Tag Archives: Numerical Analysis

Solving ODEs Numerically

In this post we are going to look at two methods for approximating a solution to some ordinary differential equation. We will only consider the first order separable initial value problems. Here, the ‘first order’ means that the problem contains … Continue reading

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Solving Nonlinear Equations Numerically

Knowing the roots of some nonlinear equation allows us to answer the question about which values of x make equal to zero. There are many approaches to findings the roots of equation in nonlinear algebra. Some of the well-known ones … Continue reading

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Random Numbers Generator

At the heart of any Monte Carlo method are two fundamental building blocks. The first is the generation of uniform random variables. The second is the transformation of the generated uniform distribution to whichever is the required distribution for the … Continue reading

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Comparing Numerical Integration Methods

In this post I will re-introduce and compare four well-known numerical integration techniques for approximating definite integrals of single-variable functions (e.g. polynomials). The compared techniques, in the order of least to the most accurate, are: Rectangle rule; Mid-point rule; Trapezoid … Continue reading

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