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Numerical ordinary differential equations — Illustration of numerical integration for the differential equation y = y,y(0) = 1. Blue: the Euler method, green: the midpoint method, red: the exact solution, y = et. The step size is h = 1.0 … Wikipedia
Linear multistep method — Adams method redirects here. For the electoral apportionment method, see Method of smallest divisors. Linear multistep methods are used for the numerical solution of ordinary differential equations. Conceptually, a numerical method starts from an … Wikipedia
Dormand–Prince method — In numerical analysis, the Dormand–Prince method, or DOPRI method, is a method for solving ordinary differential equations (Dormand Prince 1980). The method is a member of the Runge–Kutta family of ODE solvers. More specifically, it uses six… … Wikipedia
Ordinary differential equation — In mathematics, an ordinary differential equation (or ODE) is a relation that contains functions of only one independent variable, and one or more of their derivatives with respect to that variable. A simple example is Newton s second law of… … Wikipedia
Runge–Kutta methods — In numerical analysis, the Runge–Kutta methods (pronounced IPA|/ˌʀuŋgeˈkuta/) are an important family of implicit and explicit iterative methods for the approximation of solutions of ordinary differential equations. These techniques were… … Wikipedia
Collocation method — In mathematics, a collocation method is a method for the numerical solution of ordinary differential equations, partial differential equations and integral equations. The idea is to choose a finite dimensional space of candidate solutions… … Wikipedia
Runge–Kutta–Fehlberg method — In mathematics, the Runge–Kutta–Fehlberg method (or Fehlberg method) is a method for the numerical solution of ordinary differential equations developed by the German mathematician Erwin Fehlberg. Based on the Runge–Kutta methods, the Fehlberg… … Wikipedia
Numerov's method — is a numerical method to solve ordinary differential equations of second order in which the first order term does not appear. It is a fourth order linear multistep method. The method is implicit, but can be made explicit if the differential… … Wikipedia
BDF-Verfahren — Die BDF Verfahren (englisch Backward Differentiation Formulas) sind Mehrschrittverfahren zur numerischen Lösung von Anfangswertproblemen: Dabei wird für y(x) eine Näherungslösung an den Zwischenstellen xi berechnet: Die Verfahren wurden 1952 von… … Deutsch Wikipedia
Backward Differentiation Formulas — Die BDF Verfahren (englisch Backward Differentiation Formulas) sind Mehrschrittverfahren zur numerischen Lösung von Anfangswertproblemen: Dabei wird für y(x) eine Näherungslösung an den Zwischenstellen xi berechnet: Die Verfahren wurden 1952 von… … Deutsch Wikipedia
