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<title>Discrete Time - Physics-Based Simulation</title>
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<ol class="chapter"><li class="chapter-item expanded affix "><a href="preface.html">Preface</a></li><li class="chapter-item expanded affix "><li class="part-title">Simulation with Optimization</li><li class="chapter-item expanded "><a href="lec1-discrete_space_time.html"><strong aria-hidden="true">1.</strong> Discrete Space and Time</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec1.1-solid_rep.html"><strong aria-hidden="true">1.1.</strong> Representations of a Solid Geometry</a></li><li class="chapter-item expanded "><a href="lec1.2-newton_2nd_law.html"><strong aria-hidden="true">1.2.</strong> Newton's Second Law</a></li><li class="chapter-item expanded "><a href="lec1.3-time_integration.html"><strong aria-hidden="true">1.3.</strong> Time Integration</a></li><li class="chapter-item expanded "><a href="lec1.4-explicit_time_integration.html"><strong aria-hidden="true">1.4.</strong> Explicit Time Integration</a></li><li class="chapter-item expanded "><a href="lec1.5-implicit_time_integration.html"><strong aria-hidden="true">1.5.</strong> Implicit Time integration</a></li><li class="chapter-item expanded "><a href="lec1.6-summary.html"><strong aria-hidden="true">1.6.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec2-opt_framework.html"><strong aria-hidden="true">2.</strong> Optimization Framework</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec2.1-opt_time_integration.html"><strong aria-hidden="true">2.1.</strong> Optimization Time Integrator</a></li><li class="chapter-item expanded "><a href="lec2.2-dirichlet_BC.html"><strong aria-hidden="true">2.2.</strong> Dirichlet Boundary Conditions</a></li><li class="chapter-item expanded "><a href="lec2.3-contact.html"><strong aria-hidden="true">2.3.</strong> Contact</a></li><li class="chapter-item expanded "><a href="lec2.4-friction.html"><strong aria-hidden="true">2.4.</strong> Friction</a></li><li class="chapter-item expanded "><a href="lec2.5-summary.html"><strong aria-hidden="true">2.5.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec3-projected_Newton.html"><strong aria-hidden="true">3.</strong> Projected Newton</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec3.1-conv_issue_Newton.html"><strong aria-hidden="true">3.1.</strong> Convergence of Newton's Method</a></li><li class="chapter-item expanded "><a href="lec3.2-line_search.html"><strong aria-hidden="true">3.2.</strong> Line Search</a></li><li class="chapter-item expanded "><a href="lec3.3-grad_based_opt.html"><strong aria-hidden="true">3.3.</strong> Gradient-Based Optimization</a></li><li class="chapter-item expanded "><a href="lec3.4-summary.html"><strong aria-hidden="true">3.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec4-2d_mass_spring.html"><strong aria-hidden="true">4.</strong> Case Study: 2D Mass-Spring*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec4.1-discretizations.html"><strong aria-hidden="true">4.1.</strong> Spatial and Temporal Discretizations</a></li><li class="chapter-item expanded "><a href="lec4.2-inertia.html"><strong aria-hidden="true">4.2.</strong> Inertia Term</a></li><li class="chapter-item expanded "><a href="lec4.3-mass_spring_energy.html"><strong aria-hidden="true">4.3.</strong> Mass-Spring Potential Energy</a></li><li class="chapter-item expanded "><a href="lec4.4-opt_time_integrator.html"><strong aria-hidden="true">4.4.</strong> Optimization Time Integrator</a></li><li class="chapter-item expanded "><a href="lec4.5-sim_with_vis.html"><strong aria-hidden="true">4.5.</strong> Simulation with Visualization</a></li><li class="chapter-item expanded "><a href="lec4.6-gpu_accel.html"><strong aria-hidden="true">4.6.</strong> GPU-Accelerated Simulation</a></li><li class="chapter-item expanded "><a href="lec4.6-summary.html"><strong aria-hidden="true">4.7.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Boundary Treatments</li><li class="chapter-item expanded "><a href="lec5-dirichlet_BC_solve.html"><strong aria-hidden="true">5.</strong> Dirichlet Boundary Conditions*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec5.1-equality_constraints.html"><strong aria-hidden="true">5.1.</strong> Equality Constraint Formulation</a></li><li class="chapter-item expanded "><a href="lec5.2-DOF_elimin.html"><strong aria-hidden="true">5.2.</strong> DOF Elimination Method</a></li><li class="chapter-item expanded "><a href="lec5.3-hanging_square.html"><strong aria-hidden="true">5.3.</strong> Case Study: Hanging Sqaure*</a></li><li class="chapter-item expanded "><a href="lec5.4-summary.html"><strong aria-hidden="true">5.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec6-slip_DBC.html"><strong aria-hidden="true">6.</strong> Slip Dirichlet Boundary Conditions</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec6.1-axis_aligned.html"><strong aria-hidden="true">6.1.</strong> Axis-Aligned Slip DBC</a></li><li class="chapter-item expanded "><a href="lec6.2-change_of_vars.html"><strong aria-hidden="true">6.2.</strong> Change of Variables</a></li><li class="chapter-item expanded "><a href="lec6.3-general_slip_DBC.html"><strong aria-hidden="true">6.3.</strong> General Slip DBC</a></li><li class="chapter-item expanded "><a href="lec6.4-summary.html"><strong aria-hidden="true">6.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec7-dist_barrier.html"><strong aria-hidden="true">7.