Harvard AM205 video 3.9 - ODE convergence
Channel: Chris Rycroft
Date: 2020-11-02

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video discusses the convergence properties of numerical integration schemes for ODE initial value problems. It introduces several different definitions of integration error, and establishes a proof of convergence. The order of accuracy of an integration scheme is also discussed.

For more information see the main course website at https://people.math.wisc.edu/~chr/am205