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Numerical partial differential equations

Index Numerical partial differential equations

Numerical partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). [1]

26 relations: Compact stencil, Domain decomposition methods, Dynamic programming, Exponential integrator, Financial modeling, Finite difference, Foundations of Computational Mathematics, Fourier transform on finite groups, History of numerical solution of differential equations using computers, Ladyzhenskaya–Babuška–Brezzi condition, List of numerical analysis topics, Mathematical and theoretical biology, Mathematical finance, Maxwell's equations, Neutral density, Non-uniform discrete Fourier transform, Numerical methods for ordinary differential equations, Numerical stability, Orthogonal collocation, Outline of finance, Parareal, Partial differential equation, Particle-in-cell, Runge–Kutta methods, Stencil (numerical analysis), Woodbury matrix identity.

Compact stencil

In mathematics, especially in the areas of numerical analysis called numerical partial differential equations, a compact stencil is a type of stencil that uses only nine nodes for its discretization method in two dimensions.

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Domain decomposition methods

In mathematics, numerical analysis, and numerical partial differential equations, domain decomposition methods solve a boundary value problem by splitting it into smaller boundary value problems on subdomains and iterating to coordinate the solution between adjacent subdomains.

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Dynamic programming

Dynamic programming is both a mathematical optimization method and a computer programming method.

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Exponential integrator

Exponential integrators are a class of numerical methods for the solution of ordinary differential equations, specifically initial value problems.

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Financial modeling

Financial modeling is the task of building an abstract representation (a model) of a real world financial situation.

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Finite difference

A finite difference is a mathematical expression of the form.

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Foundations of Computational Mathematics

Foundations of Computational Mathematics (FoCM) is an international nonprofit organization that supports and promotes research at the interface of mathematics and computation.

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Fourier transform on finite groups

In mathematics, the Fourier transform on finite groups is a generalization of the discrete Fourier transform from cyclic to arbitrary finite groups.

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History of numerical solution of differential equations using computers

Differential equations, in particular Euler equations, rose in prominence during World War II in calculating the accurate trajectory of ballistics, both rocket-propelled and gun or cannon type projectiles.

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Ladyzhenskaya–Babuška–Brezzi condition

In numerical partial differential equations, the Ladyzhenskaya–Babuška–Brezzi condition is a sufficient condition for a saddle point problem to have a unique solution that depends continuously on the input data.

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List of numerical analysis topics

This is a list of numerical analysis topics.

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Mathematical and theoretical biology

Mathematical and theoretical biology is a branch of biology which employs theoretical analysis, mathematical models and abstractions of the living organisms to investigate the principles that govern the structure, development and behavior of the systems, as opposed to experimental biology which deals with the conduction of experiments to prove and validate the scientific theories.

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Mathematical finance

Mathematical finance, also known as quantitative finance, is a field of applied mathematics, concerned with mathematical modeling of financial markets.

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Maxwell's equations

Maxwell's equations are a set of partial differential equations that, together with the Lorentz force law, form the foundation of classical electromagnetism, classical optics, and electric circuits.

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Neutral density

The neutral density (\gamma^n\) or empirical neutral density is a density variable used in oceanography, introduced in 1997 by David R. Jackett and Trevor McDougall.

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Non-uniform discrete Fourier transform

In applied mathematics, the nonuniform discrete Fourier transform (NUDFT or NDFT) of a signal is a type of Fourier transform, related to a discrete Fourier transform or discrete-time Fourier transform, but in which the input signal is not sampled at equally spaced points or frequencies (or both).

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Numerical methods for ordinary differential equations

Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs).

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Numerical stability

In the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms.

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Orthogonal collocation

Orthogonal collocation is a method for the numerical solution of partial differential equations.

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Outline of finance

The following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals and organizations raise and allocate monetary resources over time, taking into account the risks entailed in their projects.

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Parareal

Parareal is a parallel algorithm from numerical analysis and used for the solution of initial value problems.

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Partial differential equation

In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives.

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Particle-in-cell

The particle-in-cell (PIC) method refers to a technique used to solve a certain class of partial differential equations.

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Runge–Kutta methods

In numerical analysis, the Runge–Kutta methods are a family of implicit and explicit iterative methods, which include the well-known routine called the Euler Method, used in temporal discretization for the approximate solutions of ordinary differential equations.

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Stencil (numerical analysis)

In mathematics, especially the areas of numerical analysis concentrating on the numerical solution of partial differential equations, a stencil is a geometric arrangement of a nodal group that relate to the point of interest by using a numerical approximation routine.

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Woodbury matrix identity

In mathematics (specifically linear algebra), the Woodbury matrix identity, named after Max A. Woodbury says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix.

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Numerical methods for PDE, Numerical methods for partial differential equations, Numerical techniques for solving partial differential equations.

References

[1] https://en.wikipedia.org/wiki/Numerical_partial_differential_equations

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