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Introduction to Numerical Analysis

Year 2025-2026

We recall that numerical analysis is defined here, in the mind of Nick Trefethen, as a study of methods and algorithms for the effective resolution of continuous mathematics problems.

As part of the second year course of the APM41012EP at École polytechnique: “Introduction to Digital Analysis: From Mathematical Foundations to Experimentation with Jupyter”, students must familiarize themselves with three levels of skills:

The textbook provides a solid basis for the first point, as well as the design of algorithms and their analysis beyond the proposed history and bibliography. It is the foundation of the course. The PCs make it possible to take back these points and to help prepare the homework for which the students acquire the second and third points. The teaching team has invested a significant amount of time to provide a set of Jupyter notebooks to fully acquire the third point, that of experimentation and analysis of methods. This database was previously available on the basis of a set of notebooks provided as part of Moodle and required the implementation of a Jupyter environment on students’ computers.

We have therefore undertaken to provide a unified place, thanks to the possibilities offered by the JupyterBook, allowing a facilitated use of notebooks and a real flexibility for students.

For each chapter, the reader will find an Introduction to set the stakes of the chapter, a useful set of notebooks for the required part of the course in the Essentials section, elements to go further for the students interested, and finally a Challenge whose resolution must show that the essential notions of the course have been assimilated.

Three modes of use of the JupyterBook are then possible: