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  2. Gaussian quadrature - Wikipedia

    en.wikipedia.org/wiki/Gaussian_quadrature

    Number of points, n ... get the weighting factors and function argument values from Table 1 for the two-point rule, ... with Mathematica source code. ...

  3. Numerical differentiation - Wikipedia

    en.wikipedia.org/wiki/Numerical_differentiation

    A simple two-point estimation is to compute the slope of a nearby secant line through the points (x, f(x)) and (x + h, f(x + h)). [1] Choosing a small number h, h represents a small change in x, and it can be either positive or negative.

  4. Collocation method - Wikipedia

    en.wikipedia.org/wiki/Collocation_method

    In mathematics, a collocation method is a method for the numerical solution of ordinary differential equations, partial differential equations and integral equations.The idea is to choose a finite-dimensional space of candidate solutions (usually polynomials up to a certain degree) and a number of points in the domain (called collocation points), and to select that solution which satisfies the ...

  5. Linear interpolation - Wikipedia

    en.wikipedia.org/wiki/Linear_interpolation

    Given the two red points, the blue line is the linear interpolant between the points, and the value y at x may be found by linear interpolation.. In mathematics, linear interpolation is a method of curve fitting using linear polynomials to construct new data points within the range of a discrete set of known data points.

  6. Gauss–Hermite quadrature - Wikipedia

    en.wikipedia.org/wiki/Gauss–Hermite_quadrature

    where n is the number of sample points used. The x i are the roots of the physicists' version of the Hermite polynomial H n ( x ) ( i = 1,2,..., n ), and the associated weights w i are given by [ 1 ]

  7. Hypergeometric function - Wikipedia

    en.wikipedia.org/wiki/Hypergeometric_function

    The equation has two linearly independent solutions. At each of the three singular points 0, 1, ∞, there are usually two special solutions of the form x s times a holomorphic function of x, where s is one of the two roots of the indicial equation and x is a local variable vanishing at a regular singular point. This gives 3 × 2 = 6 special ...

  8. Numerical analysis - Wikipedia

    en.wikipedia.org/wiki/Numerical_analysis

    The field of numerical analysis predates the invention of modern computers by many centuries. Linear interpolation was already in use more than 2000 years ago. Many great mathematicians of the past were preoccupied by numerical analysis, [5] as is obvious from the names of important algorithms like Newton's method, Lagrange interpolation polynomial, Gaussian elimination, or Euler's method.

  9. Monte Carlo integration - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_integration

    An illustration of Monte Carlo integration. In this example, the domain D is the inner circle and the domain E is the square. Because the square's area (4) can be easily calculated, the area of the circle (π*1.0 2) can be estimated by the ratio (0.8) of the points inside the circle (40) to the total number of points (50), yielding an approximation for the circle's area of 4*0.8 = 3.2 ≈ π.