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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.
Runge–Kutta–Nyström methods are specialized Runge–Kutta methods that are optimized for second-order differential equations. [22] [23] A general Runge–Kutta–Nyström method for a second-order ODE system ¨ = (,, …,) with order is with the form
If all second-order partial derivatives of exist, then the Hessian matrix of is a square matrix, usually defined and arranged as = []. That is, the entry of the i th row and the j th column is ( H f ) i , j = ∂ 2 f ∂ x i ∂ x j . {\displaystyle (\mathbf {H} _{f})_{i,j}={\frac {\partial ^{2}f}{\partial x_{i}\,\partial x_{j}}}.}
A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, i.a., engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes ...
Cauchy boundary conditions are simple and common in second-order ordinary differential equations, ″ = ((), ′ (),), where, in order to ensure that a unique solution () exists, one may specify the value of the function and the value of the derivative ′ at a given point =, i.e.,
The Lax–Wendroff method, named after Peter Lax and Burton Wendroff, [1] is a numerical method for the solution of hyperbolic partial differential equations, based on finite differences. It is second-order accurate in both space and time.
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 ...
It is a Riemann-solver-free, second-order, high-resolution scheme that uses MUSCL reconstruction. It is a fully discrete method that is straight forward to implement and can be used on scalar and vector problems, and can be viewed as a Rusanov flux (also called the local Lax-Friedrichs flux) supplemented with high order reconstructions.
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