CMPSC/Math 451. April 15, 2015. Stiff systems of ODEs. Implicit vs explicit method. Wen Shen

Wen Shen, Penn State University.

[ShenghuiYang]

Thank you Prof. This video saved my life. Recently I needed to give an answer of choosing a right solver to a question about stiff nonlinear ode from Mathematica user forum and no textbook with me on business trip. Very clear explanation of the context.

[yangchaoyi]

really awesome explanation, thanks Professor Shen!

[kirstensamm]

Amazing explanation. I go to University College London, and this was so helpful! Wish you were my lecturer.

[finalizelol]

Implicit Euler, backward differentiation formula, Jacobian... Made clear, thanks a million!

[imeneimene]

I would like to thank you ! it was Amazing .
All the best

[jeandanielmukam]

Thanks Prof. Very interesting lecture. Please Prof. I would to know if you have an example of stiff ordinary stochastic differential equation (or Stiff SPDE). Please can you provide us a video about that? wifth your facinating way of teaching. Best.

[francescosarnari]

Hi Wen, thanks so much, this is a true example of a GREAT lecture! Listen, I have a question: do you have any video (or other resources) which would guide me through understanding of fully implicit multistep methods, such as the implicit Runge-Kutta (Or another one, still good for stiff ODEs)? Thank you so much in advance. Cheers, Francesco

[apoorvkrishan]

Ma'am, How did you show Xn=(1-39h)^n+(1-h)^n; Yn=(1-39h)^n-(1-h)^n?

[SweRaider]

Thank you! This really clarified a lot in my book :3