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School of
Electrical Engineering
and Computer Science

Numerisk behandling av differentialekvationer I, 6 högskolepoäng


In science and engineering, differential equations are the most common mathematical model used. Newton's force law and the heat equation are but two examples of an ordinary and a partial differential equation taken from this important problem class.

This advanced level course is designed for KTH-students in various Master Programs, and CivEng-programmes (PhD students from all schools are also welcome!). The course gives an applied insight into the tools needed for treatment and solution of differentiual equation problems in the important area of computational science.

The course begins where the elementary courses DN1212, DN1214, Numeriska Metoder gk I or DN1240, Numeriska Metoder gk II end. From the knowledge of Euler's and Runge-Kutta's methods we continue with more on Ordinary Differential Equations and then turn to Partial Differential Equations. The course is not purely numerical; modeling of Differential Equations and mathematical properties will also be treated. Furthermore use of a modern computerized modeling tools, s.a. Comsol Multiphysics, is introduced. Hence the course is integrated to a "5M-approach":

- Modeling - Mathematics - Methods - Matlab - Multiphysics

The course is built on computer labs using Matlab as programming tool and Comsol Multiphysics as application program. Another part of the course consists of a core of ideas, theory and notation making it possible to understand how methods and software work.

From autumn 2008 a newly written textbook published by Wiley's will be used in the course. You find the book cover HERE, and the book will be available to the course start on September 2nd, 13-15 in lecture room H1, Teknikringen 33, 2nd floor.

Next course starts on Monday August 31st 2009, 10-12 in room H1.


Please note that the name of the course from autumn 2009 is
DN 2221, APPLIED NUMERICAL METHODS, PART 1, 6 credits (hp)

If you need more information about the course, please feel free to contact the instructor Lennart Edsberg by e-mail edsberg@csc.kth.se or by telephone 7908119.

Examples of written exams given the last two years:
Exam from Dec 2006
Solution to Dec 2006

Exam from Dec 2007

Exam from Dec 2008
Solution to Dec 2008

CURRENT INFORMATION FOR THIS YEAR's (2008) STUDENTS: The DiffEqn course

Course analysis for autumn-07 (in Swedish)

Formal course description, i.e. the text in "studiehandboken" (in Swedish).

This information was changed 2008-05-12. Instructor is Lennart Edsberg.

Copyright © Published by: <edsberg@nada.kth.se>
Updated 2009-05-11