Previous Lecture

lect13

Next Lecture

lect13, Wed 02/27

ODEs: stiff problems

• Lecture Files

Reading assignment

No new reading assignment. Work the sample midterm problems under e02 on the course GitHub page, and come prepared to ask questions about them at Tuesday’s section.

References for today’s lecture

NCM Section 7.9 (stiff ODEs)

Outline

• Local error, global error, and stability

• Stiff ODEs

  • Symptoms and effects of stiffness
  • Example: the flame ODE
  • Example: the valley walk ODE
  • Motivation for implicit methods
  • The backward Euler method
  • Issues in implicit methods
  • The Radau implicit method in scipy