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Terminated in academic year 2012/2013

The numerical solution of ordinary differential equations

Type of study Doctoral
Language of instruction Czech
Code 714-0927/02
Abbreviation NŘODR
Course title The numerical solution of ordinary differential equations
Credits 10
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator RNDr. Břetislav Krček, CSc.

Subject syllabus

Introduction
Terminology, classification of differential equations (DE) and their systems.
Initial value problems (IVP).
Transformation of higher order DE into systems of first order DE.
Existence and uniqueness of IVP solution.
Lipschitz condition, conditions expressed via partial derivatives.
IVP preconditionality
Numerical methods for IVP solution.
Principles of IVP solution methods.
Euler method.
Method order.
Approximation errors.
Method convergence.
Method order, Euler method order and global error.
Round errors influence and error estimation by half-step method.
One-step methods.
Taylor methods.
Runge-Kutta methods, error estimation.
Multi-step methods.
Linear k-step method.
Discretization error.
Overview of some multi-step methods.
Solution stability, choice of IVP solution method

Literature

Lambert, J.D.: Computational Methods in Ordinary Differential Equations.
London – New York – Sydney – Toronto: J. Wiley and Sons 1973.

Advised literature

Henrici, P.: Discrete Variable Methods in Ordinary Differential Equations.
New York – London : J. Wiley and Sons 1962.
Lapidus, L. – Seinfeld, J.H.: Numerical Solution of Ordinary Differential
Equations. New York – London : Academic Press 1971.