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 sta ...
Multistep method Construction of multistep method by Lagrange polynomial, Adams-Bashforth method, order condition for general multistep method, characteristic polynomial, zero-stability, convergence. Readings: Iserles: 19-23. Suli: 21-22, 24-29.
homework1.pdf euler_forward.m Homework is due next Tuesday in class, you can email your Matlab code and figures to Huashan if it is not convenient to print out.
Office Hour: 2-4pm, Thursday, INS 624 email: lzhang2012@sjtu.edu.cn TA Office Hour: 2-4pm, Friday TA Office Location: NO.16 in Ph.D students' office of Department of Mathematics (Computation Centre 325 close to INS) email: shs3701001@sjtu.edu.cn Homework out: Wednesday Homework due: Tuesda ...
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