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An algorithm for finding the nearest local minimum of a function which presupposes that the gradient of the function can be computed. The method of steepest descent, also ...

A method for solving ordinary differential equations using the formula y_(n+1)=y_n+hf(x_n,y_n), which advances a solution from x_n to x_(n+1)=x_n+h. Note that the method ...

The finite volume method is a numerical method for solving partial differential equations that calculates the values of the conserved variables averaged across the volume. ...

Generalizes the secant method of root finding by using quadratic 3-point interpolation q=(x_n-x_(n-1))/(x_(n-1)-x_(n-2)). (1) Then define A = ...

Adams' method is a numerical method for solving linear first-order ordinary differential equations of the form (dy)/(dx)=f(x,y). (1) Let h=x_(n+1)-x_n (2) be the step ...

An implicit method for solving an ordinary differential equation that uses f(x_n,y_n) in y_(n+1). In the case of a heat equation, for example, this means that a linear system ...

A direct search method of optimization that works moderately well for stochastic problems. It is based on evaluating a function at the vertices of a simplex, then iteratively ...

The conjugate gradient method is not suitable for nonsymmetric systems because the residual vectors cannot be made orthogonal with short recurrences, as proved in Voevodin ...

A root-finding method which was among the most popular methods for finding roots of univariate polynomials in the 19th and 20th centuries. It was invented independently by ...

A root-finding algorithm also known as the tangent hyperbolas method or Halley's rational formula. As in Halley's irrational formula, take the second-order Taylor series ...