</strong> Distance Barrier for Nonpenetration</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec7.1-signed_dists.html"><strong aria-hidden="true">7.1.</strong> Signed Distances</a></li><li class="chapter-item expanded "><a href="lec7.2-dist_barrier_formulation.html"><strong aria-hidden="true">7.2.</strong> Distance Barrier</a></li><li class="chapter-item expanded "><a href="lec7.3-sol_accuracy.html"><strong aria-hidden="true">7.3.</strong> Solution Accuracy</a></li><li class="chapter-item expanded "><a href="lec7.4-summary.html"><strong aria-hidden="true">7.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec8-filter_line_search.html"><strong aria-hidden="true">8.</strong> Filter Line Search*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec8.1-tunneling.html"><strong aria-hidden="true">8.1.</strong> Tunneling Issue</a></li><li class="chapter-item expanded "><a href="lec8.2-nonpenetration_traj.html"><strong aria-hidden="true">8.2.</strong> Penetration-free Trajectory</a></li><li class="chapter-item expanded "><a href="lec8.3-square_drop.html"><strong aria-hidden="true">8.3.</strong> Case Study: Square Drop*</a></li><li class="chapter-item expanded "><a href="lec8.4-summary.html"><strong aria-hidden="true">8.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec9-friction.html"><strong aria-hidden="true">9.</strong> Frictional Contact</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec9.1-smooth_fric.html"><strong aria-hidden="true">9.1.</strong> Smooth Dynamic-Static Transition</a></li><li class="chapter-item expanded "><a href="lec9.2-semi_imp_fric.html"><strong aria-hidden="true">9.2.</strong> Semi-Implicit Discretization</a></li><li class="chapter-item expanded "><a href="lec9.3-fixed_point_iter.html"><strong aria-hidden="true">9.3.</strong> Fixed-Point Iteration</a></li><li class="chapter-item expanded "><a href="lec9.4-summary.html"><strong aria-hidden="true">9.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec10-square_on_slope.html"><strong aria-hidden="true">10.</strong> Case Study: Square On Slope*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec10.1-ground_to_slope.html"><strong aria-hidden="true">10.1.</strong> From Ground To Slope</a></li><li class="chapter-item expanded "><a href="lec10.2-slope_fric.html"><strong aria-hidden="true">10.2.</strong> Slope Friction</a></li><li class="chapter-item expanded "><a href="lec10.3-summary.html"><strong aria-hidden="true">10.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec11-mov_DBC.html"><strong aria-hidden="true">11.</strong> Moving Boundary Conditions*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec11.1-penalty_method.html"><strong aria-hidden="true">11.1.</strong> Penalty Method</a></li><li class="chapter-item expanded "><a href="lec11.2-compress_square.html"><strong aria-hidden="true">11.2.</strong> Case Study: Compressing Square*</a></li><li class="chapter-item expanded "><a href="lec11.3-summary.html"><strong aria-hidden="true">11.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Hyperelasticity</li><li class="chapter-item expanded "><a href="lec12-kinematics.html"><strong aria-hidden="true">12.</strong> Kinematics Theory</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec12.1-continuum_motion.html"><strong aria-hidden="true">12.1.</strong> Continuum Motion</a></li><li class="chapter-item expanded "><a href="lec12.2-deformation.html"><strong aria-hidden="true">12.2.</strong> Deformation</a></li><li class="chapter-item expanded "><a href="lec12.3-summary.html"><strong aria-hidden="true">12.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec13-strain_energy.html"><strong aria-hidden="true">13.</strong> Strain Energy</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec13.1-rigid_null_rot_inv.html"><strong aria-hidden="true">13.1.</strong> Rigid Null Space and Rotation Invariance</a></li><li class="chapter-item expanded "><a href="lec13.2-polar_svd.html"><strong aria-hidden="true">13.2.</strong> Polar Singular Value Decomposition</a></li><li class="chapter-item expanded "><a href="lec13.3-simp_model_inversion.html"><strong aria-hidden="true">13.3.</strong> Simplified Models and Invertibility</a></li><li class="chapter-item expanded "><a href="lec13.4-summary.html"><strong aria-hidden="true">13.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec14-stress_and_derivatives.html"><strong aria-hidden="true">14.</strong> Stress and Its Derivatives</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec14.1-stress.html"><strong aria-hidden="true">14.1.</strong> Stress</a></li><li class="chapter-item expanded "><a href="lec14.2-compute_P.html"><strong aria-hidden="true">14.2.</strong> Computing Stress</a></li><li class="chapter-item expanded "><a href="lec14.3-compute_stress_deriv.html"><strong aria-hidden="true">14.3.</strong> Computing Stress Derivatives</a></li><li class="chapter-item expanded "><a href="lec14.4-summary.html"><strong aria-hidden="true">14.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec15-inv_free_elasticity.html"><strong aria-hidden="true">15.</strong> Case Study: Inversion-free Elasticity*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec15.1-linear_tri_elem.html"><strong aria-hidden="true">15.1.</strong> Linear Triangle Elements</a></li><li class="chapter-item expanded "><a href="lec15.2-energy_grad_hess.html"><strong aria-hidden="true">15.2.</strong> Computing Energy, Gradient, and Hessian</a></li><li class="chapter-item expanded "><a href="lec15.3-filter_line_search.html"><strong aria-hidden="true">15.3.