Habib Ammari: Catalogue data in Spring Semester 2021

Name Prof. Dr. Habib Ammari
FieldApplied Mathematics
Address
Seminar für Angewandte Mathematik
ETH Zürich, HG G 57.3
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 633 80 31
E-mailhabib.ammari@sam.math.ethz.ch
URLhttp://www.sam.math.ethz.ch/~hammari
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-2654-00LNumerical Analysis II Information Restricted registration - show details 6 credits3V + 2UH. Ammari
AbstractThe central topic of this course is the numerical treatment of ordinary differential equations. It focuses on the derivation, analysis, efficient implementation, and practical application of single step methods and pay particular attention to structure preservation.
ObjectiveThe course aims to impart knowledge about important numerical methods for the solution of ordinary differential equations. This includes familiarity with their main ideas, awareness of their advantages and limitations, and techniques for investigating stability and convergence. Further, students should know about structural properties of ordinary diferential equations and how to use them as guideline for the selection of numerical integration schemes. They should also acquire the skills to implement numerical integrators in Python and test them in numerical experiments.
ContentChapter 1. Some basics
1.1. What is a differential equation?
1.2. Some methods of resolution
1.3. Important examples of ODEs
Chapter 2. Existence, uniqueness, and regularity in the Lipschitz case
2.1. Banach fixed point theorem
2.2. Gronwall’s lemma
2.3. Cauchy-Lipschitz theorem
2.4. Stability
2.5. Regularity
Chapter 3. Linear systems
3.1. Exponential of a matrix
3.2. Linear systems with constant coefficients
3.3. Linear system with non-constant real coefficients
3.4. Second order linear equations
3.5. Linearization and stability for autonomous systems
3.6 Periodic Linear Systems
Chapter 4. Numerical solution of ordinary differential equations
4.1. Introduction
4.2. The general explicit one-step method
4.3. Example of linear systems
4.4. Runge-Kutta methods
4.5. Multi-step methods
4.6. Stiff equations and systems
4.7. Perturbation theories for differential equations
Chapter 5. Geometrical numerical integration methods for differential equation
5.1. Introduction
5.2. Structure preserving methods for Hamiltonian systems
5.3. Runge-Kutta methods
5.4. Long-time behaviour of numerical solutions
Chapter 6. Finite difference methods
6.1. Introduction
6.2. Numerical algorithms for the heat equation
6.3. Numerical algorithms for the wave equation
6.4. Numerical algorithms for the Hamilton-Jacobi equation in one dimension
Chapter 7. Stochastic differential equations
7.1. Introduction
7.2. Langevin equation
7.3. Ornstein-Uhlenbeck equation
7.4. Existence and uniqueness of solutions in dimension one
7.5. Numerical solution of stochastic differential equations
Lecture notesLecture notes including supplements will be provided electronically.

Please find the lecture homepage here:

https://www.sam.math.ethz.ch/~grsam/SS21/NAII/

All assignments and some previous exam problems will be available for download on lecture homepage.
LiteratureNote: Extra reading is not considered important for understanding the
course subjects.

Deuflhard and Bornemann: Numerische Mathematik II - Integration gewöhnlicher Differentialgleichungen, Walter de Gruyter & Co., 1994.

Hairer and Wanner: Solving ordinary differential equations II - Stiff and differential-algebraic problems, Springer-Verlag, 1996.

Hairer, Lubich and Wanner: Geometric numerical integration - Structure-preserving algorithms for ordinary differential equations}, Springer-Verlag, Berlin, 2002.

L. Gruene, O. Junge "Gewoehnliche Differentialgleichungen", Vieweg+Teubner, 2009.

Hairer, Norsett and Wanner: Solving ordinary differential equations I - Nonstiff problems, Springer-Verlag, Berlin, 1993.

Walter: Gewöhnliche Differentialgleichungen - Eine Einführung, Springer-Verlag, Berlin, 1972.

Walter: Ordinary differential equations, Springer-Verlag, New York, 1998.
Prerequisites / NoticeHomework problems involve Python implementation of numerical algorithms.
401-5650-00LZurich Colloquium in Applied and Computational Mathematics Information 0 credits1KR. Abgrall, R. Alaifari, H. Ammari, R. Hiptmair, S. Mishra, S. Sauter, C. Schwab
AbstractResearch colloquium
Objective