solving systems of linear differential equations
Tài liệu Integration of Ordinary Differential Equations part 1 doc
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... Integration of Ordinary
Differential Equations
16.0 Introduction
Problems involving ordinary differential equations (ODEs) can always be
reduced to the study of sets of first-order differential equations. ... auxiliary variables.
The generic problem in ordinary differential equations is thus reduced to the
study of a set of N coupled first-order differential equations for the functions
y
i
,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
(New
York: Academic Press).
16.1...
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Tài liệu Integration of Ordinary Differential Equations part 2 pptx
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... 1973,
Computational Methods in Ordinary Differential Equations
(New York: Wiley).
Lapidus, L., and Seinfeld, J. 1971,
Numerical Solution of Ordinary Differential Equations
(New
York: Academic Press).
16.1 ... 710
Chapter 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 basic
712
Chapter 16. Integration of Ordinary Differential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
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Tài liệu Solution of Linear Algebraic Equations part 1 docx
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... equations as unknowns, and there is a good
chance of solving for a unique solution set of x
j
’s. Analytically, there can fail to
be a unique solution if one or more of the M equations is a linear ... trade@cup.cam.ac.uk (outside North America).
Chapter 2. Solution of Linear
Algebraic Equations
2.0 Introduction
A set of linear algebraic equations looks like this:
a
11
x
1
+ a
12
x
2
+ a
13
x
3
+ ... While not exact linear combinations of each other, some of the equations
may be so close to linearly dependent that roundoff errors in the machine
render them linearly dependent at some stage in...
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Tài liệu Solution of Linear Algebraic Equations part 2 ppt
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... elimination is about as efficient as any
other method. For solving sets of linear equations, Gauss-Jordan elimination
produces both the solution of the equations for one or more right-hand side vectors
b, ... of N ì N matrices, with M sets of right-hand
side vectors, in completely analogous fashion. The routine implemented below
is, of course, general.
38
Chapter 2. Solution of Linear Algebraic Equations
Sample ... of this procedure, however, is
thatthechoice of pivotwilldepend on the originalscaling of the equations. If we take
the third linear equation in our original set and multiply it by a factor of...
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Tài liệu Solution of Linear Algebraic Equations part 11 ppt
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... is not used for typical systems of linear equations. However, we will
meet special cases where QR is the method of choice.
100
Chapter 2. Solution of Linear Algebraic Equations
Sample page from ... involve solvinga successionof linear systems each of which
differs only slightly from its predecessor. Instead of doing O(N
3
) operations each time
to solve the equations from scratch, one can often ... solve linear systems. In many applications only the
part (2.10.4) of the algorithm is needed, so we separate it off into its own routine rsolv.
98
Chapter 2. Solution of Linear Algebraic Equations
Sample...
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Tài liệu Integration of Ordinary Differential Equations part 3 doc
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... generally useful stepper
routine 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].Let
us require ... ,n−1
y(x+H)≈y
n
≡
1
2
[z
n
+z
n−1
+hf(x + H, z
n
)]
(16.3.2)
714
Chapter 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,
720
Chapter 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
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... 722
Chapter 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
(Englewood
Cliffs, 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 n
substeps each of size h,
h = H/n (16.3.1)
In principle, one could...
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Tài liệu Integration of Ordinary Differential Equations part 5 pdf
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... extrapolate each
component of a vector of quantities.
728
Chapter 16. Integration of Ordinary Differential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN ... method
a degree of robustness for problems with discontinuities.
Let us remind you once again that scaling of the variables is often crucial for
successful integration of differential equations. The ... ordinary differential equations with minimal computational effort. (A possible
exception, infrequently encountered in practice, is discussed in Đ16.7.)
726
Chapter 16. Integration of Ordinary Differential...
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Tài liệu Integration of Ordinary Differential Equations part 6 pdf
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... vol. 27, pp. 505–535.
16.6 Stiff Sets of Equations
As soon as one deals with more than one first-order differential equation, the
possibility 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 best
to reformulate them as a system of rst-order equations, as discussed ... class of equations that occurs quite frequently in practice where you can gain
about a factor of two in efficiency by differencing the equations directly. The equations are
second-order systems...
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Tài liệu Integration of Ordinary Differential Equations part 7 pptx
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... feature of implicit methods holds only
for linear systems, but even in the general case implicit methods give better stability.
742
Chapter 16. Integration of Ordinary Differential Equations
Sample ... vol. 27, pp. 505–535.
16.6 Stiff Sets of Equations
As soon as one deals with more than one first-order differential equation, the
possibility of a stiff set of equations arises. Stiffness occurs ... form of the midpoint rule:
y
n+1
− y
n−1
=2hf
y
n+1
+ y
n−1
2
(16.6.29)
738
Chapter 16. Integration of Ordinary Differential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC...
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Tài liệu Integration of Ordinary Differential Equations part 8 pdf
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... Problems in Ordinary Differential Equations
(Englewood
Cliffs, NJ: Prentice-Hall), Chapter 9. [1]
Shampine, L.F., and Gordon, M.K. 1975,
Computer Solution of Ordinary Differential Equations.
The Initial ... adjusting
the stepsize is difficult.
748
Chapter 16. Integration of Ordinary Differential Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright ... been, we think, squeezed
752
Chapter 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 3 pdf
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... 42
Chapter 2. Solution of Linear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) ... is called backsubstitution.Thecom-
bination of Gaussian elimination and backsubstitution yields a solution to the set
of equations.
The advantage of Gaussian elimination and backsubstitutionover ... York:
McGraw-Hill), Program B-2, p. 298.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and Solution of Linear Equations
(New York: Wiley).
Ralston, A., and Rabinowitz, P. 1978,
A...
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Tài liệu Solution of Linear Algebraic Equations part 4 docx
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... Solution of Linear Algebraic Systems
(Engle-
wood Cliffs, NJ: Prentice-Hall), Chapters 9, 16, and 18.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and Solution of Linear Equations
(New ... Analysis
(Cambridge: Cambridge University Press).
2.4 Tridiagonal and Band Diagonal Systems
of Equations
The special case of a system of linear equations that is tridiagonal, that is, has
nonzero elements only ... modify the loop of the above fragment and (e.g.) divide by powers of ten,
to keep track of the scale separately, or (e.g.) accumulate the sum of logarithms of
the absolute values of the factors...
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Tài liệu Solution of Linear Algebraic Equations part 5 docx
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... Solution of Linear Algebraic Systems
(Engle-
wood Cliffs, NJ: Prentice-Hall), Chapters 9, 16, and 18.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and Solution of Linear Equations
(New ... Analysis
(Cambridge: Cambridge University Press).
2.4 Tridiagonal and Band Diagonal Systems
of Equations
The special case of a system of linear equations that is tridiagonal, that is, has
nonzero elements only ... (j=LMAX(1,1-k);j<=tmploop;j++) b[i] += a[i][j]*x[j+k];
}
}
54
Chapter 2. Solution of Linear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C)...
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