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  2. One-way wave equation - Wikipedia

    en.wikipedia.org/wiki/One-way_wave_equation

    A one-way wave equation is a first-order partial differential equation describing one wave traveling in a direction defined by the vector wave velocity. It contrasts with the second-order two-way wave equation describing a standing wavefield resulting from superposition of two waves in opposite directions (using the squared scalar wave velocity ...

  3. First-order partial differential equation - Wikipedia

    en.wikipedia.org/wiki/First-order_partial...

    In mathematics, a first-order partial differential equation is a partial differential equation that involves only first derivatives of the unknown function of n variables. The equation takes the form. Such equations arise in the construction of characteristic surfaces for hyperbolic partial differential equations, in the calculus of variations ...

  4. Method of characteristics - Wikipedia

    en.wikipedia.org/wiki/Method_of_characteristics

    e. In mathematics, the method of characteristics is a technique for solving partial differential equations. Typically, it applies to first-order equations, although more generally the method of characteristics is valid for any hyperbolic and parabolic partial differential equation.

  5. Godunov's scheme - Wikipedia

    en.wikipedia.org/wiki/Godunov's_scheme

    Godunov's scheme. In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by Sergei Godunov in 1959, [ 1] for solving partial differential equations. One can think of this method as a conservative finite volume method which solves exact, or approximate Riemann problems at each inter ...

  6. Hamilton–Jacobi equation - Wikipedia

    en.wikipedia.org/wiki/Hamilton–Jacobi_equation

    Overview. The Hamilton–Jacobi equation is a first-order, non-linear partial differential equation. for a system of particles at coordinates ⁠ ⁠. The function is the system's Hamiltonian giving the system's energy. The solution of the equation is the action functional, ⁠ ⁠, [ 4] called Hamilton's principal function in older textbooks.

  7. Calculus of variations - Wikipedia

    en.wikipedia.org/wiki/Calculus_of_Variations

    Miscellanea. v. t. e. The calculus of variations (or variational calculus) is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions to the real numbers. [ a] Functionals are often expressed as definite integrals ...

  8. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    For example, the second-order equation y′′ = −y can be rewritten as two first-order equations: y′ = z and z′ = −y. In this section, we describe numerical methods for IVPs, and remark that boundary value problems (BVPs) require a different set of tools. In a BVP, one defines values, or components of the solution y at more than one ...

  9. Upwind scheme - Wikipedia

    en.wikipedia.org/wiki/Upwind_scheme

    In computational physics, the term advection scheme refers to a class of numerical discretization methods for solving hyperbolic partial differential equations. In the so-called upwind schemes typically, the so-called upstream variables are used to calculate the derivatives in a flow field. That is, derivatives are estimated using a set of data ...