The course will give you knowledge about advanced numerical methods for solving differential equations in engineering and natural science applications. The course explores how these methods are formulated and implemented on a computer, as well as the theory regarding the accuracy, stability, and computational cost of these methods. The course covers numerical methods for ordinary differential equations, finite difference methods for linear partial differential equations, and an introduction to mathematical modeling with differential equations. It includes computer labs and projects with various applications.
SF2527 Numerical Methods for Differential Equations I 7.5 credits
Information per course offering
Information for Autumn 2024 Start 26 Aug 2024 programme students
- Course location
KTH Campus
- Duration
- 26 Aug 2024 - 13 Jan 2025
- Periods
- P1 (3.0 hp), P2 (4.5 hp)
- Pace of study
25%
- Application code
52116
- Form of study
Normal Daytime
- Language of instruction
English
- Course memo
- Course memo is not published
- Number of places
Places are not limited
- Target group
Elective for all programmes as long as it can be included in your programme.
- Planned modular schedule
- [object Object]
- Schedule
- Part of programme
Master of Science in Engineering and in Education, åk 4, TEDA, Conditionally Elective
Master of Science in Engineering and in Education, åk 5, TEDA, Conditionally Elective
Master's Programme, Applied and Computational Mathematics, åk 1, Conditionally Elective
Master's Programme, Applied and Computational Mathematics, åk 2, Conditionally Elective
Contact
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus SF2527 (Autumn 2024–)Headings with content from the Course syllabus SF2527 (Autumn 2024–) are denoted with an asterisk ( )
Content and learning outcomes
Course contents
Intended learning outcomes
For the differential equations in the course contents, the student shall after completion of course be able to:
- classify and characterize the differential equation, as well as choose an appropriate numerical method to solve it
- analyze numerical methods with respect to computational cost, accuracy and stability
- apply and implement numerical algorithms in a suitable programming langugae, as well as assess the accuracy of numerical results
- explain key concepts and fundamental ideas within numerical methods covered in the course, and be able to apply them to argue for advantages and descibe limitations of the methods
Upon approved completion of the course, the student shall also have the skills to work in a group to solve a numerical problem and to present, discuss, and summarice the problem, solution method, and results clearly.
Literature and preparations
Specific prerequisites
English B / English 6
Completed basic course in numerical analysis (SF1544, SF1545 or equivalent)
Completed course in differential equations (SF1633, SF1683 or equivalent)
Equipment
No information inserted
Literature
No information inserted
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
A, B, C, D, E, FX, F
Examination
- LABA - Laboration, 3.5 credits, grading scale: A, B, C, D, E, FX, F
- LABB - Laboration, 1.0 credits, grading scale: P, F
- TEN1 - Written exam, 3.0 credits, grading scale: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Opportunity to complete the requirements via supplementary examination
No information inserted
Opportunity to raise an approved grade via renewed examination
No information inserted
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course room in Canvas
Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.
Offered by
Main field of study
Mathematics, Technology
Education cycle
Second cycle
Add-on studies
No information inserted