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Scientific Computing Lab Institut für Informatik Scientific Computing in Computer Science Scientific Computing Lab Ordinary Differential Equations Implicit Discretization Dr. Miriam Mehl

Instability stiff equations instabilities restricted time step remedy: implicit methods

Implicit Methods implicit Euler second order Adams-Moulton

Newton Method Solve

Explicit versus Implicit cheap time steps many time steps implicit: expensive/impossible time steps less time steps

More Information http://www.cse.tum.de/vtc/SciComp/ 3.2 Discretizing Ordinary Differential Equations