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


Prof. Dr. Matthias Ehrhardt
Dr. Renate Winkler
Christian Hendricks, M.Sc.

Lecture Course in Winter Term 2013/2014:

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

(This course will be given in English)

 Lecture   Mon, 16:15 - 17:45   Room  G.14.34   Date:  weekly, starting October 21 
 Lecture   Thu, 12:15 - 13:45   Room  G.15.20   Date:  weekly, starting October 24  
 Exercise (Winkler)  Tue, 16:15- 17:45   Room  G.15.34   Date:  weekly, starting October 29 
 Exercise (Hendricks)  Fri, 08:30 - 10:00   Room  G.15.25   Date:  weekly, starting October 25 

The written exam will take place on March 6, Hörsaal4, F.10.01, 10:00 - 12:00 am.
The anonymous list of students that are granted access to the examen
(i.e. more than 40 % of the points) can be found here.
Register by email to:

Consultation Hours for exam:
 Consultation Hours (Winkler)  Tue, 14:15 - 15:45   Room  G.14.33   Date:  February 18, March 4 
 Consultation Hours (Hendricks)  Mon, 10:15 - 11:45   Room  G.14.05   Date:  February 17 and 24 

Detailed Outline of the Course

Exercise Sheets


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


  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

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'.


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:


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

Last modified:   Disclaimer