An introductive course to some numerical approximation methods for ordinary and partial differential equations

Master Math4PhyMasterThese lectures notes were written for students of the first year of the international Master ‘Maths for Physics’ at the University of Burgundy in 2021, as a part of the course called ‘Numerical Methods’. It was designed for a total of 22 hours of classes. The main objective of this course is to provide a first insight into numerical methods to solve mathematical problems inspired from physics and engineering. It focuses both on the mathematical fundations and justifications of numerical methods and on practical aspects related to their implementation