Linearized Equations of Motion!

Robert Stengel, Aircraft Flight Dynamics!

MAE 331, 2014"

Learning Objectives!
! Develop linear equations to describe small
perturbational motions"
! Apply to aircraft dynamic equations"

Reading:!
Flight Dynamics!
234-242, 255-266, 274-297, 321-325, 329-330!

Copyright 2014 by Robert Stengel. All rights reserved. For educational use only.!
http://www.princeton.edu/~stengel/MAE331.html! 1!
http://www.princeton.edu/~stengel/FlightDynamics.html!

How Is System
Response Calculated?"

! Linear and nonlinear, time-varying and time-

invariant dynamic models"
! Numerical integration (


time domain
)"

! Linear, time-invariant (LTI) dynamic models"

! Numerical integration (

time domain
)"
! State transition (


time domain )"
! Transfer functions (

frequency domain )"

2!
 Integration Algorithms"
T

! Exact" x (T ) = x ( 0 ) + % f !" x ( t ) ,u ( t ) ,w ( t ) #$dt

0

! Rectangular (Euler) Integration"

x(t k ) = x(t k!1 ) + " x(t k!1 ,t k )

# x(t k!1 ) + f [ x(t k!1 ),u(t k!1 ),w(t k!1 )] " t
" t = t k ! t k!1

! Trapezoidal (modied Euler) Integration (~MATLAB
s ode23)!

1
x(t k ) ! x(t k"1 ) +
2
[# x1 + # x 2 ]
where
# x1 = f [ x(t k"1 ),u(t k"1 ),w(t k"1 )] # t
# x 2 = f [ x(t k"1 ) + # x1 ,u(t k ),w(t k )] # t
See MATLAB manual for descriptions of ode45 and ode15s!
3!

Numerical Integration:"
MATLAB Ordinary Differential Equation
Solvers"*
! Explicit Runge-Kutta
Algorithm"

! Adams-Bashforth-Moulton
Algorithm"

! Numerical Differentiation
Formula"

! Modied Rosenbrock
Method"

! Trapezoidal Rule"

! Trapezoidal Rule w/Back

Differentiation"

* http://www.mathworks.com/access/helpdesk/help/techdoc/index.html?/access/helpdesk/help/techdoc/ref/ode23.html.!
Shampine, L. F. and M. W. Reichelt, "The MATLAB ODE Suite," SIAM Journal on Scientic Computing, Vol. 18, 1997, pp 41-22.!
!
 Nominal and Actual Trajectories"
! Nominal (or reference) trajectory and
control history" x : dynamic state
u : control input
w : disturbance input
{x N (t), u N (t), w N (t)} for t in [t o ,t f ]

! Actual trajectory perturbed by"

! Small initial condition variation, !xo(to)"
! Small control variation, !u(t)"

{x(t), u(t),w(t)} for t in [t o ,t f ]

= {x N (t) + !x(t), u N (t) + !u(t),w N (t) + !w(t)}

5!

Both Paths Satisfy the

Dynamic Equations"
Dynamic models for the actual and the
nominal problems are the same"

x! N (t) = f[x N (t),u N (t),w N (t)], x N ( t o ) given

x! (t) = f[x(t),u(t),w(t)], x ( t o ) given

Differences in initial ... perturb rate of change

condition and forcing ..." and the state"
!x(t o ) = x(t o ) " x N (t o )
"$ x! (t) = x! N (t) + !!x(t) &$
#% !u(t) = u(t) " u N (t) '% # ' in )*t o ,t f +,
$ ( in *+t o ,t f ,- $% x(t) = x N (t) + !x(t) $(
%& !w(t) = w(t) " w N (t) %)
6!
 Approximate Neighboring
Trajectory as a Linear Perturbation
to the Nominal Trajectory"
x! N (t) = f[x N (t),u N (t),w N (t),t]
x! (t) = x! N (t) + !!x(t) = f[x N (t) + !x(t),u N (t) + !u(t),w N (t) + !w(t),t]

Approximate the new trajectory as the sum of the

nominal path plus a linear perturbation"

x! (t) = x! N (t) + !!x(t)

#f #f #f
" f[x N (t),u N (t),w N (t),t] + !x(t) + !u(t) + !w(t)
#x #u #w
7!

