2015 Autumn 2015 Spring 2014 Spring 2013 Spring
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Dansk English

MM534: Differential Equations, Computing and Modeling (10 ECTS)

STADS: 13008521

Level
Bachelor course

Teaching period
The course is offered in the autumn semester.

Teacher responsible
Email: debrabant@imada.sdu.dk

Timetable
Group Type Day Time Classroom Weeks Comment
Common I Monday 08-10 U131 38-41,43-45
Common I Monday 08-10 U152 46-51 eksaminatorietimer
Common I Wednesday 10-12 U50A 38-41
Common I Wednesday 10-12 U131 43-45
Common I Wednesday 10-12 U156 46-51
Common I Friday 10-12 U27 46-47,51
Common I Friday 10-12 U150 48-50
H1 TE Tuesday 08-10 U49D 43
H1 TE Wednesday 10-12 U50A 38-41
H1 TE Thursday 12-14 U156 39-41
H1 TE Friday 10-12 U145 39-40,43-45
H1 TE Friday 14-16 U145 41
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Prerequisites:
None

Academic preconditions:
Linear Algebra, Mathematical and Numerical Analysis should be known.

Course introduction
To introduce modeling of problems from science and engineering by ordinary differential equations. To analyse and solve these equations both by analytic tools (when appropriate) and by computational methods.

Expected learning outcome
  1. Formulate a differential equation as a model for a simple problem.
  2. Solve differential equations by analytical and numerical methods taught in the course.
  3. Find steady states and analyze the assymptotic behaviour of simple systems of differential equations.
  4. Construct, implement and analyse numerical methods to compute (approximate) solutions to differential equations.
  5. Give an oral presentation and answer supplementary questions on the course syllabus and the problems solved in mandatory assignments.
Subject overview
1.1. First order differential equations and mathematical models.
1.2. Slope fields and initial value problems.
1.3. Euler's approximation.
1.4. Existence and uniqueness, Picard-Lindelöf theorem (as application of fixed point theorem).
1.5. Gronwalls Lemma and the convergence of Euler's method.
1.6. Analytic tools: integrating factors, separation of variables, and exact equations.

2.1. Systems of first order linear differential equations, and linear higher order differential equations: fundamental solutions, the solution space.
2.2. The Wronskian, Abel's theorem.
2.3. Analytic tools: undetermined coefficients and the variation of parameters

3. Numerical methods: (embedded) Runge-Kutta methods and adaptivity.

4. Stiffness, implicit methods, A-stability.

5.1. Introduction to Ito-SDEs: Ito integral, Ito process, Ito formula.
5.2 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:
  1. Mandatory assignments. Pass/fail, internal evaluation by teacher. (5 ECTS)
  2. Oral exam. Danish 7 mark scale, internal examiner. (5 ECTS)

Re-exam 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: 56 hours
Skills training phase: 28 hours, hereof:
 - Tutorials: 14 hours
 - Laboratory exercises: 14 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.