Course - Numerical Integration of Time Dependent Differential Equations - MA8404
Numerical Integration of Time Dependent Differential Equations
About
About the course
Course content
The course is given every second year if a sufficient number of students sign up. The course is given next time Fall 2013.
The first part of the course is devoted to general techniques for solving ordinary differential equations, like Runge-Kutta and linear multistep methods. Then modern numerical methods for special applications are discussed, for instance differential equations with conservation laws or other underlying geometric structures. The last part of the course will treat time integration of partial differential equations. Modern schemes based on splitting and exponentials will be presented and analyzed.
Learning outcome
1. Knowledge.
The first part of the course is devoted to general techniques for solving ordinary differential equations, like Runge-Kutta and linear multistep methods. Then modern numerical methods for special applications are discussed, for instance differential equations with conservation laws or other underlying geometric structures. The last part of the course will treat time integration of partial differential equations. Modern schemes based on splitting and exponentials will be presented and analyzed.
2. Skills.
The students should handle the techniques related to numerical solution of partial differential equations, in particular Runge-Kutta method and multistep method,
They should be able to study modern methods for solving time dependant differential equations and use these methods in a variety of applied and theoretical problems.
3. Competence.
The students should be able to participate in scientific discussions and conduct researches on high international level related to numerical solutions of time-dependant partial differential equations, and also participate in joint projects related to this matter.
Learning methods and activities
Lectures, alternatively guided self-study.
Course materials
Will be announced at the start of the course.
Subject areas
- Numerical Mathematics