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Chair of Applied Mathematics / Numerical Analysis
Bergische Universität Wuppertal
Faculty of Mathematics and Natural Sciences
Gaußstraße 20
D-42119 Wuppertal

Phone: +49 202 439 5296
Fax: +49 (0) 202 439 5201
E-Mail: sek-amna{at}


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

Winter Semester 2014/15

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OrganisationProf. 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

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

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

Office hoursby appointment

{guenther,buckova,shcherbakov, wandelt}


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