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

Phone: +49 202 439 5296
Fax: (Fax currently unavailable)
E-Mail: sek-amna{at}math.uni-wuppertal.de

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

Lecture Details

Winter Term 2017/18

OrganisationProf. 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