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  2. Numerical methods for ordinary differential equations - Wikipedia

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

    The same illustration for The midpoint method converges faster than the Euler method, as . 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 ...

  3. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    It is the most basic explicit method for 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). [1]

  4. Padé approximant - Wikipedia

    en.wikipedia.org/wiki/Padé_approximant

    There is a method of using this to give an approximate solution of a differential equation with high accuracy. Also, for the nontrivial zeros of the Riemann zeta function, the first nontrivial zero can be estimated with some accuracy from the asymptotic behavior on the real axis. Multi-point Padé approximant

  5. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    Heun's method. In mathematics and computational science, Heun's method may refer to the improved [1] or modified Euler's method (that is, the explicit trapezoidal rule [2] ), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given ...

  6. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    t. e. In numerical analysis, finite-difference methods ( FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time domain (if applicable) are discretized, or broken into a finite number of intervals, and the values of the solution at the end ...

  7. Milstein method - Wikipedia

    en.wikipedia.org/wiki/Milstein_method

    Milstein method. In mathematics, the Milstein method is a technique for the approximate numerical solution of a stochastic differential equation. It is named after Grigori N. Milstein who first published it in 1974. [1] [2]

  8. Finite difference - Wikipedia

    en.wikipedia.org/wiki/Finite_difference

    A finite difference is a mathematical expression of the form f (x + b) − f (x + a).If a finite difference is divided by b − a, one gets a difference quotient.The approximation of derivatives by finite differences plays a central role in finite difference methods for the numerical solution of differential equations, especially boundary value problems.

  9. Linear approximation - Wikipedia

    en.wikipedia.org/wiki/Linear_approximation

    Linear approximation. Tangent line at ( a, f ( a )) In mathematics, a linear approximation is an approximation of a general function using a linear function (more precisely, an affine function ). They are widely used in the method of finite differences to produce first order methods for solving or approximating solutions to equations.

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