Progressive Euler Convergence

Related lectures (30)

Page 2 of 3

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

Covers high order methods for space discretisation in linear differential systems.

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

Covers non-linear ordinary differential equations, including separation, Cauchy problems, and stability conditions.

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

Covers high order ODEs, numerical methods, and stability criteria.

Explores optimal transport and gradient flows in Rd, emphasizing convergence and the role of Lipschitz and Picard-Lindelöf theorems.

Focuses on Euler schemes for numerical approximation of forces and velocities.

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

Introduces methods for solving ordinary differential equations and discusses their accuracy and limitations.