MM531: Differential Equations II (5 ECTS)

STADS: 13008201

Level
Bachelor course

Teaching period
The course is offered in the spring semester.
4th quarter

Teacher responsible
Email: debrabant@imada.sdu.dk

Timetable
Show entire timetable
Show personal time table for this course.

Comment:
Ubegrænset deltagerantal. 4. kvartal.
Fælles undervisning med MM534 i 4. kvartal

Prerequisites:
None

Academic preconditions:
Mathematical theory for ordinary differential equations should be known.

The mandatory assignments in the course MM507 must be passed in order to participate in the exam in this course.

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.

Re-exam after 2nd quarter

The re-exam may be a different type than the ordinary exam.
 

Expected working hours
The teaching method is based on three phase model.

Forelæsninger: 28 timer
Eksaminatorietimer: 7 timer
Laboratorieøvelser: 7 timer
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.