Finite differences
Finite differences is a numerical method used to approximate derivatives of functions. It involves the use of discrete data points to estimate rates of change, which is particularly useful in fields such as numerical analysis, computer science, and engineering. The basic idea behind finite differences is to replace the continuous derivative of a function with a discrete approximation.
First order methods
First-order methods are a class of optimization algorithms that utilize first-order information, specifically the gradients, to find the minima (or maxima) of an objective function. These methods are widely used in various fields, including machine learning, statistics, and mathematical optimization, due to their efficiency and simplicity. ### Key Characteristics of First-Order Methods: 1. **Gradient Utilization**: First-order methods rely on the gradient (the first derivative) of the objective function to inform the search direction.
Interpolation
Interpolation is a mathematical and statistical technique used to estimate unknown values that fall within a range of known values. In other words, it involves constructing new data points within the bounds of a discrete set of known data points. There are several methods of interpolation, including: 1. **Linear Interpolation**: It assumes that the change between two points is linear and estimates the value of a point on that line. 2. **Polynomial Interpolation**: This method uses polynomial functions to construct the interpolation function.
Iterative methods
Iterative methods are mathematical techniques used to find solutions to problems by progressively refining an initial guess through a sequence of approximations. These methods are commonly employed in numerical analysis for solving equations, optimization problems, and in algorithms for various computational tasks. ### Key Features of Iterative Methods: 1. **Starting Point**: An initial guess is required to begin the iteration process. 2. **Iteration Process**: The method involves repeating a specific procedure or formula to generate a sequence of approximate solutions.
Mathematical optimization
Mathematical optimization is a branch of mathematics that deals with finding the best solution (or optimal solution) from a set of possible choices. It involves selecting the best element from a set of available alternatives based on certain criteria defined by a mathematical objective function, subject to constraints. Here are some key components of mathematical optimization: 1. **Objective Function**: This is the function that needs to be maximized or minimized.
Numerical analysts
Numerical analysis is a branch of mathematics that focuses on developing and analyzing algorithms for approximating solutions to mathematical problems that cannot be solved exactly. It involves the study of numerical methods for solving a variety of mathematical problems in fields such as calculus, linear algebra, differential equations, and optimization. Numerical analysts aim to create effective, stable, and efficient algorithms that can handle errors and provide reliable results.
Numerical artifacts
Numerical artifacts refer to errors or distortions in numerical data or results that arise due to various factors in computational processes. These artifacts can occur in simulations, numerical methods, data collection, or processing, and can negatively impact the accuracy and reliability of analyses and conclusions. Some common sources of numerical artifacts include: 1. **Rounding Errors**: When numbers are rounded to a certain number of significant digits, this can introduce small inaccuracies, especially in iterative calculations.
Numerical differential equations refer to techniques and methods used to approximate solutions to differential equations using numerical methods, particularly when exact analytical solutions are difficult or impossible to obtain. Differential equations describe the relationship between a function and its derivatives and are fundamental in modeling various physical, biological, and engineering processes. ### Types of Differential Equations 1. **Ordinary Differential Equations (ODEs)**: These involve functions of a single variable and their derivatives.
Numerical integration, often referred to as quadrature, is a computational technique used to approximate the value of integrals when they cannot be solved analytically or when an exact solution is impractical. It involves evaluating the integral of a function using discrete points, rather than calculating the area under the curve in a continuous manner. ### Key Concepts: 1. **Integration Basics**: - The integral of a function represents the area under its curve over a specified interval.
Numerical software
Numerical software refers to specialized programs and tools designed to perform numerical computations and analyses. These software packages are commonly used in various fields such as engineering, physics, finance, mathematics, and data science. Numerical software often provides algorithms for solving mathematical problems that cannot be solved analytically or are too complex for symbolic computation. ### Key Features of Numerical Software: 1. **Numerical Algorithms**: Implementations of various algorithms for solving mathematical problems, such as: - Linear algebra (e.g.
Structural analysis
Structural analysis is a branch of civil engineering and structural engineering that focuses on the study of structures and their ability to withstand loads and forces. It involves evaluating the effects of various loads (such as gravity, wind, seismic activity, and other environmental factors) on a structure's components, including beams, columns, walls, and foundations. The goal of structural analysis is to ensure that a structure is safe, stable, and capable of performing its intended function without failure.
2Sum
The 2Sum problem is a classic problem in computer science and programming, typically encountered in coding interviews and algorithm discussions.
Abramowitz and Stegun
"Abramowitz and Stegun" commonly refers to the book "Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables," which was edited by Milton Abramowitz and Irene A. Stegun. First published in 1964, this comprehensive reference work has been widely used in mathematics, physics, engineering, and related fields.
Adaptive step size
Adaptive step size refers to a numerical method used in computational algorithms, particularly in the context of solving differential equations, optimization problems, or other iterative processes. Rather than using a fixed step size in the calculations, an adaptive step size dynamically adjusts the step size based on certain criteria or the behavior of the function being analyzed. This approach can lead to more efficient and accurate solutions.
Adjoint state method
The adjoint state method is a powerful mathematical technique often used in the fields of optimization, control theory, and numerical simulations, particularly for problems governed by partial differential equations (PDEs). This method is especially useful in scenarios where one seeks to optimize a functional (like an objective function) that depends on the solution of a PDE. Here are the key concepts associated with the adjoint state method: ### Key Concepts 1.
Affine arithmetic
Affine arithmetic is a mathematical framework used for representing and manipulating uncertainty in numerical calculations, particularly in computer graphics, computer-aided design, and reliability analysis. It extends the concept of interval arithmetic by allowing for more flexible and precise representations of uncertain quantities. ### Key Features of Affine Arithmetic: 1. **Representation of Uncertainty**: - Affine arithmetic allows quantities to be represented as affine combinations of variables.
Aitken's delta-squared process
Aitken's delta-squared process is a numerical acceleration method commonly used to improve the convergence of a sequence. It is particularly useful for sequences that converge to a limit but do so slowly. The method aims to obtain a better approximation to the limit by transforming the original sequence into a new sequence that converges more rapidly. The method is typically applied as follows: 1. **Given a sequence** \( (x_n) \) that converges to some limit \( L \).
Anderson acceleration
Anderson acceleration is a method used to accelerate the convergence of fixed-point iterations, particularly in numerical methods for solving nonlinear equations and problems involving iterative algorithms. It is named after its creator, Donald G. Anderson, who introduced this technique in the context of solving systems of equations. The main idea behind Anderson acceleration is to combine previous iterates in a way that forms a new iterate, often using a form of linear combination of past iterates.
Applied element method
The Applied Element Method (AEM) is a numerical approach used for analyzing complex behaviors in engineering and physical sciences, particularly in the context of structural mechanics and geotechnical engineering. Developed as an extension of the traditional finite element method (FEM), AEM focuses on the modeling of discrete elements rather than continuous fields.
Approximation
Approximation refers to the process of finding a value or representation that is close to an actual value but not exact. It is often used in various fields, including mathematics, science, and engineering, when exact values are difficult or impossible to obtain. Approximations are useful in simplifying complex problems, making calculations more manageable, and providing quick estimates.