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Questions related to the calculation or use of the Jacobian matrix or its determinant. Not to be confused with the Jacobi iterative method for solving systems of linear equations. For those, use [iterative-method] instead.
6
votes
Does the limit of $\frac{\partial f}{\partial u}$ at $u=0$ exist?
Given that $u \frac{\tau^2}{2} \ll 1$, one way of tackling the numerical oscillations, even before the actual term emerges, is a Taylor approximation in $u$ of the sine term (Thanks to Kirill for the …
4
votes
1
answer
181
views
Does the limit of $\frac{\partial f}{\partial u}$ at $u=0$ exist?
For an optimization routine I needed to compute the derivative of the right-hand side $\: f_u(x_k, u_k)$ of a discrete-time system $x_{k+1} = f(x_k, u_k)$. Since $\: f_u(x_k, u_k)$ includes terms that …