Concepts inAn MEBDF code for stiff initial value problems
Initial value problem
In mathematics, in the field of differential equations, an initial value problem (also called the Cauchy problem by some authors) is an ordinary differential equation together with a specified value, called the initial condition, of the unknown function at a given point in the domain of the solution.
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Numerical integration
In numerical analysis, numerical integration constitutes 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.
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Stiff equation
In mathematics, a stiff equation is a differential equation for which certain numerical methods for solving the equation are numerically unstable, unless the step size is taken to be extremely small. It has proved difficult to formulate a precise definition of stiffness, but the main idea is that the equation includes some terms that can lead to rapid variation in the solution.
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Derivative
In calculus, a branch of mathematics, the derivative is a measure of how a function changes as its input changes. Loosely speaking, a derivative can be thought of as how much one quantity is changing in response to changes in some other quantity; for example, the derivative of the position of a moving object with respect to time is the object's instantaneous velocity.
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Set (mathematics)
A set is a collection of well defined and distinct objects, considered as an object in its own right. Sets are one of the most fundamental concepts in mathematics. Developed at the end of the 19th century, set theory is now a ubiquitous part of mathematics, and can be used as a foundation from which nearly all of mathematics can be derived.
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