Advanced Methods for ODEs and DAEs

Advanced Methods for ODEs and DAEs - SS2005

General Information

Lecturer Prof. H.G. Matties, PhD


Assistant Abul K.M. Fahimuddin


Schedule Lecture: Mi 9:45-11:15 o'clock in room RZ 012 (Computing Center)



Exercises: Fri 15:45-16:30 o'clock in room RZ 012 (Computing Center)


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

ODEs and Stiffness : assign1.pdf, eulerforward.m

Lipschitz-condition, BDF methods, L-Stability : assign2.pdf, odePerformance.m, lobattoIIIB.nb

Non-linear stability of implicit RK-methods : assign3.pdf

Stage order of RK-methods, Introduction to DAEs : assign4.pdf, gauss_2stage_rk.m, usage.m

Differential Algebraic Equations (DAEs) : assign5.pdf

ODEs on Manifolds : assign6.pdf

Homotopy methods & 2nd order ODEs: assign7.pdf

Newmark method for 2nd order ODEs: assign8.pdf

Time reversibility & ODEs with conserved quantities: assign9.pdf

Lyapunov function & stability of nonlinear systems: assign10.pdf

Parallelisation in the solution of ODEs & Picard's iteration method: assign11.pdf

Tests: