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  2. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta_methods

    Runge–Kutta–Nyström methods are specialized Runge–Kutta methods that are optimized for second-order differential equations. [22] [23] A general Runge–Kutta–Nyström method for a second order ODE system ¨ = (,,,) with order is with the form

  3. Runge–Kutta–Fehlberg method - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta–Fehlberg...

    Runge–Kutta–Fehlberg method. In mathematics, the Runge–Kutta–Fehlberg method (or Fehlberg method) is an algorithm in numerical analysis for the numerical solution of ordinary differential equations. It was developed by the German mathematician Erwin Fehlberg and is based on the large class of Runge–Kutta methods.

  4. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_Runge–Kutta_methods

    List of Runge–Kutta methods. Runge–Kutta methods are methods for the numerical solution of the ordinary differential equation. Explicit Runge–Kutta methods take the form. Stages for implicit methods of s stages take the more general form, with the solution to be found over all s. Each method listed on this page is defined by its Butcher ...

  5. Leapfrog integration - Wikipedia

    en.wikipedia.org/wiki/Leapfrog_integration

    Leapfrog integration is a second-order method, in contrast to Euler integration, which is only first-order, yet requires the same number of function evaluations per step. Unlike Euler integration, it is stable for oscillatory motion, as long as the time-step Δ t {\displaystyle \Delta t} is constant, and Δ t < 2 / ω {\displaystyle \Delta t<2 ...

  6. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Linear multistep method. Linear multistep methods are used for the numerical solution of ordinary differential equations. Conceptually, a numerical method starts from an initial point and then takes a short step forward in time to find the next solution point. The process continues with subsequent steps to map out the solution.

  7. Dormand–Prince method - Wikipedia

    en.wikipedia.org/wiki/Dormand–Prince_method

    Dormand–Prince method. In numerical analysis, the Dormand–Prince (RKDP) method or DOPRI method, is an embedded method for solving ordinary differential equations (ODE). [1] The method is a member of the Runge–Kutta family of ODE solvers. More specifically, it uses six function evaluations to calculate fourth- and fifth-order accurate ...

  8. Reduction of order - Wikipedia

    en.wikipedia.org/wiki/Reduction_of_order

    Reduction of order (or d’Alembert reduction) is a technique in mathematics for solving second-order linear ordinary differential equations. It is employed when one solution is known and a second linearly independent solution is desired. The method also applies to n -th order equations. In this case the ansatz will yield an (n −1)-th order ...

  9. MUSCL scheme - Wikipedia

    en.wikipedia.org/wiki/MUSCL_scheme

    MUSCL scheme. In the study of partial differential equations, the MUSCL scheme is a finite volume method that can provide highly accurate numerical solutions for a given system, even in cases where the solutions exhibit shocks, discontinuities, or large gradients. MUSCL stands for Monotonic Upstream-centered Scheme for Conservation Laws (van ...