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  2. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    To use a finite difference method to approximate the solution to a problem, one must first discretize the problem's domain. This is usually done by dividing the domain into a uniform grid (see image). This means that finite-difference methods produce sets of discrete numerical approximations to the derivative, often in a "time-stepping" manner.

  3. Partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Partial_differential_equation

    The three most widely used numerical methods to solve PDEs are the finite element method (FEM), finite volume methods (FVM) and finite difference methods (FDM), as well other kind of methods called meshfree methods, which were made to solve problems where the aforementioned methods are limited.

  4. Numerical methods in fluid mechanics - Wikipedia

    en.wikipedia.org/wiki/Numerical_Methods_in_Fluid...

    Finite Difference method is still the most popular numerical method for solution of PDEs because of their simplicity, efficiency and low computational cost. Their major drawback is in their geometric inflexibility which complicates their applications to general complex domains.

  5. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    The direction of the characteristic lines indicates the flow of values through the solution, as the example above demonstrates. This kind of knowledge is useful when solving PDEs numerically as it can indicate which finite difference scheme is best for the problem.

  6. Stencil (numerical analysis) - Wikipedia

    en.wikipedia.org/wiki/Stencil_(numerical_analysis)

    The finite difference coefficients for a given stencil are fixed by the choice of node points. The coefficients may be calculated by taking the derivative of the Lagrange polynomial interpolating between the node points, [3] by computing the Taylor expansion around each node point and solving a linear system, [4] or by enforcing that the stencil is exact for monomials up to the degree of the ...

  7. List of partial differential equation topics - Wikipedia

    en.wikipedia.org/wiki/List_of_partial...

    Numerical methods for PDEs. Finite difference; Finite element method; Finite volume method; Boundary element method; Multigrid;

  8. Numerical Methods for Partial Differential Equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_Methods_for...

    Numerical Methods for Partial Differential Equations is a bimonthly peer-reviewed scientific journal covering the development and analysis of new methods for the numerical solution of partial differential equations. It was established in 1985 and is published by John Wiley & Sons.

  9. Nonlinear partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Nonlinear_partial...

    In mathematics and physics, a nonlinear partial differential equation is a partial differential equation with nonlinear terms.They describe many different physical systems, ranging from gravitation to fluid dynamics, and have been used in mathematics to solve problems such as the Poincaré conjecture and the Calabi conjecture.