Ruprecht-Karls-Universität Heidelberg
Siegel der Universität Heidelberg

Module for [Scientific Computing]

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[Numerical Analysis of Ordinary Differential Equations] - [2015 Sommer]

Module Code
MH06
Name
Numerical Analysis of Ordinary Differential Equations
Credit Points
8 CP
Workload
240 h
Duration
1 semester
Cycle
0
Methods Lecture 4 h + Exercise course 2 h
Objectives To have a firm command of advanced numerical methods for ordinary differential equations
Content • Theory of initial and boundary value problems • One-step methods: consistency, stability and convergence • Linear multi-step methods, extrapolation, Galerkin methods • Differential-algebraic problems • Shooting method • Sturm-Liouville problems
Learning outcomes • Analytical and algorithmical thinking • Mastering of methods from analysis and linear algebra • Capability of problem solving
Prerequisites
Suggested previous knowledge Course on Introductory Numerical Analysis
Assessments Homework, exercise course, written or oral exam
Literature Announcement in the course (Lecture Notes)
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