SF2521 Numerical Solutions of Differential Equations 7.5 credits

Numerisk behandling av differentialekvationer

An advanced course in modern numerical methods with emphasis on linear and nonlinear systems of partial differential equations.

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Course information

Content and learning outcomes

Course contents *

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.

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.

Course Disposition

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Literature and preparations

Specific prerequisites *

  • Completed basic course in numerical analysis (SF1544, SF1545 or equivalent) and
  • Completed basic course in differential equations (SF1633, SF1683 or equivalent).

Recommended prerequisites

SF2520 Applied Numerical Methods (or corresponding), can be read in parallel.

Equipment

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Literature

To be announced at least 4 weeks before course start at course web page.

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

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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Examiner

Patrick Henning

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 web

Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.

Course web SF2521

Offered by

SCI/Mathematics

Main field of study *

Mathematics, Technology

Education cycle *

Second cycle

Add-on studies

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Contact

Patrick Henning (pathe@kth.se)