Computational methods for Integral Equations
Computational methods for Integral Equations, Spring 2017
Teacher: Andreas Hauptmann
Scope: 2 cr
Type: Advanced studies
Teaching: The course will consist of 2 lectures in week 9 and 11, plus one computer exercise session.
Topics: We will go through the basics of numerical integration and solutions of differential equations. We then apply this to solve Fredholm and Volterra Integral equations computationally.
Prerequisites: Integral Equations.
News
- Both exercise sets are online.
- Note that this is a short course accompanying the ongoing Integral Equations lecture and meant to introduce basic concepts for the computational treatment of integral equations. No knowledge of numerical analysis or computational mathematics is needed.
- We will have the first lecture on Wednesday 01.03. in C122. We start with a basic introduction to numerical integration and apply this to solve Fredholm integral equations with the Nyström method.
Teaching schedule
1st Lecture: Wednesday 01.03, 14-16, C122
2nd Lecture: Monday 13.03, 10-12, C122
Computer Exercise session: 16.03, 14-16, C128 (computer room)
Exams
There will be a home exam consisting of a computational exercise, which will be discussed in the computer exercise class.
Due date will be: 24.03.
Course material
Literature:
P. Deuflhard, A. Hohmann, Numerical Analysis in Modern Scientific Computing, 2003. (Introduction to basics of numerical analysis)
K. Atkinson, The Numerical Solution of integral Equations of the Second Kind, 1997. (Classic on computational methods for integral equations)
H. Brunner, Volterra Integral Equations: An Introduction to Theory and Applications, 2017.(Reference for the collocation method)
Lectures are published here:
Registration
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Exercises
Complete as much as you can of the exercises for the Matlab session. We will discuss the exercises there and you have time to finish any missing parts there.
To pass the course you need to complete all exercise sets by 24.03.
Assignments
Course feedback
Course feedback can be given at any point during the course. Click here.