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Differential evolution is a stochastic parallel direct search evolution strategy optimization method that is fairly fast and reasonably robust. Differential evolution is ...

Separation of variables is a method of solving ordinary and partial differential equations. For an ordinary differential equation (dy)/(dx)=g(x)f(y), (1) where f(y)is nonzero ...

An initial point that provides safe convergence of Newton's method (Smale 1981; Petković et al. 1997, p. 1).

A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Rosenbrock methods.

A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Kaps-Rentrop methods.

Newton's method for finding roots of a complex polynomial f entails iterating the function z-[f(z)/f^'(z)], which can be viewed as applying the Euler backward method with ...

A method of stochastic optimization including techniques such as gradient search or Robbins-Monro stochastic approximation.

For discrete problems in which no efficient solution method is known, it might be necessary to test each possibility sequentially in order to determine if it is the solution. ...

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 ...

A method of displaying simple statistical parameters including hinges, the statistical median, and upper and lower values.