Numerical modeling

MAP 502: A project on numerical modeling done in twos

Winter 2018 / 2019 at Ecole Polytechnique

♦Lecture notes:

Lecture notes (Oct 02, 2018)
Lecture notes (June 12, 2018)

♦Documentation of octave and python:

Octave (external link)
python (external link)

♦Projects (subject to possible small updates) :

Projects (Oct 1, 2018)


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.


  1. Introduction to numerical modeling
  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 the *.pdf version of the lecture notes.


  • Exam in terms of a presentation (15 minutes)
  • 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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