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Numerical Methods Contents - SAM

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34 long r t 0 ;<br />

35 bool bStarted ;<br />

36 } ;<br />

Example 2.0.1 (Nodal analysis (ger.: Knotenanalyse) of (linear) electric circuit (ger.: elektrisches<br />

Netzwerk)).<br />

Node (ger.: Knoten) ˆ= junction of wires<br />

☞ number nodes 1, ...,n<br />

➀<br />

C 1 ➁ R 1 ➂<br />

I kj : current from node k → node j, I kj = −I jk<br />

U ~ L<br />

R<br />

Kirchhoff current law (KCL, ger.: Kirchhoffsche Knotenregel): 5<br />

R 2<br />

C 2<br />

sum of node currents = 0:<br />

R4 R 3<br />

∑ n<br />

∀k ∈ {1, . ..,n}:<br />

j=1 I kj = 0 . (2.0.1)<br />

➃ ➄ ➅<br />

Unknowns:<br />

nodal potentials U k , k = 1,...,n.<br />

(some may be known: grounded nodes, voltage sources)<br />

Ôº ½º<br />

Constitutive relations (ger.: Bauelementgleichungen) for circuit elements: (in frequency domain with<br />

angular frequency ω > 0):<br />

Ôº ¾º¼<br />

2<br />

Direct <strong>Methods</strong> for Linear Systems of<br />

Equations<br />

The fundamental task:<br />

Given : matrix A ∈ K n,n , vector b ∈ K n , n ∈ K<br />

Sought : solution vector x ∈ K n : Ax = b ← (square) linear system of equations (LSE)<br />

: (ger.: lineares Gleichungssystem)<br />

(Terminology: A ˆ= system matrix, b ˆ= right hand side, ger.: Rechte-Seite-Vektor )<br />

Linear systems of equations are ubiquitous in computational science: they are encountered<br />

• Ohmic resistor: I = U , [R] = 1VA−1<br />

⎧<br />

R ⎪⎨ R −1 (U k − U j ) ,<br />

• capacitor: I = iωCU, capacitance [C] = 1AsV −1 ➤ I kj = iωC(U k − U j ) ,<br />

• coil/inductor : I = U<br />

⎪⎩<br />

iωL , inductance [L] = 1VsA−1 −iω −1 L −1 (U k − U j ) .<br />

These constitutive relations are derived by assuming a harmonic time-dependence of all quantities:<br />

voltage: u(t) = Re{U exp(iωt)} , current: i(t) = Re{I exp(ωt)} . (2.0.2)<br />

Here U,I ∈ C are called complex amplitudes. This implies for temporal derivatives (denoted by a<br />

dot):<br />

˙u(t) = Re{iωU exp(iωt)} , ˙i(t) = Re{iωI exp(iωt)} . (2.0.3)<br />

For a capacitor the total charge is proportional to the applied voltage:<br />

q(t) = Cu(t)<br />

i(t) = ˙q(t)<br />

⇒ i(t) = C ˙u(t) .<br />

• with discrete linear models in network theory (see Ex. 2.0.1), control, statistics<br />

• in the case of discretized boundary value problems for ordinary and partial differential equations<br />

(→ course “<strong>Numerical</strong> methods for partial differential equations”)<br />

• as a result of linearization (e.g, “Newton’s method” → Sect. 3.4)<br />

Ôº ¾º¼<br />

For a coil the voltage is proportional to the rate of change of current:<br />

(2.0.2) and (2.0.3) this leads to the above constitutive relations.<br />

u(t) = L˙i(t). Combined with<br />

Ôº ¾º¼

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