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  2. Numerical methods for ordinary differential equations

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

    The step size is =. The same illustration for = The midpoint method converges faster than the Euler method, as .. Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs).

  3. Bogacki–Shampine method - Wikipedia

    en.wikipedia.org/wiki/Bogacki–Shampine_method

    The Bogacki–Shampine method is a Runge–Kutta method of order three with four stages with the First Same As Last (FSAL) property, so that it uses approximately three function evaluations per step. It has an embedded second-order method which can be used to implement adaptive step size .

  4. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    The next step is to multiply the above value by the step size , which we take equal to one here: h ⋅ f ( y 0 ) = 1 ⋅ 1 = 1. {\displaystyle h\cdot f(y_{0})=1\cdot 1=1.} Since the step size is the change in t {\displaystyle t} , when we multiply the step size and the slope of the tangent, we get a change in y {\displaystyle y} value.

  5. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. Both variants can be seen as extensions of the Euler method into two-stage second-order Runge–Kutta methods. The procedure for calculating the numerical solution to the initial value problem:

  6. Predictor–corrector method - Wikipedia

    en.wikipedia.org/wiki/Predictor–corrector_method

    The next, "corrector" step refines the initial approximation by using the predicted value of the function and another method to interpolate that unknown function's value at the same subsequent point. Predictor–corrector methods for solving ODEs

  7. Trapezoidal rule (differential equations) - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule...

    Suppose that we want to solve the differential equation ′ = (,). The trapezoidal rule is given by the formula + = + ((,) + (+, +)), where = + is the step size. [1]This is an implicit method: the value + appears on both sides of the equation, and to actually calculate it, we have to solve an equation which will usually be nonlinear.

  8. Collocation method - Wikipedia

    en.wikipedia.org/wiki/Collocation_method

    In mathematics, a collocation method is a method for the numerical solution of ordinary differential equations, partial differential equations and integral equations.The idea is to choose a finite-dimensional space of candidate solutions (usually polynomials up to a certain degree) and a number of points in the domain (called collocation points), and to select that solution which satisfies the ...

  9. Ordinary differential equation - Wikipedia

    en.wikipedia.org/wiki/Ordinary_differential_equation

    In 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. [1]