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.
Delay differential equationIn mathematics, delay differential equations (DDEs) are a type of differential equation in which the derivative of the unknown function at a certain time is given in terms of the values of the function at previous times. DDEs are also called time-delay systems, systems with aftereffect or dead-time, hereditary systems, equations with deviating argument, or differential-difference equations. They belong to the class of systems with the functional state, i.e.
Differential-algebraic system of equationsIn electrical engineering, a differential-algebraic system of equations (DAE) is a system of equations that either contains differential equations and algebraic equations, or is equivalent to such a system. In mathematics these are examples of differential algebraic varieties and correspond to ideals in differential polynomial rings (see the article on differential algebra for the algebraic setup).
Ordinary differential equationIn mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other DE, its unknown(s) consists of one (or more) function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equations which may be with respect to one independent variable. 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 where a_0(x), .
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.
Finite difference methodIn 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.
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.
Differential equationIn mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
Linear differential equationIn mathematics, 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 where a0(x), ..., an(x) and b(x) are arbitrary differentiable functions that do not need to be linear, and y′, ..., y(n) are the successive derivatives of an unknown function y of the variable x. Such an equation is an ordinary differential equation (ODE).
Lipschitz continuityIn mathematical analysis, Lipschitz continuity, named after German mathematician Rudolf Lipschitz, is a strong form of uniform continuity for functions. Intuitively, a Lipschitz continuous function is limited in how fast it can change: there exists a real number such that, for every pair of points on the graph of this function, the absolute value of the slope of the line connecting them is not greater than this real number; the smallest such bound is called the Lipschitz constant of the function (and is related to the modulus of uniform continuity).
SinIn a religious context, 'sin' is a transgression against divine law or a law of God. Each culture has its own interpretation of what it means to commit a sin. While sins are generally considered actions, any thought, word, or act considered immoral, selfish, shameful, harmful, or alienating might be termed "sinful".
Eigenvalues and eigenvectorsIn linear algebra, an eigenvector (ˈaɪgənˌvɛktər) or characteristic vector of a linear transformation is a nonzero vector that changes at most by a constant factor when that linear transformation is applied to it. The corresponding eigenvalue, often represented by , is the multiplying factor. Geometrically, a transformation matrix rotates, stretches, or shears the vectors it acts upon. The eigenvectors for a linear transformation matrix are the set of vectors that are only stretched, with no rotation or shear.
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.
Homogeneous differential equationA differential equation can be homogeneous in either of two respects. A first order differential equation is said to be homogeneous if it may be written where f and g are homogeneous functions of the same degree of x and y. In this case, the change of variable y = ux leads to an equation of the form which is easy to solve by integration of the two members. Otherwise, a differential equation is homogeneous if it is a homogeneous function of the unknown function and its derivatives.
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.
Original sin'Original sin' is the Christian doctrine that holds that humans, through the fact of birth, inherit a tainted nature with a proclivity to sinful conduct in need of regeneration. The biblical basis for the belief is generally found in Genesis 3 (the story of the expulsion of Adam and Eve from the Garden of Eden), in a line in Psalm 51:5 ("I was brought forth in iniquity, and in sin did my mother conceive me"), and in Paul's Epistle to the Romans, 5:12-21 ("Therefore, just as sin entered the world through one man, and death through sin, and in this way death came to all people, because all sinned").
Euler methodIn mathematics and computational science, the Euler method (also called the 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 first proposed it in his book Institutionum calculi integralis (published 1768–1870).
Mortal sinA mortal sin (peccatum mortale), in Catholic theology, is a gravely sinful act which can lead to damnation if a person does not repent of the sin before death. It is alternatively called deadly, grave, and serious. A sin is considered to be "mortal" when its quality is such that it leads to a separation of that person from God's saving grace. Three conditions must together be met for a sin to be mortal: "Mortal sin is sin whose object is grave matter and which is also committed with full knowledge and deliberate consent.
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).
Christian views on sinIn Christianity, 'sin' is an immoral act considered to be a transgression of divine law. The doctrine of sin is central to the Christian faith, since its basic message is about redemption in Christ. Hamartiology, a branch of Christian theology which is the study of sin, describes sin as an act of offence against God by despising his persons and Christian biblical law, and by injuring others. Christian hamartiology is closely related to concepts of natural law, moral theology and Christian ethics.
