Subject description - BE5B01DEN

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BE5B01DEN Differential Equations&Numerical Methods Extent of teaching:4+2c
Guarantors:Habala P. Roles:P Language of
teaching:
EN
Teachers:Habala P. Completion:Z,ZK
Responsible Department:13101 Credits:7 Semester:L

Anotation:

This course offers an introduction to differential equations and numerical methods. We survey major types of ordinary differential equations. For common problems (roots, systems of linear equations, ODE?s) we will show basic approaches for solving them numerically.

Study targets:

The aim is to acquire basic skills in real-life approaches to solving basic mathematical problems, and to get acquainted with theoretical foundations of ODE and numerical methods.

Course outlines:

1. Errors in computing.
2. Numerical differentiation and integration.
3. Ordinary differential equations. Existence and uniqueness of solution.
4. Numerical solution of differential equations (Euler method and others).
5. Linear differential equations with constant coefficients (structure of solution set, characteristic numbers).
6. Basis of solutions of homogeneous linear differential equations. Equations with quasipolynomial right hand-side.
7. Method of undetermined coefficients. Superposition principle. Quantitative properties of solutions.
8. Numerical methods for finding roots of functions (bisection method, Newton method, iteration method).
9. Finite methods of solving systems of linear equations (GEM, LU decomposition).
10. Iteration methods for solving systems of linear equations.
11. Systems of linear differential equations with constant coefficients (elimination method, method of eigenvalues).
12. Numerical methods for determining eigenvalues and eigenvectors of matrices.
13. Laplace transform.

Exercises outline:

1. Getting to know the system, error in calculations.
2. Ordinary differential equations solvable by separation.
3. Analysis of solutions (stability, existence).
4. Numerical solution of differential equations.
5. Homogeneous linear differential equations.
6. Equations with quasipolynomial right hand-side. Method of undetermined coefficients.
7. Variation of parameters.
8. Numerical methods for finding roots of functions.
9. Systems of linear equations, (LU, iteration).
10. Systems of linear differential equations.
11. Eigenvalues and eigenvectors of matrices.
12. Project.
13. Laplace transform.

Literature:

1. Epperson, J.F.: An Introduction to Numerical Methods and Analysis. John Wiley & Sons, 2007.
2. Lecture notes for the course.

Requirements:

Mathematics - Calculus 1 Linear Algebra

Webpage:

http://math.feld.cvut.cz/habala/teaching/den-e.htm

Subject is included into these academic programs:

Program Branch Role Recommended semester
BEECS Common courses P 2
BPEECS_2018 Common courses P 2


Page updated 22.3.2019 17:49:48, semester: Z,L/2020-1, L/2019-20, Z,L/2018-9, Z/2019-20, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)