|
Implicit Method
Explicit and implicit methods are approaches used in numerical analysis for obtaining numerical approximations to the solutions of time-dependent ordinary and partial differential equations, as is required in computer simulations of physical processes. ''Explicit methods'' calculate the state of a system at a later time from the state of the system at the current time, while ''implicit methods'' find a solution by solving an equation involving both the current state of the system and the later one. Mathematically, if Y(t) is the current system state and Y(t+\Delta t) is the state at the later time (\Delta t is a small time step), then, for an explicit method : Y(t+\Delta t) = F(Y(t))\, while for an implicit method one solves an equation : G\Big(Y(t), Y(t+\Delta t)\Big)=0 \qquad (1)\, to find Y(t+\Delta t). Computation Implicit methods require an extra computation (solving the above equation), and they can be much harder to implement. Implicit methods are used because many p ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living ce ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Backward Euler Method
In numerical analysis and scientific computing, the backward Euler method (or implicit Euler method) is one of the most basic numerical methods for the solution of ordinary differential equations. It is similar to the (standard) Euler method, but differs in that it is an implicit method. The backward Euler method has error of order one in time. Description Consider the ordinary differential equation : \frac = f(t,y) with initial value y(t_0) = y_0. Here the function f and the initial data t_0 and y_0 are known; the function y depends on the real variable t and is unknown. A numerical method produces a sequence y_0, y_1, y_2, \ldots such that y_k approximates y(t_0+kh) , where h is called the step size. The backward Euler method computes the approximations using : y_ = y_k + h f(t_, y_). This differs from the (forward) Euler method in that the forward method uses f(t_k, y_k) in place of f(t_, y_). The backward Euler method is an implicit method: the new approxima ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Courant–Friedrichs–Lewy Condition
In mathematics, the convergence condition by Courant–Friedrichs–Lewy is a necessary condition for convergence while solving certain partial differential equations (usually hyperbolic PDEs) numerically. It arises in the numerical analysis of explicit time integration schemes, when these are used for the numerical solution. As a consequence, the time step must be less than a certain time in many explicit time-marching computer simulations, otherwise the simulation produces incorrect results. The condition is named after Richard Courant, Kurt Friedrichs, and Hans Lewy who described it in their 1928 paper. Heuristic description The principle behind the condition is that, for example, if a wave is moving across a discrete spatial grid and we want to compute its amplitude at discrete time steps of equal duration, then this duration must be less than the time for the wave to travel to adjacent grid points. As a corollary, when the grid point separation is reduced, the upper limit for ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Comparison Between Foward-Backward-Euler And Foward-Euler
Comparison or comparing is the act of evaluating two or more things by determining the relevant, comparable characteristics of each thing, and then determining which characteristics of each are Similarity (psychology), similar to the other, which are Difference (philosophy), different, and to what degree. Where characteristics are different, the differences may then be evaluated to determine which thing is best suited for a particular purpose. The description of similarities and differences found between the two things is also called a comparison. Comparison can take many distinct forms, varying by field: To compare things, they must have characteristics that are similar enough in relevant ways to merit comparison. If two things are too different to compare in a useful way, an attempt to compare them is colloquially referred to in English as "comparing apples and oranges." Comparison is widely used in society, in science and in the arts. General usage Comparison is a natural ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Newton's Method
In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function. The most basic version starts with a single-variable function defined for a real variable , the function's derivative , and an initial guess for a root of . If the function satisfies sufficient assumptions and the initial guess is close, then :x_ = x_0 - \frac is a better approximation of the root than . Geometrically, is the intersection of the -axis and the tangent of the graph of at : that is, the improved guess is the unique root of the linear approximation at the initial point. The process is repeated as :x_ = x_n - \frac until a sufficiently precise value is reached. This algorithm is first in the class of Householder's methods, succeeded by Halley's method. The method can also be extended to complex functions an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Root-finding Algorithm
