Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Brent's methodIn numerical analysis, Brent's method is a hybrid root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of the less-reliable methods. The algorithm tries to use the potentially fast-converging secant method or inverse quadratic interpolation if possible, but it falls back to the more robust bisection method if necessary. Brent's method is due to Richard Brent and builds on an earlier algorithm by Theodorus Dekker.
Numerical methods for partial differential equationsNumerical 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. 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.
MATLABMATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages. Although MATLAB is intended primarily for numeric computing, an optional toolbox uses the MuPAD symbolic engine allowing access to symbolic computing abilities.
Exponential functionThe exponential function is a mathematical function denoted by or (where the argument x is written as an exponent). Unless otherwise specified, the term generally refers to the positive-valued function of a real variable, although it can be extended to the complex numbers or generalized to other mathematical objects like matrices or Lie algebras. The exponential function originated from the notion of exponentiation (repeated multiplication), but modern definitions (there are several equivalent characterizations) allow it to be rigorously extended to all real arguments, including irrational numbers.
Numerical methods for linear least squaresNumerical methods for linear least squares entails the numerical analysis of linear least squares problems. A general approach to the least squares problem can be described as follows. Suppose that we can find an n by m matrix S such that XS is an orthogonal projection onto the image of X. Then a solution to our minimization problem is given by simply because is exactly a sought for orthogonal projection of onto an image of X (see the picture below and note that as explained in the next section the image of X is just a subspace generated by column vectors of X).
Numerical stabilityIn 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.
Numerical integrationIn analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.
Numerical analysisNumerical analysis is the study of algorithms that use numerical approximation (as opposed to 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.
Finite differenceA finite difference is a mathematical expression of the form f (x + b) − f (x + a). If a finite difference is divided by b − a, one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems. The difference operator, commonly denoted is the operator that maps a function f to the function defined by A difference equation is a functional equation that involves the finite difference operator in the same way as a differential equation involves derivatives.
Root-finding algorithmsIn mathematics and computing, a root-finding algorithm is an algorithm for finding zeros, also called "roots", of continuous functions. A zero of a function f, from the real numbers to real numbers or from the complex numbers to the complex numbers, is a number x such that f(x) = 0. 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).
Regula falsiIn mathematics, the regula falsi, method of false position, or false position method is a very old method for solving an equation with one unknown; this method, in modified form, is still in use. In simple terms, the method is the trial and error technique of using test ("false") values for the variable and then adjusting the test value according to the outcome. This is sometimes also referred to as "guess and check". Versions of the method predate the advent of algebra and the use of equations.
Tridiagonal matrixIn linear algebra, a tridiagonal matrix is a band matrix that has nonzero elements only on the main diagonal, the subdiagonal/lower diagonal (the first diagonal below this), and the supradiagonal/upper diagonal (the first diagonal above the main diagonal). For example, the following matrix is tridiagonal: The determinant of a tridiagonal matrix is given by the continuant of its elements. An orthogonal transformation of a symmetric (or Hermitian) matrix to tridiagonal form can be done with the Lanczos algorithm.
Secant methodIn numerical analysis, the secant method is a root-finding algorithm that uses a succession of roots of secant lines to better approximate a root of a function f. The secant method can be thought of as a finite-difference approximation of Newton's method. However, the secant method predates Newton's method by over 3000 years. For finding a zero of a function f, the secant method is defined by the recurrence relation. As can be seen from this formula, two initial values x0 and x1 are required.
Bisection methodIn mathematics, the bisection method is a root-finding method that applies to any continuous function for which one knows two values with opposite signs. The method consists of repeatedly bisecting the interval defined by these values and then selecting the subinterval in which the function changes sign, and therefore must contain a root. It is a very simple and robust method, but it is also relatively slow. Because of this, it is often used to obtain a rough approximation to a solution which is then used as a starting point for more rapidly converging methods.
Richardson extrapolationIn numerical analysis, Richardson extrapolation is a sequence acceleration method used to improve the rate of convergence of a sequence of estimates of some value . In essence, given the value of for several values of , we can estimate by extrapolating the estimates to . It is named after Lewis Fry Richardson, who introduced the technique in the early 20th century, though the idea was already known to Christiaan Huygens in his calculation of π. In the words of Birkhoff and Rota, "its usefulness for practical computations can hardly be overestimated.
GNU OctaveGNU Octave is a high-level programming language primarily intended for scientific computing and numerical computation. Octave helps in solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB. It may also be used as a batch-oriented language. As part of the GNU Project, it is free software under the terms of the GNU General Public License. The project was conceived around 1988.
Cd (command)The command, also known as (change directory), is a command-line shell command used to change the current working directory in various operating systems. It can be used in shell scripts and s. The command has been implemented in operating systems such as Unix, DOS, IBM OS/2, MetaComCo TRIPOS, AmigaOS (where if a bare path is given, cd is implied), Microsoft Windows, ReactOS, and Linux. On MS-DOS, it is available in versions 2 and later. DR DOS 6.0 also includes an implementation of the and commands.
Computer fileIn computing, a computer file is a resource for recording data on a computer storage device, primarily identified by its . Just as words can be written on paper, so can data be written to a computer file. Files can be shared with and transferred between computers and mobile devices via removable media, networks, or the Internet. Different are designed for different purposes. A file may be designed to store an , a written message, a video, a program, or any wide variety of other kinds of data.
CLS (command)In computing, CLS (for clear screen) is a command used by the command-line interpreters COMMAND.COM and cmd.exe on DOS, Digital Research FlexOS, IBM OS/2, Microsoft Windows and ReactOS operating systems to clear the screen or console window of commands and any output generated by them. It does not clear the user's history of commands, however. The command is also available in the DEC RT-11 operating system, in the open-source MS-DOS emulator DOSBox and in the EFI shell.
