Convergence - Lesson 12

In this lesson the convergence of the time discrete solution will be discussed. Before talking about convergence, it is necessary to discuss about the error. Error for a time discrete problem is defined first and then the criterion for convergence is discussed.

The discussion continues from the previous video and triangle inequality is introduced and another inequality named Cauchy Schwarz inequality is seen. It is shown that consistency and stability together imply convergence. Other remarks on stability are drawn in the video.