Methods of successive approximation

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Mathematical methods relating to successive approximation include the following:


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In mathematics, an equation is a mathematical formula that expresses the equality of two expressions, by connecting them with the equals sign =. The word equation and its cognates in other languages may have subtly different meanings; for example, in French an équation is defined as containing one or more variables, while in English, any well-formed formula consisting of two expressions related with an equals sign is an equation.

<span class="mw-page-title-main">Numerical analysis</span> Study of algorithms using numerical approximation

Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis. It is the study of numerical methods that attempt to find approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics, numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living cells in medicine and biology.

<span class="mw-page-title-main">Partial differential equation</span> Type of differential equation

In mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function.

In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many other scientists since most systems are inherently nonlinear in nature. Nonlinear dynamical systems, describing changes in variables over time, may appear chaotic, unpredictable, or counterintuitive, contrasting with much simpler linear systems.

<span class="mw-page-title-main">Numerical methods for ordinary differential equations</span> Methods used to find numerical solutions of ordinary differential equations

Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals.

In mathematics, a linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form

In mathematics, the Dirichletboundary condition is imposed on an ordinary or partial differential equation, such that the values that the solution takes along the boundary of the domain is fixed. The question of finding solutions to such equations is known as the Dirichlet problem. In the sciences and engineering, a Dirichlet boundary condition may also be referred to as a fixed boundary condition or boundary condition of the first type. It is named after Peter Gustav Lejeune Dirichlet (1805–1859).

<span class="mw-page-title-main">Boundary value problem</span> Type of problem involving ODEs or PDEs

In the study of differential equations, a boundary-value problem is a differential equation subjected to constraints called boundary conditions. A solution to a boundary value problem is a solution to the differential equation which also satisfies the boundary conditions.

<span class="mw-page-title-main">Equation solving</span> Finding values for variables that make an equation true

In mathematics, to solve an equation is to find its solutions, which are the values that fulfill the condition stated by the equation, consisting generally of two expressions related by an equals sign. When seeking a solution, one or more variables are designated as unknowns. A solution is an assignment of values to the unknown variables that makes the equality in the equation true. In other words, a solution is a value or a collection of values such that, when substituted for the unknowns, the equation becomes an equality. A solution of an equation is often called a root of the equation, particularly but not only for polynomial equations. The set of all solutions of an equation is its solution set.

<span class="mw-page-title-main">Pierre-Louis Lions</span> French mathematician (born 1956)

Pierre-Louis Lions is a French mathematician. He is known for a number of contributions to the fields of partial differential equations and the calculus of variations. He was a recipient of the 1994 Fields Medal and the 1991 Prize of the Philip Morris tobacco and cigarette company.

<span class="mw-page-title-main">Differential equation</span> Type of functional equation (mathematics)

In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.

Numerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs).

In mathematics, the method of undetermined coefficients is an approach to finding a particular solution to certain nonhomogeneous ordinary differential equations and recurrence relations. It is closely related to the annihilator method, but instead of using a particular kind of differential operator in order to find the best possible form of the particular solution, an ansatz or 'guess' is made as to the appropriate form, which is then tested by differentiating the resulting equation. For complex equations, the annihilator method or variation of parameters is less time-consuming to perform.

In general relativity, an exact solution is a solution of the Einstein field equations whose derivation does not invoke simplifying assumptions, though the starting point for that derivation may be an idealized case like a perfectly spherical shape of matter. Mathematically, finding an exact solution means finding a Lorentzian manifold equipped with tensor fields modeling states of ordinary matter, such as a fluid, or classical non-gravitational fields such as the electromagnetic field.

Explicit and implicit methods are approaches used in numerical analysis for obtaining numerical approximations to the solutions of time-dependent ordinary and partial differential equations, as is required in computer simulations of physical processes. Explicit methods calculate the state of a system at a later time from the state of the system at the current time, while implicit methods find a solution by solving an equation involving both the current state of the system and the later one. Mathematically, if is the current system state and is the state at the later time, then, for an explicit method

In mathematics and physics, a nonlinear partial differential equation is a partial differential equation with nonlinear terms. They describe many different physical systems, ranging from gravitation to fluid dynamics, and have been used in mathematics to solve problems such as the Poincaré conjecture and the Calabi conjecture. They are difficult to study: almost no general techniques exist that work for all such equations, and usually each individual equation has to be studied as a separate problem.

In numerical analysis and applied mathematics, sinc numerical methods are numerical techniques for finding approximate solutions of partial differential equations and integral equations based on the translates of sinc function and Cardinal function C(f,h) which is an expansion of f defined by

In mathematics, a Poincaré–Steklov operator maps the values of one boundary condition of the solution of an elliptic partial differential equation in a domain to the values of another boundary condition. Usually, either of the boundary conditions determines the solution. Thus, a Poincaré–Steklov operator encapsulates the boundary response of the system modelled by the partial differential equation. When the partial differential equation is discretized, for example by finite elements or finite differences, the discretization of the Poincaré–Steklov operator is the Schur complement obtained by eliminating all degrees of freedom inside the domain.

<span class="mw-page-title-main">Ordinary differential equation</span> Differential equation containing derivatives with respect to only one variable

In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other DE, its unknown(s) consists of one function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equations which may be with respect to more than one independent variable.

The proper generalized decomposition (PGD) is an iterative numerical method for solving boundary value problems (BVPs), that is, partial differential equations constrained by a set of boundary conditions, such as the Poisson's equation or the Laplace's equation.