Postgraduate course

Numerical Solution of Differential Equations

Teaching semester


Objectives and Content


The course deals with the numerical solution of differential equations and systems of non-linear equations.


Multistep methods as well as Runge-Kutta method for timedependent problem will be examined. Covergence, order and stability properties will be analysed. For boundary value problems we will have a look at finite difference, finite element and spectral methods.

For solving system of non-linear equations we will study fixpoint iteration and Newton's method, and discusse their convergence properties.

Learning Outcomes

On completion of the course the student should have the following learning outcomes defined in terms of knowledge, skills and general competence:


The student

  • has knowledge of state-of-the-art numerical methods in the field.
  • Knows the convergence conditions for the different methods.
  • Knows which order the different methods have and what exactly the term ¿order¿ means.
  • Understands the concept of stiff differential equations, A-stability and stability domain for the different numerical schemes.
  • Knows different spatial discretization schemes, such as: finite differences, finite elements and spectral methods.


The student

  • is able to used the methods in numerical calculations. That is; to be able to implement them on a computer.
  • is able to analyse the order of a numerical method.
  • Understands the possibilities and the limitations of the different methods.

General competence

The student

  • is able to make intelligent choices of method for specific problems
  • converses easily and unforced about topics such as ¿pros and cons in explicit vs implicit methods¿

Required Previous Knowledge

MAT131 and MAT160

Recommended Previous Knowledge

MAT160 Scientific computing I

Compulsory Assignments and Attendance


Forms of Assessment

Written exam 5 hours. Exercises might be graded and included in the final grade.

Examination Support Material

Non- programmable calculator, according to model listed in faculty regulations.

Grading Scale

The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.


Contact Information


Exam information

  • For written exams, please note that the start time may change from 09:00 to 15:00 or vice versa until 14 days prior to the exam. The exam location will be published 14 days prior to the exam. Candidates must check their room allocation on Studentweb 3 days prior to the exam.

  • Type of assessment: Written examination

    26.05.2020, 09:00
    5 hours
    Withdrawal deadline