【大学课件】數值方法 - 數值模擬的基本知識培训资料.pptVIP

數值方法;微積分的定義;利用差分法求空間微分;求積分;差分法之準確度與誤差估算 Taylor series expansion;差分法之準確度與誤差估算 Taylor series expansion;計算效率評估;求積分（曲線下面積）;非差分法之空間微分與積分計算法;係數為 tri-diagonal matrix!;補充教材：微分之高階中央差分表示式;第二類型積分問題;時間積分;The explicit time integrations;圖解法;The 4th order Runge-Kutta method;圖解法;The implicit time integrations;當問題為三元一次聯立方程式;當問題為n元一次聯立方程式，且係數矩陣為tri-diagonal matrix;結論：要先學會解 tri-diagonal matrix的問題;疊代法形式之 implicit time integration scheme： Predictor-Corrector Method;The 4th Order Predictor-Corrector Method （Shampine and Gordon, 1975）;Cannot self-start;;Based on Runge-Kutta Method and Adams Formula Predictor-Corrector Method ;電腦運算的極限;電腦運算的極限;疊代法與機器誤差估算;C--SUB. GETRERR----------------------------- C Determine the relative error of the system SUBROUTINE GETRERR C To get relative error with respect to 1 IMPLICIT DOUBLE PRECISION (A-H, O-Z) COMMON /GET_RERR/ RELERR,ABSERR A1=1 AH=0.5D00 U=A1 1 CONTINUE U=U*AH TEMP=A1-U IF(TEMP.LT.A1) GO TO 1 RELERR=U*2 ABSERR=U*200 RETURN END;亂數產生器;Uniform Random Number Generator;C fun. ran: 0~1 Uniform Random Generator C Argument ix is the seed of C the random number generating function. C In order to get really random numbers, C initial value of ix must be an odd number. C function ran(ix) iy=ix*65539 if(iy)5,6,6 5 iy=iy+2147483647+1 6 yfl = iy yfl = yfl*.4656613E-9 ran=yfl ix=iy return end;Random Number Generator of the Normal Distribution Function;C C==RANORM====================================== C FUNCTION RANORM(A) COMMON IRR ! seed of random numbers A=0. DO 999 II=1,16 999 A=RAN(IRR)+A A = A-8.0 ! A=A-(nsum/2) where nsum=16 A = A*0.866 ! A=A*sqrt(12./nsum) RANORM=A RETURN END ;General Random Number Generator(Snell, 1975);求根;利用 解微分方程式 求根;應用解微分方程式的方式求根;內差法與分散法;內差法與分散法之應用;一度空間之一階與三階內差／分散法;二度空間之一階內差／分散法;二度空間之一階與三階內差／分散法;一階＆三階之內差／分散法效率評估;一