Lecture

Ordinary Differential Equations: Error Analysis

In course

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Description

This lecture covers error analysis in ordinary differential equations, focusing on the convergence of numerical methods for approximating the Cauchy problem. It discusses truncation errors, local truncation errors, and proof for the forward Euler method. The lecture also explores the Lipschitz continuity and convergence criteria for numerical methods.

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Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_32sho77m

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis, Differential anaysis

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