Error Estimation in Numerical Methods

Related lectures (30)

Page 3 of 3

Explores Runge Kutta and multistep methods for solving ODEs, including Backward Euler and Crank-Nicolson.

Explains the Implicit Euler Scheme, a method for solving differential equations numerically, focusing on stability and convergence properties.

Covers alternative numerical methods for solving differential equations, including Crank-Nicolson and Heun's method.

Introduces ordinary differential equations, their order, numerical solutions, and practical applications in various scientific fields.

Covers the Crank-Nicolson and Heun's methods, discussing uniqueness of solutions and truncation errors in numerical methods.

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

Explores boundary value problems, finite difference method, and Joule heating examples in 1D.

Explores implicit schemes in numerical analysis, emphasizing stability and convergence properties in solving differential equations.

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

Explores error analysis in ordinary differential equations and convergence criteria for numerical methods.