Bergische Universität Wuppertal
Fachbereich Mathematik und Naturwissenschaften
Angewandte Mathematik - Numerische Analysis (AMNA)

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Prof. Dr. Matthias Ehrhardt
Dipl-Math. Michèle Wandelt

Lecture Course in Winter Term 2012/2013:

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

(This course will be given in English)


Schedule
 
 Lecture   Mon, 16:15 - 17:45   Hörsaal 8, Gebäude G   Date:  weekly, starting October 15 
 Lecture   Thu, 12:15 - 13:45   Seminarraum  G.15.25   Date:  weekly, starting October 18  
 Exercise   Fri, 8:30 - 10:00   Seminarraum G.15.25   Date:  weekly, October 19 - November 30  
 Exercise   Thu, 10:00 - 11:30   Seminarraum G.15.20   Date:  weekly, starting December 6 

Oral Examens will be scheduled on Feb 18, March 12 and March 20.
register by email to: ehrhardt@math.uni-wuppertal.de

Detailed Outline of the Course

Exercise Sheets

Content:
intro

Für die Implementierung der praktischen Aufgaben wird Matlab, GNU Octave bzw. Scilab empfohlen.

Topics:

  1. ODE models in science
  2. Short synopsis on theory of ODEs
  3. One-step methods
  4. Multi-step methods
  5. Integration of stiff systems
  6. Methods for differential algebraic equations
  7. Two-point boundary value problems
  8. Geometric integrators

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'.

Remarks:

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').

Lecture Notes:

Literature:


University of Wuppertal
Faculty of Mathematics and Natural Sciences
Department of Mathematics
Applied Mathematics & Numerical Analysis Group

Last modified:   Disclaimer   ehrhardt@math.uni-wuppertal.de