MM831: Differential Equations II (5 ECTS)

STADS: 13011401

Level
Master's level course

Teaching period
The course is offered in the spring semester.

Teacher responsible
Email: debrabant@imada.sdu.dk

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

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

1. Construct, implement and analyze advanced numerical methods to compute (approximate) solutions to ordinary differential equations.
2. Give an oral presentation on an advanced topic 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. Internal examiner, graded after Danish 7 mark scale.

Reexamination in the same exam period or immediately thereafter.

Date of exam
The ordinary exam takes place on January 28, 2016 and January 29, 2016
The re-examination takes place on February 22, 2016

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.