(TA): Mathematics for engineering

Undergraduate course and computer sessions, Ecole Centrale de Nantes, 2022

Supervised by:

  • Françoise Foucher (associate professor)
  • Marie Billaud-Friess (associate professor)
  • Mazen Saad (full professor).

Description

Numerical Linear Algebra

Examples of Direct and iterative methods for linear systems, error control.

Optimization

Basic unconstrained optimization (theorems for existence and uniqueness, quadratic optimization), constrained optimization (KKT theorem, Lagrangian optimization).

Probability

Basic probability laws, different types of convergence for random variable, basic convergence theorems.

Statistic

Basic properties of estimators, examples of maximum a posteriori estimators, confidence intervals.

Numerical Analysis

Basic polynomial and spline interpolation, linear regression, basic numerical integration.