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In applied mathematics, discontinuous Galerkin methods (DG methods) form a class of numerical methods for solving differential equations.They combine features of the finite element and the finite volume framework and have been successfully applied to hyperbolic, elliptic, parabolic and mixed form problems arising from a wide range of applications.
The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.
For a parametric equation of a parabola in general position see § As the affine image of the unit parabola. The implicit equation of a parabola is defined by an irreducible polynomial of degree two: + + + + + =, such that =, or, equivalently, such that + + is the square of a linear polynomial.
It is a popular method for solving the large matrix equations that arise in systems theory and control, [1] and can be formulated to construct solutions in a memory-efficient, factored form. [ 2 ] [ 3 ] It is also used to numerically solve parabolic and elliptic partial differential equations, and is a classic method used for modeling heat ...
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 Feynman–Kac formula, named after Richard Feynman and Mark Kac, establishes a link between parabolic partial differential equations and stochastic processes.In 1947, when Kac and Feynman were both faculty members at Cornell University, Kac attended a presentation of Feynman's and remarked that the two of them were working on the same thing from different directions. [1]
A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, i.a., engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes ...
In numerical analysis, the FTCS (forward time-centered space) method is a finite difference method used for numerically solving the heat equation and similar parabolic partial differential equations. [1] It is a first-order method in time, explicit in time, and is conditionally stable when applied to the heat equation.