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

To introduce the students to the theory of Fourier series, Fouriertransforms 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. The cource will be lectured together with TMA4125 Calculus 4N exept for two weeks where numerical methods replace the laplace transform. 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 Calculus 1/2/3 or equivalent.

Course materials

Will be announced at the start of the semester.

Credit reductions