Numerical methods for differential equations (2016/2017)

Course code
4S00704
Name of lecturer
Marco Caliari
Coordinator
Marco Caliari
Number of ECTS credits allocated
6
Academic sector
MAT/08 - NUMERICAL ANALYSIS
Language of instruction
Italian
Period
I sem. dal Oct 3, 2016 al Jan 31, 2017.
Web page
http://profs.scienze.univr.it/caliari/teaching.htm#ED1617

Lesson timetable

I sem.
Day Time Type Place Note
Tuesday 10:30 AM - 11:30 AM lesson Lecture Hall F  
Wednesday 2:30 PM - 4:30 PM laboratorio Laboratory Alfa  
Thursday 10:30 AM - 12:30 PM lesson Lecture Hall B  

Learning outcomes

The course has the purpose to analyse the main numerical methods for the solution of ordinary and classical partial differential equations, from both the analytic and the computational point of view.
There is an important part in the laboratory, where the studied methods are implemented and tested.
It is highly recommended to have attended the course Numerical analysis with laboratory and Mathematical Analysis II.

Syllabus

Boundary value problems, finite differences and finite elements methods, spectral methods (collocation and Galerkin).

Ordinary differential equations: numerical methods for initial value problems, one step methods (theta-method, variable step-size Runge-Kutta, exponential integrators) and
multistep, stiff problems, stability;

Partial differential equations: classical equations (Laplace, heat and transport), the method on lines.

Assessment methods and criteria

After a first written part (solution in Matlab/Octave of some exercises in laboratory) there is an oral exam, to be due within the same session.

STUDENT MODULE EVALUATION - 2016/2017