Relaxation Methods

Methods of solving an Ordinary Differential Equation by replacing it with a Finite Difference equation on a regular grid spanning the domain of interest. The finite difference equations are then solved using an $n$-D Newton's Method or other similar algorithm.

References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Richardson Extrapolation and the Bulirsch-Stoer Method.'' §17.3 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 753-763, 1992.