Civil Engineering Reference
In-Depth Information
[f1,i 1 ( x 1 , x 2 , ... , x n ) = 0
[f1,i 2 ( x 1 , x 2 , ... , x n ) = 0
[f1,i 3 ( x 1 , x 2 , ... , x n ) = 0
(6.66)
For each equation, a multivariable first-order Taylor series expansion is written.
For example, for the k th equation,
[f1,i k , [f1,i
x 1 +
[f1,i k , [f1,i
x 2
[f1,i k , [f1,i + 1 = [f1,i k , [f1,i +
x 1, [f1,i + 1 x 1, [f1,i
x 2, [f1,i + 1 x 2, [f1,i
(6.67)
x n , [f1,i + 1 x n , [f1,i
[f1,i k , [f1,i
x n
+···+
where the first subscript ( k ) represents the equation of unknown and the second
subscript denotes whether the value or function is at the present value ( [f1,i ) or at the
next value ( [f1,i + 1).
By setting [f1,i k , [f1,i + 1 to zero, this means that we are looking for the roots of the sys-
tem of equations. This then gives
[f1,i k , [f1,i + x 1, [f1,i [f1,i k , [f1,i
x 1
+ x 2, [f1,i [f1,i k , [f1,i
x 2
+···+ x n , [f1,i [f1,i k , [f1,i
x n
(6.68)
= x 1, [f1,i + 1 [f1,i k , [f1,i
x 1 + x 2, [f1,i + 1 [f1,i k , [f1,i
x 2 +···+ x n , [f1,i + 1 [f1,i k , [f1,i
x n
By examining Eq. ( 6.68 ), the only unknowns are the x k , [f1,i + 1 terms on the right-hand
side of the equation as all other quantities are known at the present value ( [f1,i ). This
now provides a system of linear equations that can be solved. Matrix notation is
used to simplify the expression. The partial derivatives can be expressed by
[f1,i 1, [f1,i
d x 1
[f1,i 1, [f1,i
d x n
···
.
. . .
.
[ J ] =
(6.69)
[f1,i n , [f1,i
d x 1
[f1,i n , [f1,i
d x n
···
where J is commonly called the Jacobian matrix.
The initial and final values in vector form are as follows:
{ X [f1,i } T =
x 1, [f1,i ... x n , [f1,i
(6.70)
and
{ X [f1,i + 1 } T =
x 1, [f1,i + 1 ... x n , [f1,i + 1
(6.71)
The function values in vector form are as follows:
{ F [f1,i } T =
[f1,i 1, [f1,i ... [f1,i n , [f1,i
(6.72)
Search WWH ::




Custom Search