enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Finite-difference time-domain method - Wikipedia

    en.wikipedia.org/wiki/Finite-difference_time...

    Finite-difference time-domain (FDTD) or Yee's method (named after the Chinese American applied mathematician Kane S. Yee, born 1934) is a numerical analysis technique used for modeling computational electrodynamics (finding approximate solutions to the associated system of differential equations).

  3. 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 (+) + (() +).

  4. Finite difference - Wikipedia

    en.wikipedia.org/wiki/Finite_difference

    In an analogous way, one can obtain finite difference approximations to higher order derivatives and differential operators. For example, by using the above central difference formula for f ′(x + ⁠ h / 2 ⁠) and f ′(x − ⁠ h / 2 ⁠) and applying a central difference formula for the derivative of f ′ at x, we obtain the central difference approximation of the second derivative of f:

  5. Richardson extrapolation - Wikipedia

    en.wikipedia.org/wiki/Richardson_extrapolation

    The following pseudocode in MATLAB style demonstrates Richardson extrapolation to help solve the ODE ′ =, () = with the Trapezoidal method. In this example we halve the step size h {\displaystyle h} each iteration and so in the discussion above we'd have that t = 2 {\displaystyle t=2} .

  6. Predictor–corrector method - Wikipedia

    en.wikipedia.org/wiki/Predictor–corrector_method

    In numerical analysis, predictor–corrector methods belong to a class of algorithms designed to integrate ordinary differential equations – to find an unknown function that satisfies a given differential equation. All such algorithms proceed in two steps:

  7. Linear congruential generator - Wikipedia

    en.wikipedia.org/wiki/Linear_congruential_generator

    If c = 0, the generator is often called a multiplicative congruential generator (MCG), or Lehmer RNG. If c ≠ 0, the method is called a mixed congruential generator. [1]: 4- When c ≠ 0, a mathematician would call the recurrence an affine transformation, not a linear one, but the misnomer is well-established in computer science. [2]: 1

  8. Godunov's scheme - Wikipedia

    en.wikipedia.org/wiki/Godunov's_scheme

    In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by Sergei Godunov in 1959, [1] for solving partial differential equations. One can think of this method as a conservative finite volume method which solves exact, or approximate Riemann problems at each inter-cell boundary.

  9. Steffensen's method - Wikipedia

    en.wikipedia.org/wiki/Steffensen's_method

    The simplest form of the formula for Steffensen's method occurs when it is used to find a zero of a real function; that is, to find the real value that satisfies () =.Near the solution , the derivative of the function, ′, is supposed to approximately satisfy < ′ <; this condition ensures that is an adequate correction-function for , for finding its own solution, although it is not required ...