1cs542g-term1-2007 Notes  Final exam: December 10, 10am-1pm X736 (CS Boardroom)  Another extra class this Friday 1-2pm.

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Presentation transcript:

1cs542g-term Notes  Final exam: December 10, 10am-1pm X736 (CS Boardroom)  Another extra class this Friday 1-2pm

2cs542g-term Other implicit methods  Implicit mid-point  Trapezoidal rule  A-stable, but only conditionally monotone Trapezoidal rule: 1/2 step of FE, 1/2 step of BE Implicit mid-point: very closely related  Aliasing on imaginary axis

3cs542g-term Even more  Implicit multistep methods: Adams(-Bashforth)-Moulton Backwards Differentiation Formula (BDF)  Implicit Runge-Kutta Might need to solve for multiple intermediate values simultaneously…

4cs542g-term Solving Nonlinear Equations  First in 1D: g(x)=0 Bisection Secant method Newton’s method  General case: g and x both n-dimensional Newton is the standard  More can go wrong (than in optimization) E.g. Jacobian can be unsymmetric  Similar robustifying tricks apply Modifying the Jacobian, line search, …  Convergence is simpler to identify!

5cs542g-term Newton applied to BE  Initial guess: At least use previous y Can even use an explicit method to predict y  For a single step, stability might not be a problem  Iteration:

6cs542g-term Extra options  Semi-implicit methods, “lagging” Run a single step of Newton Equivalently, linearize around current y, solve linear problem for next y Linear stability analysis unchanged, but practice suggests not as robust (e.g. mass-spring problem)  If Newton fails to converge, try again with smaller time step Equations become easier to solve

7cs542g-term F=ma  Not always a good thing to reduce 2nd order equations to 1st order system  Example: “symplectic Euler” or “velocity Verlet” (naming is still a bit mixed up)  If acceleration depends on velocity, may need to go implicit to retain second order accuracy

8cs542g-term Example problem: gravity  Take n point masses (“n-body problem”)  Force between two points:  Total force on a point: sum of forces from all (n-1) other points  Big bottleneck: O(n 2 ) work to simply evaluate acceleration

9cs542g-term Fast approximation  A cluster of points far away can be approximated as a single point at the centre of mass  How accurate?