Numerical treatment of ordinary differential equations

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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