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In mathematics, a '''collocation method''' is a method for the [[numerical analysis|numerical]] solution of [[ordinary differential equation]]s, [[partial differential equation]]s and [[integral equation]]s. The idea is to choose a finite-dimensional space of candidate solutions (usually, [[polynomial]]s up to a certain degree) and a number of points in the domain (called ''collocation points''), and to select that solution which satisfies the given equation at the collocation points. | |||
== Ordinary differential equations == | |||
Suppose that the [[ordinary differential equation]] | |||
:<math> y'(t) = f(t,y(t)), \quad y(t_0)=y_0, </math> | |||
is to be solved over the interval [''t''<sub>0</sub>, ''t''<sub>0</sub> + ''h'']. Choose 0 ≤ ''c''<sub>1</sub>< ''c''<sub>2</sub>< … < ''c''<sub>''n''</sub> ≤ 1. | |||
The corresponding (polynomial) collocation method approximates the solution ''y'' by the polynomial ''p'' of degree ''n'' which satisfies the initial condition ''p''(''t''<sub>0</sub>) = ''y''<sub>0</sub>, and the differential equation ''p''<nowiki>'</nowiki>(''t'') = ''f''(''t'',''p''(''t'')) at all points, called the '''collocation points,''' ''t'' = ''t''<sub>0</sub> + ''c''<sub>''k''</sub>''h'' where ''k'' = 1, …, ''n''. This gives ''n'' + 1 conditions, which matches the ''n'' + 1 parameters needed to specify a polynomial of degree ''n''. | |||
All these collocation methods are in fact implicit [[Runge–Kutta methods]]. The coefficient ''c''<sub>''k''</sub> in the Butcher tableau of a Runge–Kutta method are the collocation points. However, not all implicit Runge–Kutta methods are collocation methods. | |||
<ref>{{harvnb|Ascher|Petzold|1998}}; {{harvnb|Iserles|1996|pp=43–44}}</ref> | |||
=== Example: The trapezoidal rule === | |||
Pick, as an example, the two collocation points ''c''<sub>1</sub> = 0 and ''c''<sub>2</sub> = 1 (so ''n'' = 2). The collocation conditions are | |||
:<math> p(t_0) = y_0, \, </math> | |||
:<math> p'(t_0) = f(t_0, p(t_0)), \, </math> | |||
:<math> p'(t_0+h) = f(t_0+h, p(t_0+h)). \, </math> | |||
There are three conditions, so ''p'' should be a polynomial of degree 2. Write ''p'' in the form | |||
:<math> p(t) = \alpha (t-t_0)^2 + \beta (t-t_0) + \gamma \, </math> | |||
to simplify the computations. Then the collocation conditions can be solved to give the coefficients | |||
:<math> | |||
\begin{align} | |||
\alpha &= \frac{1}{2h} \Big( f(t_0+h, p(t_0+h)) - f(t_0, p(t_0)) \Big), \\ | |||
\beta &= f(t_0, p(t_0)), \\ | |||
\gamma &= y_0. | |||
\end{align} | |||
</math> | |||
The collocation method is now given (implicitly) by | |||
:<math> y_1 = p(t_0 + h) = y_0 + \frac12h \Big (f(t_0+h, y_1) + f(t_0,y_0) \Big), \, </math> | |||
where ''y''<sub>1</sub> = ''p''(''t''<sub>0</sub> + ''h'') is the approximate solution at ''t'' = ''t''<sub>0</sub> + ''h''. | |||
This method is known as the "[[trapezoidal rule (differential equations)|trapezoidal rule]]" for differential equations. Indeed, this method can also be derived by rewriting the differential equation as | |||
:<math> y(t) = y(t_0) + \int_{t_0}^t f(\tau, y(\tau)) \,\textrm{d}\tau, \, </math> | |||
and approximating the integral on the right-hand side by the [[trapezoidal rule]] for integrals. | |||
=== Other examples === | |||
The [[Gauss–Legendre method]]s use the points of [[Gauss–Legendre quadrature]] as collocation points. The Gauss–Legendre method based on ''s'' points has order 2''s''.<ref>{{harvnb|Iserles|1996|pp=47}}</ref> All Gauss–Legendre methods are [[A-stability|A-stable]].<ref>{{harvnb|Iserles|1996|pp=63}}</ref> | |||
== Notes == | |||
{{Reflist}} | |||
== References == | |||
* {{Citation | last1=Ascher | first1=Uri M. | last2=Petzold | first2=Linda R. | title=Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations | publisher=[[Society for Industrial and Applied Mathematics]] | location=Philadelphia | isbn=978-0-89871-412-8 | year=1998}}. | |||
* {{Citation | last1=Hairer | first1=Ernst | last2=Nørsett | first2=Syvert Paul | last3=Wanner | first3=Gerhard | title=Solving ordinary differential equations I: Nonstiff problems | publisher=[[Springer-Verlag]] | location=Berlin, New York | isbn=978-3-540-56670-0 | year=1993}}. | |||
* {{Citation | last1=Iserles | first1=Arieh | author1-link=Arieh Iserles | title=A First Course in the Numerical Analysis of Differential Equations | publisher=[[Cambridge University Press]] | isbn=978-0-521-55655-2 | year=1996}}. | |||
{{Numerical PDE}} | |||
{{DEFAULTSORT:Collocation Method}} | |||
[[Category:Numerical differential equations]] | |||
Revision as of 08:35, 22 January 2014
In mathematics, a collocation method is a method for the numerical solution of ordinary differential equations, partial differential equations and integral equations. The idea is to choose a finite-dimensional space of candidate solutions (usually, polynomials up to a certain degree) and a number of points in the domain (called collocation points), and to select that solution which satisfies the given equation at the collocation points.
