MATH 475B Lecture Notes - Lecture 10: Sensitivity Analysis
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Page 1 of 2 - feb 17, 2011. Open book, open laptop, open notes, web ok. Matlab problems will be similar to homework 1 and 2. For sure: sensitivity analysis on a simpler system implement some relatively simple ode solving scheme, implicit or. Will have xed steps, and use it to integrate a test problem. If its implicit, use newton"s method in backwards euler y(n+1) = y(n) + h f(t(n+1) , y(n+1) ) This determines y(n+1) in terms of y(n) and t(n+1) and h implicitly. Used newton"s method as a root solver and y(n) was our explicit, similar to myrk4. guess. Page 2 of 2 - feb 17, 2011 plot log(magnitude of error) vs log(step size) slope, because order is (almost always) an integer. "loglog" in matlab to nd the order, slope is the order, just eyeball the. Projects: proposal: 1-2 paragraphs , longer if you pick something not on the list.