This lecture will be held in English.

Selected Topics in Algorithms and Scientific Computing (IN3400, IN3480)

Lecturer (assistant)
Duration4 SWS
TermSommersemester 2020
Language of instructionEnglish
DatesSee TUMonline


Course: Time integration and differential equations (Selected Topics in Algorithms and Scientific Computing)

Corona-related information

  • Due to the Corona lockdown, the lectures of this course will be recorded and the tutorials will be given via video conference tools.

Brief summary

This course targets an intuitive understanding on time integration methods for solving ODEs as well as PDEs.

Teaching targets

Upon completion of the module students will be able to understand and analyze the interplay between time and space discretization for initial value problems with partial differential equations and based on this understanding to develop, to apply as well as to evaluate them.
They are able to understand a variety of different space discretization methods. Second, they will understand the impact of different space discretization methods on the time integration and vice versa. Third, they will also be able to understand novel time integrators which are able to overcome limitations of standard time integrators.

This course will be given by Dr. Martin Schreiber (maybe invited speakers) with the content planned as follows.

Planned content

  • Basics
    • Basics of ordinary differential equations
    • Basics of standard time integration (Runge-Kutta)
    • Space discretization
    • Partial differential equations (PDEs)
    • Discretization of PDE operators
  • Advanced time integration methods
    • Dispersion properties
    • Splitting methods
    • Semi-Lagrangian Methods
    • Spectral Deferred Correction Methods
    • Exponential time integration
    • Parareal
    • Parallel Full Approximation Scheme in Space and Time (PFASST)


Places, dates and times

  • The lecture will be every Tuesday 4:15pm in room 00.13.009A, starting 21.04.2020
  • The tutorials and hands-on work will be on Monday 2:15pm in room 01.06.011, starting 27.04.2020