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  2. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/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.

  3. Numerical methods for ordinary differential equations

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

    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 ...

  4. MacCormack method - Wikipedia

    en.wikipedia.org/wiki/MacCormack_method

    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

  5. One-step method - Wikipedia

    en.wikipedia.org/wiki/One-step_method

    The basic idea behind one-step methods is that they calculate approximation points step by step along the desired solution, starting from the given starting point. They only use the most recently determined approximation for the next step, in contrast to multi-step methods, which also include points further back in the calculation.

  6. Backward differentiation formula - Wikipedia

    en.wikipedia.org/wiki/Backward_differentiation...

    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.

  7. Explicit and implicit methods - Wikipedia

    en.wikipedia.org/wiki/Explicit_and_implicit_methods

    In the vast majority of cases, the equation to be solved when using an implicit scheme is much more complicated than a quadratic equation, and no analytical solution exists. Then one uses root-finding algorithms, such as Newton's method, to find the numerical solution. Crank-Nicolson method. With the Crank-Nicolson method