Linearized Equation Approximates

Perturbation Dynamics"
! Solve for the nominal and perturbation trajectories
separately"
Nominal Equation"
dim(x) = n ! 1
x! N (t) = f[x N (t), u N (t), w N (t),t], x N ( t o ) given dim(u) = m ! 1
dim(w) = s ! 1
Perturbation Equation"

$ ' $ ' $ '

&# f ) &# f ) &#f ) dim(!x) = n " 1
!!x(t) " & x=x (t ) !x(t)) + & x=x (t ) !u(t)) + & !w(t)) dim(!u) = m " 1
# x NN (t ) # u NN (t ) # w u=uNN (t )
x=x (t )
dim(!w) = s " 1
&% u=u
w=w N (t ) )( &% u=u
w=w N (t ) )( &% w=w N (t ) )(
" F(t)!x(t)+ G(t)!u(t)+ L(t)!w(t), !x (t o ) given
8!
Jacobian Matrices Express Solution
Sensitivity to Small Perturbations"
Stability matrix, F, is square"
" !f ! f1 %
$ 1!x ! ! xn '
!f
1
$ '
F(t) = =$ ! ! ! '
! x u=uN (t ) $
x=x N (t )
w=w N (t ) !f ! fn '
$ n!x ! ! xn 'x=x (t )
# 1 &u=uNN (t )
dim(F) = n ! n w=w N (t )

9!

Sensitivity to Control Perturbations, G"

" ! f1 ! f1 ! f1 %
$ ! u1 ! u2 ... ! um '
$ '
!f $ ! f2 ! f2
...
! f2 '
G(t) = =$ ! u1 ! u2 ! um '
! u u=uN (t ) $
x=x N (t )
'
w=w N (t ) ... ... ... ...
$ '
$ ! fn ! fn
...
! fn '
dim(G) = n ! m $# ! u1 ! u2 ! um '& u=u
x=x N (t )
N (t )
w=w N (t )

10!
 Sensitivity to Disturbance
Perturbations, G"
" ! f1 ! f1 ! f1 %
$ ! w1 ! w2 ... ! ws '
$ '
!f $ ! f2 ! f2
...
! f2 '
L(t) = =$ ! w1 ! w2 ! ws '
! w u=uN (t ) $
x=x N (t )
'
w=w N (t ) ... ... ... ...
$ '
$ ! fn ! fn
...
! fn '
$# ! w1 ! w2 ! ws ' x=x N (t )
dim(L) = n ! s & u=uN (t )
w=w N (t )

11!

Scalar Example"
Actual System" x! ( t ) = ax ( t ) + bx 2 ( t ) + cu ( t ) + dw 3 ( t )

Nominal System" x! N ( t ) = ax N ( t ) + bx N2 ( t ) + cu N ( t ) + dwN3 ( t )

Perturbation System" !!x ( t ) = a!x ( t ) + 2bx N !x ( t ) + c!u ( t ) + 3dwN2 !w ( t )

Numerical Example"

a = 1, b = 2, c = 3, d = 4
x! ( t ) = x ( t ) + 2x 2 ( t ) + 3u ( t ) + 4w 3 ( t )

!!x ( t ) = !x ( t ) + 4x N !x ( t ) + 3!u ( t ) + 12wN2 !w ( t )

12!
Comparison of Damped
Linear and Nonlinear Systems"
Linear Spring" Spring Force vs.
Displacement!
x!1 (t) = x2 (t) Displacement!

x!2 (t) = !10x1 (t) ! x2 (t) Rate of Change!

Spring! Damper!

Linear plus Stiffening Cubic Spring"

x!1 (t) = x2 (t)

x!2 (t) = !10x1 (t) ! 10x13 (t) ! x2 (t)
Linear plus Weakening Cubic Spring"

x!1 (t) = x2 (t)

x!2 (t) = !10x1 (t) + 0.8x13 (t) ! x2 (t)
13!

