tailieunhanh - Numerical Methods for Ordinary Dierential Equations Episode 5

Tham khảo tài liệu 'numerical methods for ordinary dierential equations episode 5', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | NUMERICAL DIFFERENTIAL EQUATION METHODS 123 261 Pseudo Runge-Kutta methods The paper by Byrne and Lambert suggests a generalization of Runge-Kutta methods in which stage derivatives computed in earlier steps are used alongside stage derivatives found in the current step to compute the output value in the step. The stages themselves are evaluated in exactly the same way as for a Runge-Kutta method. We consider the case where the derivatives found only in the immediately previous step are used. Denote these by f u 1 i 1 2 . s so that the derivatives evaluated in the current step n are F n i 1 2 . s. The defining equations for a single step of the method will now be Yi yn-1 h 2 aijFjn j i Fi n f xn-1 hci Yi yn yn-1 h bi Fi n Ẻ biF n-1 i 1 i 1 We consider a single example of a pseudo Runge-Kutta method in which there are s 3 stages and the order is p 4. The coefficients are given by the tableau 0 1 2 1 1 2 1 3 11 12 _1_ 12 4 3 1 3 1 3 1 4 1 4 261a where the additional vector contains the b components. Characteristic handicaps with this sort of method are starting and changing stepsize. Starting in this case can be accomplished by taking the first step with the classical Runge-Kutta method but inserting an additional stage Y5 with the role of Yp to provide along with Y 2 Y2 the derivatives in step 1 required to complete step 2. Thus the starting step is based on the Runge-Kutta method 0 1 1 2 2 2 0 2 1001 1-3 3 0 0 1 1 i . 6 3 3 6 124 NUMERICAL METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS 262 Generalized linear multistep methods These methods known also as hybrid methods or modified linear multistep methods generalize linear multistep methods interpreted as predictorcorrector pairs by inserting one or more additional predictors typically at off-step points. Although many examples of these methods are known we give just a single example for which the off-step point is 15 of the way through the step. That is the first predictor computes an approximation to y xn 1 15h y xn

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