Experiments with Schemes for Exponential Decay

Hans Petter Langtangen [1, 2] (hpl at simula.no)

[1] Center for Biomedical Computing, Simula Research Laboratory
[2] Department of Informatics, University of Oslo.

Jul 2, 2016

Summary. This report investigates the accuracy of three finite difference schemes for the ordinary differential equation \( u'=-au \) with the aid of numerical experiments. Numerical artifacts are in particular demonstrated.

Table of contents

Mathematical problem
Numerical solution method
Numerical experiments
Error vs \( \Delta t \)

© 2016, Hans Petter Langtangen. Released under CC Attribution 4.0 license