Ads
related to: multi step equation
Search results
Results From The WOW.Com Content Network
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.
For example, the second-order equation y′′ = −y can be rewritten as two first-order equations: y′ = z and z′ = −y. In this section, we describe numerical methods for IVPs, and remark that boundary value problems (BVPs) require a different set of tools. In a BVP, one defines values, or components of the solution y at more than one ...
In numerical analysis, predictor–corrector methods belong to a class of algorithms designed to integrate ordinary differential equations – to find an unknown function that satisfies a given differential equation. All such algorithms proceed in two steps:
The backward differentiation formula (BDF) is a family of implicit methods for the numerical integration of ordinary differential equations.They are linear multistep methods that, for a given function and time, approximate the derivative of that function using information from already computed time points, thereby increasing the accuracy of the approximation.
What follows is the Richtmyer two-step Lax–Wendroff method. The first step in the Richtmyer two-step Lax–Wendroff method calculates values for f(u(x, t)) at half time steps, t n + 1/2 and half grid points, x i + 1/2. In the second step values at t n + 1 are calculated using the data for t n and t n + 1/2.
The application of MacCormack method to the above equation proceeds in two steps; a predictor step which is followed by a corrector step. Predictor step: In the predictor step, a "provisional" value of u {\displaystyle u} at time level n + 1 {\displaystyle n+1} (denoted by u i p {\displaystyle u_{i}^{p}} ) is estimated as follows