Modul

The module will be completed by a written exam (120 min).

At the end of the course, students

• know important examples of numerical methods for ordinary differential equations as well as the underlying construction principles
• are able to analyze the properties of these methods (in particular their stability, convergence and complexity)
• are able to analyze basic numerical methods for linear partial differential equations
• can explain concepts of modelling with differential equations

None

• Numerical methods for initial value problems (Runge-Kutta methods, multistep methods, order, stability, stiff problems)
• Numerical methods for boundary value problems (finite difference methods for second-order elliptic equations)
• Numerical methods for initial boundary value problems (finite difference methods for parabolic equations and hyperbolic equations)

It is highly recommended that participants have completed the modules "Numerische Mathematik 1 und 2" as well as "Programmieren: Einstieg in die Informatik und algorithmische Mathematik".

Total workload: 240 hours

Attendance: 90 hours

• lectures, problem classes, and examination

Self-studies: 150 hours

• follow-up and deepening of the course content,
  
• work on problem sheets,
  
• literature study and internet research relating to the course content,
  
• preparation for the module examination