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  2. Riccati equation - Wikipedia

    en.wikipedia.org/wiki/Riccati_equation

    In mathematics, a Riccati equation in the narrowest sense is any first-order ordinary differential equation that is quadratic in the unknown function. In other words, it is an equation of the form y ′ ( x ) = q 0 ( x ) + q 1 ( x ) y ( x ) + q 2 ( x ) y 2 ( x ) {\displaystyle y'(x)=q_{0}(x)+q_{1}(x)\,y(x)+q_{2}(x)\,y^{2}(x)} where q 0 ( x ...

  3. MacCormack method - Wikipedia

    en.wikipedia.org/wiki/MacCormack_method

    In computational fluid dynamics, the MacCormack method (/məˈkɔːrmæk ˈmɛθəd/) is a widely used discretization scheme for the numerical solution of hyperbolic partial differential equations. This second-order finite difference method was introduced by Robert W. MacCormack in 1969. [1]

  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. Finite difference - Wikipedia

    en.wikipedia.org/wiki/Finite_difference

    A finite difference is a mathematical expression of the form f (x + b) − f (x + a).If a finite difference is divided by b − a, one gets a difference quotient.The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems.

  6. Finite difference coefficient - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_coefficient

    For arbitrary stencil points and any derivative of order < up to one less than the number of stencil points, the finite difference coefficients can be obtained by solving the linear equations [6] ( s 1 0 ⋯ s N 0 ⋮ ⋱ ⋮ s 1 N − 1 ⋯ s N N − 1 ) ( a 1 ⋮ a N ) = d !

  7. Central differencing scheme - Wikipedia

    en.wikipedia.org/wiki/Central_differencing_scheme

    Figure 1.Comparison of different schemes. In applied mathematics, the central differencing scheme is a finite difference method that optimizes the approximation for the differential operator in the central node of the considered patch and provides numerical solutions to differential equations. [1]

  8. Time-scale calculus - Wikipedia

    en.wikipedia.org/wiki/Time-scale_calculus

    The study of dynamic equations on time scales reveals such discrepancies, and helps avoid proving results twice—once for differential equations and once again for difference equations. The general idea is to prove a result for a dynamic equation where the domain of the unknown function is a so-called time scale (also known as a time-set ...

  9. FEATool Multiphysics - Wikipedia

    en.wikipedia.org/wiki/FEATool_Multiphysics

    FEATool Multiphysics is a fully integrated physics and PDE simulation environment where the modeling process is subdivided into six steps; preprocessing (CAD and geometry modeling), mesh and grid generation, physics and PDE specification, boundary condition specification, solution, and postprocessing and visualization.