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  2. Matrix-free methods - Wikipedia

    en.wikipedia.org/wiki/Matrix-free_methods

    It is generally used in solving non-linear equations like Euler's equations in computational fluid dynamics. Matrix-free conjugate gradient method has been applied in the non-linear elasto-plastic finite element solver. [7] Solving these equations requires the calculation of the Jacobian which is costly in terms of CPU time and storage. To ...

  3. Adomian decomposition method - Wikipedia

    en.wikipedia.org/wiki/Adomian_decomposition_method

    The Adomian decomposition method (ADM) is a semi-analytical method for solving ordinary and partial nonlinear differential equations.The method was developed from the 1970s to the 1990s by George Adomian, chair of the Center for Applied Mathematics at the University of Georgia. [1]

  4. Tridiagonal matrix algorithm - Wikipedia

    en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm

    For such systems, the solution can be obtained in () operations instead of () required by Gaussian elimination. A first sweep eliminates the a i {\displaystyle a_{i}} 's, and then an (abbreviated) backward substitution produces the solution.

  5. Newton–Krylov method - Wikipedia

    en.wikipedia.org/wiki/Newton–Krylov_method

    Newton–Krylov methods are numerical methods for solving non-linear problems using Krylov subspace linear solvers. [1] [2] Generalising the Newton method to systems of multiple variables, the iteration formula includes a Jacobian matrix. Solving this directly would involve calculation of the Jacobian's inverse, when the Jacobian matrix itself ...

  6. Numerical methods for ordinary differential equations - Wikipedia

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

    Because of this, different methods need to be used to solve BVPs. For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems. The Picard–Lindelöf theorem states that there is a unique solution, provided f is ...

  7. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods were developed for solving large sparse linear systems, which arose as finite-difference discretizations of differential equations. [2] [3] They are also used for the solution of linear equations for linear least-squares problems [4] and also for systems of linear inequalities, such as those arising in linear programming.

  8. Nonlinear programming - Wikipedia

    en.wikipedia.org/wiki/Nonlinear_programming

    SciPy (de facto standard for scientific Python) has scipy.optimize solver, which includes several nonlinear programming algorithms (zero-order, first order and second order ones). IPOPT (C++ implementation, with numerous interfaces including C, Fortran, Java, AMPL, R, Python, etc.) is an interior point method solver (zero-order, and optionally ...

  9. Nonlinear system - Wikipedia

    en.wikipedia.org/wiki/Nonlinear_system

    In mathematics and science, a nonlinear system (or a non-linear system) is a system in which the change of the output is not proportional to the change of the input. [1] [2] Nonlinear problems are of interest to engineers, biologists, [3] [4] [5] physicists, [6] [7] mathematicians, and many other scientists since most systems are inherently nonlinear in nature. [8]