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  2. Numerical methods for ordinary differential equations

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

    Solving Ordinary Differential Equations. I. Nonstiff Problems. Springer Series in Computational Mathematics. Vol. 8 (2nd ed.). Springer-Verlag, Berlin. ISBN 3-540-56670-8. MR 1227985. Ernst Hairer and Gerhard Wanner, Solving ordinary differential equations II: Stiff and differential-algebraic problems, second edition, Springer Verlag, Berlin, 1996.

  3. List of numerical libraries - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_libraries

    SU2 code is an open-source library for solving partial differential equations with the finite volume or finite element method. Trilinos is an effort to develop algorithms and enabling technologies for the solution of large-scale, complex multi-physics engineering and scientific problems.

  4. Dormand–Prince method - Wikipedia

    en.wikipedia.org/wiki/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 solutions.

  5. Runge–Kutta–Fehlberg method - Wikipedia

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

    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 .

  6. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Butcher, John C. (2003), Numerical Methods for Ordinary Differential Equations, John Wiley, ISBN 978-0-471-96758-3. Dahlquist, Germund (1956), "Convergence and stability in the numerical integration of ordinary differential equations", Mathematica Scandinavica, 4: 33– 53, doi: 10.7146/math.scand.a-10454.

  7. 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 ...

  8. Annihilator method - Wikipedia

    en.wikipedia.org/wiki/Annihilator_method

    In mathematics, the annihilator method is a procedure used to find a particular solution to certain types of non-homogeneous ordinary differential equations (ODEs). [1] It is similar to the method of undetermined coefficients, but instead of guessing the particular solution in the method of undetermined coefficients, the particular solution is determined systematically in this technique.

  9. Spectral method - Wikipedia

    en.wikipedia.org/wiki/Spectral_method

    Spectral methods can be used to solve differential equations (PDEs, ODEs, eigenvalue, etc) and optimization problems. When applying spectral methods to time-dependent PDEs, the solution is typically written as a sum of basis functions with time-dependent coefficients; substituting this in the PDE yields a system of ODEs in the coefficients ...