power series solutions of linear differential equations
Tài liệu Integration of Ordinary Differential Equations part 1 doc
... Integration of Ordinary Differential Equations 16.0 IntroductionProblems involving ordinary differential equations (ODEs) can always bereduced to the study of sets of first-order differential equations. ... auxiliary variables.The generic problem in ordinary differential equations is thus reduced to thestudy of a set of N coupled first-order differential equations for the functionsyi,i=1,2, ,N, having ... 1973,Computational Methods in Ordinary Differential Equations (New York: Wiley).Lapidus, L., and Seinfeld, J. 1971,Numerical Solution of Ordinary Differential Equations (NewYork: Academic Press).16.1...
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Tài liệu Integration of Ordinary Differential Equations part 2 pptx
... 1973,Computational Methods in Ordinary Differential Equations (New York: Wiley).Lapidus, L., and Seinfeld, J. 1971,Numerical Solution of Ordinary Differential Equations (NewYork: Academic Press).16.1 ... information onlyat the beginning of that interval (see Figure 16.1.1). That means (and you can verifyby expansion in power series) that the step’s error is only one power of h smallerthan the correction, ... 710Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
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Tài liệu Solution of Linear Algebraic Equations part 1 docx
... trade@cup.cam.ac.uk (outside North America).Chapter 2. Solution of Linear Algebraic Equations 2.0 IntroductionA set of linear algebraic equations looks like this:a11x1+ a12x2+ a13x3+ ... equations as unknowns, and there is a goodchance of solving for a unique solution set of xj’s. Analytically, there can fail tobe a unique solution if one or more of the M equations is a linear ... While not exact linear combinations of each other, some of the equations may be so close to linearly dependent that roundoff errors in the machinerender them linearly dependent at some stage in...
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Tài liệu Solution of Linear Algebraic Equations part 2 ppt
... of N ì N matrices, with M sets of right-handside vectors, in completely analogous fashion. The routine implemented belowis, of course, general. 38Chapter 2. Solution of Linear Algebraic Equations Sample ... of this procedure, however, isthatthechoice of pivotwilldepend on the originalscaling of the equations. If we takethe third linear equation in our original set and multiply it by a factor of ... rows of A and the corresponding rows of the b’sand of 1, does not change (or scramble in any way) the solution x’s andY. Rather, it just corresponds to writing the same set of linear equations in...
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Tài liệu Solution of Linear Algebraic Equations part 11 ppt
... not used for typical systems of linear equations. However, we willmeet special cases where QR is the method of choice. 100Chapter 2. Solution of Linear Algebraic Equations Sample page from NUMERICAL ... solve linear systems. In many applications only thepart (2.10.4) of the algorithm is needed, so we separate it off into its own routine rsolv. 98Chapter 2. Solution of Linear Algebraic Equations Sample ... solve the next set of linear equations. The LUdecomposition is complicated to update because of pivoting. However, QR turns out to bequite simple for a very common kind of update,A → A + s...
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Tài liệu Integration of Ordinary Differential Equations part 3 doc
... generally useful stepperroutine is this: One of the arguments of the routine will of course be the vector of dependent variables at the beginning of a proposed step. Call that y[1 n].Letus require ... ,n−1y(x+H)≈yn≡12[zn+zn−1+hf(x + H, zn)](16.3.2) 714Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... informationcan beobtained. Obviously, 720Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
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Tài liệu Integration of Ordinary Differential Equations part 4 ppt
... 722Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... usefulness ofthe modied midpointmethod tothe Bulirsch-Stoertechnique(Đ16.4) derives from a deep result about equations (16.3.2), due to Gragg. It turnsout that the error of (16.3.2), expressed as a power ... power series in h, the stepsize, containsonly even powers of h,yn− y(x + H)=∞i=1αih2i(16.3.3)where H is held constant, but h changes by varying n in (16.3.1). The importance of this...
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Tài liệu Integration of Ordinary Differential Equations part 5 pdf
... extrapolate eachcomponent of a vector of quantities. 728Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN ... methoda degree of robustness for problems with discontinuities.Let us remind you once again that scaling of the variables is often crucial forsuccessful integration of differential equations. The ... is discussed in Đ16.7.) 726Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
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Tài liệu Integration of Ordinary Differential Equations part 6 pdf
... vol. 27, pp. 505–535.16.6 Stiff Sets of Equations As soon as one deals with more than one first-order differential equation, thepossibility of a stiff set of equations arises. Stiffness occurs ... Second-Order Conservative Equations Usually when you have a system of high-order differential equations to solve it is bestto reformulate them as a system of rst-order equations, as discussed ... compatibility with bsstep the arrays y and d2y are of length 2n for asystem of n second-order equations. The values of y arestoredinthefirstnelements of y,while the first derivatives are stored in...
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