MM531: Differential Equations II (5 ECTS)

STADS: 13008201

Level
Bachelor course

Teaching period
The course is offered in the spring semester.

Teacher responsible
Email: debrabant@imada.sdu.dk

Timetable
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Comment:
Ubegrænset deltagerantal. Fælles undervisning med MM831 Differentialligninger II samt MM547 Differentialligninger: teori, modellering og beregning.

Prerequisites:
MM507 must be passed.

Academic preconditions:
None

Course introduction
To analyse and solve ordinary differential equations by computational methods.

Expected learning outcome
1. Construct, implement and analyse numerical methods to compute (approximate) solutions to differential equations. 2. Give an oral presentation and answer supplementary questions on the course syllabus.

Subject overview
1. Runge-Kutta methods and adaptivity. 2. Stiffness, implicit methods, A-stability. 3. Introduction to Ito-SDEs: Ito integral, Ito process, Ito formula. 4. Numerical methods for SDEs: Euler-Mayurama and Milstein methods, weak and strong convergence.

Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
Oral exam. Danish 7 mark scale, internal examiner.

Reexamination in the same exam period or immediately thereafter. The re-exam may be a different type than the ordinary exam.
 

Expected working hours
The teaching method is based on three phase model.
Intro phase: 28 hours
Skills training phase: 14 hours, hereof:
 - Tutorials: 7 hours
 - Laboratory exercises: 7 hours

Educational activities

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.