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  2. MacCormack method - Wikipedia

    en.wikipedia.org/wiki/MacCormack_method

    The application of MacCormack method to the above equation proceeds in two steps; a predictor step which is followed by a corrector step. Predictor step: In the predictor step, a "provisional" value of u {\displaystyle u} at time level n + 1 {\displaystyle n+1} (denoted by u i p {\displaystyle u_{i}^{p}} ) is estimated as follows

  3. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [ 2 ] [ 3 ] [ 4 ] Iterative relaxation of solutions is commonly dubbed smoothing because with certain equations, such as Laplace's equation , it resembles repeated application of a local ...

  4. 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 ...

  5. Spectral method - Wikipedia

    en.wikipedia.org/wiki/Spectral_method

    Here we presume an understanding of basic multivariate calculus and Fourier series.If (,) is a known, complex-valued function of two real variables, and g is periodic in x and y (that is, (,) = (+,) = (, +)) then we are interested in finding a function f(x,y) so that

  6. Iterative method - Wikipedia

    en.wikipedia.org/wiki/Iterative_method

    If an equation can be put into the form f(x) = x, and a solution x is an attractive fixed point of the function f, then one may begin with a point x 1 in the basin of attraction of x, and let x n+1 = f(x n) for n ≥ 1, and the sequence {x n} n ≥ 1 will converge to the solution x.

  7. Lattice Boltzmann methods - Wikipedia

    en.wikipedia.org/wiki/Lattice_Boltzmann_methods

    A different interpretation of the lattice Boltzmann equation is that of a discrete-velocity Boltzmann equation. The numerical methods of solution of the system of partial differential equations then give rise to a discrete map, which can be interpreted as the propagation and collision of fictitious particles.

  8. Gauss–Seidel method - Wikipedia

    en.wikipedia.org/wiki/Gauss–Seidel_method

    At any step in a Gauss-Seidel iteration, solve the first equation for in terms of , …,; then solve the second equation for in terms of just found and the remaining , …,; and continue to . Then, repeat iterations until convergence is achieved, or break if the divergence in the solutions start to diverge beyond a predefined level.

  9. Quadratically constrained quadratic program - Wikipedia

    en.wikipedia.org/wiki/Quadratically_constrained...

    Popular solver with an API for several programming languages. Free for academics. MOSEK: A solver for large scale optimization with API for several languages (C++, java, .net, Matlab and python) TOMLAB: Supports global optimization, integer programming, all types of least squares, linear, quadratic and unconstrained programming for MATLAB.

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