Numerical Methods for Differential Equations
MCNAcourses ▸ FMNN10/NUMN12 – Autumn 2018

Short Description

Credits:
7.5 points / 8 points depending on the program.
Instructors:
Philipp Birken, Eskil Hansen, Claus Führer
Assistants:
Julio Careaga, Peter Meisrimel, Lea Miko Versbach
Grading LTH:
U, 3, 4, 5
Grading NF:
U, G, VG
Examination:
Mandatory weekly assignments and one written exam. The grade is based on the exam only. The only authorized aid is one A4 page, on which anything can be written, possibly double sided.
Prerequisites:
Linear Algebra, Calculus, some knowledge of applied mathematics

Course contents

This is a first course on scientific computing for ordinary and partial differential equations. It includes the construction, analysis and application of numerical methods for:

  1. Initial value problems in ODEs
  2. Boundary value problems in ODEs
  3. Initial-boundary value problems in PDEs with one space dimension.

Approximately two weeks are spent on each topic, except for three weeks spent on PDEs.

Literature

For those who want a text book we recommend An Introduction to Modeling and Computation for Differential Equations by Lennart Edsberg which has a strong focus on applications and contains many interesting examples.

Edsberg