</strong> Filter Line Search for Non-Inversion</a></li><li class="chapter-item expanded "><a href="lec15.4-summary.html"><strong aria-hidden="true">15.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Governing Equations</li><li class="chapter-item expanded "><a href="lec16-strong_and_weak_forms.html"><strong aria-hidden="true">16.</strong> Strong and Weak Forms</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec16.1-mass_conserv.html"><strong aria-hidden="true">16.1.</strong> Conservation of Mass</a></li><li class="chapter-item expanded "><a href="lec16.2-momentum_conserv.html"><strong aria-hidden="true">16.2.</strong> Conservation of Momentum</a></li><li class="chapter-item expanded "><a href="lec16.3-weak_form.html"><strong aria-hidden="true">16.3.</strong> Weak Form</a></li><li class="chapter-item expanded "><a href="lec16.4-summary.html"><strong aria-hidden="true">16.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec17-disc_weak_form.html"><strong aria-hidden="true">17.</strong> Discretization of Weak Forms</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec17.1-discrete_space.html"><strong aria-hidden="true">17.1.</strong> Discrete Space</a></li><li class="chapter-item expanded "><a href="lec17.2-discrete_time.html" class="active"><strong aria-hidden="true">17.2.</strong> Discrete Time</a></li><li class="chapter-item expanded "><a href="lec17.3-summary.html"><strong aria-hidden="true">17.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec18-BC_and_fric.html"><strong aria-hidden="true">18.</strong> Boundary Conditions and Frictional Contact</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec18.1-incorporate_BC.html"><strong aria-hidden="true">18.1.</strong> Incorporating Boundary Conditions</a></li><li class="chapter-item expanded "><a href="lec18.2-normal_contact.html"><strong aria-hidden="true">18.2.</strong> Normal Contact for Nonpenetration</a></li><li class="chapter-item expanded "><a href="lec18.3-barrier_potential.html"><strong aria-hidden="true">18.3.</strong> Barrier Potential</a></li><li class="chapter-item expanded "><a href="lec18.4-friction_force.html"><strong aria-hidden="true">18.4.</strong> Friction Force</a></li><li class="chapter-item expanded "><a href="lec18.5-summary.html"><strong aria-hidden="true">18.5.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Finite Element Method</li><li class="chapter-item expanded "><a href="lec19-linear_FEM.html"><strong aria-hidden="true">19.</strong> Linear Finite Elements</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec19.1-linear_disp_field.html"><strong aria-hidden="true">19.1.</strong> Piecewise Linear Displacement Field</a></li><li class="chapter-item expanded "><a href="lec19.2-mass_matrix.html"><strong aria-hidden="true">19.2.</strong> Mass Matrix and Lumping</a></li><li class="chapter-item expanded "><a href="lec19.3-elasticity_term.html"><strong aria-hidden="true">19.3.</strong> Elasticity Term</a></li><li class="chapter-item expanded "><a href="lec19.4-summary.html"><strong aria-hidden="true">19.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec20-pw_linear_boundary.html"><strong aria-hidden="true">20.</strong> Piecewise Linear Boundaries</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec20.1-boundary_conditions.html"><strong aria-hidden="true">20.1.</strong> Boundary Conditions</a></li><li class="chapter-item expanded "><a href="lec20.2-obstacle_contact.html"><strong aria-hidden="true">20.2.</strong> Solid-Obstacle Contact</a></li><li class="chapter-item expanded "><a href="lec20.3-self_contact.html"><strong aria-hidden="true">20.3.</strong> Self-Contact</a></li><li class="chapter-item expanded "><a href="lec20.4-summary.html"><strong aria-hidden="true">20.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec21-2d_self_contact.html"><strong aria-hidden="true">21.</strong> Case Study: 2D Self-Contact*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec21.1-scene_setup.html"><strong aria-hidden="true">21.1.</strong> Scene Setup and Boundary Element Collection</a></li><li class="chapter-item expanded "><a href="lec21.2-point_edge_dist.html"><strong aria-hidden="true">21.2.</strong> Point-Edge Distance</a></li><li class="chapter-item expanded "><a href="lec21.3-barrier_and_derivatives.html"><strong aria-hidden="true">21.3.</strong> Barrier Energy and Its Derivatives</a></li><li class="chapter-item expanded "><a href="lec21.4-ccd.html"><strong aria-hidden="true">21.4.</strong> Continuous Collision Detection</a></li><li class="chapter-item expanded "><a href="lec21.5-summary.html"><strong aria-hidden="true">21.5.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec22-2d_self_fric.html"><strong aria-hidden="true">22.</strong> 2D Frictional Self-Contact*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec22.1-disc_and_approx.html"><strong aria-hidden="true">22.1.</strong> Discretization and Approximation</a></li><li class="chapter-item expanded "><a href="lec22.2-precompute.html"><strong aria-hidden="true">22.2.</strong> Precomputing Normal and Tangent Information</a></li><li class="chapter-item expanded "><a href="lec22.3-fric_and_derivatives.html"><strong aria-hidden="true">22.3.</strong> Friction Energy and Its Derivatives</a></li><li class="chapter-item expanded "><a href="lec22.4-summary.html"><strong aria-hidden="true">22.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec23-3d_elastodynamics.html"><strong aria-hidden="true">23.</strong> 3D Elastodynamics</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec23.1-kinematics.html"><strong aria-hidden="true">23.1.