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(1)p.37−3 Z′=hz∙ (1)
z(s)=∑i=14Ni‾(s)di‾ (2)
z(t)=∑i=14Ni(t)di (3)
Collocation at ti → (5)p.36−4
Collocation at ti+1 → (6)p.36−4
Collocation at ti+12⇒
z∙i+12=fi+12=f(zi+12, ti+12) (4)
zi+12=z(s=12)
=HW*6.612(zi+zi+1)+h8(fi−fi+1) (5)
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(1)p.38−3 z∙i+12=zi+12′1h (1)
z∙i+12=z′(s=12)=HW*6.6{(1)p.37−2(1)p.37−3−32(zi−zi+1)−14(zi′+zi+1′) (2)
(1) (2):
z∙i+12=−32h(zi−zi+1)−14(fi+fi+1) (3)
z∙i+12≠fi+12 in general
Gap = Δ z∙i+12−fi+12 (4)
Collocation at ti+12 ⇒ Δ = 0 (5)
Goal:_ Find (zi,zi+1) st Δ = 0 (6)
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Δ=0⇒ zi+1=(1)zi+h/23[fi+4fi+12+fi+1]⏟Simpson′s rule ! (2) p.7−4
z∙=f(z,t) (2)
∫titi+1z∙dt⏟zi+1−zi=∫titi+1dt⏟apply simpson′s rule ⇒ (1) (3)
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IVP (Initial Value⏟(4)z(to)=z0pb): Int. nonlinear ODEs⏟(2)
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Need:
1) fi=f(zi,ti) can comp.
2) fi+1=f(zi+1⏟unknown,ti+1⏟known) unknown
3) fi+12=f(zi+12⏟unknown,ti+12⏟known) unknown
ti+12=ti+h2
zi+12=g(zi,zi+1) (1)
zi+1=zi+h/23[fi+4f(g(zi,zi+1),ti+12)+fi+1] (2)
⇔ F(zi+1)=(3)0⏟nonlinear alg. eq.
⇒ Newton−Raphson−Simpson
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