Enroll Course: https://www.coursera.org/learn/analyse-numerique

For any aspiring engineer or scientist, a solid understanding of numerical analysis is paramount. It’s the bedrock upon which many complex simulations, data analyses, and problem-solving strategies are built. Recently, I had the opportunity to delve into the Coursera course “Analyse numérique pour ingénieurs,” offered by EPFL, and I must say, it’s an exceptional resource for anyone looking to grasp the fundamental principles of numerical methods.

This course, drawing directly from the esteemed textbook “Introduction à l’analyse numérique” by J. Rappaz and M. Picasso, covers the first seven chapters of their comprehensive work. It’s meticulously designed for undergraduate students, but its clarity and depth make it accessible and highly beneficial for a broader audience, including professionals seeking to refresh or expand their knowledge.

The course begins with the essential concept of **Interpolation**. You’ll learn about Lagrange interpolation and piecewise interpolation, crucial techniques for approximating functions and data points. Following this, the course tackles **Numerical Differentiation**, introducing finite difference formulas to approximate first and second derivatives – a vital skill for analyzing rates of change.

**Numerical Integration** is explored next, covering quadrature formulas, integration weights, points, and the powerful Gauss formulas. This section provides the tools to accurately approximate definite integrals, which appear in countless engineering applications.

A significant portion of the course is dedicated to the **Solution of Linear Systems**. Here, you’ll master methods like Gaussian elimination, LU decomposition, and LL^T decomposition, indispensable for solving systems of linear equations that arise in structural analysis, circuit design, and many other fields.

The course then moves into **Non-linear Equations and Systems**, covering fixed-point iteration, Newton’s method, and the resolution of non-linear systems. These techniques are essential for solving problems where linear approximations are insufficient.

Finally, the course delves into **Differential Equations and Boundary Value Problems**. You’ll explore numerical methods for solving first-order ordinary differential equations, including Euler’s schemes, and tackle systems of differential equations. The final chapters also introduce finite difference methods for solving one-dimensional boundary value problems, both linear and non-linear.

What makes this course stand out is its structured approach, clear explanations, and the solid theoretical foundation it provides, all while remaining grounded in practical application. The inclusion of an examination at the end (contributing 30% to the final grade) ensures that learners engage deeply with the material and solidify their understanding.

For engineers in fields like mechanical, civil, electrical, or aerospace, and for anyone involved in scientific computing or data science, “Analyse numérique pour ingénieurs” is a highly recommended course. It equips you with the mathematical tools and computational techniques necessary to tackle real-world engineering challenges effectively.

Enroll Course: https://www.coursera.org/learn/analyse-numerique