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  2. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    For this reason, the Euler method is said to be a first-order method, while the midpoint method is second order. We can extrapolate from the above table that the step size needed to get an answer that is correct to three decimal places is approximately 0.00001, meaning that we need 400,000 steps.

  3. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    In mathematics and computational science, Heun's method may refer to the improved [1] or modified Euler's method (that is, the explicit trapezoidal rule [2]), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.

  4. Midpoint method - Wikipedia

    en.wikipedia.org/wiki/Midpoint_method

    The explicit midpoint method is sometimes also known as the modified Euler method, [1] the implicit method is the most simple collocation method, and, applied to Hamiltonian dynamics, a symplectic integrator. Note that the modified Euler method can refer to Heun's method, [2] for further clarity see List of Runge–Kutta methods.

  5. Semi-implicit Euler method - Wikipedia

    en.wikipedia.org/wiki/Semi-implicit_Euler_method

    However, the semi-implicit Euler method is a symplectic integrator, unlike the standard method. As a consequence, the semi-implicit Euler method almost conserves the energy (when the Hamiltonian is time-independent). Often, the energy increases steadily when the standard Euler method is applied, making it far less accurate.

  6. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_Runge–Kutta_methods

    The lack of stability and accuracy limits its popularity mainly to use as a simple introductory example of a numeric solution method. ... improved Euler's method, or ...

  7. Numerical methods for ordinary differential equations - Wikipedia

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

    This is the Euler method (or forward Euler method, in contrast with the backward Euler method, to be described below). The method is named after Leonhard Euler who described it in 1768. The Euler method is an example of an explicit method. This means that the new value y n+1 is defined in terms of things that are already known, like y n.

  8. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta_methods

    In numerical analysis, the Runge–Kutta methods (English: / ˈ r ʊ ŋ ə ˈ k ʊ t ɑː / ⓘ RUUNG-ə-KUUT-tah [1]) are a family of implicit and explicit iterative methods, which include the Euler method, used in temporal discretization for the approximate solutions of simultaneous nonlinear equations. [2]

  9. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Single-step methods (such as Euler's method) refer to only one previous point and its derivative to determine the current value. Methods such as Runge–Kutta take some intermediate steps (for example, a half-step) to obtain a higher order method, but then discard all previous information before taking a second step. Multistep methods attempt ...