Chapter 9 - Finite-Difference Methods for Initial-Value Problems
Section 9.7 - Implicit Methods
This video is one of a series based on the book:
"Matrix, Numerical, and Optimization Methods in Science and Engineering," by Kevin W. Cassel
For more information see http://www.cambridge.org/9781108479097
For all videos based on this book and other subjects, see https://sites.google.com/iit.edu/kevin-w-cassel