Advanced Numerical Analysis 2

A.Y. 2026/2027
3
Max ECTS
33
Overall hours
SSD
MATH-05/A
Language
Italian
Learning objectives
Presentation of advanced methods for the numerical solution of ordinary differential equations and introduction in their error analysis.
Expected learning outcomes
The ability to assess, implement, and interpret the results of the considered numerical methods for initial value problems.
Single course

This course can be attended as a single course.

Course syllabus and organization

Single session

Responsible
Lesson period
Second semester
Course syllabus
Construction, consistency, and stability of multistep methods.
Prerequisites for admission
Numerical Analysis 2, Analysis, Linear Algebra and knowledge of complex numbers. Basic knowledge of the programming language C.
Teaching methods
Lectures, exercise classes, and lab sessions held in person, except in special circumstances (e.g., strikes).
Teaching Resources
P. Deuflhard, F. Bornemann, Scientific Computing with Ordinary Differential Equations, Springer, 2002.
E. Hairer, S. P. Nørsett, G. Wanner, Solving Ordinary Differential Equations I: Nonstiff Problems, 2nd edition, Springer, 1993.
E. Hairer, G. Wanner, Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems, 2nd edition, Springer, 1996.
Assessment methods and Criteria
It is possible to take the exam together with the Numerical Analysis 2 course. In this case, in the first option for the written part of the Numerical Analysis 2 course, at least one of the three exercises to be submitted must be related to Advanced Numerical Analysis 2.

If the exam is taken independently of Numerical Analysis 2, the student must present an exercise to be submitted related to the Advanced Numerical Analysis 2.

The exam result is pass/fail.
MATH-05/A - Numerical Analysis - University credits: 3
Exercises: 12 hours
Laboratories: 12 hours
Lessons: 9 hours
Professor(s)
Reception:
on appointment by email
2049 or Microsoft Teams