Numerical treatment of initial value problems, boundary value problems and eigenvalue problems for ordinary and partial differential equations. The emphasis on different parts may vary from year to year. Relevant linear algebra, well-posedness, convergence, stability, error estimates, finite differences, finite elements, finite volumes, method of lines, modern iterative methods, problems with shocks. Computer labs and application oriented projects.
SF2521 Numerical Solutions of Differential Equations 7.5 credits
This course will be discontinued.
Last planned examination: Spring 2026
Decision to discontinue this course:
No information inserted
An advanced course in modern numerical methods with emphasis on linear and nonlinear systems of partial differential equations.
Information per course offering
Course offerings are missing for current or upcoming semesters.
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus SF2521 (Spring 2022–)Headings with content from the Course syllabus SF2521 (Spring 2022–) are denoted with an asterisk ( )
Content and learning outcomes
Course contents
Intended learning outcomes
The course gives the students knowledge of problem classes, basic mathematical and numerical concepts and properties, modern numerical methods, and software for solution of engineering and scientific problems formulated as differential equations.
After completing the course the students shall be able to:
- design, implement and use numerical methods for computer solution of scientific
problems involving differential equations; - follow specialized and application-oriented technical literature in the area;
- describe properties of different classes of differential equations and their impact on
solutions and proper numerical methods; - use commercial software with understanding of fundamental methods, properties, and
limitations.
Literature and preparations
Specific prerequisites
- English B / English 6
- Completed basic course in numerical analysis (SF1544, SF1545 or equivalent) and
- Completed basic course in differential equations (SF1633, SF1683 or equivalent).
Literature
You can find information about course literature either in the course memo for the course offering or in the course room in Canvas.
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
Examination
- LABA - Laboratory Task, 1.5 credits, grading scale: P, F
- LABB - Laboratory Task, 3.0 credits, grading scale: P, F
- TEN1 - Examination, 3.0 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.
In this course all the regulations of the code of honor, see: http://www.sci.kth.se/institutioner/math/avd/na/utbildning/hederskodex-for-studenter-och-larare-vid-kurser-pa-avdelningen-for-numerisk-analys-1.357185
Examiner
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
Mathematics, Technology
Education cycle
Second cycle