In mathematics and computing, a root-finding algorithm is an algorithm for finding zeros, also called "roots", of continuous functions. A zero of a function , from the real numbers to real numbers or from the complex numbers to the complex numbers, is a number such that . As, generally, the zeros of a function cannot be computed exactly nor expressed in closed form, root-finding algorithms provide approximations to zeros, expressed either as floating-point numbers or as small isolating intervals, or disks for complex roots (an interval or disk output being equivalent to an approximate output together with an error bound). Solving an equation is the same as finding the roots of the function . Thus root-finding algorithms allow solving any equation defined by continuous functions. However, most root-finding algorithms do not guarantee that they will find all the roots; in particular, if such an algorithm does not find any root, that does not mean that no root exists. Most nume ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Root Of A Function
In mathematics, a zero (also sometimes called a root) of a real-, complex-, or generally vector-valued function f, is a member x of the domain of f such that f(x) ''vanishes'' at x; that is, the function f attains the value of 0 at x, or equivalently, x is the solution to the equation f(x) = 0. A "zero" of a function is thus an input value that produces an output of 0. A root of a polynomial is a zero of the corresponding polynomial function. The fundamental theorem of algebra shows that any non-zero polynomial has a number of roots at most equal to its degree, and that the number of roots and the degree are equal when one considers the complex roots (or more generally, the roots in an algebraically closed extension) counted with their multiplicities. For example, the polynomial f of degree two, defined by f(x)=x^2-5x+6 has the two roots (or zeros) that are 2 and 3. f(2)=2^2-5\times 2+6= 0\textf(3)=3^2-5\times 3+6=0. If the function maps real numbers to real numbers, then it ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quadratic Equation
In algebra, a quadratic equation () is any equation that can be rearranged in standard form as ax^2 + bx + c = 0\,, where represents an unknown (mathematics), unknown value, and , , and represent known numbers, where . (If and then the equation is linear equation, linear, not quadratic.) The numbers , , and are the ''coefficients'' of the equation and may be distinguished by respectively calling them, the ''quadratic coefficient'', the ''linear coefficient'' and the ''constant'' or ''free term''. The values of that satisfy the equation are called ''solution (mathematics), solutions'' of the equation, and ''zero of a function, roots'' or ''zero of a function, zeros'' of the Expression (mathematics), expression on its left-hand side. A quadratic equation has at most two solutions. If there is only one solution, one says that it is a double root. If all the coefficients are real numbers, there are either two real solutions, or a single real double root, or two complex number, c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Euler Method
In mathematics and computational science, the Euler method (also called forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler, who treated it in his book ''Institutionum calculi integralis'' (published 1768–1870). The Euler method is a first-order method, which means that the local error (error per step) is proportional to the square of the step size, and the global error (error at a given time) is proportional to the step size. The Euler method often serves as the basis to construct more complex methods, e.g., predictor–corrector method. Informal geometrical description Consider the problem of calculating the shape of an unknown curve which starts at a given point and satisfies a given differential equ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ordinary Differential Equation
In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contrast with the term partial differential equation which may be with respect to ''more than'' one independent variable. Differential equations A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form :a_0(x)y +a_1(x)y' + a_2(x)y'' +\cdots +a_n(x)y^+b(x)=0, where , ..., and are arbitrary differentiable functions that do not need to be linear, and are the successive derivatives of the unknown function of the variable . Among ordinary differential equations, linear differential equations play a prominent role for several reasons. Most elementary and special functions that are encountered in physics and applied mathematics are ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Result Of Applying Integration Schemes
A result (also called upshot) is the final consequence of a sequence of actions or events expressed qualitatively or quantitatively. Possible results include advantage, disadvantage, gain, injury, loss, value and victory. There may be a range of possible outcomes associated with an event depending on the point of view, historical distance or relevance. Reaching no result can mean that actions are inefficient, ineffective, meaningless or flawed. Some types of result are as follows: * in general, the outcome of any kind of research, action or phenomenon * in games (e.g. cricket, lotteries) or wars, the result includes the identity of the victorious party and possibly the effects on the environment * in mathematics, the final value of a calculation (e.g. arithmetic operation), function or statistical expression, or the final statement of a theorem that has been proven * in statistics, any information analyzed, extracted or interpolated from polls, tests or logs * in computer science ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
