Course syllabus

# Numeriska metoder för differentialekvationer

Numerical Methods for Differential Equations

## FMNN10, 8 credits, A (Second Cycle)

## General Information

## Aim

## Learning outcomes

## Contents

## Examination details

## Admission

## Reading list

## Contact and other information

Numerical Methods for Differential Equations

Valid for: 2012/13

Decided by: Education Board 1

Date of Decision: 2012-03-22

Main field: Technology.

Compulsory for: F3, Pi3

Elective for: I4

Language of instruction: The course will be given in English on demand

The aim of the course is to teach computational methods for solving both ordinary and partial differential equations. This includes the construction, application and analysis of basic computational algorithms for differential equations. Problem solving using computers is a central part of the course.

Knowledge and understanding

For a passing grade the student must

- be able to discretize ordinary and partial differential equations. Moreover, students have to be able to independently implement and apply such algorithms.

Competences and skills

For a passing grade the student must

- be able to independently select and apply computational algorithms.

- be able to independently evaluate both accuracy and relevance of numerical results.

- report solutions to problems and numerical results in written form.

Judgement and approach

For a passing grade the student must

- write a logically well structured report in suitable terminology on the construction of basic numericall methods and algorithms.

- write an algorithmically well structured report in suitable terminology on the numerical solution of a mathematical problem.

Methods for time integration: Euler’s method, the trapezoidal rule. Multistep methods: Adams' methods, backward differentiation formulae. Explicit and implicit Runge-Kutta methods. Error analysis, stability and convergence. Stiff problems and A-stability. Error control and adaptivity. The Poisson equation: Finite differences and the finite element method. Elliptic, parabolic and hyperbolic problems. Time dependent PDEs: Numerical schemes for the diffusion equation. Introduction to difference methods for conservation laws.

Grading scale: TH

Assessment: The grade is based on homework assignments and a written exam.

Required prior knowledge: FMA420 Linear Algebra, FMA430 Calculus in Severable Variables, FMA021/FMAF15 Applied Mathematics.

The number of participants is limited to: No

The course overlaps following course/s: FMN011, FMN041, FMN050, FMN081, FMN130, FMNF01

- Iserles, A: Numerical analysis of differential equations. Cambridge University Press, 2008, ISBN: 978-0521734905.
- Edsberg, L: An Introduction to Modeling and Computation for Differential Equations. Wiley, 2008, ISBN: 978-0470270851.
- It is enough to read one of the books. Edsberg's book discusses modelling to a higher degree.

Director of studies: Studierektor Anders Holst, Studierektor@math.lth.se

Course coordinator: Gustaf Söderlind, Gustaf.Soderlind@na.lu.se

Course homepage: http://www.maths.lth.se/na/courses/FMNN10