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Applications of differential equations

Course Code :2001WETTDV
Study domain:Mathematics
Academic year:2019-2020
Semester:1st semester
Contact hours:60
Study load (hours):168
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 1st semester
Lecturer(s)Karel In't Hout
Wim Vanroose

3. Course contents *

In this course a number of concrete differential equations are studied that arise in various fields from applied mathematics. The course discusses how the (ordinary, partial, stochastic) differential equation is derived and subsequently how it is converted into a numerical model. Important properties of this model are investigated. The distinctions and synergies between the various numerical methods will be emphasized, both theoretically and practically, via computer implementations. We discuss the predictions that can be made using the numerical models, and their importance to the applied field.

Examples of differential equations that can be discussed are:

  • Heston partial differential equation from finance
  • Stochastic differential equations for stock prices
  • Helmholtz equation for sound waves
  • Maxwell equations for electro-magnetic fields
  • Schrödinger equation from quantum physics