MM831: Differential Equations II (5 ECTS)
STADS: 13011401Level
Master's level course
Teaching period
The course is offered in the spring semester.
Teacher responsible
Email: debrabant@imada.sdu.dkTimetable
There is no timetable available for the chosen semester.
Comment:
Ubegrænset deltagerantal. 4. kvartal. Kurset undervises fælles med MM531 Differentialligninger II og MM534 Differentialligninger, beregning og modellering, dog kun i 4. kvartal.
Prerequisites:
MM507 must have been passed in order to participate in the course.
Academic preconditions:
None
Course introduction
To analyze and solve ordinary differential equations by computational methods.
Expected learning outcome
- Construct, implement and analyze advanced numerical methods to compute (approximate) solutions to ordinary differential equations.
- Give an oral presentation on an advanced topic and answer supplementary questions on the course syllabus.
- Runge-Kutta methods and adaptivity.
- Stiffness, implicit methods, A-stability.
- Introduction to Ito-SDEs: Ito integral, Ito process, Ito formula.
- Numerical methods for SDEs: Euler-Mayurama and Milstein methods, weak and strong convergence.
There isn't any litterature for the course at the moment.
Website
This course uses e-learn (blackboard).
Prerequisites for participating in the exam
None
Assessment and marking:
Oral exam. Internal examiner, graded after Danish 7 mark scale.
Reexamination in the same exam period or immediately thereafter.
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 English.
Remarks
This course is taught together with MM531 Differential Equations II and MM534 Differential Equations, Computing and Modeling. It cannot be taken in addition to MM531 or MM534.
Course enrollment
See deadline of enrolment.
Tuition fees for single courses
See fees for single courses.
