Structure-preserving discretization of differential equations

Elena Celledoni Brynjulf Owren

Summer course at AARMS 2015, Halifax, Nova Scotia

Lecture 2

  • A review of classical numerical integrators, Runge-Kutta and Linear multistep
  • Review on consistency and convergence (exercise proof of convergence of forward Euler method)
  • Numerical methods as maps

Teaching material

2015-07-08, Elena Celledoni