Numerical methods for differential equations (2011/2012)

Course code
Marco Caliari
Academic sector
Language of instruction
Web page
Teaching is organised as follows:
Activity Credits Period Academic staff Timetable
Teoria 4 I semestre Marco Caliari
Esercitazioni 2 I semestre Marco Caliari

Lesson timetable

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.

Assessment methods and criteria

Written (solution in Matlab/Octave of some exercises) and oral exam.

Teaching aids
Title Format (Language, Size, Publication date)
Dispensa  pdfpdf (it, 793 KB, 11/08/11)