Numerical methods for differential equations (2009/2010)

Course code
Name of lecturer
Marco Caliari
Marco Caliari
Number of ECTS credits allocated
Academic sector
Language of instruction
2nd Semester dal Mar 1, 2010 al Jun 15, 2010.
Web page

Lesson timetable

2nd Semester
Day Time Type Place Note
Tuesday 4:30 PM - 6:30 PM lesson Lecture Hall M  
Thursday 3:30 PM - 4:30 PM lesson Lecture Hall M  
Thursday 4:30 PM - 6:30 PM lesson Laboratory Alfa  

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.


Numerical linear algebra (semiiterative methods for the solution of large ans sparse linear systems).
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;
boundary value problems, finite differences and finite elements methods, spectral methods (collocation and Galerkin).
Partial differential equations: classical equations (Laplace, heat, transport and waves), multidimensional finite differences methods, the method on lines.

Reference books
Author Title Publisher Year ISBN Note
Arieh Iserles A First Course in the Numerical Analysis of Differential Equations (Edizione 2) Cambridge University Press 2009 9780521734905

Assessment methods and criteria

Oral and written exam