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  2. Parabolic partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Parabolic_partial...

    where is a second-order elliptic operator (implying that must be positive; a case where = + is considered below). A system of partial differential equations for a vector can also be parabolic. For example, such a system is hidden in an equation of the form

  3. Duhamel's principle - Wikipedia

    en.wikipedia.org/wiki/Duhamel's_principle

    Duhamel's principle is the result that the solution to an inhomogeneous, linear, partial differential equation can be solved by first finding the solution for a step input, and then superposing using Duhamel's integral. Suppose we have a constant coefficient, m-th order inhomogeneous ordinary differential equation.

  4. Separation of variables - Wikipedia

    en.wikipedia.org/wiki/Separation_of_variables

    The analytical method of separation of variables for solving partial differential equations has also been generalized into a computational method of decomposition in invariant structures that can be used to solve systems of partial differential equations. [1]

  5. Finite element method - Wikipedia

    en.wikipedia.org/wiki/Finite_element_method

    Separate consideration is the smoothness of the basis functions. For second-order elliptic boundary value problems, piecewise polynomial basis function that is merely continuous suffice (i.e., the derivatives are discontinuous.) For higher-order partial differential equations, one must use smoother basis functions.

  6. Crank–Nicolson method - Wikipedia

    en.wikipedia.org/wiki/Crank–Nicolson_method

    The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.

  7. 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.

  8. 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 ...

  9. 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.