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SF1682 Analytical and Numerical Methods for Differential Equations 11.0 credits

About course offering

For course offering

Autumn 2024 Start 26 Aug 2024 programme students

Target group

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Part of programme

Degree Programme in Medical Engineering, åk 2, Conditionally Elective

Degree Programme in Vehicle Engineering, åk 2, Mandatory


P1 (6.0 hp), P2 (5.0 hp)


26 Aug 2024
13 Jan 2025

Pace of study


Form of study

Normal Daytime

Language of instruction


Course location

KTH Campus

Number of places

Places are not limited

Planned modular schedule


For course offering

Autumn 2024 Start 26 Aug 2024 programme students

Application code



For course offering

Autumn 2024 Start 26 Aug 2024 programme students


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Course coordinator

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Headings with content from the Course syllabus SF1682 (Autumn 2019–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

  • Equations: First and higher order ordinary differential equations and systems of these, partial differential equations (e.g. for heat and waves).
  • Transforms: Fourier transform, Laplace transform and Fourier series.
  • Analytical concepts: Initial value problems, boundary value problems, existence and uniqueness of solutions, autonomous equations, direction fields, phase portraits, solutions curves, oscillation phenomena, general solution, particular solution, stationary/critical points, stability, linearization of systems, the delta function, generalized derivatives.
  • Numerical concepts: Apprximation, discretization, convergence, conditional number, accuracy, local linearization, stability, stiff systems, implicit and explicit methods, adaptivity.
  • Analytic methods: Integrationg factor, separation of variables, variation of parameters, eigenvalue methods, transforms, spectral methods.
  • Numerical methods: Newton's method for non-linear systems, Euler forward, Euler backwards, Runge_kutta methods, finite difference methods, spectral methods, fast Fourier transform (FFT), computational complexity.

Intended learning outcomes

After the course the student should be able to

  • use concepts. theorems and methods to handle questions in analysis and numerical aspects of differential equations and transforms described by the course content,
  • use analytical and numerical methods to solve the the differential equations described by the course content, and gain insights into the possibilities and limitiations of methods.
  • read and comprehend mathematical text.

Literature and preparations

Specific prerequisites

Completed basic course SF1626 Calculus in Several Variable.

Recommended prerequisites

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The course literature will be announced on the course homepage at least four weeks before the start of the course.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

A, B, C, D, E, FX, F


  • INLA - Assignments, 5.0 credits, grading scale: P, F
  • TEN1 - Exam, 6.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

The examiner decides, in consultation with KTHs Coordinator of students with disabilities (Funka), about any customized examination for students with documented, lasting disability. The examiner may allow another form of examination for re-examination of individual students.

Opportunity to complete the requirements via supplementary examination

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Opportunity to raise an approved grade via renewed examination

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Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

Main field of study


Education cycle

First cycle

Add-on studies

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