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For the equation and initial value problem: ′ = (,), = if and / are continuous in a closed rectangle = [, +] [, +] in the plane, where and are real (symbolically: ,) and denotes the Cartesian product, square brackets denote closed intervals, then there is an interval = [, +] [, +] for some where the solution to the above equation and initial ...
The order of the differential equation is the highest order of derivative of the unknown function that appears in the differential equation. For example, an equation containing only first-order derivatives is a first-order differential equation, an equation containing the second-order derivative is a second-order differential equation, and so on.
The early identification of self-similar solutions of the second kind can be found in problems of imploding shock waves (Guderley–Landau–Stanyukovich problem), analyzed by G. Guderley (1942) and Lev Landau and K. P. Stanyukovich (1944), [3] and propagation of shock waves by a short impulse, analysed by Carl Friedrich von Weizsäcker [4] and ...
The Banach fixed point theorem is then invoked to show that there exists a unique fixed point, which is the solution of the initial value problem. An older proof of the Picard–Lindelöf theorem constructs a sequence of functions which converge to the solution of the integral equation, and thus, the solution of the initial value problem.
In the vast majority of cases, the equation to be solved when using an implicit scheme is much more complicated than a quadratic equation, and no analytical solution exists. Then one uses root-finding algorithms, such as Newton's method, to find the numerical solution. Crank-Nicolson method. With the Crank-Nicolson method
Spectral methods are a class of techniques used in applied mathematics and scientific computing to numerically solve certain differential equations. The idea is to write the solution of the differential equation as a sum of certain "basis functions" (for example, as a Fourier series which is a sum of sinusoids) and then to choose the ...
It has been found that the viscosity solution is the natural solution concept to use in many applications of PDE's, including for example first order equations arising in dynamic programming (the Hamilton–Jacobi–Bellman equation), differential games (the Hamilton–Jacobi–Isaacs equation) or front evolution problems, [1] [2] as well as ...
A solution of a differential equation is a function that satisfies the equation. The solutions of a homogeneous linear differential equation form a vector space. In the ordinary case, this vector space has a finite dimension, equal to the order of the equation. All solutions of a linear differential equation are found by adding to a particular ...
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