Information Technology Reference
In-Depth Information
so
.F .t / 1/ 2 C .S.t / 1/ 2 D .F 0 1/ 2 C .S 0 1/ 2
(3.34)
for all t 0. This is just another way of deriving the fact that
r.t/ D .F .t / 1/ 2 C .S.t / 1/ 2
is constant.
3.4.5
Circles in the Numerical Phase Plane
We still consider the simplified model
F 0 .t / D 1 S.t/;
F.0/ D F 0 ;
(3.35)
S 0 .t / D F.t/ 1;
S.0/ D S 0 :
We have seen above that for this system the function
r.t/ D .S.t / 1/ 2 C .F .t / 1/ 2
is constant for all t>0. An explicit numerical approximation of ( 3.35 )isgivenby
F nC1
D F n C t.1 S n /;
(3.36)
S nC1
D S n C t.F n 1/;
where F 0
and S 0 are given. In Fig. 3.6 above we saw that the discrete function
r n D .F n 1/ 2 C .S n 1/ 2
was almost constant, i.e., r n r 0 for all n 0.
Let us look a bit closer at this. We have r.t/ D r 0 , and thus a perfect numerical
scheme should produce r n D r 0 for all n 0. Now, of course, the scheme only
provides approximations, but this property can give some insight into how accurate
the approximation is. This is a general observation: If we have a property of the
analytical solution that is computable, this can be used to strengthen, or perhaps
weaken, our faith in the numerical solution. More specifically, we can use such a
property to compare different numerical approximations.
But let us do some more computations and regard r n r 0 as a measure of the
error in our computations. Suppose we want to solve system ( 3.35 ) from t D 0 to
t D 10. We choose t D 10=N , and use N D 10 k
for k D 2; 3; 4; 5.InTable 3.1
we study r N r 0
r 0
for these values of t .
Search WWH ::




Custom Search