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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.
The Lax–Wendroff method, named after Peter Lax and Burton Wendroff, [1] is a numerical method for the solution of hyperbolic partial differential equations, based on finite differences. It is second-order accurate in both space and time.
Dirichlet problems are typical of elliptic partial differential equations, and potential theory, and the Laplace equation in particular. Other examples include the biharmonic equation and related equations in elasticity theory .
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.
Cauchy boundary conditions are simple and common in second-order ordinary differential equations, ″ = ((), ′ (),), where, in order to ensure that a unique solution () exists, one may specify the value of the function and the value of the derivative ′ at a given point =, i.e.,
In mathematics, a collocation method is a method for the numerical solution of ordinary differential equations, partial differential equations and integral equations.The idea is to choose a finite-dimensional space of candidate solutions (usually polynomials up to a certain degree) and a number of points in the domain (called collocation points), and to select that solution which satisfies the ...
In the following we solve the second-order differential equation called the hypergeometric differential equation using Frobenius method, named after Ferdinand Georg Frobenius. This is a method that uses the series solution for a differential equation, where we assume the solution takes the form of a series. This is usually the method we use for ...
If one can evaluate the two integrals, one can find a solution to the differential equation. Observe that this process effectively allows us to treat the derivative as a fraction which can be separated. This allows us to solve separable differential equations more conveniently, as demonstrated in the example below.
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