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    RS - Lecture 6

    Uploaded by

    Omer Ikhlas
    This document discusses methods for solving systems of linear equations, including direct and iterative methods. Direct methods like Gaussian elimination can exactly solve a system in a finite number of steps. Iterative methods make an initial guess and then refine it through repeated calculations until converging on the solution. The document provides examples of using Gaussian elimination to directly solve systems and the Jacobi method as an iterative approach.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    RS - Lecture 6

    Uploaded by

    Omer Ikhlas
    24 views23 pages
    This document discusses methods for solving systems of linear equations, including direct and iterative methods. Direct methods like Gaussian elimination can exactly solve a system in a finite number of steps. Iterative methods make an initial guess and then refine it through repeated calculations until converging on the solution. The document provides examples of using Gaussian elimination to directly solve systems and the Jacobi method as an iterative approach.

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    This document discusses methods for solving systems of linear equations, including direct and iterative methods. Direct methods like Gaussian elimination can exactly solve a system in a finite number of steps. Iterative methods make an initial guess and then refine it through repeated calculations until converging on the solution. The document provides examples of using Gaussian elimination to directly solve systems and the Jacobi method as an iterative approach.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    24 views23 pages

    RS - Lecture 6

    Uploaded by

    Omer Ikhlas
    This document discusses methods for solving systems of linear equations, including direct and iterative methods. Direct methods like Gaussian elimination can exactly solve a system in a finite number of steps. Iterative methods make an initial guess and then refine it through repeated calculations until converging on the solution. The document provides examples of using Gaussian elimination to directly solve systems and the Jacobi method as an iterative approach.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 23

    Reservoir Simulation

    Lecture 6: Reservoir Simulator

    Haval Hawez
    Petroleum Engineering Department
    Faculty of Engineering
    Koya University

    15.11.2018
    Outline: Solution Methods

    • Direct Method
     Simplifying a Linear Systems of Equations.
     Gaussian Elimination

    • Iterative Method

    2
    Direct Method
    We will consider direct methods for solving a linear
    system of n equations in n variables. Such a system has
    the form:

    3
    Direct Method

    • Direct techniques are methods that theoretically give


    the exact solution to the system in a finite number of
    steps.

    • In practice, of course, the solution obtained will be


    contaminated by the round-off error that is involved
    with the arithmetic being used.

    4
    Direct Method
    An n × (n+1) matrix can be used to represent the linear
    system:
    a11x1 + a12x2 + ・・・+ a1nxn = b1,
    a21x1 + a22x2 + ・・・+ a2nxn = b2,
    an1x1 + an2x2 + ・・・+ annxn= bn,
    • by first constructing

    5
    Direct Method

    • And then forming the new array [A,b]:

    6
    Simplifying a Linear Systems of
    Equations
    •Returning to the linear system of n equations in
    n variables:

    7
    Simplifying a Linear Systems of
    Equations
    We will use 3 operations to simplify the linear system:

    • Equation Ei can be multiplied by any nonzero constant with


    the resulting equation used in place of Ei. This operation is
    denoted (λEi)→(Ei).

    • Equation Ej can be multiplied by any constant and added to


    equation Ei with the resulting equation used in place of Ei.
    This operation is denoted (Ei+λEj)→(Ei).

    • Equations Ei and Ej can be transposed in order. This


    operation is denoted (Ei)↔(Ej).

    8
    Simplifying a Linear Systems of
    Equations
    We will solve for x1, x2, x3, and x4.

    We first use equation E1 to eliminate the unknown x1 from


    equations E2,E3, and E4 by performing:

    9
    Simplifying a Linear Systems of
    Equations
    • After obtain E2:

    • E2 is used to eliminate the unknown x2 from E3 and E4


    by performing (E3−4E2)→(E3) and (E4+3E2)→(E4) . This
    results in

    10
    Simplifying a Linear Systems of
    Equations
    •The X values will be as follows:

    11
    Gaussian Elimination
    • Constructing an Algorithm to Solve the Linear
    System.

    • Converting to Augmented Form

    12
    Gaussian Elimination Procedure

    • Performing the operations to generate the


    triangular form matrix using:

    • We will get

    13
    Gaussian Elimination Procedure

    Example
    Represent the linear system as an augmented
    matrix and use Gaussian Elimination to find its
    solution.

    14
    Gaussian Elimination Procedure

    Solution
    The augmented matrix is

    Performing the operations

    15
    Gaussian Elimination Procedure
    • Perform the operation (E2)↔(E3) to obtain a
    new matrix:

    • The computations continue with the operation


    (E4+2E3)→(E4)

    16
    Gaussian Elimination Procedure

    The solution now will be found through backward


    substitution:

    17
    Iterative Method
    • The idea of this method is to make a first guess
    at the solution and then refine it in a stepwise
    using suitable algorithm.

    • This procedure should gradually converge


    towards the correct answer.

    18
    Iterative Method

    • For this set of linear equations:

    19
    Iterative Method

    • The above set could be arranged a follows:

    • Then make an initial approximation of the


    solution,
    20
    Iterative Method
    Example
    Use the Jacobi method to approximate the
    solution of the following system of linear
    equations.

    21
    Iterative Method
    Solution
    write the system in the form

    Make an initial approximation of

    22
    Iterative Method

    23

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