MATLAB Simulation of Linear and

Nonlinear Dynamic Systems"
MATLAB Main Script" Linear System"
x1 (t) = x 2 (t)
% Nonlinear and Linear Examples"
clear" x 2 (t) = "10x1 (t) " x 2 (t)
tspan = [0 10]; "
function xdot = Lin(t,x)"
xo = [0, 10];" % Linear Ordinary Differential Equation"
[t1,x1 = ode23('NonLin',tspan,xo); " % x(1) = Position"
xo = [0, 1];" % x(2) = Rate"
[t2,x2] = ode23('NonLin',tspan,xo); " xdot = [x(2)"
xo = [0, 10];" -10*x(1) - x(2)];"
[t3,x3] = "ode23('Lin',tspan,xo);"
xo = [0, 1];" Nonlinear System"
[t4,x4] = ode23('Lin',tspan,xo);" x1 (t) = x 2 (t)
"
x 2 (t) = "10x1 (t) + 0.8x1 (t) " x 2 (t)
3
subplot(2,1,1)"
plot(t1,x1(:,1),'k',t2,x2(:,1),'b',t3,x3(:,1),'r',t4,x4(:,1),'g')"
ylabel('Position'), grid" function xdot = NonLin(t,x)"
subplot(2,1,2)" % Nonlinear Ordinary Differential Equation"
plot(t1,x1(:,2),'k',t2,x2(:,2),'b',t3,x3(:,2),'r',t4,x4(:,2),'g')" % x(1) = Position"
xlabel('Time'), ylabel('Rate'), grid" % x(2) = Rate ""
xdot = [x(2)"
-10*x(1) + 0.8*x(1)^3 - x(2)];" 14!
 Linear and Stiffening
Cubic Springs: Small and
Large Initial Conditions"

15! "
Linear and nonlinear responses are indistinguishable with small initial condition

Linear and Weakening Cubic Springs:

Small and Large Initial Conditions"

16!
 Linear, Time-Varying (LTV)
Approximation of
Perturbation Dynamics!

17!

Stiffening Linear-Cubic
Spring Example"
Nonlinear, time-invariant (NTI) equation"

x!1 (t) = f1 = x2 (t)

x!2 (t) = f2 = !10x1 (t) ! 10x13 (t) ! x2 (t)
Integrate equations to produce nominal path"
! x (0) $ tf ! f $ ! x (t) $
# 1N &' 1
( ## f N & dt ' # 1N & in !0,t $
# x2 (0) & & # x2 (t) & " f%
0 " 2N
" N % % " N %
Analytical evaluation of partial derivatives"
! f1 ! f1 ! f1 ! f1
! x1 = 0; ! x2 = 1 ! u = 0; !w = 0
! f2 ! f2 ! f2 ! f2
! x1 = "10 " 30x1N(t);
2
! x2 = "1 ! u = 0; ! w = 0 18!
 Nominal (NTI) and Perturbation
(LTV) Dynamic Equations"
Nonlinear, time-invariant (NTI) nominal equation"

x! N (t) = f[x N (t)], x N (0) given

Example"
! x (0) $ !
&=# 0 &
$
x!1N (t) = x2 N (t) # 1N
# x2 (0) & " 9 %
x!2 N (t) = !10x1N (t) ! 10x13N(t) ! x2 N (t) " N %

Perturbations approximated by linear, time-varying (LTV) equation"

!!x(t) = F(t)!x(t), !x(0) given Example"
" !x (0) % "
0 1 '=$ 0 '
" !!x (t) % " %" !x (t) % 1
%
$ 1
'=$ '$ 1
' $
$# !!x2 (t) '& $# ( (10 + 30x1N(t)) (1
2
'$# !x2 (t) '& $# !x2 (0) '& # 1 &
&
19!

Comparison of Approximate and Exact Solutions"

Initial Conditions
x2 N (0) = 9
!x2 (0) = 1
x2 N (t)+ !x2 (t) = 10
x2 (t) = 10

x N (t)
!x(t)
x N (t)+ !x(t)
x(t)

x! N (t)
!!x(t)
x! N (t) + !!x(t)
x! (t) 20!
Suppose Nominal Initial Condition
is Zero"
Nominal solution remains at equilibrium"
x! N (t) = f[x N (t)], x N (0) = 0, x N (t) = 0 in [ 0, ! ]

Perturbation equation is linear and time-invariant (LTI)"

" !!x (t) % "
1 0 1 %" !x1 (t) %
$ '=$ '$ '
$# !!x2 (t) '& $# #
"(10 ( 30 ( 0 )%
& (1 '&$# !x2 (t) '&

21!

Separation of the!
Equations of Motion into
Longitudinal and Lateral-
Directional Sets!

