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A method for predicting the onset of widespread chaos. It is based on the hypothesis that the dissolution of an invariant torus can be associated with the sudden change from ...
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 ...
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 ...
Chebyshev iteration is a method for solving nonsymmetric problems (Golub and van Loan 1996, §10.1.5; Varga, 1962, Ch. 5). Chebyshev iteration avoids the computation of inner ...
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 ...
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 ...
A predictor-corrector method for solution of ordinary differential equations. The third-order equations for predictor and corrector are y_(n+1) = ...
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