Semester 2

Teaching Unit : UEM 1.2

Subject 3:   Applied Numerical Methods

VHS: 45h00 (Lectures: 1h30, Tutorials: 1h30)

Credits: 3

Coefficient: 1

1- Teaching Objectives

 

The main goal of teaching this module is to build a robust foundation for the first-year master's student in production to solve the different types of differential equations that govern hydrocarbon production phenomena using numerical methods and programming tools such as MATLAB.

2-Recommended prior knowledge

 

Skills acquired during his bachelor's degree training in production 1 and 2; the modules: Mathematics and computer science.

3-Content of the material

 

Chapter I : Analytical solution of ordinary differential equations.

II.1 First-order linear differential equation.

II.2 Second order linear differential equation.

 

Chapter II Numerical solution of ordinary differential equations of order 1 (initial condition or Cauchy problem).

III.1 Cauchy's Problem

III.2 Euler's Method

III.3 Modified Euler Method

III.4 Taylor Method

III.5 Runge-Kutta method of order 2 and order 4

 

Chapter III: Numerical solution of differential equations of order greater than 1 and system of differential equations (initial condition problem or Cauchy problem) .

IV.1 Cauchy's Problem

IV.2 Euler's Method

IV.3 Modified Euler Method

IV.4 Taylor Method

IV.5 Runge-Kutta method of order 2 and order 4

 

Chapter IV: Numerical solution of ordinary differential equations of order (2) (Boundary or Dirichlet problem).

V.1. Direchlet problem for ordinary differential equations (2).

V.2 Finite Difference Method

Rayleighritz method

V.4 Firing Method

 

Chapter V: Optimization Methods

V.1 Generalities on optimization problems

V.2 Optimization in 1 dimension

V.3. Optimization in dimension n>2

 

4-Evaluation Method

 

Written assessment (exams) and continuous assessment (presentations, quizzes) .

 

5-Bibliographical References

 

1- Jean-Pierre NOUGIER, Numerical Calculation Methods, MASSON, Paris 1991.

2- Kurt ARBENZ and Alfred WOHLHAUSER, Numerical Analysis, O. PU , central square of Ben Aknoun (Algiers).

3- C. Brezinski, Introduction to the practice of numerical calculation, Dunod, Paris 1988.

4 - G. Allaire and SM Kaber , Numerical Linear Algebra, Ellipses, 2002.

5 -  M. Crouzeix and A.-L. Mignot, Numerical analysis of differential equations, Masson, 1983.

6- S. Delabrière and M. Postel, Approximation methods. Differential equations. Scilab applications, Ellipses, 2004.

7- PG Ciarlet , Introduction to numerical matrix analysis and optimization , Masson , Paris, 1982.

8 - J.-P. Demailly , Numerical Analysis and Differential Equations. Presses Universitaires de Grenoble, 1996.

9- E. Hairer , SP Norsett and G. Wanner, Solving Ordinary Differential Equations, Springer, 1993.

10 - G. Christol, A. Cot and C.-M. Marle, Differential Calculus, Ellipses, 1996.