Lecture 29.
Continuing with our treatment of
numerical methods for solving ordinary differential equations today we saw the
so called Taylor
Methods. This collection of
methods is based on a Taylor expansion of a function, thus giving them the name.
The Taylor methods are very accurate but have the drawback that derivatives need
to be computed.
We then saw a
way to approximate a Taylor method. The formula that was derived today goes by
the name Heun's
Method. This belongs to a larger
class of formulae known as
Runge-Kutta methods.
Posted: Wed - November 15, 2006 at 04:19 PM