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  2. 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 ...

  3. GPOPS-II - Wikipedia

    en.wikipedia.org/wiki/GPOPS-II

    [14] [15] [16] where the software has been used in applications such as performance optimization of Formula One race cars, Ref. [17] where the software has been used for minimum-time optimization of low-thrust orbital transfers, Ref. [18] where the software has been used for human performance in cycling, Ref. [19] where the software has been ...

  4. Gauss–Legendre method - Wikipedia

    en.wikipedia.org/wiki/Gauss–Legendre_method

    More specifically, they are collocation methods based on the points of Gauss–Legendre quadrature. The Gauss–Legendre method based on s points has order 2s. [1] All Gauss–Legendre methods are A-stable. [2] The Gauss–Legendre method of order two is the implicit midpoint rule. Its Butcher tableau is:

  5. List of open-source software for mathematics - Wikipedia

    en.wikipedia.org/wiki/List_of_open-source...

    This free software had an earlier incarnation, Macsyma. Developed by Massachusetts Institute of Technology in the 1960s, it was maintained by William Schelter from 1982 to 2001. In 1998, Schelter obtained permission to release Maxima as open-source software under the GNU General Public license and the source code was released later that year ...

  6. Fractional Chebyshev collocation method - Wikipedia

    en.wikipedia.org/wiki/Fractional_Chebyshev...

    To accomplish this, a fractional differentiation matrix is derived at the Chebyshev Gauss–Lobatto collocation points by using the discrete orthogonal relationship of the Chebyshev polynomials. Then, using two proposed discretization operators for matrix functions results in an explicit form of solution for a system of linear FDEs with ...

  7. Automatic differentiation - Wikipedia

    en.wikipedia.org/wiki/Automatic_differentiation

    Currently, for its efficiency and accuracy in computing first and higher order derivatives, auto-differentiation is a celebrated technique with diverse applications in scientific computing and mathematics.

  8. Gauss pseudospectral method - Wikipedia

    en.wikipedia.org/wiki/Gauss_pseudospectral_method

    The method is based on the theory of orthogonal collocation where the collocation points (i.e., the points at which the optimal control problem is discretized) are the Legendre–Gauss (LG) points. The approach used in the GPM is to use a Lagrange polynomial approximation for the state that includes coefficients for the initial state plus the ...

  9. List of numerical-analysis software - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical-analysis...

    ML.NET is a free-software machine-learning library for the C# programming language. [4] [5] NAG Library is an extensive software library of highly optimized numerical-analysis routines for various programming environments. O-Matrix is a proprietary licensed matrix programming language for mathematics, engineering, science, and financial analysis.