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  2. Green's function - Wikipedia

    en.wikipedia.org/wiki/Green's_function

    In other words, the solution of equation 2, u(x), can be determined by the integration given in equation 3. Although f ( x ) is known, this integration cannot be performed unless G is also known. The problem now lies in finding the Green's function G that satisfies equation 1 .

  3. Dirichlet problem - Wikipedia

    en.wikipedia.org/wiki/Dirichlet_problem

    For example, the solution to the Dirichlet problem for the unit disk in R 2 is given by the Poisson integral formula. If f {\displaystyle f} is a continuous function on the boundary ∂ D {\displaystyle \partial D} of the open unit disk D {\displaystyle D} , then the solution to the Dirichlet problem is u ( z ) {\displaystyle u(z)} given by

  4. Explicit and implicit methods - Wikipedia

    en.wikipedia.org/wiki/Explicit_and_implicit_methods

    In the vast majority of cases, the equation to be solved when using an implicit scheme is much more complicated than a quadratic equation, and no analytical solution exists. Then one uses root-finding algorithms, such as Newton's method, to find the numerical solution. Crank-Nicolson method. With the Crank-Nicolson method

  5. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    The exact solution of the differential equation is () =, so () =. Although the approximation of the Euler method was not very precise in this specific case, particularly due to a large value step size h {\displaystyle h} , its behaviour is qualitatively correct as the figure shows.

  6. Finite element method - Wikipedia

    en.wikipedia.org/wiki/Finite_element_method

    FEM is a general numerical method for solving partial differential equations in two- or three-space variables (i.e., some boundary value problems). There are also studies about using FEM to solve high-dimensional problems. [1] To solve a problem, FEM subdivides a large system into smaller, simpler parts called finite elements.

  7. Numerical methods for ordinary differential equations - Wikipedia

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

    Numerical 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.

  8. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    In mathematics, the method of characteristics is a technique for solving partial differential equations.Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation.

  9. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).

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