Institut für Allgemeine Elektrotechnik, Uni Rostock - Universität ...
Institut für Allgemeine Elektrotechnik, Uni Rostock - Universität ...
Institut für Allgemeine Elektrotechnik, Uni Rostock - Universität ...
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Backward-Difference Quotient<br />
y<br />
( m+<br />
1) ( m)<br />
− y<br />
Δt<br />
( ) ( )<br />
( m+ 1) ( m+<br />
1)<br />
= Ay + q<br />
( −Δt<br />
A+<br />
I)<br />
( ) ( )<br />
( + t )<br />
m+ 1 m+ 1 − 1 m m+<br />
1<br />
Resolving for y : y = y Δ q<br />
<br />
yields an implicit scheme, i.e. either we need to compute an inverse<br />
or solve a linear system (more efficient if A is sparse).<br />
For the eigenvalues of G we get<br />
−1<br />
1<br />
Gy = ( −Δ t A + I)<br />
y = y<br />
−Δ ⋅ +<br />
<br />
i i i<br />
t λAi<br />
,<br />
jωi<br />
1<br />
⇒ no eigenvalues of G are larger than 1,<br />
i.e. the backward difference quotient is stabl e for any arbitrary Δt.<br />
G<br />
λ<br />
Gi ,<br />
Prof. Dr. Ursula van Rienen, <strong>Uni</strong>versität <strong>Rostock</strong>, Fakultät <strong>für</strong> Informatik und <strong>Elektrotechnik</strong> (IEF), <strong>Institut</strong> <strong>für</strong> <strong>Allgemeine</strong> <strong>Elektrotechnik</strong> (IAE)<br />
18