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Information on 2D1255,

Numerisk behandling av differentialekvationer II

Latest News

EXAM: Feb 6 2006, 8-13. You must register for the exam by sending an email

The schedule has been updated. See below.

The last problemset: Problem set 7. Find Problem set 6, Problem set 5, Problem set 1, problem set 2, problem set 3, problem set 4. Note that problem set 4 should be handed in no later than March 10. Corrected reports can be collected during office hour.
There is a set of possible exam quastions.
Find earlier displayed information here.

About the Course

The course treats the numerical solution of differential equations. It emphasizes partial differential equations (PDE) and finite difference methods and finite volume schemes. Well-posedness, and stability and properties of schemes for hyperbolic systems of equations are a major concern, as well as elliptic and parabolic equations. The choice of boundary conditions has an impact on stability and well-posedness, and will be discussed. The goal of the course is to give students
  1. Understanding of the mathematical concepts, properties and tools for analyzing differential equations and their discretizations, and ability to carry out the manipulations and calculations required.
  2. Working knowledge and experience of implementing FD schemes with various boundary conditions
  3. Experience of carrying out a complete solution of a computational problem - formulation, analysis, method choice, implementation, validation, and interpretation and presentation of results.
The theoretical part introduces model equations and Fourier - Continuous as well as Discrete - techniques for the analysis of equations and schemes. The theory is complemented by a set of homework and study problems, computer labs, and a larger project on the formulation, analysis, and solution of a "realistic" problem. The students are expected to have a solid background of calculus, differential equations, and linear algebra; a basic course in numerical analysis is required, as is familiarity with the NADA computer environment and MATLAB.


Teacher is Gunilla Kreiss,
Assistant: Mohammad Motamed,
Office hours: Wednesdays and Fridays 13-14.


LeVeque: Finite Volume Methods for Hyperbolic Problems , Cambridge, 2002,

Other course materiel, such as

will be distributed on lectures and shown under latest news.

NADAS student office

Oscars Backe 2, level 2, open Mo-Fr 9.45-11.30, Mo-Thu 12.45-14.15, Tel: 790 8077.


To pass the student must
  1. Pass a written examination. (2 cred) The exam will consist of a selection of the distributed examination questions.
  2. Solve the 8 homework problems. Written reports of good quality must be handed in on given deadlines. You can find a latex file with a skeleton for a report. in the course archive.
For the problem sets the students are encouraged to work in groups of two (not three), each group needs only to hand in one report. The grade on the course will be based on the written examination. The written exam is scheduled to Tuesday May 30 8.00-13.00 in rooms Q11 and Q12. You do not need to register for the exam.


The schedule for the 4th period will be distributed later.

Registration och "course join"

You must regiter with your Sektions Kansli to take this course. Please do so as soon as possible!

You should also give the commands

res checkin ndiff2-06


course join ndiff2-06

when logged in. When you have finished the course, write

course leave ndiff2-06

You do not need to register for the exam.

Info directory

There is a course archive: /info/ndiff2-06.

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Sidansvarig: Gunilla Kreiss <>
Senast ändrad 16 januari 2006
Tekniskt stöd: <>