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

[@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.

[@wenshenpsu]

Thanks for watching. I'm glad that it was useful for you.

[@finalizelol]

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

[@yangchaoyi4672]

really awesome explanation, thanks Professor Shen!

[@kirstensamm4914]

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

[@wenshenpsu]

+Kirsten Samm Thanks!

[@imeneimene7220]

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

[@jeandanielmukam3656]

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.

[@francescosarnari7158]

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

[@wenshenpsu]

+Francesco Sarnari Thanks for watching. I am glad that you like the video. Unfortunately I don't have such a video as you requested. Maybe in the future I will make one.

[@apoorvkrishan1447]

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

[@cryora]

Solve for Xn+1 in terms of Xn and Yn+1 in terms of Yn and then use induction.

[@SweRaider1993]

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

[@wenshenpsu]

+Jon 93 Thanks!

[@ngendahayojeanpierre2699]

Thanks! for this video