Numerical Analysis

Numerical Analysis courses at SMA

Contact person: Professor Marco Picasso

Bachelor (3rd semester) :

• MATH-250 Advanced Numerical Analysis I

Bachelor (5th and 6th semesters) :

• MATH-352 Advanced numerical analysis II
• MATH-329 Continuous optimisation 
• MATH-305 Introduction to PDEs 

Master (not always given):

• MATH-451 Numerical approximation of pdes 
• MATH-414 Stochastic simulation 
• MATH-453 Computational linear algebra 
• MATH-403 Randomized matrix computations 
• MATH-450 Numerical integration of stochastic differential equations 
• MATH-512 Optimization on manifolds 
• MATH-500 Mathematical aspects of materials modelling
• MATH-502 Numerical integration of dynamical systems
• MATH-507 Scientific machine learning
• MATH-537 Intrusive and non-intrusive model redution
• MATH-456 Numerical analysis and computational mathematics
• MATH-451 Parallel and high performance computing

Description :Computational Science is a multidisciplinary field that uses computers to solve complex problems. Computational science includes mathematical modeling, numerical analysis, scientific computing, algorithms, computer science. Applications of computational science are numerical simulations (reconstructions/prediction of past/future events), model fitting, data analysis, optimization of known scenarios. Computational Science has strong mathematical links with analysis, probability and statistics.

Bachelor students interested in the Numerical Analysis/Scientific Computing/Computational Science track may choose:

- the Master of Mathematics with the Applied Mathematics orientation (90 credits),
- the Master of Applied Mathematics (ingéniérie mathématique in French, industrial internship, 120 credits),
- the Master of Computational Science and Engineering (120 credits).

Useful/related courses :

Bachelor

• Analyse fonctionnelle I 
• Introduction to partial differential equations 
• Equations aux dérivées partielles d'évolution 

Master

• Optimal transport
• Euler and Navier-Stokes
• Machine learning for physicists
• Evolutional pdes

Related Minors :

• Computational Science and Engineering
• Financial Engineering