Finite difference

Related lectures (30)

Page 2 of 3

Covers the Theoreus Chain Role for Lipschitz functions and its practical applications.

Explores parallel flow instabilities, Rayleigh inflection point criterion, and normal mode decomposition in 3D Euler equations.

Covers the motivation and examples of boundary value problems, the finite difference method, and the approximation of local derivatives.

Covers formulas and their applications in finite differences, focusing on error minimization and variable dependency.

Explains the definition and calculation of finite difference centers with proofs and examples.

Introduces the finite difference method for approximating derivatives and solving differential equations in practical applications.

Covers the concept of numerical derivatives of order 1 and the importance of choosing a small fixed value for h.

Explores Hoeffding's and Azuma's inequalities, emphasizing finite difference martingales and exponential bounds.

Covers numerical methods for solving boundary value problems using finite difference, FFT, and finite element methods.

Explores finite differences formulas, error analysis, and numerical experiments in computational mathematics.