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CMPSC/Math 451. April 10, 2015. Multi-step methods. Wen Shen

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wenshenpsu

wenshenpsu

9 жыл бұрын

Wen Shen, Penn State University.
Lectures are based on my book: "An Introduction to Numerical Computation", published by World Scientific, 2016. See promo video: • Book Promo: An Introdu...

Пікірлер: 35
@mahmoudzorkot1150
@mahmoudzorkot1150 4 жыл бұрын
Thanks alot Prof. Shen.. the best explanation i ever got
@deashehu2591
@deashehu2591 8 жыл бұрын
You lady are amazing! Thanks for sharing !
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+Dea Shehu I am glad that you liked it.
@pansy0412
@pansy0412 6 жыл бұрын
really great lecture, thank you for sharing!
@wenshenpsu
@wenshenpsu 6 жыл бұрын
Thanks for watching.
@user-gr4zb5he4f
@user-gr4zb5he4f 6 жыл бұрын
It's really helpful. Thank you!
@wenshenpsu
@wenshenpsu 6 жыл бұрын
Cheers and have a great day.
@athassawatkammanee2229
@athassawatkammanee2229 6 жыл бұрын
Very good teaching. Thank your very much.
@wenshenpsu
@wenshenpsu 6 жыл бұрын
Thanks!
@Edifier1221
@Edifier1221 8 жыл бұрын
One of your best videos, really interesting! I wish you where my professor :/
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+KirkElPozz Thanks for the comments. Happy viewing!
@oghenefejiroakpodamure7788
@oghenefejiroakpodamure7788 8 жыл бұрын
how can i implement the IMEX METHOD. i need your help
@deepa7433
@deepa7433 6 жыл бұрын
Could you please explain x_(n+1) = x_n + h*[ b_n*f_n + ...] how h appears in this step at 13:20? I undertsand b_n is the integral of l_n(t) but how is the h factored out from all the integrals?
@oghenefejiroakpodamure7788
@oghenefejiroakpodamure7788 8 жыл бұрын
VERY GOOD LECTURE. CHEERS
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+cauchy god swill Thanks.
@murraycoumbis2621
@murraycoumbis2621 4 жыл бұрын
at 17:22, i did the integral and got something slightly different to that which is written. as i can tell, fn-1 should be (fn-1)/2. please correct me if i am wrong but i just want to be sure
@murraycoumbis2621
@murraycoumbis2621 4 жыл бұрын
i answered my own question by cross referencing with your other video and i was correct. for reference, see kzfaq.info/get/bejne/ep-kmZRyt8-6Zqs.html at 2:30
@francescosarnari7158
@francescosarnari7158 8 жыл бұрын
Hi Wen, lectures are just amazing, so clear and instructive! Thank you! Listen, I have a couple of questions for you: what can we say in terms of the numerical stability of the AB-Moulton method? Does the numerical stability and/or the efficiency of this numerical methos depend on its order, i.e. on how many steps backwards I consider to predict the new one? Thank you so much, and I look forward to your reply. Cheers, Francesco
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+Francesco Sarnari Stability of multistep method is not covered in this course that I taught. The stability depends on two factors: (1) the choice of the starting values must be consistent; (2) if the underlining system is stiff, then it will impose a restriction on the size of the time step. You should read some more advanced text on numerical methods for ODEs to get all the details.
@francescosarnari7158
@francescosarnari7158 8 жыл бұрын
+wenshenpsu Thank you very much for you reply, Wen. Based on your experience, could you give me the reference of a text which you consider to be particularly good to learn about stability of multispet methods? Cheers, Francesco
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+Francesco Sarnari It seems that the book by John Butcher, titled "Numerical Methods for Ordinary differential Equations", has some discussion on this in Chapter 4. However, I have not read the book myself, so I can't promise anything. Good luck.
@sierraschellenberg2717
@sierraschellenberg2717 7 жыл бұрын
please show an example of ABM
@Edifier1221
@Edifier1221 8 жыл бұрын
I don't understand at 42:59 when you propose to use AB2 for calculate X1, this method requires 2 previous points but we only have one (Xo, which is given). Thanks :)
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+KirkElPozz The best one might be Heun's method, which has the same order.
@paneersingh
@paneersingh 7 жыл бұрын
U are looking beautiful + u cleared my doubts.
@wenshenpsu
@wenshenpsu 7 жыл бұрын
Thanks for watching!
@oghenefejiroakpodamure7788
@oghenefejiroakpodamure7788 8 жыл бұрын
thanks
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+cauchy god swill You are welcome.
@abderrahimwakif9240
@abderrahimwakif9240 8 жыл бұрын
thank you doctor from morocco
@wenshenpsu
@wenshenpsu 8 жыл бұрын
+abderrahim waif Thanks!
@devins9402
@devins9402 7 жыл бұрын
读文献的时候,看到fractional calculus的linear multistep methods,没读懂。然后去整数阶,结果发现很像改进欧拉法,心中还是有不清晰的地方。直到看到您的视频,非常清晰易懂!// When I reading literature about linear multistep methods of fractional differential equations, I found I am confused. So I went back to common fractional differential equations and still not totally understand, but found that this method to some extent like improved Euler method. Until I watch your open math course, I think I understand it totally! Thank you for recording this video and wish your book a bestseller among students.
@wenshenpsu
@wenshenpsu 7 жыл бұрын
Thanks.
@emmanuelnthala5396
@emmanuelnthala5396 6 жыл бұрын
Wen, I like your classes so much. They are very easy to follow, your writing I very legible and you make numerical analysis a beautiful endeavor. However as I've commented in some of your past videos, the one who films you does injustice to the followers of your youtubes. He or she does not follow you when you move back and forth to make refer to points you already listed on the board. I believe you can fix this. Otherwise continue enlightening the world!
@wenshenpsu
@wenshenpsu 6 жыл бұрын
Thanks for your comments. I will try to make HD videos in the future.
@emmanuelnthala5396
@emmanuelnthala5396 6 жыл бұрын
Dr. Wen, can you share with me active research focus in numerical analysis taking place now? If possible please let me know articles I can read in connection to the research areas you'll advise. My email is nthaco@gmail.com
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