Numerical Solution of Ordinary Differential Equations (MAE744)

Undergraduate Courses Outlines - Department of Mathematics

General

School	School of Science
Academic Unit	Department of Mathematics
Level of Studies	Undergraduate
Course Code	MAE744
Semester	7
Course Title	Numerical Solution of Ordinary Differential Equations
Independent Teaching Activities	Lectures (Weekly Teaching Hours: 3, Credits: 6)
Course Type	Special background, skills development.
Prerequisite Courses	-
Language of Instruction and Examinations	Greek
Is the Course Offered to Erasmus Students	Yes (in English)
Course Website (URL)	See eCourse, the Learning Management System maintained by the University of Ioannina.

Learning Outcomes

Learning outcomes

Upon successful completion of the course, students will be able to: describe the basic characteristics of single-step and multi-step methods and recognize their differences. apply a variety of techniques for the construction of single-step and multi-step methods. apply numerical analysis techniques to show consistency, stability, and convergence of numerical methods. be aware of the optimal order of accuracy of key numerical methods as well as the limitations that may be required in the discretization parameters to ensure stability. write code (in Python or Octave) for the implementation of explicit and implicit numerical methods and calculate their experimental order of convergence. write code in Python or Octave for the numerical approximation of the solution of ODEs models that describe a variety of real-world situations.

General Competences

Search for, analysis and synthesis of data and information, with the use of the necessary technology. Adapting to new situations. Decision-making. Teamwork. Production of free, creative, and inductive thinking. Promotion of analytical and synthetic thinking.

Syllabus

Difference Equations, Initial Value Problems, One step methods (Euler - explicit and implicit, Runge Kutta methods), Multiple steps methods (Adams-Bashforth, Adams-Moulton, Predictor-Corrector methods). Convergence, Stability, Compatibility, Stiff ODE systems, Boundary Value Problems, Shooting method, Finite differences, Eigenvalue problems.

Teaching and Learning Methods - Evaluation

Delivery	In class
Use of Information and Communications Technology	Use of computer (Mechanics) lab
Teaching Methods	Activity Semester Workload Lectures 39 Study of theory 78 Home exercises 33 Course total 150
Student Performance Evaluation	Weekly assignments Final project Written examination at the end of the semester

Attached Bibliography

See the official Eudoxus site or the local repository of Eudoxus lists per academic year, which is maintained by the Department of Mathematics. Books and other resources, not provided by Eudoxus:

• “Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations”, E. Hairer, & C. Lubich, Springer, 2010.
• “Numerical Methods for Ordinary Differential Equations: Initial Value Problems”, D.F. Griffiths, & D. J. Higham, Springer, 2010.