power series solution of coupled 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 ... 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 ... (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, i.e O(h2) added to (16.1.1).There...
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Tài liệu Solution of Linear Algebraic Equations part 1 docx
... as many 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 ... set of equationsto be solved can bewritten as the N ìN set of equations (ATÃ A) Ã x =(ATÃb)(2.0.4)where ATdenotes the transpose of the matrix A. Equations (2.0.4) are called thenormal equations ... columns of the matrix inverse of A (Đ2.1 and Đ2.3).ã Calculation of the determinant of a square matrix A (Đ2.3).If M<N,orifM=Nbut the equations are degenerate, then there areeffectively fewer equations...
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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 ... 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 ... 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...
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Tài liệu Solution of Linear Algebraic Equations part 11 ppt
... (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 page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC ... 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 ... America).x[i]=sum/p[i];}}A typicaluseof choldcand cholslis in theinversionof covariancematrices describingthe fit of data to a model; see, e.g., Đ15.6. In this, and many other applications,one often needsL−1....
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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 ... efficiency are not mere tens of percents or factors of two;they can sometimes be factors of ten, a hundred, or more. Sometimes accuracymay be demanded not directly in the solution itself, but in...
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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 ... method does an excellent job of feeling its way through rocky or discontinuousterrain. It is also an excellent choice for quick-and-dirty, low-accuracy solution of a set of equations. A second warning...
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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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Tài liệu Integration of Ordinary Differential Equations part 7 pptx
... in fact thecorrect solution of the differential equation. If we think of x as representing time,then the implicit method converges to the true equilibriumsolution(i.e., the solution at late times) ... 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 ... form of the midpoint rule:yn+1− yn−1=2hfyn+1+ yn−12(16.6.29) 738Chapter 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
... Problems in Ordinary Differential Equations (EnglewoodCliffs, NJ: Prentice-Hall), Chapter 9. [1]Shampine, L.F., and Gordon, M.K. 1975,Computer Solution of Ordinary Differential Equations. The Initial ... adjustingthe stepsize is difficult. 748Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... high-precision solution of very smooth equations with very complicated right-hand sides, as wewill describe later.Nevertheless, these methods have had a long historical run. Textbooks arefull of information...
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Tài liệu Solution of Linear Algebraic Equations part 3 pdf
... 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 ... 42Chapter 2. Solution of Linear Algebraic Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... 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
... 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 ... 1967,Computer 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 ... · x = y (2.3.5)What is the advantage of breaking up one linear set into two successive ones?The advantage is that the solution of a triangular set of equations is quite trivial, aswe have...
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Tài liệu Solution of Linear Algebraic Equations part 5 docx
... 1967,Computer 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 ... 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, hasnonzero elements only on the ... limitations of bandec, and the aboveroutine does take advantage of the opportunity. In general, when TINY is returned as adiagonal element of U, then the original matrix (perhaps as modified by roundoff...
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Tài liệu Solution of Linear Algebraic Equations part 12 pdf
... 104Chapter 2. Solution of Linear Algebraic Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... submatrices. Imagine doing the inversionof a very large matrix, of orderN =2m, recursively by partitions in half. At each step, halving the order doublesthe number of inverse operations. But this ... complicated nature of the recursive Strassen algorithm, you will find that LU decomposition is in noimmediate danger of becoming obsolete.If, on the other hand, you like this kind of fun, then try...
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