Conjugate gradient methodIn mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-definite. The conjugate gradient method is often implemented as an iterative algorithm, applicable to sparse systems that are too large to be handled by a direct implementation or other direct methods such as the Cholesky decomposition. Large sparse systems often arise when numerically solving partial differential equations or optimization problems.
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.
Arnoldi iterationIn numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method. Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices. The Arnoldi method belongs to a class of linear algebra algorithms that give a partial result after a small number of iterations, in contrast to so-called direct methods which must complete to give any useful results (see for example, Householder transformation).
Galerkin methodIn mathematics, in the area of numerical analysis, Galerkin methods are named after the Soviet mathematician Boris Galerkin. They convert a continuous operator problem, such as a differential equation, commonly in a weak formulation, to a discrete problem by applying linear constraints determined by finite sets of basis functions.
Probabilistic numericsProbabilistic numerics is an active field of study at the intersection of applied mathematics, statistics, and machine learning centering on the concept of uncertainty in computation. In probabilistic numerics, tasks in numerical analysis such as finding numerical solutions for integration, linear algebra, optimization and simulation and differential equations are seen as problems of statistical, probabilistic, or Bayesian inference.
Exponential decayA quantity is subject to exponential decay if it decreases at a rate proportional to its current value. Symbolically, this process can be expressed by the following differential equation, where N is the quantity and λ (lambda) is a positive rate called the exponential decay constant, disintegration constant, rate constant, or transformation constant: The solution to this equation (see derivation below) is: where N(t) is the quantity at time t, N0 = N(0) is the initial quantity, that is, the quantity at time t = 0.
Heun's methodIn mathematics and computational science, Heun's method may refer to the improved or modified Euler's method (that is, the explicit trapezoidal rule), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. Both variants can be seen as extensions of the Euler method into two-stage second-order Runge–Kutta methods.
Numerical weather predictionNumerical weather prediction (NWP) uses mathematical models of the atmosphere and oceans to predict the weather based on current weather conditions. Though first attempted in the 1920s, it was not until the advent of computer simulation in the 1950s that numerical weather predictions produced realistic results. A number of global and regional forecast models are run in different countries worldwide, using current weather observations relayed from radiosondes, weather satellites and other observing systems as inputs.
Round-off errorIn computing, a roundoff error, also called rounding error, is the difference between the result produced by a given algorithm using exact arithmetic and the result produced by the same algorithm using finite-precision, rounded arithmetic. Rounding errors are due to inexactness in the representation of real numbers and the arithmetic operations done with them. This is a form of quantization error.
Computer simulationComputer simulation is the process of mathematical modelling, performed on a computer, which is designed to predict the behaviour of, or the outcome of, a real-world or physical system. The reliability of some mathematical models can be determined by comparing their results to the real-world outcomes they aim to predict. Computer simulations have become a useful tool for the mathematical modeling of many natural systems in physics (computational physics), astrophysics, climatology, chemistry, biology and manufacturing, as well as human systems in economics, psychology, social science, health care and engineering.
