Lecture 9 of Numerical methods I (wi2604)

• The following subjects are discussed:
  
  
  • boundary value problem, finite difference method
  • consistency, stability, convergence, condition matrix
  • Neumann boundary condition, general boundary value problem
    
    
  Corresponding pages in the lecture notes: pages 116-120
  
  
• Historical remarks
  
  
• Excercises and answers
  
  
• Additional information
  
  
  • Slide showing convergence
  • Slide showing convergence for two discretizations of the Neumann boundary condition.