NMM: Week 4 - Finite Differences: ODE's

This section explores finite difference methods for solving ordinary differential equations (ODEs). In particular we look at approximation error in Heun's method (a.k.a. "Improved Euler") using a Taylor expansion, and fixed step size Euler vs Runga-Kutta in the solution to a simple harmonic oscillator (SHO)

Here is an output of the Euler method to solve y''(t)+y(t)=0 :