Lecture

Numerical Methods: Euler and Crank-Nicolson

Description

This lecture covers the Euler methods (forward and backward), Crank-Nicolson method, and Heun's method for solving differential equations. It explains the convergence analysis, local truncation error, and consistency of the methods.

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Official source

https://mediaspace.epfl.ch/media/0_lp113hbg

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis, Differential anaysis, Calculus

Mathematical logic: Set theory

Statistics

Statistical inference: Mathematical statistics

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