Local linearization method: Difference between revisions

Revision as of 16:31, 26 June 2017

Revision as of 16:43, 26 June 2017

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All numerical implementation <math>\mathbf{y}_{n}</math> of the LL (or of a HOLL) discretization <math>\mathbf{z}_{n}</math> involves approximations <math>\widetilde{\phi }_{j}</math> to

integrals �<math>\phi _{j}</math> of the form

<math>\phi _{j}(\mathbf{A},h)=\int\limits_{0}^{h}e^{(h-s)\mathbf{A}}s^{j-1}ds,\qquad j=1,2..., </math>