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  2. Recurrence relation - Wikipedia

    en.wikipedia.org/wiki/Recurrence_relation

    A difference equation of order k is an equation that involves the k first differences of a sequence or a function, in the same way as a differential equation of order k relates the k first derivatives of a function. The two above relations allow transforming a recurrence relation of order k into a difference equation of order k, and, conversely ...

  3. Three-term recurrence relation - Wikipedia

    en.wikipedia.org/wiki/Three-term_recurrence_relation

    If the {} and {} are constant and independent of the step index n, then the TTRR is a Linear recurrence with constant coefficients of order 2. Arguably the simplest, and most prominent, example for this case is the Fibonacci sequence , which has constant coefficients a n = b n = 1 {\displaystyle a_{n}=b_{n}=1} .

  4. De Boor's algorithm - Wikipedia

    en.wikipedia.org/wiki/De_Boor's_algorithm

    In the mathematical subfield of numerical analysis, de Boor's algorithm [1] is a polynomial-time and numerically stable algorithm for evaluating spline curves in B-spline form. It is a generalization of de Casteljau's algorithm for Bézier curves.

  5. Muller's method - Wikipedia

    en.wikipedia.org/wiki/Muller's_method

    The next approximation x k is now one of the roots of the p k,m, i.e. one of the solutions of p k,m (x)=0. Taking m =1 we obtain the secant method whereas m =2 gives Muller's method. Muller calculated that the sequence { x k } generated this way converges to the root ξ with an order μ m where μ m is the positive solution of x m + 1 − x m ...

  6. P-recursive equation - Wikipedia

    en.wikipedia.org/wiki/P-recursive_equation

    A sequence () is called hypergeometric if the ratio of two consecutive terms is a rational function in , i.e. (+) / (). This is the case if and only if the sequence is the solution of a first-order recurrence equation with polynomial coefficients.

  7. Bellman equation - Wikipedia

    en.wikipedia.org/wiki/Bellman_equation

    Bellman showed that a dynamic optimization problem in discrete time can be stated in a recursive, step-by-step form known as backward induction by writing down the relationship between the value function in one period and the value function in the next period. The relationship between these two value functions is called the "Bellman equation".

  8. Clenshaw algorithm - Wikipedia

    en.wikipedia.org/wiki/Clenshaw_algorithm

    In full generality, the Clenshaw algorithm computes the weighted sum of a finite series of functions (): = = where , =,, … is a sequence of functions that satisfy the linear recurrence relation + = () + (), where the coefficients () and () are known in advance.

  9. Bogacki–Shampine method - Wikipedia

    en.wikipedia.org/wiki/Bogacki–Shampine_method

    The Bogacki–Shampine method is implemented in the ode3 for fixed step solver and ode23 for a variable step solver function in MATLAB (Shampine & Reichelt 1997). Low-order methods are more suitable than higher-order methods like the Dormand–Prince method of order five, if only a crude approximation to the solution is required. Bogacki and ...