Numerical Methods For Ordinary Differential Equations - Analysis

Analysis

Numerical analysis is not only the design of numerical methods, but also their analysis. Three central concepts in this analysis are:

  • convergence: whether the method approximates the solution,
  • order: how well it approximates the solution, and
  • stability: whether errors are damped out.

Read more about this topic:  Numerical Methods For Ordinary Differential Equations

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