Fixed point (mathematics)hatnote|1=Fixed points in mathematics are not to be confused with other uses of "fixed point", or stationary points where math|1=f(x) = 0. In mathematics, a fixed point (sometimes shortened to fixpoint), also known as an invariant point, is a value that does not change under a given transformation. Specifically for functions, a fixed point is an element that is mapped to itself by the function. Formally, c is a fixed point of a function f if c belongs to both the domain and the codomain of f, and f(c) = c.
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.
Continuous functionIn mathematics, a continuous function is a function such that a continuous variation (that is a change without jump) of the argument induces a continuous variation of the value of the function. This means that there are no abrupt changes in value, known as discontinuities. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is .
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.
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.
Brouwer fixed-point theoremBrouwer's fixed-point theorem is a fixed-point theorem in topology, named after L. E. J. (Bertus) Brouwer. It states that for any continuous function mapping a nonempty compact convex set to itself there is a point such that . The simplest forms of Brouwer's theorem are for continuous functions from a closed interval in the real numbers to itself or from a closed disk to itself. A more general form than the latter is for continuous functions from a nonempty convex compact subset of Euclidean space to itself.
Rate of convergenceIn numerical analysis, the order of convergence and the rate of convergence of a convergent sequence are quantities that represent how quickly the sequence approaches its limit. A sequence that converges to is said to have order of convergence and rate of convergence if The rate of convergence is also called the asymptotic error constant. Note that this terminology is not standardized and some authors will use rate where this article uses order (e.g., ).
Jacobi methodIn numerical linear algebra, the Jacobi method (a.k.a. the Jacobi iteration method) is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges. This algorithm is a stripped-down version of the Jacobi transformation method of matrix diagonalization. The method is named after Carl Gustav Jacob Jacobi.
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.
Elliptic partial differential equationSecond-order linear partial differential equations (PDEs) are classified as either elliptic, hyperbolic, or parabolic. Any second-order linear PDE in two variables can be written in the form where A, B, C, D, E, F, and G are functions of x and y and where , and similarly for . A PDE written in this form is elliptic if with this naming convention inspired by the equation for a planar ellipse.
