From: Magdalena Moczydlowska on

You have right and this is simple. Thank You!

But the second problem is how to calculate Int_{0}^{h} ( exp(h-
s)A ) ds . The same integral but without A.


Magdalena
From: Magdalena Moczydlowska on
On 14 Maj, 09:57, Magdalena Moczydlowska <magdamoczydlow...(a)gmail.com>
wrote:
> You have right and this is simple. Thank You!
>
> But the second problem is how to calculate  Int_{0}^{h}  (  exp(h-
> s)A  ) ds . The same integral but without A.
>
> Magdalena

Of course the assumption about A are the same as in the first message.
From: Rob Johnson on
In article <cce824e6-0270-404f-b8fa-ba6abc5b2085(a)k17g2000yqf.googlegroups.com>,
Magdalena Moczydlowska <magdamoczydlowska(a)gmail.com> wrote:
>On 14 Maj, 09:57, Magdalena Moczydlowska <magdamoczydlow...(a)gmail.com>
>wrote:
>> You have right and this is simple. Thank You!
>>
>> But the second problem is how to calculate Int_{0}^{h} ( exp(h-
>> s)A ) ds . The same integral but without A.
>>
>> Magdalena
>
>Of course the assumption about A are the same as in the first message.

Consider the function E(x) = (exp(x)-1)/x. What is the derivative of
tE(tA) with respect to t?

Rob Johnson <rob(a)trash.whim.org>
take out the trash before replying
to view any ASCII art, display article in a monospaced font
From: Magdalena Moczydlowska on
On 14 Maj, 13:11, r...(a)trash.whim.org (Rob Johnson) wrote:
> In article <cce824e6-0270-404f-b8fa-ba6abc5b2...(a)k17g2000yqf.googlegroups..com>,
>
> Magdalena Moczydlowska <magdamoczydlow...(a)gmail.com> wrote:
> >On 14 Maj, 09:57, Magdalena Moczydlowska <magdamoczydlow...(a)gmail.com>
> >wrote:
> >> You have right and this is simple. Thank You!
>
> >> But the second problem is how to calculate  Int_{0}^{h}  (  exp(h-
> >> s)A  ) ds . The same integral but without A.
>
> >> Magdalena
>
> >Of course the assumption about A are the same as in the first message.
>
> Consider the function E(x) = (exp(x)-1)/x.  What is the derivative of
> tE(tA) with respect to t?
>
> Rob Johnson <r...(a)trash.whim.org>
> take out the trash before replying
> to view any ASCII art, display article in a monospaced font

It is -1+exp(tA)+A exp(At)/ tA but A is not inverible
From: George Jefferson on


"Magdalena Moczydlowska" <magdamoczydlowska(a)gmail.com> wrote in message
news:53a23e8d-0167-4c7d-8315-f5aa06439eb6(a)g21g2000yqk.googlegroups.com...
> Hi!
>
> I have one question about the specific integral.
> Assume that A is singular so it is not invertible ( we also kno that A
> is stiff and semi-definite matrix so ||e^{hA}||<1).
>
> I have in this moment no idea how to calculate
>
> Int_{0}^{h} ( A* exp(h-s)A ) ds
>

A is constant w.r.t. to integration. Hence integrate it like normal(think of
A as a real number).

One gets exp(h*A) - 1.

Alternatively use a taylor expansion which will result in the same thing.
i.e., exp((h-s)*A) = sum(((h-s)*A)^k/k!)

(I assume you mean A*exp((h-s)*A))