Numerical analysis

The mathematical term well-posed problem stems from a definition given by Jacques Hadamard.

An approximation is anything that is similar but not exactly equal to something else.

The Matrix Template Library (MTL) is a linear algebra library for C++ programs.

Elmer is computational tool for multi-physics problems.

In mathematics, finite-difference methods (FDM) are numerical methods for solving differential equations by approximating them with difference equations, in which finite differences approximate the derivatives.

In the field of numerical analysis, the condition number of a function with respect to an argument measures how much the output value of the function can change for a small change in the input argument.

Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, geometrical transformations, numerical solvers and related algorithms.

In numerical analysis, numerical integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations.

GetFEM++ is a generic finite element C++ library with interfaces for Python, Matlab and Scilab.

In statistics, propagation of uncertainty (or propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them.

In mathematics, in the area of numerical analysis, Galerkin methods are a class of methods for converting a continuous operator problem (such as a differential equation) to a discrete problem.

ND4S is a free, open-source extension of the Scala programming language operating on the Java Virtual Machine—though it is compatible with both Java and Clojure.

Abramowitz and Stegun (AS) is the informal name of a mathematical reference work edited by Milton Abramowitz and Irene Ann Stegun of the United States National Bureau of Standards (NBS), now the National Institute of Standards and Technology (NIST).

In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled.

Hermes2D (Higher-order modular finite element system) is a C++/Python library of algorithms for rapid development of adaptive hp-FEM solvers.

ND4J is a scientific computing library, written in the programming language C++, operating on the Java virtual machine (JVM), and compatible with the languages Java, Scala, and Clojure.

Curve fitting is the process of constructing a curve, or mathematical function, that has the best fit to a series of data points, possibly subject to constraints.