2D4232, Numerical Methods for Partial Differential Equations
(distance-learning, 4 points / 6 ECTS)
Numerical methods are a part of the problem solving skills that are
expected to be mastered by most of the university graduates working
in a quantitative field.
The same fundamental concepts of Brownian motion, convection, diffusion,
dispersion and non-linearity are used to simulate applications in
telecommunication (collisions of data-packets in a network, solitons in
optical fibers), economics (stock options), biology (transport in cellular
tissues), engineering (heat transfer, pollution) and social sciences
(behavior of people in a crowd).
Quantitative answers for real applications can generally be obtained only
What are the course targets?
The target of this course is to provide a working knowledge in at least
four numerical methods and to apply them for a variety of equations.
The Java powered syllabus
fast Fourier transforms,
Each method is illustrated and applied with experiments to solve practical problems in one dimension, including the
advection-diffusion (heat transfer),
Black-Scholes (option pricing),
Burger (shock waves),
Korteweg-De Vries (solitons) and the
Schrödinger equation (quantum mechanics).
Distance-learning and assessement
The course can be completed at a distance using a regular browser to
submit assignments with derivations and programs in a problem based
A strong emphasis is put on the problem based learning where the
participants analyze data, derive, implement, document and execute
their own models in a web browser everywhere on the Internet.
The first part of the course consists in a number of self-studies
and assignments with computer generated feed-back that can be
completed throughout the year (2 points / 3 ECTS).
The second part involves more complex problem based learning tasks
that are completed under the supervision of a human teacher when
the course officially takes place (2 points / 3 ECTS) and has to
be completed to finally qualify for a course certificate.
Advanced undergraduates / PhD students with a scientific background.
Ordinary differential equations, Fourier analysis and elementary
Course website, contact and registration
More information and examples can directly be accessed from the course website
To register, internal students can simply
open an account
during the month before the course starts. Netuniversity and continued education
students from outside KTH have to fill-in the
(select "Blankett") before the course starts.
Specific questions preferably by e-mail to
André Jaun, NADA, KTH, 100 44 Stockholm,
tel +4670 7971879.
Here is a link to the analysis for the previous courses:
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Last modified 16 Dec 2005
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