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Numerical Stability
In the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms. The precise definition of stability depends on the context. One is numerical linear algebra and the other is algorithms for solving ordinary and partial differential equations by discrete approximation. In numerical linear algebra, the principal concern is instabilities caused by proximity to singularities of various kinds, such as very small or nearly colliding eigenvalues. On the other hand, in numerical algorithms for differential equations the concern is the growth of round-off errors and/or small fluctuations in initial data which might cause a large deviation of final answer from the exact solution. Some numerical algorithms may damp out the small fluctuations (errors) in the input data; others might magnify such errors. Calculations that can be proven not to magnify approximation errors are called ''numerically stable''. One of the common task ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stiff Equation
In mathematics, a stiff equation is a differential equation for which certain numerical methods for solving the equation are numerically unstable, unless the step size is taken to be extremely small. It has proven difficult to formulate a precise definition of stiffness, but the main idea is that the equation includes some terms that can lead to rapid variation in the solution. When integrating a differential equation numerically, one would expect the requisite step size to be relatively small in a region where the solution curve displays much variation and to be relatively large where the solution curve straightens out to approach a line with slope nearly zero. For some problems this is not the case. In order for a numerical method to give a reliable solution to the differential system sometimes the step size is required to be at an unacceptably small level in a region where the solution curve is very smooth. The phenomenon is known as ''stiffness''. In some cases there may be ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chaos Theory
Chaos theory is an interdisciplinary area of scientific study and branch of mathematics focused on underlying patterns and deterministic laws of dynamical systems that are highly sensitive to initial conditions, and were once thought to have completely random states of disorder and irregularities. Chaos theory states that within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnection, constant feedback loops, repetition, self-similarity, fractals, and self-organization. The butterfly effect, an underlying principle of chaos, describes how a small change in one state of a deterministic nonlinear system can result in large differences in a later state (meaning that there is sensitive dependence on initial conditions). A metaphor for this behavior is that a butterfly flapping its wings in Brazil can cause a tornado in Texas. Small differences in initial conditions, such as those due to errors in measurements or due to rounding errors i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stability Theory
In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature at a later time as a result of the maximum principle. In partial differential equations one may measure the distances between functions using Lp norms or the sup norm, while in differential geometry one may measure the distance between spaces using the Gromov–Hausdorff distance. In dynamical systems, an orbit is called ''Lyapunov stable'' if the forward orbit of any point is in a small enough neighborhood or it stays in a small (but perhaps, larger) neighborhood. Various criteria have been developed to prove stability or instability of an orbit. Under favorable circumstances, the question may be reduced to a well-studied problem involvi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Algorithms For Calculating Variance
Algorithms for calculating variance play a major role in computational statistics. A key difficulty in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values. Naïve algorithm A formula for calculating the variance of an entire population of size ''N'' is: :\sigma^2 = \overline - \bar x^2 = \frac . Using Bessel's correction to calculate an unbiased estimate of the population variance from a finite sample of ''n'' observations, the formula is: :s^2 = \left(\frac n - \left( \frac n \right)^2\right) \cdot \frac . Therefore, a naïve algorithm to calculate the estimated variance is given by the following: * Let * For each datum : ** ** ** * This algorithm can easily be adapted to compute the variance of a finite population: simply divide by ''n'' instead of ''n'' − 1 on the last line. Because and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Finite Difference Method
In numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time interval (if applicable) are discretized, or broken into a finite number of steps, and the value of the solution at these discrete points is approximated by solving algebraic equations containing finite differences and values from nearby points. Finite difference methods convert ordinary differential equations (ODE) or partial differential equations (PDE), which may be nonlinear, into a system of linear equations that can be solved by matrix algebra techniques. Modern computers can perform these linear algebra computations efficiently which, along with their relative ease of implementation, has led to the widespread use of FDM in modern numerical analysis. Today, FDM are one of the most common approaches to the numerical solution of PDE, along with finite element metho ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Von Neumann Stability Analysis
