Ordinary Differential Equations: Error Analysis

Related lectures (30)

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

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.

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

Explains the Euler method and higher-order Runge-Kutta schemes for solving differential equations.

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

Covers numerical differentiation, forward differences, Taylor's expansion, Big O notation, and error minimization.

Explores absolute stability in autonomous differential equation systems and the properties of equilibrium points and attractors.

Explores systems of first-order differential equations and numerical methods for their analysis.

Covers methods for approximating solutions to differential equations and their real-world applications.

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