Time-integration schemes for ODEs system

Dates

Lecture	Wednesday, 8:15-9:45, room 224.3 (main building)	Start: 11.04.2018
	Thursday, 8:15-9:45, room 224.3 (main building)	Start: 19.04.2018

News and Important Information

Course Description

Runge-Kutta time-integration schemes for ODEs system; Order theory for Runge-Kutta schemes by means of rooted trees; Adaptive step size control for Runge-Kutta schemes; Stiff systems; Basic introduction on semi-discrete schemes for conservation laws.

Learning Goals

Knowledge of the techniques for the time-integration of ODEs and application to semi-discrete schemes for PDEs as well as the knowledge of the order theory for Runge-Kutta methods.

Reference Texts

J.C. Butcher Numerical Methods for Ordinary Differential Equations, Wiley, II Edition
J.D. Lambert, Numerical Methods for Ordinary Differential Systems, Wiley
E. Hairer, S.P. Norsett and G. Wanner, Solving Ordinary Differential Equations I, Springer
E. Hairer and G. Wanner, Solving Ordinary Differential Equations II, Springer
R.J. Leveque, Numerical Methods for Conservation Laws, Birkhauser