Recap questions

These are all parts of exam questions that have been asked to test for “immediate knowlegde”
over the years. Some questions have been asked more frequently than others. In particular,
there is a bias in the number of questions in favor of questions on time integration. This bias
will not be present on the exam.

This list is meant as a sample that indicates the flavor of possible questions. It
is by no means exhaustive. Other questions will appear on the actual exam.

1. According to which criterion, the Adams-Bashforth and Adams-Moulton methods are

the best linear multistep methods ?

2. Compare the calculation cost per time step for an explicit and an implicit Runge–Kutta
method.

3. Why is the forward Euler method not suitable for the simulation of Hamiltionan prob-
lems ?

4. How does one determine a suitable step size when using a Runge–Kutta method ?

5. How is error estimation done with linear multistep methods?

6. Why are linear multistep methods of maximal order not convergent? What is the
maximal order of a convergent linear multistep method?

7. What is A-stability and why is it important?

8. What is the “Milne-device”?

9. What is the difference between the trapezoidal rule and the implicit Euler method for
the linear test equation y 0 = −λy when the step size h tends to infinity? (Hint: Look
at the stability function r(λh).)

10. In a finite element method in two spatial dimensions, the domain is discretized in a
number of triangles. What property of the finite element method ensures that this
can be done in a convenient way? What are the advantages when solving a partial
differential equation?

11. What is a BDF method? What is it used for?

12. Compare the computational cost of an implicit Runge–Kutta method with that of an
implicit linear multistep method.

13. What is the principle of a finite element method? What steps are made to derive it?
(Just naming the steps is sufficient.)

14. What is A-stability? What is the maximal order of an A-stable Runge–Kutta method
with ν stages?

15. What is a Hamiltonian system, and what property makes a time discretization method
suitable for such a problem?

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16. Why is adapting the step size much easier for Runge–Kutta methods than for linear
multistep methods? What is the price to pay?

17. Discuss the concepts of consistency, stability and convergence throughout the course.
Define each of these concepts and relate them to local and global error. Does the precise
meaning of these terms depend on the problem (ODE, elliptic, parabolic or hyperbolic
PDE)? You don’t need to provide proofs, but you do need to indicate what the proof
techniques are to show consistency, stability and convergence.

18. Explain the behaviour of characteristics for a hyperbolic conservation law (constant,
space-dependent or solution-dependent coefficient).

19. Consider a finite difference scheme for the heat equation with central difference in space
with grid size ∆x and a forward Euler in time with step size ∆t. Derive the order the
scheme.

20. For partial differential equations, there are multiple discretisation techniques, including
“finite difference”, “finite elements”, and “finite volumes”. For each of these methods,
give the principle on which it is based. What do the unknowns represent? What are the
advantages and disadvantages of each of these methods for different types of equations?
For which type of problem (and under which circumstances) is each of these methods
the most suitable choice?

21. Why do we choose an upwind method for the linear advection equation, instead of
central differences?

22. Which algorithm do you use to solve the linear systems that result from using an implicit
Euler method for the heat equation? What is the computational cost of that algorithm?

23. What is collocation? How is collocation used to derive time discretisation methods for
ordinary differential equations?