One-step Method
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One-step Method
In numerical mathematics, one-step methods and Multistep methods, multi-step methods are a large group of calculation methods for solving Initial value problem, initial value problems. This problem, in which an ordinary differential equation is given together with an initial condition, plays a central role in all natural and engineering sciences and is also becoming increasingly important in the economic and Social science, social sciences, for example. Initial value problems are used to analyze, simulate or predict dynamic processes. The basic idea behind one-step methods is that they calculate approximation points step by step along the desired solution, starting from the given starting point. They only use the most recently determined approximation for the next step, in contrast to multi-step methods, which also include points further back in the calculation. The one-step methods can be roughly divided into two groups: the explicit methods, which calculate the new approximation d ...
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Euler Method
In mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical analysis, numerical procedure for solving ordinary differential equations (ODEs) with a given Initial value problem, initial value. It is the most basic explicit and implicit methods, explicit method for numerical ordinary differential equations, numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler, who first proposed it in his book ''Institutionum calculi integralis'' (published 1768–1770). The Euler method is a first-order method, which means that the local error (error per step) is proportional to the square of the step size, and the global error (error at a given time) is proportional to the step size. The Euler method often serves as the basis to construct more complex methods, e.g., predictor–corrector method. Geometrical description Purpose and why i ...
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Classical Runge-Kutta Method
Classical may refer to: European antiquity *Classical antiquity, a period of history from roughly the 7th or 8th century B.C.E. to the 5th century C.E. centered on the Mediterranean Sea *Classical architecture, architecture derived from Greek and Roman architecture of classical antiquity *Classical mythology, the body of myths from the ancient Greeks and Romans *Classical tradition, the reception of classical Greco-Roman antiquity by later cultures *Classics, study of the language and culture of classical antiquity, particularly its literature *Classicism, a high regard for classical antiquity in the arts Music and arts *Classical ballet, the most formal of the ballet styles *Classical music, a variety of Western musical styles from the 9th century to the present *Classical guitar, a common type of acoustic guitar *Classical Hollywood cinema, a visual and sound style in the American film industry between 1927 and 1963 *Classical Indian dance, various codified art forms whose theor ...
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Augustin-Louis Cauchy
Baron Augustin-Louis Cauchy ( , , ; ; 21 August 1789 – 23 May 1857) was a French mathematician, engineer, and physicist. He was one of the first to rigorously state and prove the key theorems of calculus (thereby creating real analysis), pioneered the field complex analysis, and the study of permutation groups in abstract algebra. Cauchy also contributed to a number of topics in mathematical physics, notably continuum mechanics. A profound mathematician, Cauchy had a great influence over his contemporaries and successors; Hans Freudenthal stated: : "More concepts and theorems have been named for Cauchy than for any other mathematician (in elasticity alone there are sixteen concepts and theorems named for Cauchy)." Cauchy was a prolific worker; he wrote approximately eight hundred research articles and five complete textbooks on a variety of topics in the fields of mathematics and mathematical physics. Biography Youth and education Cauchy was the son of Lou ...
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Germund Dahlquist
Germund Dahlquist (16 January 1925 – 8 February 2005) was a Sweden, Swedish mathematician known primarily for his early contributions to the theory of numerical analysis as applied to differential equations. Dahlquist began to study mathematics at Stockholm University in 1942 at the age of 17, where he cites the Danish mathematician Harald Bohr (who was living in exile after the occupation of Denmark during World War II) as a profound influence. He received the degree of Licentiate (degree), licentiat from Stockholm University in 1949, before taking a break from his studies to work at the Swedish Board of Computer Machinery (Matematikmaskinnämnden), working on (among other things) the early computer BESK, Sweden's first. During this time, he also worked with Carl-Gustaf Rossby on early numerical weather forecasts. Dahlquist returned to Stockholm University to complete his Ph.D., ''Stability and Error Bounds in the Numerical Solution of Ordinary Differential Equations'', which ...
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Exponential Decay
A quantity is subject to exponential decay if it decreases at a rate proportional to its current value. Symbolically, this process can be expressed by the following differential equation, where is the quantity and (lambda Lambda (; uppercase , lowercase ; , ''lám(b)da'') is the eleventh letter of the Greek alphabet, representing the voiced alveolar lateral approximant . In the system of Greek numerals, lambda has a value of 30. Lambda is derived from the Phoen ...) is a positive rate called the exponential decay constant, disintegration constant, rate constant, or transformation constant: :\frac = -\lambda N(t). The solution to this equation (see #Solution_of_the_differential_equation, derivation below) is: :N(t) = N_0 e^, where is the quantity at time , is the initial quantity, that is, the quantity at time . Measuring rates of decay Mean lifetime If the decaying quantity, ''N''(''t''), is the number of discrete elements in a certain set (mathematics), se ...
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Euler Stiffness
Leonhard Euler ( ; ; ; 15 April 170718 September 1783) was a Swiss polymath who was active as a mathematician, physicist, astronomer, logician, geographer, and engineer. He founded the studies of graph theory and topology and made influential discoveries in many other branches of mathematics, such as analytic number theory, complex analysis, and infinitesimal calculus. He also introduced much of modern mathematical terminology and notation, including the notion of a mathematical function. He is known for his work in mechanics, fluid dynamics, optics, astronomy, and music theory. Euler has been called a "universal genius" who "was fully equipped with almost unlimited powers of imagination, intellectual gifts and extraordinary memory". He spent most of his adult life in Saint Petersburg, Russia, and in Berlin, then the capital of Prussia. Euler is credited for popularizing the Greek letter \pi (lowercase pi) to denote the ratio of a circle's circumference to its diameter, as we ...
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