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Arbeitsgruppe Angewandte Mathematik / Numerische Analysis
Bergische Universität Wuppertal
Fakultät 04
Gaußstraße 20
D-42119 Wuppertal
Deutschland

Telefon: +49 202 439 5296
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E-Mail: sek-amna{at}math.uni-wuppertal.de

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


Winter Term 2011/12

Organizers Prof. Dr. R. Pulch
Type Lecture and Exercises (4+2 SWS)

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

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 'Mathematical Modelling'.
Prerequisite Knowledge of basic courses in mathematics (Analysis I-II, Linear Algebra I-II or similar) and Introduction to Numerical Mathematics (or: block course 'Introduction to Numerical Methods for Computer Simulation').
Credits 9 points
Lab Exercise Separate course: Lab Exercises for Numerical Analysis and Simulation I: ODEs
Examination Oral examinations with duration of about 30 min. for each candidate. No books, script, etc. allowed.
Dates:
March, 14
  • 9:00-9:30 L.V.
  • 9:45-10:15 A.S.
  • 10:30-11:00 A.N.
  • 11:15-11:45 Ko.S.
  • 13:30-14:00 O.L.
  • 14:15-14:45 L.B.
April, 18
  • 9:00-9:30 Ke.S.
  • 9:45-10:15 J.H.
  • 10:30-11:00 C.H.
  • 11:15-11:45 W.T.
  • 13:30-14:00 M.J.

Location:
Campus Wicküler Park (Bendahler Str. 29), room 505 (5th floor)
Topics ODE models in science; one-step methods; multi-step methods; integration of stiff systems; differential algebraic equations; boundary value problems.
Time and Place

Lecture:
Monday, 10:15-11:45 in room G-15.25
Thursday, 12:15-13:45 in room G-15.25

Exercises:
Friday, 8:30-10:00 in room G-15.25
Office hour No weekly office hour after February, 3.
Scriptum
(last modification on February, 16)
Exercises
A folder with solutions of the exercises can be borrowed for one or two days. The folder is located in the secretary's office at Wicküler Park (Bendahler Str. 29), room 502 (5th floor). Office hours: Monday-Friday from 9:00-11:30.
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.