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Recent information on 2D5234, (DN3234) Numerical Methods for ODEs and DAEs

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Period 3; lectures/exercises on tuesdays, 10.00-12.00 (room 4523) and on fridays, 10.00-12.00 (room 4523). The starting date is January 14.


The lecturer is Michael Hanke, Per Lötstedt,,


The basic course book is:
Uri M. Ascher, Linda R. Petzold: Computer methods for ordinary differential equations and differential-algebraic equations. Philadelphia: SIAM 1996


Every week, two lectures (exercises) are given. The following schedule is preliminary and will be adapted to the needs.

1. Introduction; existence, uniqueness, sensitivity wrt perturbations
2. Asymptotic stability, recursive mappings
3. Basic methods, basic concepts
4. Runge-Kutta methods; asymptotic expansions and extrapolation methods
5. Error estimation and stepsize control
6. Implicit Runge-Kutta methods, implementation, ROW methods
7. LMM: Adams and BDF methods, stability, convergence
8. Asymptotic stability, error estimation, implementation
9. Theory od DAEs
10. Theory of DAEs
11. Numerical approximation of DAEs
12. Asymptotic stability for DAEs

Here are the slides of the course
Here you'll find some additional reading on dae's:

Homework assignments


There is no examination. Instead, we will meet individually to discuss the homework.

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Latest change February 12, 2003
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