Lecture 4 of Numerical methods for differential equations (CTB2400)

• The following subjects are discussed:
  
  
  • test equation, amplification factor
  • approximation error, consistence
  • stability of a differential equation, numerical stability
  • convergence, global error, efficiency
  • Runge Kutta method
    
    
  Corresponding pages in the book: pages 69-75. The lecture is also available via collegerama.
  
  
• Historical remarks
  
  
• Easy exercises of Chapter 6.
  
  
• Exercises 2, 3, 4 and 5 of page 98 can be made ( answers)
  
  
• Additional information
  
  
  • Slide show
  • Part of this lecture can be followed via internet.
  • Instable physical phenomena: The Tacoma Bridge, The Erasmus Bridge (Dutch) and The Millennium Bridge
  • Instability visualisation