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Table Of Contents

Requirements Starting Requirements
Recall: Derivation of AB Schemes
Leap Frog Scheme
Volunteer Exercise
One Step Methods
Runge-Kutta Methods
Example Runge-Kutta Method
(Modified Euler)
Linear Stability Analysis
Plotting Stability Region for
Modified Euler
Checking Modified Euler
at the Imaginary Axis
Is the Imaginary Axis in
the Stability Region ?
General 2 stage RK family
Case: No Explicit t Dependence in f
Second Example Runge-Kutta:
Heun¶s Third Order Formula
Again Let¶s Check the Stability Region
Stability of Heun¶s 3rd
Order Method
Stability Region for RK (s=p)
Heun¶s Method and The Imaginary Axis
Observation on RK linear stability
Order Runge-Kutta Formula
Imaginary Axis (again)
Imaginary Axis Stability Summary
proof summary
Warning About Global Error Estimate
A Posteriori Error Estimate
My Favorite s Stage
Runge-Kutta Method
RK v. AB
Class Cancelled on 02/17/05
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CAAM452Lecture4b (1)

CAAM452Lecture4b (1)

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Published by Evgeny Shavelzon

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Published by: Evgeny Shavelzon on Dec 19, 2011
Copyright:Attribution Non-commercial


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