04-00-0138-vu Numerics of Ordinary Differential Equations

Instructors: Prof. Dr. rer. nat. Jens Lang; M.Sc. Richard Löscher

Event type: Lecture & Exercise

Org-unit: Dept. 04 - Mathematics

Displayed in timetable as: Num. Anal. ODE

Subject:

Crediting for:

Hours per week: 6

Language of instruction: German

Min. | Max. participants: - | -

Course Contents:
initial value problems: one-step methods, multi-step methods; convergence analysis, notions of stability;
boundary-value problems: Shooting methods, finite difference methods, stability and convergence;
partial differential equations: Finite difference methods, convergence analysis;

Literature:
Deuflhard, Bornemann: Numerische Mathematik 2
Stoer, Bulirsch: Numerische Mathematik 2

Preconditions:
recommended: Analysis, Linear Algebra, Ordinary Differential Equations, Introduction to Numerical Analysis or similar knowledge as taught in an engineering programme.