Course Unit


Numerical treatment of ordinary differential equations

  • Code: DT0651
  • Unit Coordinator: Daniel Ruprecht
  • Programme: Erasmus Mundus
  • ECTS Credits: 6
  • Semester: 2
  • Year: 1
  • Campus: Hamburg University of Technology
  • Language: English
  • Aims:

    Students are able to list numerical methods for the solution of ordinary differential equations and explain their core ideas, repeat convergence statements for the treated numerical methods (including the prerequisites tied to the underlying problem), explain aspects regarding the practical execution of a method, select the appropriate numerical method for concrete problems, implement the numerical algorithms efficiently and interpret the numerical results.

  • Content:
    • Numerical methods for Initial Value Problems: single step methods, multistep methods, stiff problems, differential algebraic equations (DAE) of index 1;
    • Numerical methods for Boundary Value Problems: multiple shooting method, difference methods
  • Pre-requisites:

    Analysis, Linear Algebra, Basic MATLAB knowledge

  • Reading list:
    • E. Hairer, S. Noersett, G. Wanner: Solving Ordinary Differential Equations I: Nonstiff Problems
    • E. Hairer, G. Wanner: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems

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