Difference between revisions of "Numerical methods for ordinary differential equations"
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Latest revision as of 13:09, 13 September 2016
Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of 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 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
- Numerical methods for ordinary differential equations @ Wikipedia.org