22!
 Rigid-Body Equations of
Grumman F9F!

Motion (Scalar Notation)"

State Vector!

! Rate of change of
! x1 $
u! = X / m ! g sin " + rv ! qw # & ! u $
Translational Velocity "
# x2 & # &
v! = Y / m + g sin # cos" ! ru + pw v
# & # &
! Rate of change of w! = Z / m + g cos # cos" + qu ! pv # x3 & # w &
Translational Position " # x4 & # x &
# & # &
x! I = ( cos! cos" ) u + ( # cos $ sin " + sin $ sin ! cos" ) v + ( sin $ sin " + cos $ sin ! cos" ) w
# x5 & # y &
y! I = ( cos! sin " ) u + ( cos $ cos" + sin $ sin ! sin " ) v + ( # sin $ cos" + cos $ sin ! sin " ) w
# x6 & # z &
z!I = ( # sin ! ) u + ( sin $ cos! ) v + ( cos $ cos! ) w # &=# &
# x7 & # p &
! Rate of change of
Angular Velocity
# x8 & ## q &
( { ( ) ( ) }) (
p! = I zz L + I xz N ! I xz I yy ! I xx ! I zz p + "# I xz2 + I zz I zz ! I yy $% r q I xx I zz ! I xz2 ) # & &
(Ixy = Iyz = 0) "
(
q! = "# M ! ( I xx ! I zz ) pr ! I xz p 2 ! r 2 )$% I yy # x9 & # r &
( }) # & # ' &
{ (
r! = I xz L + I xx N ! I xz I yy ! I xx ! I zz ) r + "# I ( ) (
+ I xx I xx ! I yy $% p q I xx I zz ! I xz2 ) x10 & #
2
xz
# &
(
! Rate of change of
# x11 & # &
Angular Position" !! = p + ( q sin ! + r cos ! ) tan " # & #" ) &%
"! = q cos ! # r sin ! #" x12 &%
$! = ( q sin ! + r cos ! ) sec " 23!

Reorder the State Vector"

! x1 $ ! x1 $
# & ! u $ # & ! u $
# x2 & # & # x2 & # &
# & # v & # & # w &
x3 & # w x3 &
# &
First six elements of # # x &
# x4 & # x & x4 &
# & # & the state are
# # z &
x5 & # y # & # &
# &
longitudinal variables" # x5 & # q &
# x6 & # z & ! x
# x6 & $ # &
# &=#
x7 & # p
& " # & =# Lon
&=#
(
&
# &
x7 & #" x Lat'Dir v
# x8 & ## q & Second six elements of #
# &
&% #
# y
&
&
# &
r
&
the state are lateral- x8
# x9 & # & # & # p &
# & #
x10 & #
' & directional variables" # x9 & # &
# & # & # r &
# x11 & #
( & # x10 & # &
) )
# & #"
x12 &%
&% # x11 & # &
#" # & #" * &%
#" x12 &%
new

24!
 Longitudinal Equations of Motion"
Dynamics of velocity, position, angular rate,
and angle primarily in the vertical plane"

u! = X / m ! gsin " + rv ! qw " x!1 = f1

w! = Z / m + g cos # cos" + qu ! pv " x!2 = f2

x! I = ( cos! cos" ) u +
( # cos $ sin" + sin $ sin! cos" ) v + (sin $ sin" + cos $ sin! cos" ) w " x! 3 = f3
z!I = ( # sin ! ) u + ( sin $ cos! ) v + ( cos $ cos! ) w " x! 4 = f4

q! = "# M ! ( I xx ! I zz ) pr ! I xz ( p 2 ! r 2 ) $% I yy " x!5 = f5

&! = q cos ' ! r sin ' " x!6 = f6

x! Lon (t) = f[x Lon (t), u Lon (t), w Lon (t)] 25!

