Lectures related to Explicit Stabilised Methods: Applications to Bayesian Inverse Problems

Explicit Stabilised Methods: Stochastic Differential Equations

Covers explicit stabilized methods for stiff stochastic differential equations, analyzing their properties and applications.

Numerics: semester project

Covers the semester project on numerics, focusing on adaptive algorithms and multistep methods.

Error Estimation in Numerical Methods

Explores error estimation in numerical methods for solving differential equations, focusing on local truncation error, stability, and Lipschitz continuity.

Cauchy Problem: Euler Methods

Explores the Cauchy problem and Euler methods for numerical solutions in ODEs.

Euler Forward Method

Introduces the Euler Forward Method for ODEs, focusing on error analysis and stability.

Multistep methods

Covers multistep methods for solving differential equations, focusing on stability conditions and examples.

Exam Problems: Nonlinear Equations & ODEs

Covers exam-like problems on nonlinear equations, ODEs, and numerical methods.

Euler Backward Method: ODEs

Explores the Euler backward method for ODEs, discussing stability, error reduction, and implicit vs explicit methods.