Numerical Solution of Ordinary Differential Equations (MAE744)

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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

Prerequisite Courses -
Language of Instruction and Examinations

Greek

Is the Course Offered to Erasmus Students

Yes (in English)

Course Website (URL)

http://users.uoi.gr/mxenos
http://www.math.upatras.gr/~maik/AESDE.html

Learning Outcomes

Learning outcomes

The course is an introduction to the basic methods for the numerical solution of ordinary differential equations. The objectives of the course are:

  • Development of theoretical background in matters concerning the numerical solution of ordinary differential equations (ODEs) and ODE systems.
  • Ability of using numerical methods for solving ODEs with computational programs that will help with the implementation, e.g. Mathematica, Matlab etc.
  • Upon completion of this course the student will be able to use numerical methods for solving mathematical problems that may not have analytical solution and further deepen the understanding of such methods.
General Competences

The course aims to enable undergraduate students to develop the ability to analyze and synthesize basic knowledge of Numerical Analysis with the help of computers to numerically solve difficult problems in mathematics and/or physics. This will give to the student the opportunity to work in an international environment.

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

  • Numerical Methods for Ordinary Differential Equations, 2 Edition, G.D. Akrivis, V.A. Dougalis, 2012 (in Greek).
  • Numerical Analysis: Ordinary Differential Equations, M.N. Vrahatis, 2012 (in Greek).