systems of linear differential equations solver

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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...

Ngày tải lên: 15/12/2013, 04:15

... 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) Copyright...

Ngày tải lên: 15/12/2013, 04:15

... 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 + ... 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 ... 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...

Ngày tải lên: 15/12/2013, 04:15

... 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 ... rows of A and the corresponding rows of the b’s and of 1, does not change (or scramble in any way) the solution x’s and Y. Rather, it just corresponds to writing the same set of linear equations in...

Ngày tải lên: 15/12/2013, 04:15

... 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 ... 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 ... purposes, because of its greater diagnostic capability in pathological cases.) Updating a QR decomposition Some numericalalgorithms involve solvinga successionof linear systems each of which differs...

Ngày tải lên: 15/12/2013, 04:15

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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...

Ngày tải lên: 24/12/2013, 12:16

... 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)...

Ngày tải lên: 24/12/2013, 12:16

... 104 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) ... submatrices. Imagine doing the inversionof a very large matrix, of order N =2 m , recursively by partitions in half. At each step, halving the order doubles the number of inverse operations. But this ... complicated nature of the recursive Strassen algorithm, you will find that LU decomposition is in no immediate danger of becoming obsolete. If, on the other hand, you like this kind of fun, then try...

Ngày tải lên: 24/12/2013, 12:16