After successful completion of the course, students are able to check if the numerical solution of an ordinary differential equation makes sense. Furthermore, depending on the inherent structure of the differential equation, students are able to select the appropriate numerical integrator.
Initial and boundary value problems for ordinary and partial differential equations: one-step and multi-step methods, adaptivity, structure perserving integrators. Introduction to numerical methods for partial differential equations.
Solution of exercise problems, possibly including numerical implementation; discussion of students' solutions in small exercise groups.
This is the version of the "Numerical analysis of ODEs" lecture for students of the "Interdisciplinary Mathematics" master program. Compared to the VO 101.316 Numerics of differential equations, the lecture will already end on the 2nd of June.
Lectures: Wednesday and Thursday 10:00 - 11:30 (first lecture on March 1st)
The lecture will be held in person. An additional live-stream will be provided via the Zoom link
https://tuwien.zoom.us/j/94403823613?pwd=UUpYNlVteHVpWEMxREhndVdSWHQ5UT09
Recordings of the lectures will be put on TUWEL.
Oral examination (30 minutes)
Not necessary
Basic lectures of analysis, linear algebra and numerical analysis A/B. Knowledge of ordinary differential equations is advantageous but not necessary.