Lateral-Directional
Equations of Motion"
Dynamics of velocity, position, angular rate,
and angle primarily out of the vertical plane"
v! = Y / m + gsin ! cos" # ru + pw " x! 7 = f7
y! I = ( cos" sin$ ) u + ( cos ! cos$ + sin ! sin " sin$ ) v +
( # sin ! cos$ + cos ! sin" sin$ ) w " x!8 = f8

( { ( ) ( ) })
p! = I zz L + I xz N ! I xz I yy ! I xx ! I zz p + "# I xz2 + I zz I zz ! I yy $% r q ( I xx I zz ! I xz2 ) " x!9 = f9

( { ( ) (
r! = I xz L + I xx N ! I xz I yy ! I xx ! I zz r + "# I xz2 + I xx I xx ! I yy )$% p} q ) ( I I ! I xz2 ) " x!10 = f10
xx zz

!! = p + ( qsin ! + r cos ! ) tan " " x!11 = f11

#! = ( qsin ! + r cos ! ) sec" " x!12 = f12

x! LD (t) = f[x LD (t), u LD (t), w LD (t)] 26!

 Sensitivity to Small Motions"
(12 x 12) stability matrix for the entire system"
# ! f1 ! f1 ! f1 &
% !u !w ... !" (
% (
% ! f2 ! f2
...
! f2 (
F(t) = % !u !w !" (
% ... ... ... ... (
% (
% ! f12 ! f12
...
! f12 (
%$ !u !w !" (
'

Four (6 x 6) blocks distinguish longitudinal and lateral-directional effects"

Effects of longitudinal perturbations Effects of lateral-directional
on longitudinal motion" perturbations on longitudinal motion"

" %
FLon FLat!Dir
Lon

F = $ Lat!Dir '
$ FLon FLat!Dir '&
#
Effects of longitudinal perturbations Effects of lateral-directional perturbations
on lateral-directional motion" on lateral-directional motion"
27!

Sensitivity to Small Control Inputs"

(12 x 6) control matrix for the entire system"

# ! f1 ! f1 ! f1 ! f1 ! f1 ! f1
&
% !" E !" T !" F !" A !" SF (
!" R
% (
% ! f2 ! f2 ! f2 ! f2 ! f2 ! f2 (
G(t) = % !" E !" T !" F !" A !" R !" SF (
% ... ... ... ... ... ... (
% !f ! f12 ! f12 ! f12 ! f12 ! f12 (
12
%
$ !" E !" T !" F !" A !" R !" SF ('

Four (6 x 3) blocks distinguish longitudinal and lateral-

directional control effects"
Effects of longitudinal controls Effects of lateral-directional
on longitudinal motion" controls on longitudinal motion"
" %
G Lon G Lat!Dir
Lon

G = $ Lat!Dir '
$ G Lon G Lat!Dir '&
#
Effects of longitudinal controls Effects of lateral-directional controls 28!
on lateral-directional motion" on lateral-directional motion"
 Sensitivity to Small
Disturbance Inputs"
! Disturbance input vector and perturbation "
! uw (t) $ Axial wind, m / s
# &
# ww (t) & Normal wind, m / s " !uw (t) %
# qw (t) & Pitching wind shear, deg / s or rad / s $ '
w(t) = # & $ !ww (t) '
# vw (t) & Lateral wind, m / s
# &
$ !qw (t) '
pw (t) & Rolling wind shear, deg / s or rad / s !w(t) = $ '
# $ !vw (t) '
# rw (t) & Yawing wind shear, deg / s or rad / s $ '
" %
$ !pw (t) '
! Four (6 x 3) blocks distinguish longitudinal $ !rw (t) '
and lateral-directional effects " # &
Effects of longitudinal disturbances Effects of lateral-directional
on longitudinal motion" disturbances on longitudinal motion"

" %
L Lon LLon
L = $ Lat!Dir
Lat!Dir '

$ L Lon L Lat!Dir '&

#
Effects of longitudinal disturbances Effects of lateral-directional disturbances 29!
on lateral-directional motion" on lateral-directional motion"

Decoupling Approximation
for Small Perturbations
from Steady, Level Flight!

30!
 Restrict the Nominal Flight Path
to the Vertical Plane"
Nominal State Vector!
! Nominal lateral- x! Lat ! DirN = 0
directional motions ! x1 $
are zero" x Lat ! DirN = 0 # & ! u $
# x2 & # N &
# & # wN &
u! N = X / m ! g sin " N ! qN wN x3 & # &
# xN
#
w! N = Z / m + g cos" N + qN u N # x4 & &
# & # zN &
! Nominal x5 &
longitudinal x! I N = cos " N u N + sin " N wN
# &
( ) ( ) #
# qN &
equations
# x6 & ! x Lon $ # &
reduce to" z!I N = ! sin " N u N + cos" N wN
( ) ( ) # & =# & = (N
x7 & #" x Lat'Dir &% # &
#
N # 0
M # x8 &
&
q! N = # & # 0 &
I yy x9 & # &
# 0
#
# & &
"!N = qN # x10 & # 0 &
# x11 & # 0 &
# &
# &
x12 &% " 0 %
#" N

31!

