... 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 ... 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 ... that derive from this basic712Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... 848Chapter 19. PartialDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... evolve through of order λ2/(∆x)2steps before things start to happen on thescale of interest. This number of steps is usually prohibitive. We must thereforefind a stable way of taking timesteps ... amplitudes, so that the evolution of the larger-scale features of interest takes place superposed with a kind of “frozen in” (though fluctuating)background of small-scale stuff. This answer gives...
... 856Chapter 19. PartialDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... ∆t)···un+1= Um(un+(m−1)/m, ∆t)(19.3.20)854Chapter 19. PartialDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... 1977,Numerical Methods for PartialDifferential Equations , 2nd ed. (New York:Academic Press), Chapter 2.Goldberg, A., Schey, H.M., and Schwartz, J.L. 1967,American Journal of Physics, vol. 35,pp....
... level of CR, we have reduced the number ofequations by a factor of two. Since the resulting equations are of the same form as the original equation, wecan repeat the process. Taking the number of ... 862Chapter 19. PartialDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... systems.In practice, equations (19.4.33) should be rewritten to avoid numerical instabil-ity. For these and other practical details, refer to[2].860Chapter 19. PartialDifferential Equations Sample...
... 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 ... Initial Value Problems in Ordinary Differential Equations (EnglewoodCliffs, NJ: Prentice-Hall). [1]Cash, J.R., and Karp, A.H. 1990,ACM Transactions on Mathematical Software, vol. 16, pp. 201–222. ... modified midpoint method, which advances a vector of dependent variables y(x) from a point x to a point x + H by a sequence of nsubsteps each of size h,h = H/n (16.3.1)In principle, one could...
... 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 ofequations arises. Stiffness occurs ... intermediate values of y and x.y[i]=ysav[i]+A31*g1[i]+A32*g2[i];736Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING ... matrix of the partial derivatives of the right-handside(the Jacobianmatrix). Rearrange equation (16.6.16) into the formyn+1= yn+ h1 − h∂f∂y−1· f(yn)(16.6.17)16.6 Stiff Sets of Equations 741Sample...
... 19. Partial Differential Equations 19.0 IntroductionThe numerical treatment ofpartialdifferentialequations is, by itself, a vastsubject. Partialdifferentialequations are at the heart of ... entiresecondvolume of Numerical Recipes dealing with partialdifferentialequations alone. (Thereferences[1-4]provide, of course, available alternatives.)In most mathematics books, partialdifferentialequations ... What are the variables?• What equations are satisfied in the interior of the region of interest?• What equations are satisfied by points on the boundary of the region of interest? (Here Dirichlet...
... various ways of improving the accuracy of first-order upwinddifferencing. In the continuum equation, material originally a distance v∆t away840Chapter 19. PartialDifferential Equations Sample ... of thedifference equations are so slowly varying as to be considered constant in spaceand time. In that case, the independent solutions, or eigenmodes, of the difference equations are all of ... Colella, P. 1984,Journal of Computational Physics, vol. 54, pp. 174–201. [6]842Chapter 19. PartialDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING...
... Integration of Ordinary Differential Equations 16.0 IntroductionProblems involving ordinary differentialequations (ODEs) can always bereduced to the study of sets of first-order differential equations. ... auxiliary variables.The generic problem in ordinary differentialequations is thus reduced to thestudy of a set of N coupled first-order differentialequations 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...
... ease of programming outweighs expense of computertime. Occasionally, the sparse matrix methods of §2.7 are useful for solving a set of difference equations directly. For production solution of ... adjust the various components of the algorithmwithin this framework to solve your specific problem. We can only give a brief868Chapter 19. PartialDifferential Equations Sample page from NUMERICAL ... America).The beauty of Chebyshev acceleration is that the norm of the error always decreaseswith each iteration. (This is the norm of the actual error in uj,l. The norm of the residual ξj,lneed...
... 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...
... 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 ofdifferential equations. The ... ordinary differentialequations with minimal computational effort. (A possibleexception, infrequently encountered in practice, is discussed in §16.7.)726Chapter 16. Integration of Ordinary Differential...