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Week 3

已有 2453 次阅读 2012-9-19 10:40 |个人分类:NumDiffEqn|系统分类:教学心得

Runge-Kutta Method
General one-step method, consistency, convergence, Taylor expansion method, Runge-Kutta method - idea from numerical quadrature, general formulation of Runge-Kutta method, parameters (R-K matrix, R-K nodes, R-K weights), constraints on the parameters, order condition, absolute stability, region of absolute stability, absolute stability for multistep method.

Readings
Iserles: 33-34, 38-41.
Suli: 9-20, 43.


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