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

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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)


Schedule
 
 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: hendricks@uni-wuppertal.de

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

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

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