Institut für Allgemeine Elektrotechnik, Uni Rostock - Universität ...

Recursive Time Integration Method
Formal solution of the initial value problem:
()
( 0)
( ( ) ( ))
y t = y + Ay t' + q t' dt'
Prof. Dr. Ursula van Rienen, Universität Rostock, Fakultät für Informatik und Elektrotechnik (IEF), Institut für Allgemeine Elektrotechnik (IAE)
∫
t
t
0
Exact solution of these large systems (complete decomposition in
eigenvector basis or exponential matrix of A) not possible in
practical applications. Therefore: recursive solution. We distinguish:
i explicite
and implicite recursion, depending on the formula for a
new value: explicite or affording to solve an equation or a system
of equations
i single and multi ple step method s, depending
on the number of
old values taken into account. Linear single step methods may be
( m + 1) ( m ) ( m )
written as y = Gy + q with the recursion matrix G.
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