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Experiments with Schemes for Exponential Decay

 

 

 

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
Implementation
Numerical experiments
Error vs Δt
Bibliography

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