MM547: Ordinary Differential Equations: Theory, Modelling and Simulation

The course cannot be chosen by students, who followed MM507, MM531, MM545, or MM831.

The course builds on the knowledge acquired in the courses MM536 (Calculus for Mathematics), MM533 (Mathematical and Numerical Analysis), and one of MM505 (Linear Algebra) or MM538 (Algebra and Linear Algebra).

Students taking the course are expected to:

• Know the concept of a
  function, real and complex numbers, differentiation and integration of
  functions of one and several variables, vector calculus, convergence of
  sequences, Banach’s fixed point theorem, Newton’s method.
• Be
  familiar with: systems of linear equations, matrices, determinants, 
  vector spaces, scalar product and orthogonality, linear transformations,
  eigenvectors and eigenvalues, diagonalization, polynomials, random
  variables, normal distribution
• Have knowledge of how to
  implement algorithms as computer programs and compute numerical
  approximations to mathematical problems that don't allow a closed form
  solution.

 The course is of high
multidisciplinary value and gives an academic basis for a Bachelor
Project in several core areas of Natural Sciences, as well as the
courses MM546 (Partial differential equations: theory, modelling and
simulation) and MM553 (Computational physics).

The learning objectives of the course is that the student demonstrates the ability to:

1. Formulate a differential equation as a model for a simple problem
2. Solve differential equations by methods taught in the course
3. Find steady states and analyse the asymptotic behaviour of simple systems of differential equations.
4. Construct, implement and analyse numerical methods to compute (approximate) solutions to differential equations.
5. Give
   an oral presentation and answer supplementary questions on the course
   syllabus and the problems solved in mandatory assignments.

The following main topics are contained in the course:

1.1. First order differential equations and mathematical models.
1.2. Slope fields and initial value problems.
1.3. Euler's approximation.
1.4. Existence and uniqueness, Picard-Lindelöf theorem (as application of fixed point theorem).
1.5. Gronwall's Lemma and the convergence of Euler's method.
1.6. Analytic tools: integrating factors, separation of variables, and exact equations.
2.1.
Systems of first order linear differential equations, and linear higher
order differential equations: fundamental solutions, the solution
space.
2.2. The Wronskian, Abel's theorem.
2.3. Analytic tools: undetermined coefficients and the variation of parameters.
3. Numerical methods: (embedded) Runge-Kutta methods and adaptivity.
4. Stiffness, implicit methods, A-stability.
5.1. Introduction to Ito-SDEs: Ito integral, Ito process, Ito formula.

Planned lessons: 

Total number of planned lessons: 84

Hereof: 

Common lessons in auditorium: 56

Exercise sessions in classroom: 28

Classical lectures where the lecturer explains the main parts of the teaching material to the students. This process is carried out while paying particular attention to the active participation of the students.

The lectures are supplied by exercise sessions under the supervision of a teaching assistant. In these sessions, the students are supposed to work with and present exercises related to the material covered in the lectures.


Other planned teaching activities: 

* Reading and understanding of textbook material as preparation for the lectures, either individually or in study groups.

* Preparation of exercises ahead of the exercise sessions, either individually or in study groups.

* Preparation of mandatory assignments.