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21

Solve the problem of conjugating parts of the interval of integration in the following way. The vector P containing the physical parameters of the problem is formed using the

matrix M of coefficients and the required vector-function Y(x):

P MY (x)

where M is a square nondegenerate matrix.

Then at the conjugation point x = x* we can write expression

 

 

M Y

(x

*

) P M Y

 

(x

*

)

 

 

 

 

 

 

 

-

 

 

 

 

 

 

,

 

 

 

 

 

 

 

where

P

is the vector corresponding to a discrete change in the physical parameters

 

when passing through the conjugation point from the left to the right; index "-" means "to the left of the conjugation point", and the index "+" means "to the right of the conjugation point".

In S.K.Godunov’s method, the vector-function

Y (x)

of the problem on each section is

sought in the form

 

 

 

 

 

 

Y (x) Y

 

(x)c Y

 

(x)

 

матрица

 

 

 

 

 

 

 

 

Suppose that the conjugation point does not coincide with the point of the orthogonal transformation. Then the expression for conjugation conditions of adjacent sections

M Y

*

) P M Y

*

)

(x

(x

-

 

 

 

 

will take the form

M

 

(Y

(x)c

-

 

- матрица

 

Y

 

(x)) P M

 

(Y

(x)c

 

 

 

 

 

 

матрица

 

Y

 

 

 

(x))

.

If now demand

c

-

c

 

 

 

then in the direct course of the sweep method, the integration can be continued from the left to the right in the following expressions:

Y матрица (x) M 1M Y- матрица (x) ,

22

Y

*

(x)

 

 

 

M

1

(M

*

(x) P)

 

Y

 

 

-

 

.

2.6. Properties of the transfer of boundary value conditions in S.K.Godunov’s sweep

method.

When solving a boundary-value problem for a system of "stiff" linear ordinary differential equations by S.K.Godunov’s method says that discrete orthogonalization is carried out by Gramm-Schmidt’s method with respect to vector-functions forming the variety of solutions of the given problem in order to overcome the tendency of degeneration of these vector-functions into linearly dependent ones.

At the same time, in the implementation of S.K.Godunov’s method, the boundary conditions from the initial boundary are also transferred to the other edge. Let us show the properties of this transfer.

Previously recorded

 

 

Y (0) Y

 

 

 

(0)c Y

 

(0)

 

 

матрица

 

 

 

 

 

 

 

 

 

 

 

 

 

Y (0) W

*T

w

*

W

T

w

 

 

 

 

 

Y

матрица

(0) W T

и

 

 

Y (0) W T w

 

 

 

 

 

 

 

 

 

 

 

 

.

Then we can say that:

-the vector w*, which is unknown, is a vector of constants c,

-at the same time, the vector w* has the physical meaning of an external influence on the deformed system unknown at the edge x=0,

-the matrix W* is the matrix of boundary conditions unknown on the boundary x=0.

It follows from the formulated propositions that the transfer of boundary conditions in

S.K.Godunov’s method has the following meaning.

23

The continuation of

transfer of the "convolution" the right edge x=1.

integration, beginning with the vector

Y

 

(0)

W

T

w , means the

 

 

W

T

w of the matrix equation of the boundary conditions at x=0 to

 

The continuation of the integration, beginning with the vectors in the matrix

Y

матрица

 

(0)

,

means that the matrix of the boundary conditions W*, which are unknown at the edge x=0, is carried to the edge x=1.

Integration of differential equations is carried out with the goal of transferring the vector c to the edge x=1, and hence the vector w*, which expresses the conditions unknown at the edge

x=0.

The transfer of the matrix W* and the vector w* means that the matrix equation

*

(0) w

*

W Y

 

edge x=1.

of the boundary conditions, which are unknown at the edge x=0, is carried to the

2.7. Modification of S.K.Godunov’s sweep method.

The solution in S.K.Godunov’s method is sought, as written above, in the form of the formula

Y (x) Y

матрица

 

(x)c

Y

 

(x)

 

.

