When.com Web Search

Search results

  1. Results From The WOW.Com Content Network
  2. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta_methods

    Runge–Kutta–Nyström methods are specialized Runge–Kutta methods that are optimized for second-order differential equations. [22] [23] A general Runge–Kutta–Nyström method for a second-order ODE system ¨ = (,, …,) with order is with the form

  3. Runge–Kutta–Fehlberg method - Wikipedia

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

    The first row of coefficients at the bottom of the table gives the fifth-order accurate method, and the second row gives the fourth-order accurate method. This shows the computational time in real time used during a 3-body simulation evolved with the Runge-Kutta-Fehlberg method.

  4. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_Runge–Kutta_methods

    The Lobatto IIIC* methods are also known as Lobatto III methods (Butcher, 2008), Butcher's Lobatto methods (Hairer et al., 1993), and Lobatto IIIC methods (Sun, 2000) in the literature. [7] The second-order method is given by

  5. Numerical methods for ordinary differential equations - Wikipedia

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

    methods for second order ODEs. We said that all higher-order ODEs can be transformed to first-order ODEs of the form (1). While this is certainly true, it may not be the best way to proceed. In particular, Nyström methods work directly with second-order equations.

  6. Adaptive step size - Wikipedia

    en.wikipedia.org/wiki/Adaptive_step_size

    Let us now apply Euler's method again with a different step size to generate a second approximation to y(t n+1). We get a second solution, which we label with a (). Take the new step size to be one half of the original step size, and apply two steps of Euler's method. This second solution is presumably more accurate.

  7. Runge–Kutta method (SDE) - Wikipedia

    en.wikipedia.org/wiki/Runge–Kutta_method_(SDE)

    In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalisation of the Runge–Kutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing ...

  8. Trapezoidal rule (differential equations) - Wikipedia

    en.wikipedia.org/wiki/Trapezoidal_rule...

    In numerical analysis and scientific computing, the trapezoidal rule is a numerical method to solve ordinary differential equations derived from the trapezoidal rule for computing integrals. The trapezoidal rule is an implicit second-order method, which can be considered as both a Runge–Kutta method and a linear multistep method.

  9. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Methods such as Runge–Kutta take some intermediate steps (for example, a half-step) to obtain a higher order method, but then discard all previous information before taking a second step. Multistep methods attempt to gain efficiency by keeping and using the information from previous steps rather than discarding it.