Ordinary differential equations
Suppose that the ordinary differential equation
is to be solved over the interval [t0, t0 + h]. Choose 0 ≤ c1< c2< … < cn ≤ 1.
The corresponding (polynomial) collocation method approximates the solution y by the polynomial p of degree n which satisfies the initial condition p(t0) = y0, and the differential equation p'(t) = f(t,p(t)) at all points, called the collocation points, t = t0 + ckh where k = 1, …, n. This gives n + 1 conditions, which matches the n + 1 parameters needed to specify a polynomial of degree n.
All these collocation methods are in fact implicit Runge–Kutta methods. The coefficient ck in the Butcher tableau of a Runge–Kutta method are the collocation points. However, not all implicit Runge–Kutta methods are collocation methods. [1]
Example: The trapezoidal rule
Pick, as an example, the two collocation points c1 = 0 and c2 = 1 (so n = 2). The collocation conditions are
There are three conditions, so p should be a polynomial of degree 2. Write p in the form
to simplify the computations. Then the collocation conditions can be solved to give the coefficients
The collocation method is now given (implicitly) by
where y1 = p(t0 + h) is the approximate solution at t = t0 + h.
This method is known as the "trapezoidal rule" for differential equations. Indeed, this method can also be derived by rewriting the differential equation as
and approximating the integral on the right-hand side by the trapezoidal rule for integrals.
Other examples
The Gauss–Legendre methods use the points of Gauss–Legendre quadrature as collocation points. The Gauss–Legendre method based on s points has order 2s.[2] All Gauss–Legendre methods are A-stable.[3]
Notes
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References
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Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.
In case you are in search of an actual estate or Singapore property agent on-line, you simply should belief your intuition. It's because you do not know which agent is nice and which agent will not be. Carry out research on several brokers by looking out the internet. As soon as if you end up positive that a selected agent is dependable and reliable, you can choose to utilize his partnerise in finding you a home in Singapore. Most of the time, a property agent is taken into account to be good if he or she locations the contact data on his website. This may mean that the agent does not mind you calling them and asking them any questions relating to new properties in singapore in Singapore. After chatting with them you too can see them in their office after taking an appointment.
Have handed an trade examination i.e Widespread Examination for House Brokers (CEHA) or Actual Property Agency (REA) examination, or equal; Exclusive brokers are extra keen to share listing information thus making certain the widest doable coverage inside the real estate community via Multiple Listings and Networking. Accepting a severe provide is simpler since your agent is totally conscious of all advertising activity related with your property. This reduces your having to check with a number of agents for some other offers. Price control is easily achieved. Paint work in good restore-discuss with your Property Marketing consultant if main works are still to be done. Softening in residential property prices proceed, led by 2.8 per cent decline within the index for Remainder of Central Region
Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.
15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.
To achieve the very best outcomes, you must be always updated on market situations, including past transaction information and reliable projections. You could review and examine comparable homes that are currently available in the market, especially these which have been sold or not bought up to now six months. You'll be able to see a pattern of such report by clicking here It's essential to defend yourself in opposition to unscrupulous patrons. They are often very skilled in using highly unethical and manipulative techniques to try and lure you into a lure. That you must also protect your self, your loved ones, and personal belongings as you'll be serving many strangers in your home. Sign a listing itemizing of all of the objects provided by the proprietor, together with their situation. HSR Prime Recruiter 2010. - Many property agents need to declare for the PIC grant in Singapore. However, not all of them know find out how to do the correct process for getting this PIC scheme from the IRAS. There are a number of steps that you need to do before your software can be approved.
Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.
In case you are in search of an actual estate or Singapore property agent on-line, you simply should belief your intuition. It's because you do not know which agent is nice and which agent will not be. Carry out research on several brokers by looking out the internet. As soon as if you end up positive that a selected agent is dependable and reliable, you can choose to utilize his partnerise in finding you a home in Singapore. Most of the time, a property agent is taken into account to be good if he or she locations the contact data on his website. This may mean that the agent does not mind you calling them and asking them any questions relating to new properties in singapore in Singapore. After chatting with them you too can see them in their office after taking an appointment.
Have handed an trade examination i.e Widespread Examination for House Brokers (CEHA) or Actual Property Agency (REA) examination, or equal; Exclusive brokers are extra keen to share listing information thus making certain the widest doable coverage inside the real estate community via Multiple Listings and Networking. Accepting a severe provide is simpler since your agent is totally conscious of all advertising activity related with your property. This reduces your having to check with a number of agents for some other offers. Price control is easily achieved. Paint work in good restore-discuss with your Property Marketing consultant if main works are still to be done. Softening in residential property prices proceed, led by 2.8 per cent decline within the index for Remainder of Central Region
Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.
15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.
To achieve the very best outcomes, you must be always updated on market situations, including past transaction information and reliable projections. You could review and examine comparable homes that are currently available in the market, especially these which have been sold or not bought up to now six months. You'll be able to see a pattern of such report by clicking here It's essential to defend yourself in opposition to unscrupulous patrons. They are often very skilled in using highly unethical and manipulative techniques to try and lure you into a lure. That you must also protect your self, your loved ones, and personal belongings as you'll be serving many strangers in your home. Sign a listing itemizing of all of the objects provided by the proprietor, together with their situation. HSR Prime Recruiter 2010.