Geoscience Reference
In-Depth Information
The system ( 2.66 ) can be replaced by an equivalent system of m ¼ m 1 þþ
m n equations of the
first order, relative to the derivatives for all m unknown
functions. Then one of the standard software can be used to solve the last system.
Let the functions fi, i , i =1,
, n be continuous and differentiable with respect to
all arguments. Let us suppose that the solution of system ( 2.66 ) with the initial
conditions
y i ð t 0 Þ ¼ ð y i Þ 0 ; ...; y ð m i 1 Þ
ð t 0 Þ ¼ ð y ð m i 1 Þ
y i ð t 0 Þ ¼ ð y i Þ 0 ;
Þ 0
i
i
exists and is unique in t 0
T.
Divide the interval [t0,T] 0 ,T] into elementary intervals
t
k =[t k ,t k+1 ] by a sequence of
points t 0 \ t 1 \ \ t l ¼ T. On each such interval, let us search the solution of
system ( 2.66 ) in the form of a series:
ʔ
y i ð t k Þþ X
m i 1
j
m i
ð t t k Þ
y ð j Þ ð t k Þþ ð t t k Þ
ð f i Þ k ;
~
y i ð t Þ ¼ ~
~
j !
ð m i Þ!
j¼1
ð t k 1 Þþ X
m i j 1
s
ð t k t k 1 Þ
y ð j Þ
i
ð t k Þ ¼y ð j Þ
i
y ð s þ j Þ
i
ð t k 1 Þ
s
!
s¼1
m i j
þ ð t k t k 1 Þ
ð f i Þ k ; ð j ¼ 1
; ...;
m i 1 Þ
ð m i j Þ!
The error of such a solution can be easily estimated, considering the exact
expansion of the functions y i (t) and y ð j Þ
ð t Þ in a Taylor series:
i
þ M i
j þ X
m i 1
h k
j !
h m i þ 1
k
ð m i þ 1 Þ!
ð j Þ
i
j
e i ð t k þ 1 Þ
j e i ð t k Þ
j
e
ð t k Þ
j¼1
X
m j 1
s¼0 e
X
h m i
k
ð m i Þ!
n
ð s Þ
j
þ M i
ð t k Þ
ð 2
:
67 Þ
j¼1
e
þ X
m i j 1
h k 1
s
ð j Þ
i
ð j Þ
i
ð s þ j Þ
i
e
ð t k Þ
ð t k 1 Þ
e
ð t k 1 Þ
!
s¼1
!
X
m j 1
s¼0 e
X
h m i j þ 1
k
ð m i j þ 1 Þ!
h m i j
k
ð m i j Þ!
n
ð s Þ
j
þ M i
þ
ð t k 1 Þ
ð 2
:
68 Þ
j¼1
where
(
)
;
; ...;
@
f i
@ t
f i
@ y 1
@
@
f i
M i ¼ max
½t 0 ; T
y ð m n 1 Þ
@
n
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