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  2. Method of lines - Wikipedia

    en.wikipedia.org/wiki/Method_of_lines

    Thus it cannot be used directly on purely elliptic partial differential equations, such as Laplace's equation. However, MOL has been used to solve Laplace's equation by using the method of false transients. [1] [8] In this method, a time derivative of the dependent variable is added to Laplace’s equation. Finite differences are then used to ...

  3. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods were developed for solving large sparse linear systems, which arose as finite-difference discretizations of differential equations. [2] [3] They are also used for the solution of linear equations for linear least-squares problems [4] and also for systems of linear inequalities, such as those arising in linear programming. [5 ...

  4. Kansa method - Wikipedia

    en.wikipedia.org/wiki/Kansa_method

    The Kansa method is a computer method used to solve partial differential equations. Its main advantage is it is very easy to understand and program on a computer. It is much less complicated than the finite element method. Another advantage is it works well on multi variable problems.

  5. 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. In ...

  6. Stencil (numerical analysis) - Wikipedia

    en.wikipedia.org/wiki/Stencil_(numerical_analysis)

    The Crank–Nicolson stencil for a 1D problem. In mathematics, especially the areas of numerical analysis concentrating on the numerical solution of partial differential equations, a stencil is a geometric arrangement of a nodal group that relate to the point of interest by using a numerical approximation routine.

  7. 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 ...

  8. Numerical stability - Wikipedia

    en.wikipedia.org/wiki/Numerical_stability

    Many algorithms solve this problem by starting with an initial approximation x 0 to , for instance x 0 = 1.4, and then computing improved guesses x 1, x 2, etc. One such method is the famous Babylonian method, which is given by x k+1 = (x k + 2/x k)/2. Another method, called "method X", is given by x k+1 = (x k 2 − 2) 2 + x k.

  9. Pseudo-spectral method - Wikipedia

    en.wikipedia.org/wiki/Pseudo-spectral_method

    In many practical partial differential equations, one has a term that involves derivatives (such as a kinetic energy contribution), and a multiplication with a function (for example, a potential). In the spectral method, the solution ψ {\displaystyle \psi } is expanded in a suitable set of basis functions, for example plane waves,