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Projects in applied
mathematics and scientific computing
MACS1
and MACS2
Numerical Analysis
- MACS1
and L3
Mathématiques. An introduction to
more advances topics in numerical
analysis: numerical integration,
interpolation and approximation, direct
and iterative methods for solving linear
systems, condition number,
preconditionning, eigenvalue and
eigenvector computations, fixed point
iteration and Newton's method in 1D.
Optimization - Master
M1 Mathématiques and MACS
2. An introduction to optimization
theory (examples from real life
problems, primal and Lagrangian dual
problems, convex program, linear and
quadratic programs) and Numerical
Methods for unconstrained and
constrained optimization (gradient
methods, Newton methods, projection,
Uzawa algorithm).
Elementary Functional
Analysis - L2
Mathématiques, function series,
Fourier series.
Finite Element Methods -
MACS 2 and Master
1
(Maîtrise)
Mathématiques.
An
introduction
to
finite
element
methods
(variational
formulation,
error
estimates,
discretization,
assembly
of
stiffness
matrices).
Numerical optimization -
Maîtrise Economie et Finance. Numerical
methods for optimization problems in
financial economics, portfolio,
applications with Matlab.
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