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  2. Trapezoidal rule - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule

    In calculus, the trapezoidal rule (also known as the trapezoid rule or trapezium rule) [a] is a technique for numerical integration, i.e., approximating the definite integral: (). The trapezoidal rule works by approximating the region under the graph of the function f ( x ) {\displaystyle f(x)} as a trapezoid and calculating its area.

  3. 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.

  4. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    For the first iteration the two piece and one piece estimates are used in the formula4 × (more accurate) − (less accurate) / 3 ⁠. The same formula is then used to compare the four piece and the two piece estimate, and likewise for the higher estimates

  5. 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.

  6. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Multistep methods use information from the previous steps to calculate the next value. In particular, a linear multistep method uses a linear combination of y i {\displaystyle y_{i}} and f ( t i , y i ) {\displaystyle f(t_{i},y_{i})} to calculate the value of y {\displaystyle y} for the desired current step.

  7. Crank–Nicolson method - Wikipedia

    en.wikipedia.org/wiki/Crank–Nicolson_method

    The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.

  8. Crack growth equation - Wikipedia

    en.wikipedia.org/wiki/Crack_growth_equation

    Figure 1: Typical plot of crack growth rate versus the stress intensity range. The Paris–Erdogan equation fits the central linear region of Regime B. A crack growth equation is used for calculating the size of a fatigue crack growing from cyclic loads. The growth of a fatigue crack can result in catastrophic failure, particularly in the case ...

  9. 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 ...