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  2. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    First-order means that only the first derivative of y appears in the equation, and higher derivatives are absent. Without loss of generality to higher-order systems, we restrict ourselves to first-order differential equations, because a higher-order ODE can be converted into a larger system of first-order equations by introducing extra variables.

  3. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    In mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta ...

  4. Ordinary differential equation - Wikipedia

    en.wikipedia.org/wiki/Ordinary_differential_equation

    In the case of a first order ODE that is non-homogeneous we need to first find a solution to the homogeneous portion of the DE, otherwise known as the associated homogeneous equation, and then find a solution to the entire non-homogeneous equation by guessing.

  5. 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 (+) + (() +).

  6. First-order - Wikipedia

    en.wikipedia.org/wiki/First-order

    First-order hold, a mathematical model of the practical reconstruction of sampled signals; First-order inclusion probability; First Order Inductive Learner, a rule-based learning algorithm; First-order reduction, a very weak type of reduction between two computational problems; First-order resolution; First-order stochastic dominance; First ...

  7. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    For a first-order PDE, the method of characteristics discovers so called characteristic curves along which the PDE becomes an ODE. [1] [2] Once the ODE is found, it can be solved along the characteristic curves and transformed into a solution for the original PDE.

  8. List of nonlinear ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/List_of_nonlinear_ordinary...

    An example of a nonlinear delay differential equation; applications in number theory, distribution of primes, and control theory [ 5 ] [ 6 ] [ 7 ] Chrystal's equation

  9. Picard–Lindelöf theorem - Wikipedia

    en.wikipedia.org/wiki/Picard–Lindelöf_theorem

    For instance, the differential equation ⁠ dy / dt ⁠ = y 2 with initial condition y(0) = 1 has the solution y(t) = 1/(1-t), which is not defined at t = 1. Nevertheless, if f is a differentiable function defined over a compact subset of R n, then the initial value problem has a unique solution defined over the entire R. [6]