Search Java Classes and Packages
#Com.numericalmethod.suanshu.analysis.differentialequation Classes and Interfaces - 51 results found.
| Name | Description | Type | Package | Framework |
| ABMPredictorCorrector | The Adams-Bashforth predictor and the Adams-Moulton corrector pair. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| ABMPredictorCorrector1 | The Adams-Bashforth predictor and the Adams-Moulton corrector of order 1. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| ABMPredictorCorrector2 | The Adams-Bashforth predictor and the Adams-Moulton corrector of order 2. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| ABMPredictorCorrector3 | The Adams-Bashforth predictor and the Adams-Moulton corrector of order 3. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| ABMPredictorCorrector4 | The Adams-Bashforth predictor and the Adams-Moulton corrector of order 4. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| ABMPredictorCorrector5 | The Adams-Bashforth predictor and the Adams-Moulton corrector of order 5. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| AdamsBashforthMoulton | This class uses an Adams-Bashford predictor and an Adams-Moulton corrector of the specified order. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton | SuanShu |
| AlternatingDirectionImplicitMethod | Alternating direction implicit (ADI) method is an implicit method for obtaining numerical approximations to the solution of a HeatEquation2D. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim2 | SuanShu |
| BurlischStoerExtrapolation | Burlisch-Stoer extrapolation (or Gragg-Bulirsch-Stoer (GBS)) algorithm combines three powerful ideas: Richardson extrapolation, the use of rational function extrapolation in Richardson-type | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.extrapolation | SuanShu |
| ConvectionDiffusionEquation1D | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation | SuanShu | |
| CrankNicolsonConvectionDiffusionEquation1D | This class uses the Crank-Nicolson scheme to obtain a numerical solution of a one-dimensional convection-diffusion PDE. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation | SuanShu |
| CrankNicolsonConvectionDiffusionEquation1D .Coefficients | Gets the coefficients of a discretized 1D convection-diffusion equation for each time step. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation | SuanShu |
| CrankNicolsonHeatEquation1D | The Crank-Nicolson method is an algorithm for obtaining a numerical solution to parabolic PDE problems. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation | SuanShu |
| CrankNicolsonHeatEquation1D .Coefficients | Gets the coefficients of a discretized 1D heat equation for each timeSee Also:"section 9. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation | SuanShu |
| DerivativeFunction | Defines the derivative function F(x, y) for ODE problems. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem | SuanShu |
| EulerMethod | The Euler method is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver | SuanShu |
| ExplicitCentralDifference1D | This explicit central difference method is a numerical technique for solving the one-dimensional wave equation by the following explicit | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1 | SuanShu |
| ExplicitCentralDifference2D | This explicit central difference method is a numerical technique for solving the two-dimensional wave equation by the following explicit | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim2 | SuanShu |
| HeatEquation1D | A one-dimensional heat equation (or diffusion equation) is a parabolic PDE that takes the frac{partial u}{partial t} = eta frac{partial^2 u}{partial x^2}, | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation | SuanShu |
| HeatEquation2D | A two-dimensional heat equation (or diffusion equation) is a parabolic PDE that takes the frac{partial u}{partial t} | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.parabolic.dim2 | SuanShu |
| IterativeCentralDifference | An iterative central difference algorithm to obtain a numerical approximation to Poisson's equations with Dirichlet boundary conditions. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.elliptic.dim2 | SuanShu |
| ODE | An ordinary differential equation (ODE) is an equation in which there is only one independent variable and one or more derivatives of a dependent variable with respect to the independent | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem | SuanShu |
| ODE1stOrder | A first order ordinary differential equation (ODE) initial value problem (IVP) takes the where y0 is known, and the solution of the problem is y(x) for the | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem | SuanShu |
| ODE1stOrderWith2ndDerivative | Some ODE solvers require the second derivative for more accurate Taylor series approximation. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.problem | SuanShu |
| ODEIntegrator | This defines the interface for the numerical integration of a first order ODE, for a sequence of pre-defined steps. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver | SuanShu |
| ODESolution | Solution to an ODE problem. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver | SuanShu |
| ODESolver | Solver for first order ODE problems. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver | SuanShu |
| PDE | A partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.pde | SuanShu |
| PDESolutionGrid2D | A solution to a bivariate PDE, which is applicable to methods which produce the solution as a two-dimensional grid. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference | SuanShu |
| PDESolutionTimeSpaceGrid1D | A solution to an one-dimensional PDE, which is applicable to methods which produce the solution | Interface | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference | SuanShu |
| PDESolutionTimeSpaceGrid2D | A solution to a two-dimensional PDE, which is applicable to methods which produce the solution as a three-dimensional grid of time and space. | Interface | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference | SuanShu |
| PDESolver | Interface | com.numericalmethod.suanshu.analysis.differentialequation.pde | SuanShu | |
| PDETimeSpaceGrid1D | This grid numerically solves a 1D PDE, e. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference | SuanShu |
| PoissonEquation2D | Poisson's equation is an elliptic PDE that takes the following general form. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.elliptic.dim2 | SuanShu |
| RungeKutta | The Runge-Kutta methods are an important family of implicit and explicit iterative methods for the approximation of solutions of ordinary differential equations. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta1 | This is the first-order Runge-Kutta formula, which is the same as the Euler method. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta10 | This is the tenth-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta2 | This is the second-order Runge-Kutta formula, which can be implemented efficiently with a three-step algorithm. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta3 | This is the third-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta4 | This is the fourth-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta5 | This is the fifth-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta6 | This is the sixth-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta7 | This is the seventh-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKutta8 | This is the eighth-order Runge-Kutta formula. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKuttaFehlberg | The Runge-Kutta-Fehlberg method is a version of the classic Runge-Kutta method, which additionally uses step-size control and hence allows specification of a local truncation error | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKuttaIntegrator | This integrator works with a single-step stepper which estimates the solution for the next step given the solution of the current step. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu |
| RungeKuttaStepper | Interface | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.rungekutta | SuanShu | |
| SemiImplicitExtrapolation | Semi-Implicit Extrapolation is a method of solving ordinary differential equations, that is similar to Burlisch-Stoer extrapolation. | Class | com.numericalmethod.suanshu.analysis.differentialequation.ode.ivp.solver.extrapolation | SuanShu |
| UnsatisfiableErrorCriterionException | An exception that is thrown when the error criterion cannot be met. | Class | com.numericalmethod.suanshu.analysis.differentialequation | SuanShu |
| WaveEquation1D | A one-dimensional wave equation is a hyperbolic PDE that takes the following form. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1 | SuanShu |
| WaveEquation2D | A two-dimensional wave equation is a hyperbolic PDE that takes the following form. | Class | com.numericalmethod.suanshu.analysis.differentialequation.pde.finitedifference.hyperbolic.dim2 | SuanShu |