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Levenberg-Marquardt is a popular alternative to the Gauss-Newton method of finding the minimum of a function F(x) that is a sum of squares of nonlinear functions, ...

The method of exhaustion was an integral-like limiting process used by Archimedes to compute the area and volume of two-dimensional lamina and three-dimensional solids.

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 ...

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 ...