Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis. Numerical analysis naturally finds application in all fields of engineering and the physical sciences, but in the 21st century also the life sciences, social sciences, medicine, business and even the arts have adopted elements of scientific computations. As an aspect of mathematics and computer science that generates, analyzes, and implements algorithms, the growth in power and the revolution in computing has raised the use of realistic mathematical models in science and engineering, and complex numerical analysis is required to provide solutions to these more involved models of the world. Ordinary differential equations appear in celestial mechanics ; numerical linear algebra is important for data analysis; stochastic differential equations and Markov chains are essential in simulating living cells for medicine and biology.
In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. PDEs are used to formulate problems involving functions of several variables, and are either solved by hand, or used to create a computer model. A special case is ordinary differential equations (ODEs), which deal with functions of a single variable and their derivatives.
Computational fluid dynamics (CFD) is a branch of fluid mechanics that uses numerical analysis and data structures to analyze and solve problems that involve fluid flows. Computers are used to perform the calculations required to simulate the free-stream flow of the fluid, and the interaction of the fluid with surfaces defined by boundary conditions. With high-speed supercomputers, better solutions can be achieved, and are often required to solve the largest and most complex problems. Ongoing research yields software that improves the accuracy and speed of complex simulation scenarios such as transonic or turbulent flows. Initial validation of such software is typically performed using experimental apparatus such as wind tunnels. In addition, previously performed analytical or empirical analysis of a particular problem can be used for comparison. A final validation is often performed using full-scale testing, such as flight tests.
Feng Kang was a Chinese mathematician and scientist.
Numerical partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs).
The boundary element method (BEM) is a numerical computational method of solving linear partial differential equations which have been formulated as integral equations. including fluid mechanics, acoustics, electromagnetics, fracture mechanics, and contact mechanics.
Finite-difference time-domain or Yee's method is a numerical analysis technique used for modeling computational electrodynamics. Since it is a time-domain method, FDTD solutions can cover a wide frequency range with a single simulation run, and treat nonlinear material properties in a natural way.
Computational mechanics is the discipline concerned with the use of computational methods to study phenomena governed by the principles of mechanics. Before the emergence of computational science as a "third way" besides theoretical and experimental sciences, computational mechanics was widely considered to be a sub-discipline of applied mechanics. It is now considered to be a sub-discipline within computational science.
In mathematics, finite-difference methods (FDM) are numerical methods for solving differential equations by approximating them with difference equations, in which finite differences approximate the derivatives. FDMs are thus discretization methods. FDMs convert a linear (non-linear) ODE/PDE into a system of linear (non-linear) equations, which can then be solved by matrix algebra techniques. The reduction of the differential equation to a system of algebraic equations makes the problem of finding the solution to a given ODE ideally suited to modern computers, hence the widespread use of FDMs in modern numerical analysis.
In numerical analysis, the Lax equivalence theorem is the fundamental theorem in the analysis of finite difference methods for the numerical solution of partial differential equations. It states that for a consistent finite difference method for a well-posed linear initial value problem, the method is convergent if and only if it is stable.
The finite-difference frequency-domain (FDFD) method is a numerical solution method for problems usually in electromagnetism and sometimes in acoustics, based on finite-difference approximations of the derivative operators in the differential equation being solved.
In numerical analysis and scientific computing, truncation error is the error made by truncating an infinite sum and approximating it by a finite sum. For instance, if we approximate the sine function by the first two non-zero term of its Taylor series, as in for small , the resulting error is a truncation error. It is present even with infinite-precision arithmetic, because it is caused by truncation of the infinite Taylor series to form the algorithm.
Light scattering by particles is the process by which small particles cause optical phenomena, such as rainbows, the blue color of the sky, and halos.
The finite element method (FEM), is a numerical method for solving problems of engineering and mathematical physics. Typical problem areas of interest include structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The analytical solution of these problems generally require the solution to boundary value problems for partial differential equations. The finite element method formulation of the problem results in a system of algebraic equations. The method approximates the unknown function over the domain. To solve the problem, it subdivides a large system into smaller, simpler parts that are called finite elements. The simple equations that model these finite elements are then assembled into a larger system of equations that models the entire problem. FEM then uses variational methods from the calculus of variations to approximate a solution by minimizing an associated error function.
hp-FEM is a general version of the finite element method (FEM), a numerical method for solving partial differential equations based on piecewise-polynomial approximations that employs elements of variable size (h) and polynomial degree (p). The origins of hp-FEM date back to the pioneering work of Ivo Babuska et al. who discovered that the finite element method converges exponentially fast when the mesh is refined using a suitable combination of h-refinements (dividing elements into smaller ones) and p-refinements. The exponential convergence makes the method a very attractive choice compared to most other finite element methods which only converge with an algebraic rate. The exponential convergence of the hp-FEM was not only predicted theoretically but also observed by numerous independent researchers.
Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977.
In applied mathematics, the name finite pointset method is a general approach for the numerical solution of problems in continuum mechanics, such as the simulation of fluid flows. In this approach the medium is represented by a finite set of points, each endowed with the relevant local properties of the medium such as density, velocity, pressure, and temperature.
In numerical mathematics, the boundary knot method (BKM) is proposed as an alternative boundary-type meshfree distance function collocation scheme.
In geology, numerical modeling is a widely applied technique to tackle complex geological problems by computational simulation of geological scenarios.
