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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. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    Here, a differential equation can be thought of as a formula by which the slope of the tangent line to the curve can be computed at any point on the curve, once the position of that point has been calculated. The idea is that while the curve is initially unknown, its starting point, which we denote by , is known (see Figure 1). Then, from the ...

  4. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).

  5. FTCS scheme - Wikipedia

    en.wikipedia.org/wiki/FTCS_scheme

    It is a first-order method in time, explicit in time, and is conditionally stable when applied to the heat equation. When used as a method for advection equations, or more generally hyperbolic partial differential equations, it is unstable unless artificial viscosity is included. The abbreviation FTCS was first used by Patrick Roache. [2] [3]

  6. List of nonlinear ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/List_of_nonlinear_ordinary...

    Order Equation Application Reference Abel's differential equation of the first kind: 1 = + + + Class of differential equation which may be solved implicitly [1] Abel's differential equation of the second kind: 1

  7. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation. The method is to reduce a partial differential equation (PDE) to a family of ordinary differential equations (ODE) along which the solution can be integrated from some initial data ...

  8. 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).

  9. List of finite element software packages - Wikipedia

    en.wikipedia.org/wiki/List_of_finite_element...

    It is an Open Source FEA project. The solver uses a partially compatible ABAQUS file format. The pre/post-processor generates input data for many FEA and CFD applications: Guido Dhondt, Klaus Wittig: 2.20: 2022-08-01: GNU GPL: Free: Linux, Windows: DIANA FEA