We can write this formula in two versions - in one case the formula satisfies the boundary conditions of the left edge (index L), and in the other - the conditions on the right edge (index R):

YL (x) Yматрица L (x)cL Y L (x) ,

YR (x) Yматрица R (x)cR Y R (x) .

At an arbitrary point we have

24

Y

L

(x)

 

 

Y

R

 

(x)

.

Then we obtain

Y

 

 

(x)c

 

Y

 

 

 

(x)c

 

матрица

L

L

L (x) Y

матрица

R

R

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Y

 

R (x)

,

Y

матрица

L

(x)c

L

Y

матрица

R

(x)c

R

 

 

 

 

 

 

 

 

 

 

 

 

Y

 

R (x)

Y

L

(x)

,

Y

матрица

L

(x)

Y

матрица

R

(x)

cL

Y R (x) Y L (x)

.

 

 

 

 

cR

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

of

That is, a system of linear algebraic equations of the traditional kind with a square matrix

coefficients

Yматрица

L

(x)

Yматрица

R

(x)

for the computation of the vectors of constants

 

 

 

 

 

 

c c

L R

is obtained.

25

Chapter 3. The method of "transferring of boundary value conditions" (the direct version of the method) for solving boundary value problems with non-stiff ordinary differential equations.

It is proposed to integrate immediately from some inner point

by the formulas of the theory of matrices [Gantmakher] of the interval of integration to the edges:

Y (0) K(0 x)Y (x) Y

 

(0

x)

,

 

Y (1) K(1 x)Y (x) Y

 

(1

x) .

 

 

 

We substitute the formula for Y (0)

in the boundary conditions of the left edge and

obtain:

UY (0) u ,

 

 

 

U[K(0 x)Y (x) Y

 

(0 x)] u

,

 

UK(0 x)Y (x) u - UY

 

(0 x) .

 

Similarly, for the right boundary conditions, we obtain:

 

VY (1) v

,

 

 

 

V[K(1 x)Y (x) Y

 

(1 x)] v ,

 

 

 

VK(1 x)Y (x) v VY

 

(1 x) .

 

 

 

That is, we obtain two matrix equations of boundary conditions transferred to the point x under consideration:

[UK(0 x)] Y (x) u - UY (0 x) ,

[VK(1 x)] Y (x) v VY (1 x) .

These equations are similarly combined into one system of linear algebraic equations with a square matrix of coefficients to find the solution Y (x) at any point x under

consideration:

26

UK(0 x)

Y (x)

VK(1 x)

 

u UY

vVY

(0 x) (1 x)

.

Chapter 4. The method of "additional boundary value conditions" for solving boundary

value problems with non-stiff ordinary differential equations.

Let us write on the left edge one more equation of the boundary conditions:

 

 

MY (0) m .

As matrix

M

rows, we can take those boundary conditions, that is, expressions of those

 

physical parameters that do not enter into the parameters of the boundary conditions of the left edge U or are linearly independent with them. This is entirely possible, since for boundary value problems there are as many independent physical parameters as the dimensionality of the problem, and only half of the physical parameters of the problem enter into the parameters of the boundary conditions.

That is, for example, if the problem of the shell of a rocket is considered, then on the left

edge 4 movements can be specified. Then for the matrix

M

we can take the parameters of forces

 

and moments, which are also 4, since the total dimension of such a problem is 8.

The vector m of the right side is unknown and it must be found, and then we can assume that the boundary value problem is solved, that is, reduced to Cauchy’s problem, that is, the vector Y (0) is found from the expression:

MU Y (0) mu ,

that is, the vector Y (0) is found from the solution of a system of linear algebraic equations with a square non-degenerate coefficient matrix consisting of blocks U and M .

