FSF3567 Numerical Solutions of Differential Equations
KTH Royal Institute of Technology
A Master degree including 45 university credits in Mathematics or Information Technology. English B, or equivalent.
Numerical treatment of initial value problems, boundary value problems and eigenvalue problems for ordinary and partial differential equations. The emphasis on different parts may vary from year to year. Relevant linear algebra, well-posedness, convergence, stability, error estimates, finite differences, finite elements, finite volumes, method of lines, modern iterative methods, problems with shocks. Computer labs and application oriented projects.
The course gives the students knowledge of problem classes, basic mathematical and numerical concepts and properties, modern numerical methods, and software for solution of engineering and scientific problems formulated as differential equations.
After successful completion of course requirements the students will be able to
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design, implement and use numerical methods for computer solution of scientific problems involving differential equations;
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follow specialized and application-oriented technical literature in the area;
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understand properties of different classes of differential equations and their impact on solutions and proper numerical methods;
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use commercial software with understanding of fundamental methods, properties, and limitations
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