... America).Chapter 16. Integration of Ordinary Differential Equations 16.0 IntroductionProblems involving ordinarydifferentialequations (ODEs) can always bereduced to the study of sets of first-order differential ... 1973,Computational Methods inOrdinaryDifferential Equations (New York: Wiley).Lapidus, L., and Seinfeld, J. 1971,Numerical Solution ofOrdinaryDifferential Equations (NewYork: Academic ... 708Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C)...
... 1973,Computational Methods inOrdinaryDifferential Equations (New York: Wiley).Lapidus, L., and Seinfeld, J. 1971,Numerical Solution ofOrdinaryDifferential Equations (NewYork: Academic ... discussion of the pitfalls in constructing a good Runge-Kutta code is given in [3].Here is the routine for carrying out one classical Runge-Kutta step on a set of n differential equations. You input ... derive from this basic 712Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C)...
... methods.free_vector(ytemp,1,n);free_vector(ak6,1,n);free_vector(ak5,1,n);free_vector(ak4,1,n);free_vector(ak3,1,n);free_vector(ak2,1,n);}Noting that the above routines are all in single precision, don’t be too greedy in specifying eps. Thepunishment forexcessive greediness is interestingand worthyofGilbertand Sullivan’sMikado: ... + H, zn)](16.3.2) 714Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... 1971,Numerical Initial Value Problems inOrdinaryDifferential Equations (EnglewoodCliffs, NJ: Prentice-Hall), Chapter 2. [2]Shampine, L.F., and Watts, H.A. 1977, in Mathematical Software III,...
... 722Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... hmin) nrerror("Step size too small in odeint");h=hnext;}nrerror("Too many steps in routine odeint");}CITED REFERENCES AND FURTHER READING:Gear, C.W. 1971,Numerical Initial ... step h instead of the two required by second-order Runge-Kutta. Perhaps thereare applications where the simplicity of (16.3.2), easily coded in- line in some otherprogram, recommends it. In general,...
... encountered in practice, is discussed in Đ16.7.) 726Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... eachcomponent of a vector of quantities. 728Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... remind you once again that scaling of the variables is often crucial forsuccessful integration ofdifferential equations. The scaling “trick” suggested in the discussion following equation (16.2.8)...
... 734Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) ... isa particular class ofequations that occurs quite frequently in practice where you can gainabout a factor of two in efficiency by differencing the equations directly. The equations aresecond-order ... FURTHER READING:Stoer, J., and Bulirsch, R. 1980,Introduction to Numerical Analysis(New York: Springer-Verlag),Đ7.2.14. [1]Gear, C.W. 1971,Numerical Initial Value Problems inOrdinary Differential...
... as in the original Bulirsch-Stoer method.The starting point is an implicit form of the midpoint rule:yn+1− yn−1=2hfyn+1+ yn−12(16.6.29) 738Chapter 16. Integration ofOrdinaryDifferential ... methods have been, we think, squeezed 740Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... calculatesdydx.{void lubksb(float **a, int n, int *indx, float b[]);void ludcmp(float **a, int n, int *indx, float *d);int i,j,nn,*indx;float d,h,x,**a,*del,*ytemp;indx=ivector(1,n);a=matrix(1,n,1,n);del=vector(1,n);ytemp=vector(1,n);h=htot/nstep;...
... methods have been, we think, squeezed 752Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... methods in all applications. We are willing, however, to be corrected.CITED REFERENCES AND FURTHER READING:Gear, C.W. 1971,Numerical Initial Value Problems inOrdinaryDifferential Equations (EnglewoodCliffs, ... method .In functional iteration, we take some initial guess for yn+1, insert it into the right-handside of (16.7.2) to get an updated value of yn+1, insert this updated value back intothe...
... and are interested in finance, insurance and other areas of riskmanagement will find the following flowchart helpful. It suggests the read-ing for an introduction into quantitative methods in nance ... Ntmade a jump, that is,τk=inf{t ≥ 0: Nt≥ k} (1.1.23)for k ∈N, t ≥ 0. In some applications, as in the modeling of defaults, the intensity λtthata certain type of event occurs may depend ... part of the material isconcerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting,reproduction on microfilm or in any other way, and storage in...
... conditions of stable and asymptoticequivalence (see [1-5]) of linear delay differentialequations under nonlinear perturbation in Banachspace. The obtained results thank to use of the theories of general ... ≡ 0 of Eq.(4) is uniformly exponential stable.2.2. The asymptotic equivalence of linear delay differentialequations under nonlinear perturbation in Banach space In this section, we are interested ... are interested in finding conditions such that the solution of Eq.(4) in thecase à = 0 will be asymptotic equivalence to the solution of Eq.(4) in the case à = 0 (in the followingwe will give...