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lect15

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lect15, Thu 02/27

ODEs: algorithms

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Reading assignment

Read NCM Section 7.9 (stiff ODEs) and this page on forward and backward Euler (you just need the methods, not the convergence analysis).

References for today’s lecture

NCM Chapter 7 through Section 7.5. Section 7.5 is about an algorithm that Matlab calls BS23 (and implements as ode23tx); this is the same algorithm that scipy calls RK23.

Outline

• ODEs with higher derivatives
  • the harmonic oscillator
• Euler’s method (the forward Euler algorithm)
• 2-slope variants of Euler’s method

• The RK23/BS23 algorithm and its relatives

• cs111 routines:
  • cs111.ode1()
  • cs111.ode2()