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

Schedule

November 6, 10-17, Uppsala, Polacksbacken, room 2344
November 20, 10-17, KTH, huvudbyggnad, room 4523
December 4, 10-17, Uppsala, Polacksbacken, room 2344
December 18, 10-17, KTH, huvudbyggnad, room 4523
Lunch break 12-13
The starting date is November 6 in Uppsala.

Lecturer

The lecturer at KTH is Michael Hanke, hanke@nada.kth.se. The lecturer in Uppsala is Per Lötstedt with e-address perl@it.uu.se

Literature

G. Dahlquist, Numerical Methods for Ordinary Differential Equations, lecture notes.
P. Deuflhard, F. Bornemann, Scientific Computing with Ordinary Differential Equations, Springer, 2002.
E. Hairer, S. P. Nørsett, G. Wanner, Solving Ordinary Differential Equations, Vol I, Springer, 1993.
E. Hairer, G. Wanner, Solving Ordinary Differential Equations, Vol II, Springer, 1996.

Contents

Part I (November 6, Uppsala)

Some background in ODEs, 2h
One-step methods, convergence, stability, stiffness, 2h
Errors, adaptivity, 2h

Part II (November 20, KTH)

Runge-Kutta methods, accuracy conditions, stability, 4h
Preservation of invariants, symplectic methods, 2h

Part III (December 4, Uppsala)

Linear multistep methods, BDF methods, errors, stability, 4h
Implementation issues, 2h

Part IV (December 18, KTH)

Differential-algebraic equations (DAEs)
Sources of DAEs including singular perturbation problems, CMBS, electrical networks, method of lines for systems of PDEs, theory, 2h
numerical methods, asymptotic stability, 4h

Here you'll find some additional reading on DAEs:

Homework assignments

After each 6h-lecture there will be homework assignments solve on the material covered by the lecture.

Examinations

Here you can download the final examination project. In case that you have your own project you are welcome to solve this. Please contact the course leader (Per Lötstedt in Uppsala or Michael Hanke at KTH) for approval before starting your own project!

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Latest change August 21, 2009
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