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


October 11, 10-17, Uppsala, Polacksbacken, room 2345
October 25, 10-17, KTH, huvudbyggnad, room 4523
November 8, 10-17, Uppsala, Polacksbacken, room 2345
November 22, 10-17, KTH, huvudbyggnad, room 4523
Lunch break 12-13
The starting date is October 11 in Uppsala.


The lecturer at KTH is Michael Hanke, The lecturer in Uppsala is Per Lötstedt with e-address


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.


Part I (October 11, Uppsala)

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

Part II (October 25, KTH)

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

Part III (November 8, Uppsala)

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

Part IV (November 22, 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.


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 October 10, 2011
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