Numerical integrationIn analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.
DerivativeIn mathematics, the derivative shows the sensitivity of change of a function's output with respect to the input. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point.
Generalizations of the derivativeIn mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc. The Fréchet derivative defines the derivative for general normed vector spaces . Briefly, a function , an open subset of , is called Fréchet differentiable at if there exists a bounded linear operator such that Functions are defined as being differentiable in some open neighbourhood of , rather than at individual points, as not doing so tends to lead to many pathological counterexamples.
Second derivativeIn calculus, the second derivative, or the second-order derivative, of a function f is the derivative of the derivative of f. Informally, the second derivative can be phrased as "the rate of change of the rate of change"; for example, the second derivative of the position of an object with respect to time is the instantaneous acceleration of the object, or the rate at which the velocity of the object is changing with respect to time. In Leibniz notation: where a is acceleration, v is velocity, t is time, x is position, and d is the instantaneous "delta" or change.
Derivative testIn calculus, a derivative test uses the derivatives of a function to locate the critical points of a function and determine whether each point is a local maximum, a local minimum, or a saddle point. Derivative tests can also give information about the concavity of a function. The usefulness of derivatives to find extrema is proved mathematically by Fermat's theorem of stationary points. The first-derivative test examines a function's monotonic properties (where the function is increasing or decreasing), focusing on a particular point in its domain.
Numerical analysisNumerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.
Numerical stabilityIn the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms. The precise definition of stability depends on the context. One is numerical linear algebra and the other is algorithms for solving ordinary and partial differential equations by discrete approximation. In numerical linear algebra, the principal concern is instabilities caused by proximity to singularities of various kinds, such as very small or nearly colliding eigenvalues.
Third derivativeIn calculus, a branch of mathematics, the third derivative or third-order derivative is the rate at which the second derivative, or the rate of change of the rate of change, is changing. The third derivative of a function can be denoted by Other notations can be used, but the above are the most common. Let . Then and . Therefore, the third derivative of f is, in this case, or, using Leibniz notation, Now for a more general definition. Let f be any function of x such that f ′′ is differentiable.
Ordinary differential equationIn mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other DE, its unknown(s) consists of one (or more) function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equations which may be with respect to one independent variable. A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a_0(x), .
Fractional calculusFractional calculus is a branch of mathematical analysis that studies the several different possibilities of defining real number powers or complex number powers of the differentiation operator and of the integration operator and developing a calculus for such operators generalizing the classical one.
Logarithmic derivativeIn mathematics, specifically in calculus and complex analysis, the logarithmic derivative of a function f is defined by the formula where is the derivative of f. Intuitively, this is the infinitesimal relative change in f; that is, the infinitesimal absolute change in f, namely scaled by the current value of f. When f is a function f(x) of a real variable x, and takes real, strictly positive values, this is equal to the derivative of ln(f), or the natural logarithm of f.
Partial derivativeIn mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Partial derivatives are used in vector calculus and differential geometry. The partial derivative of a function with respect to the variable is variously denoted by It can be thought of as the rate of change of the function in the -direction.
Numerical methods for ordinary differential equationsNumerical 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 can also refer to the computation of integrals. Many differential equations cannot be solved exactly. 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.
Numerical differentiationIn numerical analysis, numerical differentiation algorithms estimate the derivative of a mathematical function or function subroutine using values of the function and perhaps other knowledge about the function. The simplest method is to use finite difference approximations. A simple two-point estimation is to compute the slope of a nearby secant line through the points (x, f(x)) and (x + h, f(x + h)). Choosing a small number h, h represents a small change in x, and it can be either positive or negative.
Total orderIn mathematics, a total order or linear order is a partial order in which any two elements are comparable. That is, a total order is a binary relation on some set , which satisfies the following for all and in : (reflexive). If and then (transitive). If and then (antisymmetric). or (strongly connected, formerly called total). Reflexivity (1.) already follows from connectedness (4.), but is required explicitly by many authors nevertheless, to indicate the kinship to partial orders.
Navier–Stokes equationsThe Navier–Stokes equations (nævˈjeː_stəʊks ) are partial differential equations which describe the motion of viscous fluid substances, named after French engineer and physicist Claude-Louis Navier and Irish physicist and mathematician George Gabriel Stokes. They were developed over several decades of progressively building the theories, from 1822 (Navier) to 1842-1850 (Stokes). The Navier–Stokes equations mathematically express momentum balance and conservation of mass for Newtonian fluids.
Lexicographic orderIn mathematics, the lexicographic or lexicographical order (also known as lexical order, or dictionary order) is a generalization of the alphabetical order of the dictionaries to sequences of ordered symbols or, more generally, of elements of a totally ordered set. There are several variants and generalizations of the lexicographical ordering. One variant applies to sequences of different lengths by comparing the lengths of the sequences before considering their elements.
Equations of motionIn physics, equations of motion are equations that describe the behavior of a physical system in terms of its motion as a function of time. More specifically, the equations of motion describe the behavior of a physical system as a set of mathematical functions in terms of dynamic variables. These variables are usually spatial coordinates and time, but may include momentum components. The most general choice are generalized coordinates which can be any convenient variables characteristic of the physical system.
Order isomorphismIn the mathematical field of order theory, an order isomorphism is a special kind of monotone function that constitutes a suitable notion of isomorphism for partially ordered sets (posets). Whenever two posets are order isomorphic, they can be considered to be "essentially the same" in the sense that either of the orders can be obtained from the other just by renaming of elements. Two strictly weaker notions that relate to order isomorphisms are order embeddings and Galois connections.
Wirtinger derivativesIn complex analysis of one and several complex variables, Wirtinger derivatives (sometimes also called Wirtinger operators), named after Wilhelm Wirtinger who introduced them in 1927 in the course of his studies on the theory of functions of several complex variables, are partial differential operators of the first order which behave in a very similar manner to the ordinary derivatives with respect to one real variable, when applied to holomorphic functions, antiholomorphic functions or simply differentiabl