</strong> Kinematics</a></li><li class="chapter-item expanded "><a href="lec23.2-mass_matrix.html"><strong aria-hidden="true">23.2.</strong> Mass Matrix</a></li><li class="chapter-item expanded "><a href="lec23.3-elasticity.html"><strong aria-hidden="true">23.3.</strong> Elasticity</a></li><li class="chapter-item expanded "><a href="lec23.4-summary.html"><strong aria-hidden="true">23.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec24-3d_fric_self_contact.html"><strong aria-hidden="true">24.</strong> 3D Frictional Self-Contact</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec24.1-barrier_and_dist.html"><strong aria-hidden="true">24.1.</strong> Barrier and Distances</a></li><li class="chapter-item expanded "><a href="lec24.2-collision_detection.html"><strong aria-hidden="true">24.2.</strong> Collision Detection</a></li><li class="chapter-item expanded "><a href="lec24.3-friction.html"><strong aria-hidden="true">24.3.</strong> Friction</a></li><li class="chapter-item expanded "><a href="lec24.4-summary.html"><strong aria-hidden="true">24.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="bibliography.html">Bibliography</a></li></ol>
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<h1 class="menu-title">Physics-Based Simulation</h1>
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<h2 id="discrete-time"><a class="header" href="#discrete-time">Discrete Time</a></h2>
<p>Discretization in time links <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">A</span></span></span></span> to our degrees of freedom (DOF) <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord mathbf">x</span></span></span></span>. In the continuous setting, <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">A</span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.3629em;vertical-align:-0.345em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0179em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight" style="margin-right:0.05556em;">∂</span><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight" style="margin-right:0.05556em;">∂</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.931em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathbf mtight">x</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.345em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span></span></span></span>. Now, let us divide time into small intervals, <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0085em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span></span></span></span>, as discussed in the first chapter. Using the finite difference formula, we can conveniently approximate <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord mathbf">A</span></span></span></span> in terms of <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord mathbf">x</span></span></span></span>.</p>
<p>For example, with backward Euler:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.1209em;vertical-align:-2.3104em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.8104em;"><span style="top:-4.8104em;"><span class="pstrut" style="height:3.4911em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.4911em;"></span><span class="mord"><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.3104em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.8104em;"><span style="top:-4.8104em;"><span class="pstrut" style="height:3.4911em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4911em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.5904em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7401em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.7693em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.4911em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4911em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.5904em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7401em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.7693em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.3104em;"><span></span></span></span></span></span></span></span></span></span></span></span>
which gives us:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathbf">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.1771em;vertical-align:-0.686em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4911em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7401em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">))</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mpunct">,</span></span></span></span></span>
where <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7477em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span>. Applying this relation at the sample points into Equation <a href="lec17.1-discrete_space.html#eq:lec17:test_func_chosen">(17.1.3)</a>, we obtain:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.4385em;vertical-align:-2.4692em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9692em;"><span style="top:-4.9692em;"><span class="pstrut" style="height:3.8805em;"></span><span class="mord"></span></span><span style="top:-2.6232em;"><span class="pstrut" style="height:3.8805em;"></span><span class="mord"></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.4692em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9692em;"><span style="top:-4.9692em;"><span class="pstrut" style="height:3.8805em;"></span><span class="mord"><span class="mord"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.109em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">a</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span><span