course-details-portlet

MA8404 - Numerical Integration of Time Dependent Differential Equations

About

Lessons are not given in the academic year 2024/2025

Course content

The first part of the course is devoted to general techniques for solving ordinary differential equations, like Runge-Kutta and linear multistep methods. Then modern numerical methods for special applications are discussed, for instance differential equations with conservation laws or other underlying geometric structures. The last part of the course will treat time integration of partial differential equations. Modern schemes based on splitting and exponentials will be presented and analyzed.

Learning outcome

1. Knowledge. The first part of the course is devoted to general techniques for solving ordinary differential equations, like Runge-Kutta and linear multistep methods. Then modern numerical methods for special applications are discussed, for instance differential equations with conservation laws or other underlying geometric structures. The last part of the course will treat time integration of partial differential equations. Modern schemes based on splitting and exponentials will be presented and analyzed. 2. Skills. The students should handle the techniques related to numerical solution of ordinary and partial differential equations, in particular Runge-Kutta methods and multistep methods. They should be able to analyse modern methods for solving time dependent differential equations and use these methods in a variety of applied and theoretical problems. 3. Competence. The students will be able to participate in scientific discussions and conduct researches at high international level regarding the numerical solution of ordinary and time-dependent partial differential equations. They should be able to participate and contribute to joint projects on this area of research.

Learning methods and activities

Lectures, alternatively guided self-study.

The course is given every second year if a sufficient number of students sign up. The course is given next time Fall 2025.

Course materials

Will be announced at the start of the course.

Facts

Version: 1
Credits:  7.5 SP
Study level: Doctoral degree level

Coursework

No

Language of instruction: English

Location: Trondheim

Subject area(s)
  • Numerical Mathematics
Contact information

Department with academic responsibility
Department of Mathematical Sciences

Examination

  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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