Similarly, we write on the right edge one more equation of the boundary conditions:

27

 

 

 

 

 

 

 

NY (1) n ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

where the matrix

N

is written from the same considerations for additional linearly independent

parameters on the right edge, and the vector

n is unknown.

 

 

 

 

 

 

 

 

 

 

 

 

For the right edge, too, the corresponding system of equations is valid:

 

 

 

 

 

 

V

Y (1)

 

 

v

.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

N

 

 

n

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

We write

Y (1) K(1

0)Y (0) Y

 

(1 0)

and substitute it into the last system of linear

 

algebraic equations:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

V

 

[K (1 0)Y (0) Y

 

(1

0)]

 

 

v

 

 

 

 

,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

N

 

 

 

n

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

V

K (1 0)Y (0)

v

 

 

V

Y

 

(1 0)

,

 

 

 

 

 

 

 

 

 

 

N

n

 

N

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

V

 

 

 

 

v V

Y

 

(1

0)

 

 

 

 

K (1 0)Y (0)

 

,

 

 

 

N

n N Y

 

(1 0)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

VN K (1 0)Y (0) st .

We write the vector Y (0)

through the inverse matrix:

 

 

U

1

 

u

 

Y (0)

 

 

 

M

 

m

 

 

 

 

and substitute it in the previous formula:

VN K (1 0) MU 1 mu st

Thus, we have obtained a system of equations of the form:

B

u

 

s

,

m

t

 

 

 

 

 

where the matrix B is known, the vectors u and s are known, and the vectors m and t are unknown.

We divide the matrix

B

28

into 4 natural blocks for our case and obtain:

B11

B21

from which we can write that

B12

B22

 

u

 

m

 

 

s t

,

B u B m s,

11

 

 

12

 

B

21

u B

22

m t.

 

 

 

 

 

Consequently, the required vector

m is calculated by the formula:

m B

1

(s B u)

 

 

 

12

 

 

11

And the required vector

n is calculated through the vector

t :

t n

B u B m

21

22

 

(1

t N Y

,

0)

.

29

Chapter 5. The method of "half of the constants" for solving boundary value problems

with non-stiff ordinary differential equations.

In this method we use the idea proposed by S.K.Godunov to seek a solution in the form of only one-half of the possible unknown constants, but a formula for the possibility of starting such a calculation and further application of matrix exponents (Cauchy’s matrices) are proposed by A.Yu.Vinogradov.

The formula for starting calculations from the left edge with only one half of the possible constants:

Y (0) U

T

u

орто

 

орто

M

T

c

 

 

орто

,

Y (0) U

T

орто

 

 

T

 

u

M

 

орто

орто

c

 

 

 

 

 

.

Thus, a formula is written in the matrix form for the beginning of the calculation from the left edge, when the boundary conditions are satisfied on the left edge.

Then write VY (1) v and Y (1) K(1 0)Y (0) Y

 

(1 0)

 

V[K(1 0)Y (0) Y

 

(1 0)] v

,

 

VK(1 0)Y (0) v VY

 

(1 0)

 

 

 

and substitute in this formula the expression for Y(0):

collectively:

VK(1 0)

 

U T

M T

 

 

 

uорто

 

v VY (1 0)

 

 

 

 

 

 

 

 

 

 

орто

орто

 

 

 

c

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

or

VK(1 0) U T

M T

uорто

p .

 

орто

орто

c

 

 

 

 

Thus, we have obtained an expression of the form:

30

 

D

u

орто

p ,

 

 

 

 

c

 

 

 

 

where the matrix

D has a dimension of 4x8 and can be naturally represented in the form of two

square blocks of 4x4 dimension:

 

 

 

D1

Then we can write:

D

 

 

u

орто

 

 

 

 

2

 

c

 

 

 

 

 

 

 

 

 

 

 

p

.

D u

орто

D

c

1

2

 

p

.

Hence we obtain that:

c

D

1

( p

 

2

 

D u

)

1 орто

 

.

Thus, the required constants are found.

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