This is a first course on scientific computing for ordinary and partial differential equations. It includes the construction, analysis and application of numerical methods for ODEs (initial value and boundary value problems) and PDEs, as well as understanding the physical properties and behaviour of PDEs.
Upon the completion of this course, you will understand the major mathematical ideas behind the numerical methods for solving differential equations and will have acquired a range of skills in the subject, both for analyzing methods and for applying them.
The study goals include: mastering the techniques to solve ordinary and partial differential equations and becoming adept at constructing simple solvers in high level script languages such as Matlab or Python; having the capability of assessing the reliability of the answers; and being able to make a good choice of method (or methods) for a particular problem.
The evaluation of the course will consist of an exam and 3 assignments which will be handed-in biweekly according to schedule. Homework must be done on an individual basis, and is valid until the course is given next year. The final grade will be based on a total of 50 points distributed in the following way:
Requirements for final grades:
| Final grade | Exam points | Exam + project points |
|---|---|---|
| 3 | ≥ 15 | ≥ 25 |
| 4 | ≥ 18 | ≥ 33 |
| 5 | ≥ 21 | ≥ 41 |
| Final grade | Exam points | Exam + project points |
|---|---|---|
| G | ≥ 15 | ≥ 25 |
| VG | ≥ 20 | ≥ 36 |
| Final grade | Exam points | Exam + project points |
|---|---|---|
| E | ≥ 15 | ≥ 25 |
| D | ≥ 17 | ≥ 30 |
| C | ≥ 19 | ≥ 35 |
| B | ≥ 21 | ≥ 39 |
| A | ≥ 23 | ≥ 43 |
See the LTH exam schedule.
During the written exam you are not allowed to use neither a pocket calculator nor written course material of any kind..