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Recent information on SF3566 Numerical Methods for ODEs and DAEs

Schedule

September 27, 10-17, Uppsala, Polacksbacken, room 1112 (building 1, floor 1)
October 11, 10-17, KTH, huvudbyggnad, room 3418 (Lindstedsv 25)
November 1, 10-17, Uppsala, Polacksbacken, room 2345 (building 2, floor 3)
November 22, 10-17, KTH, huvudbyggnad, room 3418 (Lindstedsv 25)
Lunch break 12-13, coffee break 15:00 - 15:15
The buildings at Polacksbacken can be found on this map.
The starting date is September 27, 2016 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.
U.M. Ascher, L.R. Petzold, Computer methods for ordinary differential equations and differential-algebraic equations, SIAM, 1998.
R. Lamour, R. März, C. Tischendorf, Differential-Algebraic Equations: A projector Based Analysis, Springer 2013

Contents

Part I (September 27, Uppsala)

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

Part II (October 11, KTH)

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

Part III (November 1, 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.

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 11, 2016
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