The term ''von'' () is used in German language surnames either as a nobiliary particle indicating a noble patrilineality, or as a simple preposition used by commoners that means ''of'' or ''from''. Nobility directories like the ''Almanach de Gotha'' often abbreviate the noble term ''von'' to ''v.'' In medieval or early modern names, the ''von'' particle was at times added to commoners' names; thus, ''Hans von Duisburg'' meant "Hans from he city ofDuisburg". This meaning is preserved in Swiss toponymic surnames and in the Dutch or Afrikaans '' van'', which is a cognate of ''von'' but does not indicate nobility. Usage Germany and Austria The abolition of the monarchies in Germany and Austria in 1919 meant that neither state has a privileged nobility, and both have exclusively republican governments. In Germany, this means that legally ''von'' simply became an ordinary part of the surnames of the people who used it. There are no longer any legal privileges or constraints asso ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Diffusion
Numerical diffusion is a difficulty with computer simulations of continua (such as fluids) wherein the simulated medium exhibits a higher diffusivity than the true medium. This phenomenon can be particularly egregious when the system should not be diffusive at all, for example an ideal fluid acquiring some spurious viscosity in a numerical model. Explanation In Eulerian simulations, time and space are divided into a discrete grid and the continuous differential equations of motion (such as the Navier–Stokes equation) are discretized into finite-difference equations. The discrete equations are in general more diffusive than the original differential equations, so that the simulated system behaves differently than the intended physical system. The amount and character of the difference depends on the system being simulated and the type of discretization that is used. Most fluid dynamics or magnetohydrodynamic simulations seek to reduce numerical diffusion to the minimum p ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lax Equivalence Theorem
Los Angeles International Airport , commonly referred to as LAX (with each letter pronounced individually), is the primary international airport serving Los Angeles, California and its surrounding metropolitan area. LAX is located in the Westchester neighborhood of Los Angeles, southwest of Downtown Los Angeles, with the commercial and residential areas of Westchester to the north, the city of El Segundo to the south and the city of Inglewood to the east. LAX is the closest airport to the Westside and the South Bay. The airport is operated by Los Angeles World Airports (LAWA), a branch of the Los Angeles city government, that also operates Van Nuys Airport for general aviation. The airport covers of land and has four parallel runways. In 2019, LAX handled 88,068,013 passengers, making it the world's third-busiest and the United States' second-busiest airport following Hartsfield–Jackson Atlanta International Airport. As the largest and busiest international airp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Total Variation
In mathematics, the total variation identifies several slightly different concepts, related to the (local or global) structure of the codomain of a function or a measure. For a real-valued continuous function ''f'', defined on an interval 'a'', ''b''⊂ R, its total variation on the interval of definition is a measure of the one-dimensional arclength of the curve with parametric equation ''x'' ↦ ''f''(''x''), for ''x'' ∈ 'a'', ''b'' Functions whose total variation is finite are called functions of bounded variation. Historical note The concept of total variation for functions of one real variable was first introduced by Camille Jordan in the paper . He used the new concept in order to prove a convergence theorem for Fourier series of discontinuous periodic functions whose variation is bounded. The extension of the concept to functions of more than one variable however is not simple for various reasons. Definitions Total variation for functions of one real variable Th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Partial Differential Equation
In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a Multivariable calculus, multivariable function. The function is often thought of as an "unknown" to be solved for, similarly to how is thought of as an unknown number to be solved for in an algebraic equation like . However, it is usually impossible to write down explicit formulas for solutions of partial differential equations. There is, correspondingly, a vast amount of modern mathematical and scientific research on methods to Numerical methods for partial differential equations, numerically approximate solutions of certain partial differential equations using computers. Partial differential equations also occupy a large sector of pure mathematics, pure mathematical research, in which the usual questions are, broadly speaking, on the identification of general qualitative features of solutions of various partial differential equations, such a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Partial Differential Equations
Numerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). In principle, specialized methods for hyperbolic, parabolic or elliptic partial differential equations exist. Overview of methods Finite difference method In this method, functions are represented by their values at certain grid points and derivatives are approximated through differences in these values. Method of lines The method of lines (MOL, NMOL, NUMOLHamdi, S., W. E. Schiesser and G. W. Griffiths (2007) Method of lines ''Scholarpedia'', 2(7):2859.) is a technique for solving partial differential equations (PDEs) in which all dimensions except one are discretized. MOL allows standard, general-purpose methods and software, developed for the numerical integration of ordinary differential equations (ODEs) and differential algebraic equations (DAEs), to be used. A large number of integration routines have been ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
