This preview shows page 1. Sign up to view the full content.
Unformatted text preview: ask if there is an optimal way of selecting the collocation points. Appropriate strategies would select them so that accuracy and/or stability are maximized.
Let's handle accuracy rst. The following theorems discuss relevant accuracy issues. Theorem 3.3.5. (Alekseev and Grobner) Let x, y, and z satisfy
x (t z( )) = f (t x(t z( ))) x( 0 y (t) = f (t y(t))
0 z (t) = f (t z(t)) + g(t z(t))
0 with fy (t y ) 2 C 0, t > 0. Then, Z t z( )) = z( ) y(0) = y0
z(0) = y0 (3.3.17a)
(3.3.17c) @x(t z( )) g( z( ))d :
Remark 2. Formula (3.3.17d) is often called the nonlinear variation of parameters.
Remark 3. The parameter identi es the time that the initial conditions are applied
in (3.3.17a). A prime, as usual, denotes t di erentiation.
Remark 4. Observe that y (t) = x(t 0 y0 ).
z(t) ; y(t) = 31 Proof. cf. Hairer et al. 16], Section I.14, and Problem 1. Theorem 3.3.5 makes it easy for us to associate the collocation error with a quadrature
error as indicated below. Theorem 3.3.6. Consider the quadrature rule
tn;1 F (t)dt = h Z 0 1 F (tn 1 + h)d = h
i=1 bi F (tn...
View Full Document
This document was uploaded on 03/16/2014 for the course CSCI 6820 at Rensselaer Polytechnic Institute.
- Spring '14