Concepts inFixed versus variable order Runge-Kutta
Runge¿Kutta methods
In numerical analysis, the Runge¿Kutta methods are an important family of implicit and explicit iterative methods for the approximation of solutions of ordinary differential equations. These techniques were developed around 1900 by the German mathematicians C. Runge and M.W. Kutta. See the article on numerical ordinary differential equations for more background and other methods. See also List of Runge¿Kutta methods.
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Linear multistep method
Linear multistep methods are used for the numerical solution of ordinary differential equations. Conceptually, a numerical method starts from an initial point and then takes a short step forward in time to find the next solution point. The process continues with subsequent steps to map out the solution. Single-step methods refer to only one previous point and its derivative to determine the current value.
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Extrapolation
In mathematics, extrapolation is the process of constructing new data points. It is similar to the process of interpolation, which constructs new points between known points, but the results of extrapolations are often less meaningful, and are subject to greater uncertainty. It may also mean extension of a method, assuming similar methods will be applicable.
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Numerical methods for ordinary differential equations
Numerical ordinary differential equations is the part of numerical analysis which studies the numerical solution of ordinary differential equations (ODEs). This field is also known under the name numerical integration, but some people reserve this term for the computation of integrals. Many differential equations cannot be solved analytically; however, in science and engineering, a numeric approximation to the solution is often good enough to solve a problem.
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Numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to general symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). One of the earliest mathematical writings is a Babylonian tablet from the Yale Babylonian Collection(YBC 7289), which gives a sexagesimal numerical approximation of, the length of the diagonal in a unit square.
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Fixed point (mathematics)
Not to be confused with a stationary point where f'(x) = 0. In mathematics, a fixed point (sometimes shortened to fixpoint, also known as an invariant point) of a function is a point that is mapped to itself by the function. A set of fixed points is sometimes called a fixed set. That is to say, c is a fixed point of the function f(x) if and only if f(c) = c. For example, if f is defined on the real numbers by then 2 is a fixed point of f, because f(2) = 2.
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