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Numerical Methods for Ordinary Differential Equations
(dt. Numerik für gewöhnliche Differentialgleichungen)

Level, degree of commitment Specialization module, compulsory elective module
Forms of teaching and learning,
workload		 Lecture (3 SWS), recitation class (1 SWS),
180 hours (60 h attendance, 120 h private study)
Credit points,
formal requirements		 6 CP
Course requirement(s): Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written or oral examination (individual examination)
Language,
Grading		 English,
The grading is done with 0 to 15 points according to the examination regulations for the degree program M.Sc. Mathematics.
Duration,
frequency		 One semester,
irregular
Person in charge of the module's outline Prof. Dr. Christian Rieger

Contents

Supplementary fundamentals to differential equations, methods for ordinary initial and boundary value problems, e.g. also for stiff problems. Standard method for partial differential equations.


Qualification Goals

Students

  • can assess numerical methods in terms of applicability and usefulness,
  • have gained insight into the discretization of differential equations, including methods for estimating and controlling the inevitable approximation errors,
  • know the classification of different problem forms in differential equations and an appropriate choice of methods,
  • can recognize how strongly theoretical analysis sets the framework for numerical methods; in particular, they are aware of the importance of functional analytical concepts for numerical problems,
  • have deepened mathematical working methods (developing mathematical intuition and its formal justification, abstraction, proof),
  • have improved their oral communication skills in exercises by practicing free speech in front of an audience and in discussion.

Prerequisites

None. The competences taught in the following module are recommended: Numerical Analysis.


Applicability

Module imported from M.Sc. Mathematics.

It can be attended at FB12 in study program(s)

  • B.Sc. Mathematics
  • B.Sc. Business Mathematics
  • M.Sc. Mathematics
  • M.Sc. Business Mathematics
  • LAaG Mathematics

When studying M.Sc. Business Mathematics, this module can be attended in the study area Compulsory Elective Modules in Mathematics.


Recommended Reading

  • Wird jeweils in der Modulankündigung angegeben.
  • Standartwerke sind z.B.:
  • Deuflhard, P., Bornemann, F.: Numerische Mathematik II, de Gruyter 2002;
  • Strehmel, K., Weiner, R.: Numerik gewöhnlicher Differentialgleichungen, Teubner, 1995;
  • Hanke-Bourgeois, M.: Grundlagen der Numerischen Mathematik und des Wissenschaftlichen Rechnens, Teubner, 2002.



Please note:

This page describes a module according to the latest valid module guide in Winter semester 2023/24. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

  • Winter 2016/17 (no corresponding element)
  • Summer 2018 (no corresponding element)
  • Winter 2018/19 (no corresponding element)
  • Winter 2019/20 (no corresponding element)
  • Winter 2020/21 (no corresponding element)
  • Summer 2021 (no corresponding element)
  • Winter 2021/22 (no corresponding element)
  • Winter 2022/23 (no corresponding element)
  • Winter 2023/24

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.