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Beeman's Algorithm
Beeman's algorithm is a method for numerically integrating ordinary differential equations of order 2, more specifically Newton's equations of motion \ddot x=A(x). It was designed to allow high numbers of particles in simulations of molecular dynamics. There is a direct or explicit and an implicit variant of the method. The direct variant was published by Schofield in 1973 as a personal communication from Beeman. This is what is commonly known as Beeman's method. It is a variant of the Verlet integration method. It produces identical positions, but uses a different formula for the velocities. Beeman in 1976 published a class of implicit (predictor–corrector) multi-step methods, where Beeman's method is the direct variant of the third-order method in this class. Equation The formula used to compute the positions at time t + \Delta t in the full predictor-corrector scheme is: * Predict x(t+\Delta t) from data at times t\textt - \Delta t :: x(t+\Delta t) = x(t) + v(t) \Delta t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Quadrature
In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take "quadrature" to include higher-dimensional integration. The basic problem in numerical integration is to compute an approximate solution to a definite integral :\int_a^b f(x) \, dx to a given degree of accuracy. If is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. Numerical integration has roots in the geometrical problem of finding a square with the same area as a given plane figure ('' quadrature'' or ''squaring''), as in the quadrature of th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ordinary Differential Equation
In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable (mathematics), variable. As with any other DE, its unknown(s) consists of one (or more) Function (mathematics), function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equation, ''partial'' differential equations (PDEs) which may be with respect to one independent variable, and, less commonly, in contrast with stochastic differential equations, ''stochastic'' differential equations (SDEs) where the progression is random. 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 a_0(x),\ldots,a_n(x) and b(x) are arbitrary differentiable functions that do not need to be linea ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Verlet Integration
Verlet integration () is a numerical method used to integrate Newton's equations of motion. It is frequently used to calculate trajectories of particles in molecular dynamics simulations and computer graphics. The algorithm was first used in 1791 by Jean Baptiste Delambre and has been rediscovered many times since then, most recently by Loup Verlet in the 1960s for use in molecular dynamics. It was also used by P. H. Cowell and A. C. C. Crommelin in 1909 to compute the orbit of Halley's Comet, and by Carl Størmer in 1907 to study the trajectories of electrical particles in a magnetic field (hence it is also called Størmer's method). The Verlet integrator provides good numerical stability, as well as other properties that are important in physical systems such as time reversibility and preservation of the symplectic form on phase space, at no significant additional computational cost over the simple Euler method. Basic Størmer–Verlet For a second-order differential ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Multistep Method
Linear multistep methods are used for the numerical solution of ordinary differential equations. Conceptually, a numerical method starts from an initial point and then takes a short step forward in time to find the next solution point. The process continues with subsequent steps to map out the solution. Single-step methods (such as Euler's method) refer to only one previous point and its derivative to determine the current value. Methods such as Runge–Kutta take some intermediate steps (for example, a half-step) to obtain a higher order method, but then discard all previous information before taking a second step. Multistep methods attempt to gain efficiency by keeping and using the information from previous steps rather than discarding it. Consequently, multistep methods refer to several previous points and derivative values. In the case of ''linear'' multistep methods, a linear combination of the previous points and derivative values is used. Definitions Numerical methods ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Big O Notation
Big ''O'' notation is a mathematical notation that describes the asymptotic analysis, limiting behavior of a function (mathematics), function when the Argument of a function, argument tends towards a particular value or infinity. Big O is a member of a #Related asymptotic notations, family of notations invented by German mathematicians Paul Gustav Heinrich Bachmann, Paul Bachmann, Edmund Landau, and others, collectively called Bachmann–Landau notation or asymptotic notation. The letter O was chosen by Bachmann to stand for '':wikt:Ordnung#German, Ordnung'', meaning the order of approximation. In computer science, big O notation is used to Computational complexity theory, classify algorithms according to how their run time or space requirements grow as the input size grows. In analytic number theory, big O notation is often used to express a bound on the difference between an arithmetic function, arithmetical function and a better understood approximation; one well-known exam ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
