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  2. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    First-order means that only the first derivative of y appears in the equation, and higher derivatives are absent. Without loss of generality to higher-order systems, we restrict ourselves to first-order differential equations, because a higher-order ODE can be converted into a larger system of first-order equations by introducing extra variables.

  3. MacCormack method - Wikipedia

    en.wikipedia.org/wiki/MacCormack_method

    In computational fluid dynamics, the MacCormack method (/məˈkɔːrmæk ˈmɛθəd/) is a widely used discretization scheme for the numerical solution of hyperbolic partial differential equations. This second-order finite difference method was introduced by Robert W. MacCormack in 1969. [1]

  4. Elliptic partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Elliptic_partial...

    [1] [2] The simplest example of a second-order linear elliptic PDE is the Laplace equation, in which a i,j is zero if i ≠ j and is one otherwise, and where b i = c = f = 0. The Poisson equation is a slightly more general second-order linear elliptic PDE, in which f is not required to vanish.

  5. 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 y 1 ( x ) {\displaystyle y_{1}(x)} is known and a second linearly independent solution y 2 ( x ) {\displaystyle y_{2}(x)} is desired.

  6. Power series solution of differential equations - Wikipedia

    en.wikipedia.org/wiki/Power_series_solution_of...

    Suppose further that a 1 /a 2 and a 0 /a 2 are analytic functions. The power series method calls for the construction of a power series solution = =. If a 2 is zero for some z, then the Frobenius method, a variation on this method, is suited to deal with so called "singular points". The method works analogously for higher order equations as ...

  7. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    In mathematics, the method of characteristics is a technique for solving partial differential equations. Typically, it applies to first-order equations , though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation .

  8. Characteristic equation (calculus) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_equation...

    If a second-order differential equation has a characteristic equation with complex conjugate roots of the form r 1 = a + bi and r 2 = a − bi, then the general solution is accordingly y(x) = c 1 e (a + bi )x + c 2 e (a − bi )x. By Euler's formula, which states that e iθ = cos θ + i sin θ, this solution can be rewritten as follows:

  9. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    The first Dahlquist barrier states that a zero-stable and linear q-step multistep method cannot attain an order of convergence greater than q + 1 if q is odd and greater than q + 2 if q is even. If the method is also explicit, then it cannot attain an order greater than q (Hairer, Nørsett & Wanner 1993, Thm III.3.5).