Course: Numerical methods of solving differential equations

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Course title Numerical methods of solving differential equations
Course code KMA/PGSND
Organizational form of instruction Lecture
Level of course Doctoral
Year of study not specified
Semester Winter and summer
Number of ECTS credits 15
Language of instruction Czech, English
Status of course unspecified
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Ženčák Pavel, RNDr. Ph.D.
  • Vodák Rostislav, RNDr. Ph.D.
Course content
Numerical methods of solving differential equations (series expansion, collocation, LSQ). Contemporary theory of single and multi-step methods for ODE, current software. Boundary value problems solving for ODE - modern methods, software available. Variation methods and the finite element method for elliptic boundary value problems. Methods for time-dependent problems.

Learning activities and teaching methods
Dialogic Lecture (Discussion, Dialog, Brainstorming), Work with Text (with Book, Textbook)
Learning outcomes
Master the numerical methods of solution of ordinary and partial differential equations.
Comprehension Understand the numerical methods of solution of differential equations and ability of their usage.
Prerequisites
Master's degree in mathematics.

Assessment methods and criteria
Oral exam

The student has to understand the subject well and be able to use the methods to solve practical problems.
Recommended literature
  • A. Quarteroni, R. Sacco, F. Saleri. (2007). Numerical Mathematics. Second edition. Springer.
  • P.G. Ciarlet. (2002). The Finite Element Method for Elliptic Problems. SIAM, Philadelphia.
  • Strang, G. (1986). Introduction To Applied Mathematics. Wellesley-Cambridge Press.
  • U.M. Asher. (2008). Numerical Methods for Evolutionary Differential Equations. SIAM, Philadelphia.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester