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  2. 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.

  3. Partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Partial_differential_equation

    In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.. The function is often thought of as an "unknown" that solves the equation, similar to how x is thought of as an unknown number solving, e.g., an algebraic equation like x 2 − 3x + 2 = 0.

  4. Additive Schwarz method - Wikipedia

    en.wikipedia.org/wiki/Additive_Schwarz_method

    Here we assume that the reader is familiar with partial differential equations. We will be solving the partial differential equation u xx + u yy = f (**) We impose boundedness at infinity. We decompose the domain R² into two overlapping subdomains H 1 = (− ∞,1] × R and H 2 = [0,+ ∞) × R. In each subdomain, we will be solving a BVP of ...

  5. Asymptotic homogenization - Wikipedia

    en.wikipedia.org/wiki/Asymptotic_homogenization

    Classical results of homogenization theory [1] [2] [3] were obtained for media with periodic microstructure modeled by partial differential equations with periodic coefficients. These results were later generalized to spatially homogeneous random media modeled by differential equations with random coefficients which statistical properties are ...

  6. 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 ...

  7. First-order partial differential equation - Wikipedia

    en.wikipedia.org/wiki/First-order_partial...

    The general solution to the first order partial differential equation is a solution which contains an arbitrary function. But, the solution to the first order partial differential equations with as many arbitrary constants as the number of independent variables is called the complete integral. The following n-parameter family of solutions

  8. Elliptic boundary value problem - Wikipedia

    en.wikipedia.org/wiki/Elliptic_boundary_value...

    Boundary value problems and partial differential equations specify relations between two or more quantities. For instance, in the heat equation, the rate of change of temperature at a point is related to the difference of temperature between that point and the nearby points so that, over time, the heat flows from hotter points to cooler points.

  9. Duhamel's principle - Wikipedia

    en.wikipedia.org/wiki/Duhamel's_principle

    Duhamel's principle is the result that the solution to an inhomogeneous, linear, partial differential equation can be solved by first finding the solution for a step input, and then superposing using Duhamel's integral. Suppose we have a constant coefficient, m-th order inhomogeneous ordinary differential equation.

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