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  2. Collocation method - Wikipedia

    en.wikipedia.org/wiki/Collocation_method

    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 ...

  3. 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.

  4. 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.

  5. List of partial differential equation topics - Wikipedia

    en.wikipedia.org/wiki/List_of_partial...

    Euler equations; Fokker–Planck equation; Hamilton–Jacobi equation, Hamilton–Jacobi–Bellman equation; Heat equation; Laplace's equation. Laplace operator; Harmonic function; Spherical harmonic; Poisson integral formula; Klein–Gordon equation; Korteweg–de Vries equation. Modified KdV–Burgers equation; Maxwell's equations; Navier ...

  6. Separation of variables - Wikipedia

    en.wikipedia.org/wiki/Separation_of_variables

    In mathematics, separation of variables (also known as the Fourier method) is any of several methods for solving ordinary and partial differential equations, in which algebra allows one to rewrite an equation so that each of two variables occurs on a different side of the equation.

  7. Viscosity solution - Wikipedia

    en.wikipedia.org/wiki/Viscosity_solution

    The three basic properties of viscosity solutions are existence, uniqueness and stability. The uniqueness of solutions requires some extra structural assumptions on the equation. Yet it can be shown for a very large class of degenerate elliptic equations. [4] It is a direct consequence of the comparison principle. Some simple examples where ...

  8. First-order partial differential equation - Wikipedia

    en.wikipedia.org/wiki/First-order_partial...

    The general solution to the first order partial differential equation is a solution which contains an arbitrary function. But, the solution to the first order partial differential equations with as many arbitrary constants as the number of independent variables is called the complete integral. The following n-parameter family of solutions

  9. Weak formulation - Wikipedia

    en.wikipedia.org/wiki/Weak_formulation

    Let be a Banach space, let ′ be the dual space of , let : ′ be a linear map, and let ′.A vector is a solution of the equation = if and only if for all , () = ().A particular choice of is called a test vector (in general) or a test function (if is a function space).