Numerical modeling

MAP 502: A project on numerical modeling done in twos

Winter 2017 / 2018 at Ecole Polytechnique

♦Lecture notes:

Lecture notes (Nov 12, 2017 - final version)
Lecture notes (Jul 30, 2017)

♦Projects (subject to possible small updates) :

Projects (Sep 6, 2017)


This course is devoted to an introduction to numerical modeling and project work done in groups of two/three. The aim is to give a flavor of scientific computing; namely mathematical modeling of physical, technical, etc. processes, development and analysis of numerical algorithms, and their implementation on a computer.

♦Time and place:

  • Time: Monday, 8.30 - 12.45
  • Place: PC 41 at Ecole Polytechnique


  1. Introduction to numerical modeling and differential equations
  2. Numerical methods for ODEs (IVP)
  3. Numerical methods for PDEs (BVP)
  4. Solution of the heat equation (IBVP)
  5. Newton's method for nonlinear problems

♦Short bibliography:

  • Please see Chapter 1 of the *.pdf version of the lecture notes.


  • Exam in terms of a presentation : Dec 11, 2017
  • In the final evaluation, the results of the project work will be presented in a short presentation including a short written report (approx. 10 pages)


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