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where function G has components:
G i ðÞ ¼0
for
i ¼ N þ 1
; ...;
N c ;
G i ðÞ ¼ X
N
k ; j¼1 ½a ijk n j ðÞn k ðÞþ b ij n j ðÞ for i ¼ 1
ð 2
:
41 Þ
; ...;
N
;
where a ijk ðÞ ¼a ij k ; b ij ðÞ ¼b ij ; N c ¼ N þ N 2
þ N 2 N þ 1
2.
The Newton-Raphson method (Ram 2010) gives a possibility to solve system
( 2.40 ), ( 2.41 ). Let, introduce series of functions Y (1) (t),
ð
Þ=
, Y (n) (t) such that Y (1) (t)is
the
first approximation of solution for system equations ( 2.40 ). Then, nth approx-
imation is solution of the following linear system:
h
i þ X
n
h
i
o Y ð n Þ
j
h
i
N c
dY ð n Þ
i
Y ð n 1 Þ
j
dt ¼ G i Y ð n 1 Þ ðÞ
dG i Y ð n 1 Þ ðÞ
ðÞ=
=
dY
j¼1
ð 2
:
42 Þ
As it was shown by Bellman and Dreyfus (1962), iterative process ( 2.42 )is
convergent by the quadratic law. Solution of Eq. ( 2.42 ) is described in the following
form:
Y ðÞ ðÞ ¼P ðÞþ X
N c
C k H ð k Þ ðÞ
ð 2
:
43 Þ
k¼1
where P(t) is the particular solution of the Eq. ( 2.42 ), H (k) (t) is vector solution of
homogeneous system. To de
ne function P(t) it is needed to solve the Eq. ( 2.42 )
under initial conditions: Yi(0) i (0) = 0 (i =1,
, N c ). Functions H (k) (t) are determined as
solutions of the Cauchy problem:
n
h
i
=
o ½Y ð n Þ
j
dt ¼ X
N c
d Y ð n Þ
i
Y ð n 1 Þ
j
dG i Y ð n 1 Þ ðÞ
ðÞ=
dY
ð
i ¼ 1
; ...;
N c
Þ ð 2
:
44 Þ
j¼1
1
0
.
0
0
1
.
0
0
0
.
1
H ð 1 Þ ð 0 Þ ¼
H ð 2 Þ ð 0 Þ ¼
H ð N c Þ ð 0 Þ ¼
;
; ...;
;
ð 2
:
45 Þ
( 2.45 ), constants C k are unknown initial
conditions of system of equations ( 2.41 ). Therefore, constants C k are de
As it is followed from Eqs. ( 2.42 )
-
ned from
condition:
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