MATH-452 / 5 credits

Teacher: Garegnani Giacomo

Language: English

## Summary

In this course we will introduce and study numerical integrators for multi-scale (or stiff) differential equations and dynamical systems with special geometric structures (symplecticity, reversibility, first integrals, etc.). These numerical methods are important for many applications.

## Keywords

stiff differential equations, multiscale problems, Hamiltonian systems, geometric numerical integration

## Required courses

Advanced Analysis, Linear Algebra, Numerical Analysis

## Learning Outcomes

By the end of the course, the student must be able to:

• Identify stiff and Hamiltonian differential equations
• Analyze geometric and stability properties of differential equations
• Choose an appropriate method for the solution of stiff or Hamiltonian differential equations
• Analyze geometric and stability properties of numerical methods
• Implement numerical methods for solving stiff or Hamiltonian differential equations

## Teaching methods

Ex cathedra lecture, exercises in classroom and with computer

## Expected student activities

Attendance of lectures.

Completing exercises.

Solving problems on the computer.

## Assessment methods

Written

Dans le cas de l’art. 3 al. 5 du Règlement de section, l’enseignant décide de la forme de l’examen qu’il communique aux étudiants concernés.

## Supervision

 Office hours Yes Assistants Yes

## Bibliography

E. Hairer ans G. Wanner, "Solving Ordinary Differential Equations II", second revised edition, Springer, Berlin, 1996
E. Hairer, C Lubich and G. Wanner, "Geometric Numerical Integration", second edition, Springer, Berlin, 2006

## In the programs

• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Numerical integration of dynamical systems
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Numerical integration of dynamical systems
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Numerical integration of dynamical systems
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Numerical integration of dynamical systems
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Numerical integration of dynamical systems
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Fall
• Exam form: Written (winter session)
• Subject examined: Numerical integration of dynamical systems
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks

## Reference week

 Mo Tu We Th Fr 8-9 MAA110 9-10 10-11 11-12 12-13 13-14 MAA112 14-15 15-16 16-17 17-18 18-19 19-20 20-21 21-22

Tuesday, 8h - 10h: Lecture MAA110

Friday, 13h - 15h: Exercise, TP MAA112