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It is one of the schemes used to solve the integrated convection–diffusion equation and to calculate the transported property Φ at the e and w faces, where e and w are short for east and west (compass directions being customarily used to indicate directions on computational grids). The method's advantages are that it is easy to understand ...
There, both step direction and length are computed from the gradient as the solution of a linear system of equations, with the coefficient matrix being the exact Hessian matrix (for Newton's method proper) or an estimate thereof (in the quasi-Newton methods, where the observed change in the gradient during the iterations is used to update the ...
For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).
In mathematics, the method of characteristics is a technique for solving partial differential equations.Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation.
The geometric interpretation of Newton's method is that at each iteration, it amounts to the fitting of a parabola to the graph of () at the trial value , having the same slope and curvature as the graph at that point, and then proceeding to the maximum or minimum of that parabola (in higher dimensions, this may also be a saddle point), see below.
The slope field can be defined for the following type of differential equations ′ = (,), which can be interpreted geometrically as giving the slope of the tangent to the graph of the differential equation's solution (integral curve) at each point (x, y) as a function of the point coordinates. [3]