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  2. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_methods

    The corresponding concepts were defined as G-stability for multistep methods (and the related one-leg methods) and B-stability (Butcher, 1975) for RungeKutta methods. A RungeKutta method applied to the non-linear system ′ = (), which verifies (), , is called B-stable, if this condition implies ‖ + + ‖ ‖ ‖ for two numerical ...

  3. Numerical methods for ordinary differential equations

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

    Numerical methods for solving first-order IVPs often fall into one of two large categories: [5] linear multistep methods, or RungeKutta methods.A further division can be realized by dividing methods into those that are explicit and those that are implicit.

  4. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_RungeKutta_methods

    The RungeKutta–Fehlberg method has two methods of orders 5 and 4; it is sometimes dubbed RKF45 . Its extended Butcher Tableau is: / / / / / / / / / / / / / / / / / / / / / / / / / / The first row of b coefficients gives the fifth-order accurate solution, and the second row has order four.

  5. General linear methods - Wikipedia

    en.wikipedia.org/wiki/General_linear_methods

    They include multistage RungeKutta methods that use intermediate collocation points, as well as linear multistep methods that save a finite time history of the solution. John C. Butcher originally coined this term for these methods and has written a series of review papers, [1] [2] [3] a book chapter, [4] and a textbook [5] on the topic.

  6. Runge–Kutta–Fehlberg method - Wikipedia

    en.wikipedia.org/wiki/RungeKutta–Fehlberg...

    In mathematics, the RungeKutta–Fehlberg method (or Fehlberg method) is an algorithm in numerical analysis for the numerical solution of ordinary differential equations. It was developed by the German mathematician Erwin Fehlberg and is based on the large class of RungeKutta methods .

  7. Runge–Kutta method (SDE) - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_method_(SDE)

    A newer RungeKutta scheme also of strong order 1 straightforwardly reduces to the improved Euler scheme for deterministic ODEs. [2] Consider the vector stochastic process () that satisfies the general Ito SDE = (,) + (,), where drift and volatility are sufficiently smooth functions of their arguments.

  8. Leapfrog integration - Wikipedia

    en.wikipedia.org/wiki/Leapfrog_integration

    Leapfrog integration is a second-order method, in contrast to Euler integration, which is only first-order, yet requires the same number of function evaluations per step. Unlike Euler integration, it is stable for oscillatory motion, as long as the time-step Δ t {\displaystyle \Delta t} is constant, and Δ t < 2 / ω {\displaystyle \Delta t<2 ...

  9. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    This large number of steps entails a high computational cost. For this reason, higher-order methods are employed such as RungeKutta methods or linear multistep methods, especially if a high accuracy is desired. [6]