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Flow in phase space specified by the differential equation of a pendulum. On the horizontal axis, the pendulum position, and on the vertical one its velocity. In mathematics, a flow formalizes the idea of the motion of particles in a fluid. Flows are ubiquitous in science, including engineering and physics.
In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by Sergei Godunov in 1959, [1] for solving partial differential equations. One can think of this method as a conservative finite volume method which solves exact, or approximate Riemann problems at each inter-cell boundary. In ...
In numerical analysis, predictor–corrector methods belong to a class of algorithms designed to integrate ordinary differential equations – to find an unknown function that satisfies a given differential equation. All such algorithms proceed in two steps:
Consider the problem of calculating the shape of an unknown curve which starts at a given point and satisfies a given differential equation. Here, a differential equation can be thought of as a formula by which the slope of the tangent line to the curve can be computed at any point on the curve, once the position of that point has been calculated.
The order of the differential equation is the highest order of derivative of the unknown function that appears in the differential equation. For example, an equation containing only first-order derivatives is a first-order differential equation, an equation containing the second-order derivative is a second-order differential equation, and so on.
Exact first-order ordinary differential equation; First-order differential equation; First-order differential operator; First-order linear differential equation; First-order non-singular perturbation theory; First-order partial differential equation, a partial differential equation that involves only first derivatives of the unknown function of ...
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.
By calculating the first-order conditions associated with the Bellman equation, and then using the envelope theorem to eliminate the derivatives of the value function, it is possible to obtain a system of difference equations or differential equations called the 'Euler equations'. [18]
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