Solving linear, nonlinear equations, integral, ordinary differential equations, ... using numerical methods in fortran
LU
PLU (TODO)
QR (TODO)
Normal distribution
- Box–Muller transform
- Ratio-of-uniforms method
Newton-Raphson
Fix point
One-dimensional
- Rectangle rule.
- Trapezoidal rule.
- Simpson's rule.
- Gauss-Hermite (TODO)
- Gauss-Laguerre (TODO)
N-dimensional
- Monte Carlo (TODO)
- Sparse grids (TODO)
- Bayesian Quadrature (TODO)
Monostep
- Euler explicit
- Euler implicit (TODO)
- Runge-Kutta fourth order method (classical)
Multistep
- Adams-Bashforth
- Adams-Moulton (TODO)
- Nyström (TODO)
- Mile-Simpson (TODO)
- Backward differentiation formula (TODO)
- Euler-Maruyama method
- Milstein Method (TODO)
- Strong Order 1.0 Runge-Kutta Method
- Strong Order 1.5 Taylor Method (TODO)
- Weak Order 2 Taylor Method (TODO)
- Weak Order 2 Runge-Kutta Method
pgplot and dislin libraries are necessary to plot the examples:
pgplot
, dislin
Example 4: isotherm transesterification reaction at 50 C (link
)
Where:
- [TG] Triglycerides.
- [DG] Diglycerides.
- [MG] Monoglycerides.
- [GL] Glycerin.
- [A] Alcohol.
- [E] Ethylester.
Force Regulation by Nascent Adhesion Sites (Robijn Bruinsma)
Where:
- G(0,1) standard normal distribution.