Cauchy boundary conditionIn mathematics, a Cauchy (koʃi) boundary condition augments an ordinary differential equation or a partial differential equation with conditions that the solution must satisfy on the boundary; ideally so as to ensure that a unique solution exists. A Cauchy boundary condition specifies both the function value and normal derivative on the boundary of the domain. This corresponds to imposing both a Dirichlet and a Neumann boundary condition. It is named after the prolific 19th-century French mathematical analyst Augustin-Louis Cauchy.
Mixed boundary conditionIn mathematics, a mixed boundary condition for a partial differential equation defines a boundary value problem in which the solution of the given equation is required to satisfy different boundary conditions on disjoint parts of the boundary of the domain where the condition is stated. Precisely, in a mixed boundary value problem, the solution is required to satisfy a Dirichlet or a Neumann boundary condition in a mutually exclusive way on disjoint parts of the boundary.
Finite difference methodIn numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time interval (if applicable) are discretized, or broken into a finite number of steps, and the value of the solution at these discrete points is approximated by solving algebraic equations containing finite differences and values from nearby points.
Initial conditionIn mathematics and particularly in dynamic systems, an initial condition, in some contexts called a seed value, is a value of an evolving variable at some point in time designated as the initial time (typically denoted t = 0). For a system of order k (the number of time lags in discrete time, or the order of the largest derivative in continuous time) and dimension n (that is, with n different evolving variables, which together can be denoted by an n-dimensional coordinate vector), generally nk initial conditions are needed in order to trace the system's variables forward through time.
Initial value problemIn multivariable calculus, an initial value problem (IVP) is an ordinary differential equation together with an initial condition which specifies the value of the unknown function at a given point in the domain. Modeling a system in physics or other sciences frequently amounts to solving an initial value problem. In that context, the differential initial value is an equation which specifies how the system evolves with time given the initial conditions of the problem.
Harmonic functionIn mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function where U is an open subset of \mathbb R^n, that satisfies Laplace's equation, that is, everywhere on U. This is usually written as or The descriptor "harmonic" in the name harmonic function originates from a point on a taut string which is undergoing harmonic motion. The solution to the differential equation for this type of motion can be written in terms of sines and cosines, functions which are thus referred to as harmonics.
Helmholtz equationIn mathematics, the Helmholtz equation is the eigenvalue problem for the Laplace operator. It corresponds to the linear partial differential equation where ∇2 is the Laplace operator, k2 is the eigenvalue, and f is the (eigen)function. When the equation is applied to waves, k is known as the wave number. The Helmholtz equation has a variety of applications in physics, including the wave equation and the diffusion equation, and it has uses in other sciences.
Hyperbolic partial differential equationIn mathematics, a hyperbolic partial differential equation of order is a partial differential equation (PDE) that, roughly speaking, has a well-posed initial value problem for the first derivatives. More precisely, the Cauchy problem can be locally solved for arbitrary initial data along any non-characteristic hypersurface. Many of the equations of mechanics are hyperbolic, and so the study of hyperbolic equations is of substantial contemporary interest. The model hyperbolic equation is the wave equation.
Laplace's equationIn mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties. This is often written as or where is the Laplace operator, is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.
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.
