Mar 2022.* - Spring 2022: Final exam: [pdf]
*Last modified: 12 May 2022.* - Spring 2022: Final exam with solutions: [pdf]
*Last modified: 23 Oct 2022.* - Fall 2022: Midterm: [pdf]
*Last modified: 30 Oct 2022.* - Fall 2022: Midterm with solutions: [pdf]
*Last modified: 02 Dec 2022.* - Fall 2022: Final exam: [pdf]
*Last modified: 13 Dec 2022.* - Fall 2023: Midterm: [pdf]
*Last modified: 23 Oct 2023.* - Fall 2023: Midterm answer sheet: [Jupyter]
*Last modified: 23 Oct 2023.*

## Slides

**Chapter 4**: Solving linear systems: [HTML]*Last modified: 18 Sep 2023.***Chapter 5**: Solving nonlinear systems: [HTML]*Last modified: 18 Sep 2023.***Chapter 6**: Eigenvalue problems: [HTML]*Last modified: 18 Sep 2023.***Chapter 7**: Ordinary differential equations: [HTML]*Last modified: 18 Sep 2023.*

## Homework

Unless otherwise specified, the due time for assignments is the Monday of the following week at 11:59PM. All the assignments carry an equal weight. Submit your work to Brighspace.

**Homework 1:**Complete Task 4 in Appendix B and Exercise 1.6. You may return either a file*hw1.jl*or a notebook*hw1.ipynb*.*Extra credit:*+2/10 if you complete Task 6 in Appendix B.**Homework 2:**Complete the second exercise (on interpolation nodes) of the Jupyter notebook.*Extra credit:*+2/10 if you complete complete also the third exercise.**Homework 3:**Complete exercise 2.15.**Homework 4:**Complete exercise 3.11.**Homework 5:**Complete exercise 3 in review notebook.**Homework 6:**Complete the penultimate exercise, on the steepest descent method, in the notebook 4_linear.ipynb.**Homework 7:**Complete the notebook on nonlinear equations**Homework 8:**Complete the notebook on eigenvalue problems

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.

## Miscellaneous documents

- Calendar of Fall term 2023: [pdf]

## Useful links

**Introduction to Julia**by Jane Herriman. See [Link to video] and [Link to notebooks].