Course content

Partial derivatives. The Laplace transform with applications to solving ordinary differential equations and integral equations. Fourier series and the Fourier transform with applications to solving linear partial differential equations. Numerical methods: Interpolation, differentiation, and integration. Methods for solving linear and non-linear systems of equations. Runge-Kutta methods for solving systems of ordinary differential equations. Difference methods for solving partial differential equations.

Learning outcome

To introduce the students to the theory of Fourier series, integral transforms and numerical methods, and to make the students able to use these techniques to solve linear differential equations, both ODEs and PDEs.

Learning methods and activities

Lectures and compulsory exercises. Retake of examination may be given as an oral examination. The course may be lectured in English.

Compulsory assignments

• Exercises

Recommended previous knowledge

The course is based on TMA4100/10/15 Calculus 1/3 or equivalent.

Course materials

Will be announced at the start of the semester.

Credit reductions