Collocation method: Difference between revisions

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In mathematics, a '''collocation method''' is a method for the [[numerical analysis|numerical]] solution of [[ordinary differential equation]]s, [[partial differential equation]]s and [[integral equation]]s. The idea is to choose a finite-dimensional space of candidate solutions (usually [[polynomial]]s up to a certain degree) and a number of points in the ___domain (called ''collocation points''), and to select that solution which satisfies the given equation at the collocation points.

== Ordinary differential equations ==

Suppose that the [[ordinary differential equation]]

:<math> y'(t) = f(t,y(t)), \quad y(t_0)=y_0, </math>

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{{DEFAULTSORT:Collocation Method}}

[[Category:Numerical differential equations]]≠<ref></ref>