Course content

Fourier series and the Fourier transform with applications to solving linear partial differential equations. Numerical methods: Interpolation, splines, 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. Introduction to Matlab with examples.

Learning outcome

The aim is to introduce the students to the theory of Fourier series, Fourier transforms and numerical methods, and to make the students able to use these techniques to solve linear differential equations, both ordinary and partial.

Learning methods and activities

Lectures and compulsory exercises. Grade based on final written examination. Retake of examination may be given as an oral examination. The lectures may be given in English.

Compulsory assignments

• Exercises

Recommended previous knowledge

The course is based on Calculus 1/2/3 or equivalent.

Course materials

Will be announced at the start of the semester.

Credit reductions