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

2. Instability stiff equations instabilities restricted time step
remedy: implicit methods

3. Implicit Methods
implicit Euler
second order Adams-Moulton

4. Newton Method
Solve

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

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