Numerical Analysis and Simulation I: Ordinary Differential Equations (ODEs)

Lecture Details

Winter Term 2017/18

Organisation

Prof. Dr. Michael Günther
Prof. Dr. Matthias Ehrhardt
Dipl.-Math. Michele Wandelt

Type

Lecture and Exercises (4+2 SWS)

The course comprises 4h lectures and 2h exercises per week.

Language

The course is in english.

Target audience

The course is dedicated to students in mathematics, financial mathematics, IT, CSIS and SII.
Required course for master programme 'Computer Simulation in Science', first term in branch 'Numerical Methods'.

Prerequisite

Knowledge of basic courses in mathematics (Analysis I-II, Linear Algebra I-II or similar), Introduction to Numerical Mathematics and ODEs.

Credits

9 points

Examination

TBA

Topics

1) Differential Algebraic Equations (DAEs)

2) Geometric Integrators

3) Model Order Reduction (MOR)

4) Dynamic Iteration

5) Multirate Schemes

Time and Place

Lecture :

Mondays 16:00 - 18:00 building G - HS 08

Tuesdays 12:00 - 14:00 building G - HS 25

Exercises:

Fridays 10:00 - 12:00 building G - G.15.34

Office hours

by appointment

Skript

Previous knowledge:

Script ODEs

Script Numerical methods

Information:

Sheet of Information

Exercise Sheets

Exercise Sheet 1

Literature

DAEs:

chapter 6 of the lecture notes of ordinary differential equations on this web page

Solving Ordinary Differential Equations II / Ernst Hairer,; Gerhard Wanner,

Geometric integrators:

Geometric numerical integration : structure preserving algorithms for ordinary differential equations / Ernst Hairer ; Christian Lubich ; Gerhard Wanner