Restrict the Nominal Flight Path to

Steady, Level Flight"
! Specify nominal airspeed (VN) and altitude (hN = zN) "

! Calculate conditions for trimmed (equilibrium) ight"

! See Flight Dynamics and FLIGHT program for a
solution method "
Trimmed State Vector is
constant!
0 = X / m ! g sin " N ! qN wN
" uTrim %
0 = Z / m + g cos" N + qN u N " u % $ '
VN = ( cos" N ) u N + ( sin " N ) wN
$
w
' $ wTrim '
$ ' $ '
$ x ' $ VN (t ( t 0 )
0 = ( ! sin " N ) u N + ( cos" N ) wN ' =$
'
$ z zN '
M $
q
' $ '
0= $ ' 0
I yy $# '
$ '
! &Trim $ ! '
0 = qN # Trim &
32!
 Small Longitudinal and Lateral-
Directional Perturbation Effects are
Uncoupled in Steady, Symmetric,
Level Flight"
! Assume the airplane is symmetric and its nominal path
is steady, level ight"
! Small longitudinal and lateral-directional perturbations
are approximately uncoupled from each other"
! (12 x 12) system is "
! block diagonal"
! constant, i.e., linear, time-invariant (LTI)"
! decoupled into two separate (6 x 6) systems "

" FLon 0 % " G Lon 0 % " L Lon 0 %

F=$ ' G=$ ' L=$ '
$# 0 FLat!Dir '& $# 0 G Lat!Dir '& $# 0 L Lat!Dir '&

33!

(6 x 6) LTI Longitudinal"
Perturbation Model"
Dynamic Equation"
!!x Lon (t) = FLon !x Lon (t) + G Lon !u Lon (t) + L Lon !w Lon (t)

State Vector"
Control " Disturbance"
" !x1 % " !u % Vector" Vector"
$ '
$ !x2 ' $ '
$ !w ' # !" T & " !uwind %
$ !x3 ' $ '
!x Lon =$ ' = $ !x ' !u Lon = %% !" E (( !w Lon = $ !wwind '
$ !z ' $ !q '
$ !x4 '
$ ' %$ !" F (' # wind
&
$ '
$ !x5 ' $ !q '
$ !( '
$ !x6 ' # &
# & Lon
34!
 LTI Longitudinal"
Response to Initial Pitch Rate"

35!

(6 x 6) LTI Lateral-Directional
Perturbation Model"
Dynamic Equation"
!!x Lat " Dir (t) = FLat " Dir !x Lat " Dir (t) + G Lat " Dir !u Lat " Dir (t) + L Lat " Dir !w Lat " Dir (t)

State Vector"
Control " Disturbance"
#
%
!x1 &
(
# !v & Vector" Vector"
!x2 ( % (
% % !y ( " !vwind %
% !x3 ( % !p ( $ !# A '
$ '
!x Lat " Dir =% ( =% ( !u Lat " Dir = && !# R )) !w Lon = $ !pwind '
% !x4 ( % !r (
% ( &% !# SF )( $ !r
# wind
'
&
!x5 ( % !) (
% % (
% !x6 ( !* ('
$ ' Lat " Dir %$

36!
LTI Lateral-Directional Response
to Initial Yaw Rate"

37!

Next Time:!
Longitudinal Dynamics!
Reading:!
Flight Dynamics!
452-464, 482-486!
Airplane Stability and Control!
Chapter 7!
!

38!
 Supplemental
Material

39!

