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  2. List of numerical libraries - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_libraries

    SU2 code is an open-source library for solving partial differential equations with the finite volume or finite element method. Trilinos is an effort to develop algorithms and enabling technologies for the solution of large-scale, complex multi-physics engineering and scientific problems.

  3. Bogacki–Shampine method - Wikipedia

    en.wikipedia.org/wiki/Bogacki–Shampine_method

    The Bogacki–Shampine method is implemented in the ode3 for fixed step solver and ode23 for a variable step solver function in MATLAB (Shampine & Reichelt 1997). Low-order methods are more suitable than higher-order methods like the Dormand–Prince method of order five, if only a crude approximation to the solution is required. Bogacki and ...

  4. Newton's method - Wikipedia

    en.wikipedia.org/wiki/Newton's_method

    An illustration of Newton's method. In numerical analysis, the Newton–Raphson method, also known simply as Newton's method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function.

  5. 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 ...

  6. Levenberg–Marquardt algorithm - Wikipedia

    en.wikipedia.org/wiki/Levenberg–Marquardt...

    In mathematics and computing, the Levenberg–Marquardt algorithm (LMA or just LM), also known as the damped least-squares (DLS) method, is used to solve non-linear least squares problems. These minimization problems arise especially in least squares curve fitting.

  7. Conjugate gradient method - Wikipedia

    en.wikipedia.org/wiki/Conjugate_gradient_method

    The conjugate gradient method can also be used to solve unconstrained optimization problems such as energy minimization. It is commonly attributed to Magnus Hestenes and Eduard Stiefel, [1] [2] who programmed it on the Z4, [3] and extensively researched it. [4] [5] The biconjugate gradient method provides a generalization to non-symmetric matrices.

  8. Multigrid method - Wikipedia

    en.wikipedia.org/wiki/Multigrid_method

    In numerical analysis, a multigrid method (MG method) is an algorithm for solving differential equations using a hierarchy of discretizations. They are an example of a class of techniques called multiresolution methods , very useful in problems exhibiting multiple scales of behavior.

  9. Relaxation (iterative method) - Wikipedia

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

    These equations describe boundary-value problems, in which the solution-function's values are specified on boundary of a domain; the problem is to compute a solution also on its interior. Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [2 ...