[Suomeksi]

Helsinki University of Technology
Institute of Mathematics
teaching

Mat-1.3652 Finite Difference Methods, Fall 2007

Notices

Check your homework credit points here.

Teaching staff

Lectures: Professor Timo Eirola
Exercises: Research fellow Toni Lassila

Course schedule

The course is lectured during the 2007 fall semester two hours a week during periods I and II for a total of 12 weeks. Lectures are Tuesdays at 10-12 in lecture room Y307. The exercise sessions are held Fridays at 14-16 in lecture hall F.

The first lecture is held on Tuesday 11.9. and the first exercise session is on Friday 14.9.

Due to the examination period there will be no exercises on on week 43 and no lectures on week 44.

The final exam will be held on Saturday 22.12.2007 at 10:00 - 13:00. Remember to enroll in advance!

Topics

The course covers the basics of various finite difference methods for the approximate numerical solution of ordinary and partial differential equations, starting from the specific qualitative behaviour of the equations in question. The bulk of the material covers systems of ordinary differential equations as well as parabolic and hyperbolic partial differential equations. Elliptic equations are covered in more detail on the course Finite elements.

The course is worth 5 credit points.

Course material

The lectures will follow the lecture notes

Timo Eirola, Olavi Nevanlinna:
Discretizing Differential Equations
as well as including some additional material from
Stig Larsson, Vidar Thomée:
Partial Differential Equations with Numerical Methods, Springer
Randall J. LeVeque:
Numerical Methods for Conservation Laws, Birkhäuser

The material presented in the exercise sessions will be available at the exercise sessions or, when applicable, downloadable from this page.

Homework exercises

One exercise session will typically cover 4-6 problems. One or more of these problems will be homework problems to be returned by the students in return for credit towards the final grade. The rest of the problems will be covered during the exercise session by the course assistant. Homework exercises can be returned to the assistant at the start of the exercise session or alternatively to the course folder in front of the room U304 (Lassila) before the beginning of the week's exercise session. Graded homework papers won't be returned, so if necessary make a copy of your work for yourself. Solutions to the problem sets will be available to people participating in the exercise sessions.

Structure and grading of the course

The course consist of the lectures, material presented from the lecture notes, the problem sets covered during the exercise sessions, and the final exam. Every homework problem returned is graded and credited with extra points for the exam to be held at the end of the fall semester 2007 once the lectures are over.

Every homework problem is graded for 0-3 homework points q, so that the maximum score is 12 x 3q = 36q. Graded homework papers won't be returned, so if necessary make a copy of your work for yourself. When handing out final grades, the total homework score is converted to exam points with the formula 3.6q = 1p, where p equals one point in the exam. These points are then added to the score from the final exam. The grading will be implemented so that it is possible to obtain the highest grade from the exam alone, but also so that it is possible to pass the course simply by returning correct solutions to all the homework problems.

Homework returned late will not be graded.

Communication

Course participants are expected to attend all the lectures and exercise sessions personally. Information about practical matters will be posted on this page during the course. Exam times will be posted in webtopi on the course page.

Links

Institute of Mathematics home page
Mat-1 - courses
WebTopi