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

Winter Semester 2014/15

Organisation

Prof. Dr. Michael Günther

Zuzana Buckova, M. Sc.

Dmitry Shcherbakov, M. Sc.

Dipl. Math. Michele Wandelt, M. Sc.

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 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) and Introduction to Numerical Mathematics.

Credits

9 points

Lab Exercise

Separate course: Lab Exercises for Numerical Analysis and Simulation II: ODEs

Examination

The duration of exam is 120 minutes. You can reach a total of 140 points. 100 points correspond to 100 %, the examination is passed with 50 points.

In the exam are as aids only allowed one sheet of A4 paper and a pen.

In particular, all kinds of electronic devices are not permitted (even a simple calculator or a mobile phone). Books, scripts and so on are not allowed.

1st date: 10.02.2015, 10:00-12:00 in Hörsaal 4

2nd date: 14.04.2015, 10:00-12:00 in Hörsaal 16 (room O.06.06)

room O.06.06 is located in building O on the 6th floor

approved participants (last 3 digits of the student number):

*840, *100, *944, *012, *747, *465, *331, *213, *890, *095, *313, *019, *148, *741, *390, *810, *445, *060, *340, *948, *492, *222, *975, *631, *350, *790

if you have further questions: write a mail to wandelt at math.uni-wuppertal.de

Topics

ODE models in science; one-step methods; multi-step methods; integration of stiff systems; differential algebraic equations; geometric integrators; stochastic differential equations; boundary value problems.

Time and Place

Lecture :

Monday, 16:15 - 17:45 in room G.14.34

Tuesday, 16:15 - 17:45 in room G.14.34

Exercises :

Monday, 8:30 - 10 in room G.15.34, starting October 20th

Friday, 8:30 - 10:00 in room G.15.25, starting October 24th

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Office hours

by appointment

{guenther,buckova,shcherbakov, wandelt}

at math.uni-wuppertal.de

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Information

Information sheet (last change: October 17th, 2014)

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Skript

Script of the lecture
(last modification on February 16, 2012)

Previous knowledge: Script Numerical methods

Exercise Sheets

Exercise sheet 1

Exercise sheet 2

Exercise sheet 3

Exercise sheet 4

Exercise sheet 5

Exercise sheet 6

Exercise sheet 7

Exercise sheet 8

Exercise sheet 9

Exercise sheet 10

Exercise sheet 11

Exercise sheet 12

Exercise sheet 13

Exercise sheet 14

Literature

• J. Stoer, R. Bulirsch: Introduction to Numerical Analysis. Springer, Berlin, 2002. (Chapter 7)
• J. Stoer, R. Bulirsch: Numerische Mathematik 2. Springer, Berlin, 2005. (Kapitel 7)
• A. Quarteroni, R. Sacco, F. Saleri: Numerical Mathematics. Springer, New York, 2007. (Chapter 11)
• K. Strehmel, R. Weiner: Numerik gewöhnlicher Differentialgleichungen. Teubner, 1995.
• P. Deuflhard, F. Bornemann: Scientific Computing with Ordinary Differential Equations. Springer, New York, 2002.