Numerical methods for differential equations (2014/2015)

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

Lesson timetable

I sem.
Activity Day Time Type Place Note
Teoria Tuesday 2:30 PM - 4:30 PM lesson Lecture Hall G  
Teoria Thursday 2:30 PM - 5:30 PM lesson Lecture Hall G  
Laboratorio Thursday 2:30 PM - 5:30 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.
It is highly recommended to have attended the course Numerical analysis with laboratory.


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.

Teaching aids
Title Format (Language, Size, Publication date)
Dispense/Lecture notes  pdfpdf (it, 1151 KB, 01/10/14)