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Numerical methods wiki map
Each card shows which pages a guide, derivation or exercise points to. The counter tells how many pages reference it.
Most referenced pages
Taylor and the truncation error14Heun's method12Newton-Raphson method12Euler's method11Closed Newton-Cotes: trapezoid, Simpson and more10Runge-Kutta method (RK4)10Lagrange interpolation9Finite differences: the first derivative8Newton for nonlinear systems8Newton interpolation and divided differences7Adams-Bashforth methods7Convergence order and efficiency7
Foundations
Interpolation
Interpolation: idea, existence and error
Newton interpolation and divided differences
Lagrange interpolation
Hermite interpolation
Cubic splines
Derivation: Newton coefficients via divided differences
Derivation: Lagrange basis functions
Exercise: Hermite with the Bessel function
Exercise: Newton with population data
Exercise: Lagrange with population data
Differentiation
Integration
Numerical quadrature from Lagrange
Closed Newton-Cotes: trapezoid, Simpson and more
Open Newton-Cotes and midpoint
Gaussian quadrature
Numerical multiple integration
Derivation: trapezoid rule
Derivation: composite trapezoid
Derivation: simple midpoint
Derivation: composite midpoint
Derivation: Simpson 1/3
Derivation: two-point Gauss-Legendre
Exercise: trapezoid and Simpson on a smooth integral
Exercise: trapezoid and midpoint
Exercise: work from tabulated data
Exercise: Gauss-Legendre on a general interval
Exercise: Gauss-Chebyshev and an error bound
Exercise: double integral with Gauss-Legendre
Exercise: double integral of a surface
ODEs
Initial value problems
Euler's method
Initial value problemsTaylor and the truncation errorDerivation: Euler's method and its orderDerivation: implicit EulerHeun's methodConvergence, consistency and orderExercise: Euler and RK4 by hand on a first-order ODEExercise: stability of explicit and implicit EulerExercise: numerical order estimation (Euler, Heun, RK4)Newton-Raphson method
Heun's method
Runge-Kutta method (RK4)
Convergence, consistency and order
Adams-Bashforth methods
Adams-Moulton methods
Predictor-corrector methods
Stiff problems and stability
Derivation: Euler's method and its order
Derivation: implicit Euler
Derivation: Heun's method
Derivation: fourth-order Runge-Kutta
Derivation: two-step Adams-Bashforth (AB2)
Derivation: one-step Adams-Moulton (AM2)
Exercise: Euler and RK4 by hand on a first-order ODE
Exercise: second-order ODE as a system, by hand
Exercise: numerical order estimation (Euler, Heun, RK4)
Exercise: stability of explicit and implicit Euler
Exercise: the SIR model with Euler, Heun and RK4
Exercise: AB2 and order estimation
Exercise: explicit versus predictor-corrector
Linear systems
Nonlinear equations
Nonlinear equations: the problem and iterative methods
Bisection method
Fixed-point iteration
Newton-Raphson method
Derivative-free methods: secant and Steffensen
Convergence order and efficiency
High-order methods: Halley, Traub, Ostrowski and Jarratt
Derivation: Newton-Raphson and its quadratic order
Derivation: bisection error bound
Derivation: fixed-point convergence and order
Exercise: bisection by hand
Exercise: Newton on x=cos²x
Exercise: the secant by hand
Exercise: numerical comparison of iterative methods
Nonlinear systems
Systems of nonlinear equations
Nonlinear equations: the problem and iterative methodsConvergence order and efficiencyNewton for nonlinear systemsCost and efficiency in dimension nHigh order in systems: Traub, Golden Ratio, NA, Jarratt and RNLinear systems: error, residual and conditioningDerivation: fixed-point convergence and order
Newton for nonlinear systems
Newton-Raphson methodSystems of nonlinear equationsDerivation: Newton for systems by linearizationLinear systems: error, residual and conditioningHigh order in systems: Traub, Golden Ratio, NA, Jarratt and RNExercise: Newton for a system, by handExercise: Newton on a 2×2 system with iteration tableCost and efficiency in dimension nHigh-order methods: Halley, Traub, Ostrowski and Jarratt