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.
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.
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.
NP-completenessIn computational complexity theory, a problem is NP-complete when: It is a decision problem, meaning that for any input to the problem, the output is either "yes" or "no". When the answer is "yes", this can be demonstrated through the existence of a short (polynomial length) solution. The correctness of each solution can be verified quickly (namely, in polynomial time) and a brute-force search algorithm can find a solution by trying all possible solutions.
Computational fluid dynamicsComputational fluid dynamics (CFD) is a branch of fluid mechanics that uses numerical analysis and data structures to analyze and solve problems that involve fluid flows. Computers are used to perform the calculations required to simulate the free-stream flow of the fluid, and the interaction of the fluid (liquids and gases) with surfaces defined by boundary conditions. With high-speed supercomputers, better solutions can be achieved, and are often required to solve the largest and most complex problems.
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.
Computational complexityIn computer science, the computational complexity or simply complexity of an algorithm is the amount of resources required to run it. Particular focus is given to computation time (generally measured by the number of needed elementary operations) and memory storage requirements. The complexity of a problem is the complexity of the best algorithms that allow solving the problem. The study of the complexity of explicitly given algorithms is called analysis of algorithms, while the study of the complexity of problems is called computational complexity theory.
Finite element methodThe finite element method (FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The FEM is a general numerical method for solving partial differential equations in two or three space variables (i.e., some boundary value problems).
Runge–Kutta methodsIn numerical analysis, the Runge–Kutta methods (ˈrʊŋəˈkʊtɑː ) are a family of implicit and explicit iterative methods, which include the Euler method, used in temporal discretization for the approximate solutions of simultaneous nonlinear equations. These methods were developed around 1900 by the German mathematicians Carl Runge and Wilhelm Kutta. The most widely known member of the Runge–Kutta family is generally referred to as "RK4", the "classic Runge–Kutta method" or simply as "the Runge–Kutta method".
P-completeIn computational complexity theory, a decision problem is P-complete (complete for the complexity class P) if it is in P and every problem in P can be reduced to it by an appropriate reduction. The notion of P-complete decision problems is useful in the analysis of: which problems are difficult to parallelize effectively, which problems are difficult to solve in limited space. specifically when stronger notions of reducibility than polytime-reducibility are considered.
Probabilistic numericsProbabilistic numerics is an active field of study at the intersection of applied mathematics, statistics, and machine learning centering on the concept of uncertainty in computation. In probabilistic numerics, tasks in numerical analysis such as finding numerical solutions for integration, linear algebra, optimization and simulation and differential equations are seen as problems of statistical, probabilistic, or Bayesian inference.
Computational complexity theoryIn theoretical computer science and mathematics, computational complexity theory focuses on classifying computational problems according to their resource usage, and relating these classes to each other. A computational problem is a task solved by a computer. A computation problem is solvable by mechanical application of mathematical steps, such as an algorithm. A problem is regarded as inherently difficult if its solution requires significant resources, whatever the algorithm used.
Complete (complexity)In computational complexity theory, a computational problem is complete for a complexity class if it is, in a technical sense, among the "hardest" (or "most expressive") problems in the complexity class. More formally, a problem p is called hard for a complexity class C under a given type of reduction if there exists a reduction (of the given type) from any problem in C to p. If a problem is both hard for the class and a member of the class, it is complete for that class (for that type of reduction).
Fluid dynamicsIn physics, physical chemistry and engineering, fluid dynamics is a subdiscipline of fluid mechanics that describes the flow of fluids—liquids and gases. It has several subdisciplines, including aerodynamics (the study of air and other gases in motion) and hydrodynamics (the study of liquids in motion). Fluid dynamics has a wide range of applications, including calculating forces and moments on aircraft, determining the mass flow rate of petroleum through pipelines, predicting weather patterns, understanding nebulae in interstellar space and modelling fission weapon detonation.
Communication complexityIn theoretical computer science, communication complexity studies the amount of communication required to solve a problem when the input to the problem is distributed among two or more parties. The study of communication complexity was first introduced by Andrew Yao in 1979, while studying the problem of computation distributed among several machines. The problem is usually stated as follows: two parties (traditionally called Alice and Bob) each receive a (potentially different) -bit string and .
Gröbner basisIn mathematics, and more specifically in computer algebra, computational algebraic geometry, and computational commutative algebra, a Gröbner basis is a particular kind of generating set of an ideal in a polynomial ring K[x1, ..., xn] over a field K. A Gröbner basis allows many important properties of the ideal and the associated algebraic variety to be deduced easily, such as the dimension and the number of zeros when it is finite.
Euler equations (fluid dynamics)In fluid dynamics, the Euler equations are a set of quasilinear partial differential equations governing adiabatic and inviscid flow. They are named after Leonhard Euler. In particular, they correspond to the Navier–Stokes equations with zero viscosity and zero thermal conductivity. The Euler equations can be applied to incompressible or compressible flow. The incompressible Euler equations consist of Cauchy equations for conservation of mass and balance of momentum, together with the incompressibility condition that the flow velocity is a solenoidal field.
Fluid mechanicsFluid mechanics is the branch of physics concerned with the mechanics of fluids (liquids, gases, and plasmas) and the forces on them. It has applications in a wide range of disciplines, including mechanical, aerospace, civil, chemical, and biomedical engineering, as well as geophysics, oceanography, meteorology, astrophysics, and biology. It can be divided into fluid statics, the study of fluids at rest; and fluid dynamics, the study of the effect of forces on fluid motion.
PSPACE-completeIn computational complexity theory, a decision problem is PSPACE-complete if it can be solved using an amount of memory that is polynomial in the input length (polynomial space) and if every other problem that can be solved in polynomial space can be transformed to it in polynomial time. The problems that are PSPACE-complete can be thought of as the hardest problems in PSPACE, the class of decision problems solvable in polynomial space, because a solution to any one such problem could easily be used to solve any other problem in PSPACE.
Game complexityCombinatorial game theory measures game complexity in several ways: State-space complexity (the number of legal game positions from the initial position), Game tree size (total number of possible games), Decision complexity (number of leaf nodes in the smallest decision tree for initial position), Game-tree complexity (number of leaf nodes in the smallest full-width decision tree for initial position), Computational complexity (asymptotic difficulty of a game as it grows arbitrarily large).
