Advanced Methods for ODEs and DAEs

Advanced Methods for ODEs and DAEs - SS2004

General Information

Lecturer Prof. H.G. Matties, PhD


Assistant Daniel Fulger


Schedule Lecture: Wed 11:30-13:00 Uhr in room RZ 012 (Computing Center)



Exercises: Thu 11:30-12:15 Uhr in room HS 66.3 (110) (E-Technik Zentrum)


Start First week of the semester


Prerequisites Basic courses up to the intermediate diploma


Target group Students of computer science, mathematics, natural or engineering sciences or guest students in their advanced study period, CSE students


Certificates Homework assignments and active participation in the exercises, tests, grading scheme


Office hours will be announced in the lecture


Literature

A preliminary and rough script to the lecture is available here: PDF, PS

Further literature will be announced in the lecture.

Homework Assignments

Absolute Stability: E1.pdf,
Solution: E1_solution1.pdf (rough)

More stability: E2.pdf
Solution: E2_solution.pdf A very nice concise program by Abebaw Wubshet.

Quadrature and stiff ODEs: E3.pdf, update: E3_update.pdf
Solution: hints

Order reduction: E4.pdf
Generic programs for 2-stage Lobatto IIIc and Gauss integration if you do not have one (very inefficient): lob_3c.m, rk2.m, usage.m
A selfmade and probably mostly correct program by Abebaw Wubshet.

Stiff ODEs: E5.pdf
A very nice Mathematica notebook by Abebaw Wubshet or a matlab program by Christina Scheebauer that correcly avoids direct comparisons of reals.

Orbits and energy conservation: E6.pdf
The solution for question 1 is simple. Also see a plot with program. For Q 2 again a program by Ababaw that probably does it nicely.

Damping and other errors of Newmarks method: E7.pdf

Spring pendulum: E8.pdf
Solver for nonlinear systems of equations nesolve.m

Homotopy method: E9.pdf

Monodromy Matrix and periodic solutions: E10.pdf

Pendulum via differential algebraic equations: E11.ps

RLC-oscillator: E12.pdf

Tests:

  • Exam 1 was on the 3.6.06

  • For the grading of the tests to this lecture see here.