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This course is based on the book "Introduction à l'analyse numérique", J. Rappaz M. Picasso, Ed. PPUR. Basic tools are described in the first 5 chapters. The last two chapters deal with the numerical solution of differential equations. More specifically, we will study the following chapters of the book:
Chapter 1: interpolation, how to approximate a function by a polynomial? Chapter 2: how to approximate derivatives with finite difference formulas? Chapter 3: How can integrals be approximated by quadrature formulas? Chapters 4,5,6: how to solve (large) linear systems? Chapter 8: How to solve nonlinear equations and systems of equations? Chapter 9: how to approximate the solution of a differential equation (initial value problem)? Chapter 10: How to approximate the solution of a one-dimensional boundary problem using a finite difference method?