View source for 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 equation|ordinary differential equations]] (ODEs).

Their use is also known as "numerical integration", although this term is sometimes taken to mean the computation of integrals.

== Description ==

Many differential equations cannot be solved using symbolic computation ("analysis"). For practical purposes, however – such as in [[engineering]] – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.

An alternative method is to use techniques from [[calculus]] to obtain a [[series expansion]] of the solution.

Ordinary differential equations occur in many scientific disciplines, for instance in [[physics]], chemistry, biology, and economics.

In addition, some methods in numerical [[Partial differential equation|partial differential equations]] convert the partial differential equation into an ordinary differential equation, which must then be solved.

== See also ==

* [[Courant–Friedrichs–Lewy condition]]
* [[Energy drift]]
* [[General linear methods]]
* [[List of numerical analysis topics#Numerical methods for ordinary differential equations]]
* [[Reversible reference system propagation algorithm]]

== External links ==

* [https://en.wikipedia.org/wiki/Numerical_methods_for_ordinary_differential_equations Numerical methods for ordinary differential equations] @ Wikipedia.org 



[[Category:Mathematics]]