Lecture 3

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Unformatted text preview: tability. Thus, we apply the general method (3.2.3) to the test equation (3.2.8) to obtain yn = yn 1 + zbT Y (3.3.3a) (I ; zA)Y = yn 1l (3.3.3b) ; ; where Y, l, A, and b and are de ned by (3.2.6) and z = h . Eliminating Y in (3.3.3a) by using (3.3.3b) we nd yn = R(z)yn ; (3.3.4a) 1 where R(z) = 1 + zbT (I ; zA) 1 l: ; (3.3.4b) The region of absolute stability is the set of all complex z where jR(z)j 1. While R(z) is a polynomial for an explicit method, it is a rational function for an implicit method. 21 Hence, the region of absolute stability can be unbounded. As shown in Section 3.2, a method of order p will satisfy R(z) = ez + O(zp+1): Rational-function approximations of the exponential are called Pade approximations. De nition 3.3.1. The (j k) Pade approximation Rjk (z) is the maximum-order approximation of ez having the form zk P Rjk (z) = Qk (z) = p0 + p1 z + :: :: :: + pkzj (z) q + q z + + q j 0 j 1 (3.3.5a) where Pk and Qj have no common factors, Qj (0) = q0 = 1 (3.3.5b) Rjk (z) = ez + O(zk+j+1): (3.3.5c...
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This document was uploaded on 03/16/2014 for the course CSCI 6820 at Rensselaer Polytechnic Institute.

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