In Week 9 we begin our study of the numerical solution of ordinary differential equations (ODE). We will get to know the most straight-forward method, Euler’s method, and analyse it. Note that there will be no lecture on Tuesday! Instead, we will use the tutorial hour on Thursday to cover some of the material.

Intended Learning Outcomes

At the end of the week you should be able to:

  • determine whether a given function satisfies the Lipschitz condition in the existence theorem for solutions of IVP
  • describe the basic setup of numerical methods for solving ODE
  • apply Euler’s method for solving some simple problems
  • explain the concepts of local truncation error, consistency and convergence, and how they relate to Euler’s methods

Tasks and Materials

  • Lectures 15 and 16 are available on the Lectures page.
  • The seventh problem sheet is available and will be discussed in Week 10, please have a look at it before class! Solutions to the previous problem sheet have been provided.
  • The solution sheet to the midterm test will be made available.