... solutions of isomonodromy problems for such systemsof difference equations. In the case of one-interval gap probability this has been done (in a different language) in[Bor], [BB]. One example of the ... equalto I. The proof of uniqueness is complete.To prove the existence we note, first of all, that it suffices to provide aproof if one of the κi’s is equal to ±1 and one of the δj’s is equal ... ALEXEI BORODINMost of the results of the present paper can be carried over to the case of q-difference equationsof the form Y (qz)=A(z)Y (z). The q-differenceSchlesinger equations are, cf. (3)–(6),(3q)(4q)(5q)(6q)Bi(...
... Integration of Ordinary Differential Equations 16.0 Introduction Problems 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 ... 708Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... 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 ... 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 ... that derive from this basic 712Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... 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 ... 1971,Numerical 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, ... ,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...
... 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 ... 1971,Numerical 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, ... 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...
... 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 ... 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 ... ordinary differentialequations with minimal computational effort. (A possibleexception, infrequently encountered in practice, is discussed in Đ16.7.) 726Chapter 16. Integration of Ordinary Differential...
... 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 systems ... Second-Order Conservative Equations Usually when you have a system of high-order differentialequations to solve it is bestto reformulate them as a system of rst-order equations, as discussed ... 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...
... 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 ... feature of implicit methods holds onlyfor linear systems, but even in the general case implicit methods give better stability. 742Chapter 16. Integration of Ordinary Differential Equations Sample ... 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...
... Value 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 ... 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 ... been, we think, squeezed 752Chapter 16. Integration of Ordinary Differential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... simulationHybrid dynamic systems (HDSs) are systems described by a mix of discrete andcontinuous components. The continuous comp onents are generally expressed byinitial valued problemsof an ordinary ... figure is reduced for the visualization. Enclosing solutions ofsystemsof equations involving ODEAurelien LejeuneNational Institute of Informatics2-1-2 Hitotsubashi, Chyoda-kuTokyo 101-8430 ... part.Mots-clefs : syst`emes hybrides, equations differentielles ordinaires, anal-yse par intervalles. References1. Hansen, E. and Sengupta, S.: Bounding solutions ofsystemsofequations usinginterval...