NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS

Tài liệu Integration of Ordinary Differential Equations part 1 doc

Tài liệu Integration of Ordinary Differential Equations part 1 doc

... 708 Chapter 16 Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-5 21- 4 310 8-5) Copyright (C) 19 88 -19 92 by Cambridge ... drivers Section 16 .6 of this chapter treats the subject of stiff equations, relevant both to ordinary differential equations and also to partial differential equ...

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Tài liệu Integration of Ordinary Differential Equations part 2 pptx

Tài liệu Integration of Ordinary Differential Equations part 2 pptx

... http://www.nr.com or call 1-800-8 72- 7 423 (North America only),or send email to trade@cup.cam.ac.uk (outside North America) x2 x1 7 12 Chapter 16 Integration of Ordinary Differential Equations yn yn + Figure ... yout[i]=y[i]+h6*(dydx[i]+dyt[i] +2. 0*dym[i]); weights free_vector(yt,1,n); free_vector(dyt,1,n); free_vector(dym,1,n); 714 Chapter 16 Integration of Ordinary Diff...

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Tài liệu Integration of Ordinary Differential Equations part 3 doc

Tài liệu Integration of Ordinary Differential Equations part 3 doc

... Method i ci bij 1 5 3 10 40 40 10 − 10 5 − 11 54 − 70 27 35 27 1 631 55296 175 512 575 138 24 44275 110592 2 53 4096 2825 27648 j= 0 250 621 18575 4 838 4 125 594 135 25 55296 277 1 433 6 512 1771 Now that ... b51 = -11.0/54.0, b52=2.5,b 53 = -70.0/27.0,b54 =35 .0/27.0, b61=1 631 .0/55296.0,b62=175.0/512.0,b 63= 575.0/ 138 24.0, b64=44275.0/110592.0,b65=2 53. 0/4096.0,c1 =37 .0 /37 8.0,...

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Tài liệu Integration of Ordinary Differential Equations part 4 ppt

Tài liệu Integration of Ordinary Differential Equations part 4 ppt

... powers of h, 7 24 Chapter 16 Integration of Ordinary Differential Equations } CITED REFERENCES AND FURTHER READING: Gear, C.W 1971, Numerical Initial Value Problems in Ordinary Differential Equations ... compare equation (4. 2 .4) with equation (16.3 .4) above You will see that the transition in Chapter to the idea of Richardson extrapolation, as embodied in Romberg inte...

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Tài liệu Integration of Ordinary Differential Equations part 5 pdf

Tài liệu Integration of Ordinary Differential Equations part 5 pdf

... in Ordinary Differential Equations (Englewood Cliffs, NJ: Prentice-Hall), §6.2 Deuflhard, P 1983, Numerische Mathematik, vol 41, pp 399–422 [2] Deuflhard, P 19 85, SIAM Review, vol 27, pp 50 5 53 5 ... 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 different...

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Tài liệu Integration of Ordinary Differential Equations part 6 pdf

Tài liệu Integration of Ordinary Differential Equations part 6 pdf

... Chapter 16 Integration of Ordinary Differential Equations Note that for compatibility with bsstep the arrays y and d2y are of length 2n for a system of n second-order equations The values of y are ... = ( 16. 6.2) v = −y + z ( 16. 6.3) By means of the transformation u = 2y − z we find the solution u = 2e−x − e−1000x v = −e−x + e−1000x ( 16. 6.4) If we integrated the system...

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Tài liệu Integration of Ordinary Differential Equations part 7 pptx

Tài liệu Integration of Ordinary Differential Equations part 7 pptx

... 4.52 470 82 073 6 A32 4.16352 878 860 C21 -5. 071 675 33 877 C31 6.02015 272 865 C32 0.15 975 0684 673 C41 -1.856343618 677 C42 -8.50538085819 C43 -2.084 075 13602 B1 3.9 575 0 374 663 B2 4.62489238836 B3 0.6 174 772 63 873 ... in stiff"); 74 2 Chapter 16 #define #define #define #define #define C2X C3X C4X A2X A3X Integration of Ordinary Differential Equations -0.396296 677 520e-01...

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Tài liệu Integration of Ordinary Differential Equations part 8 pdf

Tài liệu Integration of Ordinary Differential Equations part 8 pdf

... RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 by Numerical Recipes Software Permission ... RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-431 08- 5) Copyright (C) 1 988 -1992 by Cambridge University Press.Programs Copyright (C) 1 988 -1992 by Numerical Recipes Softw...

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Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf

Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf

... Perkins For other titles in this series, go to http://www.springer.com/series/602 Eckhard Platen r Nicola Bruti-Liberati Numerical Solution of Stochastic Differential Equations with Jumps in Finance ... (1.1.1) and tij ∈ T determines its probability E Platen, N Bruti-Liberati, Numerical Solution of Stochastic Differential Equations with Jumps in Finance,...

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Báo cáo hóa học: " Research Article A Generalized Wirtinger’s Inequality with Applications to a Class of Ordinary Differential Equations" docx

Báo cáo hóa học: " Research Article A Generalized Wirtinger’s Inequality with Applications to a Class of Ordinary Differential Equations" docx

... 139–164, 1978 J L Kaplan and J A Yorke, Ordinary differential equations which yield periodic solutions of differential delay equations,” Journal of Mathematical Analysis and Applications, vol 48, ... is a periodic solution of 1.2 with period T 2.20 2π Journal of Inequalities and Applications Acknowledgments The authors would like to thank the referee for careful reading of...

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Numerical Methods for Ordinary Differential Equations Butcher Tableau doc

Numerical Methods for Ordinary Differential Equations Butcher Tableau doc

... Numerical Methods for Ordinary Differential Equations Numerical Methods for Ordinary Differential Equations, Second Edition J C Butcher © 2008 John Wiley & Sons, Ltd ISBN: 978-0-470-72335-7 Numerical ... which Numerical Methods for Ordinary Differential Equations, Second Edition J C Butcher © 2008 John Wiley & Sons, Ltd ISBN: 978-0-470-72335-7 NUMERICAL...

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance docx

Numerical Solution of Stochastic Differential Equations with Jumps in Finance docx

... Perkins For other titles in this series, go to http://www.springer.com/series/602 Eckhard Platen r Nicola Bruti-Liberati Numerical Solution of Stochastic Differential Equations with Jumps in Finance ... (1.1.1) and tij ∈ T determines its probability E Platen, N Bruti-Liberati, Numerical Solution of Stochastic Differential Equations with Jumps in Finance,...

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The numerical solution of delay-differential equations P1

The numerical solution of delay-differential equations P1

... In this thesis we consider the development of numerical software for the solution of such problems Our discussion opens with a brief introduction to the theory of delay-differential equations ... 1.1.1 Introduction p Delay-differential equations In this thesis we are concerned with the numerical solution of delay-differential equations (DDE's) Delay-differ...

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The numerical solution of delay-differential equations P2

The numerical solution of delay-differential equations P2

... appendix we give a formal proof of the result (1.1.3:14) For any given time let the order of continuity of the component y i be Zi Our task is thus to obtain a set of lower bounds {c i : > ci ... construction C', co Cl = Applied to the error term (6) we then obtain — = - 0(hP+2) as required Thus the order of the effect of the spurious discontinuity at t = is one less...

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NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS

NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS

... more accurate solutions The size of the integration interval also influences the accuracy of the solutions (should be less than 10% of the time constant) • • st Solutions of sets of order ODEs ... interval × function of gradient • This is the basis for a family of algorithms used to provide numerical solutions of ODEs • A particular class is the Runge-Kutta algorithm...

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