How Do We Calculate the Partial

Derivatives?"
!f !f !f
F(t) = G(t) = L(t) =
!x x = x N (t )
u= u N (t ) ! u xu== xuNN (t(t )) !w x = x N (t )
u= u N (t )
w = w N (t ) w = w N (t ) w = w N (t )

! Numerically"
! First differences in f(x,u,w)"
! Analytically"
! Symbolic evaluation of analytical
models of F, G, and L"

40!
 Numerical Estimation of the
Jacobian Matrix, F(t)"
$ ( x + #x ) ' $ ( x * #x ) ' $ x1 ' $ x1 '
& 1 1
) & 1 1
) & ) & )
& x2 ) & x2 ) & ( x + #x2 ) ) & ( x2 * #x2 ) )
f1 & ) * f1 & ) f1 & 2 ) * f1 & )
& ! ) & ! ) & ! ) & ! )
&% xn )( &% xn )( x=x N (t ) &% xn )( &% xn )( x=x N (t )
! f1 u=u N (t )
! f1 u=u N (t )
(t ) " w=w N (t )
; (t ) " w=w N (t )

!x1 2#x1 !x2 2#x2

$ ( x + #x ) ' $ ( x * #x ) ' $ x1 ' $ x1 '
& 1 1
) & 1 1
) & ) & )
& x2 ) & x2 ) & ( x + #x2 ) ) & ( x2 * #x2 ) )
f2 & ) * f2 & ) f2 & 2 ) * f2 & )
& ! ) & ! ) & ! ) & ! )
&% xn )( &% xn )( x=x N (t ) &% xn )( &% xn )( x=x N (t )
! f2 u=u N (t )
! f2 u=u N (t )
(t ) " w=w N (t )
; (t ) " w=w N (t )

!x1 2#x1 !x2 2#x2

Continue for all n x n elements of F(t)"

41!

Numerical Estimation of the

Jacobian Matrix, G(t)"
$ ( u + #u ) ' $ ( u * #u ) ' $ u1 ' $ u1 '
& 1 1
) & 1 1
) & ) & )
& u2 ) & u2 ) & ( u + #u2 ) ) & ( u2 * #u2 ) )
f1 & ) * f1 & ) f1 & 2 ) * f1 & )
& ! ) & ! ) & ! ) & ! )
&% um )( &% um )( x=x N (t ) &% um )( &% um )( x=x N (t )
! f1 u=u N (t )
! f1 u=u N (t )
(t ) " w=w N (t )
; (t ) " w=w N (t )

!u1 2#u1 !u2 2#u2

$ ( u + #u ) ' $ ( u * #u ) ' $ u1 ' $ u1 '
& 1 1
) & 1 1
) & ) & )
& u2 ) & u2 ) & ( u + #u2 ) ) & ( u2 * #u2 ) )
f2 & ) * f2 & ) f2 & 2 ) * f2 & )
& ! ) & ! ) & ! ) & ! )
&% um )( &% um )( x=x N (t ) &% um )( &% um )( x=x N (t )
! f2 u=u N (t )
! f2 u=u N (t )
(t ) " w=w N (t )
; (t ) " w=w N (t )

!u1 2#u1 !u2 2#u2

Continue for all n x m elements of G(t)"

42!
 Numerical Estimation of the
Jacobian Matrix, L(t)"
$ ( w + #w ) ' $ ( w * #w ) ' $ w1 ' $ w1 '
1 1 1 1
& ) & ) & ) & )
& w2 ) & w2 ) & ( w2 + #w2 ) ) & ( w2 * #w2 ) )
f1 & ) * f1 & ) f1 & ) * f1 & )
& ! ) & ! ) & ! ) & ! )
&% ws )( &% ws )( x=x N (t ) &% ws )( &% ws )( x=x N (t )
! f1 u=u N (t )
! f1 u=u N (t )
(t ) " w=w N (t )
; (t ) " w=w N (t )

!w1 2#w1 !w2 2#w2

$ ( w + #w ) ' $ ( w * #w ) ' $ w1 ' $ w1 '
1 1 1 1
& ) & ) & ) & )
& w2 ) & w2 ) & ( w2 + #w2 ) ) & ( w2 * #w2 ) )
f2 & ) * f2 & ) f2 & ) * f2 & )
& ! ) & ! ) & ! ) & ! )
&% ws )( &% ws )( x=x N (t ) &% ws )( &% ws )( x=x N (t )
! f2 u=u N (t )
! f2 u=u N (t )
(t ) " w=w N (t )
; (t ) " w=w N (t )

!w1 2#w1 !w2 2#w2

Continue for all n x s elements of L(t)"

43!