Numerical Analysis and Simulation I: Ordinary Differential Equations (ODEs)

Lecture Details
Winter Term 2017/18
Organisation
Prof. Dr. Michael Günther
Prof. Dr. Matthias Ehrhardt
Dipl.-Math. Michele Wandelt
Type
Lecture and Exercises (4+2 SWS)
The course comprises 4h lectures and 2h exercises per week.
Language
The course is in english.
Target audience
The course is dedicated to students in mathematics, financial mathematics, IT, CSIS and SII.
Required course for master programme 'Computer Simulation in Science', first term in branch 'Numerical Methods'.
Prerequisite
Knowledge of basic courses in mathematics (Analysis I-II, Linear Algebra I-II or similar), Introduction to Numerical Mathematics and ODEs.
Credits
9 points
Examination
TBA
Topics
1) Differential Algebraic Equations (DAEs)
2) Geometric Integrators
3) Model Order Reduction (MOR)
4) Dynamic Iteration
5) Multirate Schemes
Time and Place
Lecture :
Mondays 16:00 - 18:00 building G - HS 08
Tuesdays 12:00 - 14:00 building G - HS 25
Exercises:
Fridays 10:00 - 12:00 building G - G.15.34
Office hours
by appointment
Skript
Previous knowledge:
Information:
Exercise Sheets
Literature
DAEs:
chapter 6 of the lecture notes of ordinary differential equations on this web page
Solving Ordinary Differential Equations II / Ernst Hairer,; Gerhard Wanner,
Geometric integrators:
Geometric numerical integration : structure preserving algorithms for ordinary differential equations / Ernst Hairer ; Christian Lubich ; Gerhard Wanner