Numerical Analysis Group

Exponential Integrators

Exponential Integrators, Winter 2017/18

Current announcements

  • A corrected version of the lecture notes is now available.
  • The full list of questions for the oral exam is available for download.
  • The complete lecture notes are now available.
  • The results of your evaluation of the tutorials are available here.
  • The lecture notes including Section 4.1 are now available for download.
  • A draft version of the questions for the exams is available here.
  • The lecture notes were updated and now contain a completely revisited convergence analysis of Lawson methods.
  • Announcement of the study dean concerning the Fakultätslehrpreis 2018, deadline January 19
  • The lecture notes were updated to the progress of the lecture.
  • Problem sheet 5 is available for download.
  • The problem class next week is rescheduled to Monday, December 18.
  • The results of your evaluation of the lecture are available here.
  • Problem sheet 4 is available for download.
  • A new version of the lecture notes is now online.
  • The solutions of the problem sheet 3 are available for download.
  • Problem sheet 3 is available for download.
  • The solutions of the second exercise sheet are available for download.
  • Problem sheet 2 is available for download.
  • The solutions of the first exercise sheet is available for download.
  • The second chapter of the lecture notes is available for download.
  • The first chapter of the lecture notes is available for download.
  • In order to avoid frequent replacements due to obligations of Prof. Hochbruck for the DFG, there will be an alternative date for lectures. The schedule will be discussed in the first lecture on Monday, Oct 16. The lecture dates are always announced here.

People

Weekly hours

2h lecture + 2h problem class (6 credit points)

Contents and Prerequisites

In this class we consider the construction, analysis, implementation and application of exponential integrators. The focus will be on two types of stiff problems.

The first one is characterized by a Jacobian that possesses eigenvalues with large negative real parts. Parabolic partial differential equations and their spatial discretization are typical examples. The second class consists of highly oscillatory problems with purely imaginary eigenvalues of large modulus.

Apart from motivating the construction of exponential integrators for various classes of problems, our main intention in this class is to present the mathematics behind these methods. We will derive error bounds that are independent of stiffness or highest frequencies in the system.

Since the implementation of exponential integrators requires the evaluation of the product of a matrix function with a vector, we will briefly discuss some possible approaches as well.

The course is meant for advanced Master students who are familiar with the basics of finite element methods and numerical methods for differential equations. Some knowledge on functional analysis is also helpful.

Schedule

Lectures and tutorials

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

The problem class is split into a part integrated into the lecture and a biweekly tutorial.

Concrete dates

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 42: Monday 16.10. (lecture) and Friday 20.10. (lecture)
cw 43: Monday 23.10. (lecture) and Tuesday 24.10. (tutorial)
cw 44:         Friday 03.11. (lecture)
cw 45: Monday 06.11. (lecture) and Tuesday 07.11. (tutorial)
cw 46: Monday 13.11. (lecture) and Tuesday 14.11. (lecture)
cw 47: Monday 20.11. (lecture) and Tuesday 21.11. (tutorial)
cw 48: Monday 27.11. (lecture) and Tuesday 28.11. (lecture)
cw 49: Monday 04.12. (tutorial) and Tuesday 05.12. (lecture)
cw 50: Monday 11.12. (lecture) and postponed   (lecture)
cw 51: Monday 18.12. (tutorial) and Friday 22.12. (lecture)
cw 02: Tuesday 09.01. (lecture) and Friday 12.01. (lecture)
cw 03: Monday 15.01. (lecture) and Tuesday 16.01. (lecture)
cw 04: Monday 22.01. (tutorial) and Tuesday 23.01. (lecture)
cw 05: Tuesday 30.01. (lecture) and postponed   (lecture)
cw 06: Monday 05.02. (lecture) and Tuesday 06.02. (lecture)
  Friday 09.02. (tutorial)

Exams

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 which are classified in three categories.
  • You randomly draw three questions from this list, each from another category. One question can be redrawn from the same category 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.

The list of questions can be found here: Questions

Lecture notes

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.

We are grateful for any suggested corrections and improvements.

Problem sheets

sheet 1, sheet 2, sheet 3, sheet 4, sheet 5, sheet 6, sheet 7

Sketch of solutions

solution 1, solution 2, solution 3, solution 4, solution 5, solution 6, solution 7

Literature

Will be completed during the lecture.