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  2. Order of accuracy - Wikipedia

    en.wikipedia.org/wiki/Order_of_accuracy

    In numerical analysis, order of accuracy quantifies the rate of convergence of a numerical approximation of a differential equation to the exact solution. Consider u {\displaystyle u} , the exact solution to a differential equation in an appropriate normed space ( V , | | | | ) {\displaystyle (V,||\ ||)} .

  3. Galerkin method - Wikipedia

    en.wikipedia.org/wiki/Galerkin_method

    In mathematics, in the area of numerical analysis, Galerkin methods are a family of methods for converting a continuous operator problem, such as a differential equation, commonly in a weak formulation, to a discrete problem by applying linear constraints determined by finite sets of basis functions.

  4. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    First-order means that only the first derivative of y appears in the equation, and higher derivatives are absent. Without loss of generality to higher-order systems, we restrict ourselves to first-order differential equations, because a higher-order ODE can be converted into a larger system of first-order equations by introducing extra variables.

  5. Discontinuous Galerkin method - Wikipedia

    en.wikipedia.org/wiki/Discontinuous_Galerkin_method

    In applied mathematics, discontinuous Galerkin methods (DG methods) form a class of numerical methods for solving differential equations.They combine features of the finite element and the finite volume framework and have been successfully applied to hyperbolic, elliptic, parabolic and mixed form problems arising from a wide range of applications.

  6. Finite element method - Wikipedia

    en.wikipedia.org/wiki/Finite_element_method

    The mesh is an integral part of the model and must be controlled carefully to give the best results. Generally, the higher the number of elements in a mesh, the more accurate the solution of the discretized problem. However, there is a value at which the results converge, and further mesh refinement does not increase accuracy. [30]

  7. Numerical differentiation - Wikipedia

    en.wikipedia.org/wiki/Numerical_differentiation

    The classical finite-difference approximations for numerical differentiation are ill-conditioned. However, if is a holomorphic function, real-valued on the real line, which can be evaluated at points in the complex plane near , then there are stable methods.

  8. Gaussian quadrature - Wikipedia

    en.wikipedia.org/wiki/Gaussian_quadrature

    That is, the problem is to calculate () for some choices of a, b, and ω. For a = −1, b = 1, and ω(x) = 1, the problem is the same as that considered above. Other choices lead to other integration rules. Some of these are tabulated below.

  9. Newton's method - Wikipedia

    en.wikipedia.org/wiki/Newton's_method

    An illustration of Newton's method. In numerical analysis, the Newton–Raphson method, also known simply as Newton's method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function.