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  2. Partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Partial_differential_equation

    In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.. The function is often thought of as an "unknown" that solves the equation, similar to how x is thought of as an unknown number solving, e.g., an algebraic equation like x 2 − 3x + 2 = 0.

  3. MUSCL scheme - Wikipedia

    en.wikipedia.org/wiki/MUSCL_scheme

    The diagram opposite shows a 2nd order solution to G A Sod's shock tube problem (Sod, 1978) using the above high resolution Kurganov and Tadmor Central Scheme (KT) with Linear Extrapolation and Ospre limiter. This illustrates clearly demonstrates the effectiveness of the MUSCL approach to solving the Euler equations.

  4. Method of lines - Wikipedia

    en.wikipedia.org/wiki/Method_of_lines

    Thus it cannot be used directly on purely elliptic partial differential equations, such as Laplace's equation. However, MOL has been used to solve Laplace's equation by using the method of false transients. [1] [8] In this method, a time derivative of the dependent variable is added to Laplace’s equation. Finite differences are then used to ...

  5. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation. The method is to reduce a partial differential equation (PDE) to a family of ordinary differential equations (ODE) along which the solution can be integrated from some initial data ...

  6. Reduction of order - Wikipedia

    en.wikipedia.org/wiki/Reduction_of_order

    Reduction of order (or d’Alembert reduction) is a technique in mathematics for solving second-order linear ordinary differential equations. It is employed when one solution () is known and a second linearly independent solution () is desired. The method also applies to n-th order equations. In this case the ansatz will yield an (n−1)-th ...

  7. Godunov's scheme - Wikipedia

    en.wikipedia.org/wiki/Godunov's_scheme

    In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by Sergei Godunov in 1959, [1] for solving partial differential equations. One can think of this method as a conservative finite volume method which solves exact, or approximate Riemann problems at each inter-cell boundary. In ...

  8. 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 ...

  9. Separation of variables - Wikipedia

    en.wikipedia.org/wiki/Separation_of_variables

    The method of separation of variables is also used to solve a wide range of linear partial differential equations with boundary and initial conditions, such as the heat equation, wave equation, Laplace equation, Helmholtz equation and biharmonic equation.

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