class="mord mathnormal mtight">b</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8805em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7401em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-4.0263em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-2.2569em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">b</span><span class="mord mtight">∣</span><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span style="top:-2.9285em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span></span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.6181em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.2387em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">b</span><span class="mord mtight">∣</span><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span style="top:-2.9285em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.6363em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8542em;"><span style="top:-2.2387em;margin-left:-0.2222em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">b</span><span class="mord mtight">∣</span><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span style="top:-2.9285em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span></span></span></span><span style="top:-3.1031em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.6363em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span><span style="top:-2.6232em;"><span class="pstrut" style="height:3.8805em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight" style="margin-right:0.05556em;">∂</span><span class="mord mtight"><span class="mord mtight">Ω</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">0</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.109em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">a</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.13889em;">T</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3987em;margin-left:-0.1389em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span style="top:-2.9285em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.3013em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathnormal">s</span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">Ω</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">0</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.109em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">a</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.13889em;">P</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3987em;margin-left:-0.1389em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span style="top:-2.9285em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.4374em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathbf">X</span><span class="mord">.</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.4692em;"><span></span></span></span></span></span></span></span><span class="enclosing" id="eq:lec17:BE"></span></span><span class="tag"><span class="strut" style="height:5.4385em;vertical-align:-2.4692em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">17.2.1</span></span><span class="mord">)</span></span></span></span></span></span></p>
<p>Then, by applying mass lumping and zero traction boundary conditions, i.e., <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbf">T</span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord mathbf">0</span></span></span></span>, we finally see that Equation <a href="#eq:lec17:BE">(17.2.1)</a> is the <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">a</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.173em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal">i</span></span><span style="top:-3.2285em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>-th row of the discrete form of backward Euler time integration in <a href="./lec1-discrete_space_time.html">the first lecture</a>:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathbf" style="margin-right:0.01597em;">v</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mclose">))</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathbf">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8389em;vertical-align:-0.1944em;"></span><span class="mord">0</span><span class="mpunct">,</span></span></span></span></span>
where the elasticity force <span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathbf">x</span><span class="mclose">)</span></span></span></span> is obtained by evaluating:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.2719em;vertical-align:-0.9119em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">Ω</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">0</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">N</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.109em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">a</span></span><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.13889em;">P</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3987em;margin-left:-0.1389em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.923em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mathnormal mtight">i</span></span><span style="top:-2.9285em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.4374em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathbf">X</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord mathnormal">d</span><span class="mord mathbf">X</span><span class="mpunct">,</span></span></span></span></span>
which will be discussed in the next chapter.</p>
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