MS-E1652: Computational Methods for Differential Equations
| Course name | Computational Methods for Differential Equations |
|---|---|
| Course code | MS-E1652 |
| Abbreviation | “Kompis” |
| Period | II (every other year) |
| Lecturer | Nuutti Hyvönen |
Description
In the course, you will learn how to solve differential equations numerically using different linear multi-step methods (LMMs) or Runge-Kutta methods. In addition, convergence and efficiency of each method is examined.
Course material
Official material
Hand-written lecture notes, the quality of which are surprisingly good. They mostly follow the book “D. F. Griffiths and D. J. Higham, Numerical Methods for Ordinary Differential Equations, Springer”.
Extra material
Contents and workload
For a master’s level course, the subjects are relatively straightforward. Additionally, many of the exercises are simple while others may be a bit more challenging.
Overall workload
Weekly contents
| Week | Topics |
|---|---|
| 1 | Introduction and motivation |
| 2 | Linear multi-step methods |
| 3 | LMMs continued |
| 4 | Runge-Kutta methods |
| 5 | Parabolic PDEs |
| 6 | Hyperbolic PDEs |
Practicalities
The course includes homework submissions every week and a course exam. 60% of the grading comes from the exam and 40% from the exercises. In addition to the 60/40 split, the course can be completed by only taking the exam.
Related courses
Official prerequisites
Recommended prerequisites: MS-A00XX (Matrix Algebra), MS-A01XX, MS-A02XX (Differential and Integral Calculus 1-2). The courses MS-A03XX (Differential and Integral Calculus 3), MS-C134X (Linear Algebra), MS-C1350 (Partial Differential Equations), MS-C1650 (Numerical Analysis) may also be useful.
Additional prerequisites
Good command of MATLAB is very useful as many of the exercises are done with it.