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Arbeitsgruppe Numerik

Kollegiengebäude Mathematik (20.30)
Zimmer 3.002 (3. OG)

Karlsruher Institut für Technologie
Institut für Angewandte und Numerische Mathematik 1
Englerstr. 2
76131 Karlsruhe


Mo. - Fr.

9 - 12 Uhr

Mo. - Do.

13 - 16 Uhr

Telefon:0721 608-42061
Fax:0721 608-43767

Time integration of PDEs, Summer 2018

Wir bitten um Verzeihung, diese Seite ist leider nur in englischer Sprache verfügbar, daher zeigen wir die englische Version unterhalb an.

Current announcements

  • Problem sheet 11 is now available. It will be discussed on Tuesday, June 26.
  • The solution to problem 33 can be downloaded here.
  • The lecture notes were updated. Section 8.2 is new.
  • Problem sheet 10 is now available. To work on the exercise you will further need the pdf file Gronwall_DixonMcKee.pdf which also can be found here.
  • Update of section 7.5 in the lecture notes.
  • Update of section 7.4 in the lecture notes.
  • Problem sheet 9 is now available. It will be discussed on Tuesday, June 12.
  • The solution to the programming exercise 29 is now available for download.
  • Problem sheet 8 is now online. It will be discussed on Tuesday, June 05, in room -1.031, building 20.30 (Poolraum) due to the programming exercise.
  • Problem sheet 7 is now available. It will be discussed on Tuesday, Mai 29.
  • The solution to problem 20 is provided under additional material.
  • Show old announcements


Weekly hours

4 SWS lecture + 2 SWS problem class

Contents and Prerequisites

The aim of this lecture is to construct, analyze and discuss the efficient implementation of numerical methods for time-dependent partial differential equations (pdes). We will consider traditional methods and techniques as well as very recent research.

The students are expected to be familiar with the basics of the numerical analysis of the time integration of ordinary differential equations (Runge-Kutta and multistep methods) and of finite element methods for elliptic boundary element methods. The lecture starts with a review on Runge-Kutta and multistep methods. Some basic knowledge in functional analysis and the analysis of boundary value problem is helpful but the main results will be repeated in the lecture.



Monday, 15:45-17:15 in SR 3.061, building 20.30
Tuesday, 17:30-19:00 in SR 3.061, building 20.30 (alternative date)
Friday,9:45-11:15 in SR 3.061, building 20.30

Problem classes

Tuesday, 15:45-17:15 in SR 2.066, building 20.30

Weekly schedule

Please note that the dates for the lectures and problem classes may vary from week to week. The dates for the next weeks are listed below. If changes to already announced dates are required they will be highlighted by color.

cw 16:Mo16.4.(lecture), Tu16.4., 15:45(tutorial), Fr20.4. (lecture)
cw 17:Mo23.4.(lecture), Tu24.4., 15:45(tutorial), Fr27.4. (lecture)
cw 18:Mo30.4.(lecture), Fr04.5.(tutorial)
cw 19:Mo07.5.(lecture), Tu08.5., 15:45(tutorial), Fr11.5. (lecture)
cw 20:Mo14.5.(lecture), Tu15.5., 15:45(tutorial), Fr18.5. (lecture)
cw 21:Tu22.5., 15:45(tutorial), Tu22.5., 17:30(lecture), Fr25.5. (lecture)
cw 22: Mo28.5.(lecture), Tu29.5., 15:45(tutorial), Fr01.6. (lecture)
cw 23: Tu05.6., 15:45(tutorial), Tu05.6., 17:30(lecture), Fr08.6. (lecture)
cw 24: Mo11.6.(lecture), Tu12.6., 15:45(tutorial), Tu12.6., 17:30(lecture)
cw 25: Mo18.6.(lecture), Tu19.6., 15:45(tutorial), Tu19.6., 17:30(lecture)
cw 26: Mo25.6.(lecture), Tu26.6., 15:45(tutorial), Fr29.6. (lecture)
cw 27: Mo02.7.(lecture), Tu03.7., 15:45(tutorial), Fr06.7. (lecture)
cw 28: Mo09.7.(lecture), Tu10.7., 15:45(tutorial), Tu10.7., 17:30(lecture)


The format of the exams will be the following:

  • Until the end of the semester, we will provide you with a list of possible questions for each chapter of the lecture.
  • You randomly draw three questions from this list, each from another chapter. One question can be redrawn from the same chapter with the possibility to answer the original question.
  • Then you are given 20 minutes for preparation (without any aid). Any notes that you prepare during this time can be used in the oral exam.
  • The actual oral exam will last additional 20 minutes during which you have to answer the questions. This leaves approximatly 7 minutes for each question. If the answer is too short we expect you to present further details of the topic. In order to assure that you understand all aspects of the topic in question, you can always be asked further questions.
  • The final grade will be the mean of the grades (1-6) from the three answered questions.

Lecture notes (draft version)

The lecture notes provided here are a draft version, since they are written when the lecture progresses. This includes corrections shortly after the corresponding topic was discussed.

I am gratefull for any suggested corrections and improvements.

The lecture notes are a continuation of the lecture notes for the Finite Element Methods from WS 15/16.

Problem sheets

sheet 1, sheet 2, sheet 3, sheet 4, sheet 5, sheet 6, sheet 7, sheet 8, sheet 9, sheet 10, sheet 11

Additional material:


Further literature will be provided in the lecture