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    2013lectures 8a ODEs

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    WuckWcuk
    The document discusses numerical methods for solving ordinary differential equations (ODEs). It introduces the concepts of Euler's method and Runge-Kutta methods for numerically approximating solutions to ODEs. Euler's method works by breaking the interval of integration into smaller steps and approximating the slope at each step. Runge-Kutta methods use multiple intermediate slope estimates within each step to achieve higher-order accuracy. The document provides examples applying these methods to solve sample ODEs and compares the numerical solutions to exact solutions.

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    2013lectures 8a ODEs

    Uploaded by

    WuckWcuk
    32 views17 pages
    The document discusses numerical methods for solving ordinary differential equations (ODEs). It introduces the concepts of Euler's method and Runge-Kutta methods for numerically approximating solutions to ODEs. Euler's method works by breaking the interval of integration into smaller steps and approximating the slope at each step. Runge-Kutta methods use multiple intermediate slope estimates within each step to achieve higher-order accuracy. The document provides examples applying these methods to solve sample ODEs and compares the numerical solutions to exact solutions.

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    2013Lectures 8a ODEs

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    2013Lectures 8a ODEs

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    The document discusses numerical methods for solving ordinary differential equations (ODEs). It introduces the concepts of Euler's method and Runge-Kutta methods for numerically approximating solutions to ODEs. Euler's method works by breaking the interval of integration into smaller steps and approximating the slope at each step. Runge-Kutta methods use multiple intermediate slope estimates within each step to achieve higher-order accuracy. The document provides examples applying these methods to solve sample ODEs and compares the numerical solutions to exact solutions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    32 views17 pages

    2013lectures 8a ODEs

    Uploaded by

    WuckWcuk
    The document discusses numerical methods for solving ordinary differential equations (ODEs). It introduces the concepts of Euler's method and Runge-Kutta methods for numerically approximating solutions to ODEs. Euler's method works by breaking the interval of integration into smaller steps and approximating the slope at each step. Runge-Kutta methods use multiple intermediate slope estimates within each step to achieve higher-order accuracy. The document provides examples applying these methods to solve sample ODEs and compares the numerical solutions to exact solutions.

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    You are on page 1of 17

    Ordinary Differential Equations

    Example falling brick dv 1/ 2 K 2 =g v dt m Order since highest derivative is Spring mass damper d 2x dx m 2 +c + Kx = 0 dt dt Order Set of 1st order ODEs dx =v dt , m dv + cv + Kx = 0 dt

    Sets of ODEs
    So ODE problems can be reduced to a set of N first-order ODEs dyi ( x) = f i ( x, y1, y2 ,... y N ) for equations i = 1,..., N dx Not completely specified needs boundary conditions initial value problems boundary value problems

    General Procedure
    Re-write the dy and dx terms as y and x and multiply by x
    dyi ( x) = f i ( x, y1, y2 ,... y N ) dx for equations i = 1,..., N

    Literally doing this is Eulers method


    dy ( x) = f ( x, y ) dx y ( x) = f ( x, y ) x yi +1 = yi + f ( xi , yi )x

    Tank mixing problem


    & dc(t ) V = in (cin c(t ) ) dt Vtank

    & V in (cin ci ) t ci +1 = ci + Vtank

    Mixing tank
    t 300 150 100 50 30 15 10 5 3 Error Et at t=600 1.4 0.61 0.39 0.19 0.11 0.055 0.036 0.018 0.011

    Quantify the error


    Write Taylor series for ci +1 centred on ci c(ti ) 2 c(ti ) (t ) + (t )3 + ... c(ti +1 ) = c(ti ) + c(ti )t + 2 6

    So error is

    order?

    Not quite accumulation of errors


    We saw before that the error was 1st order But each step has this error, so total accumulate d error Etotal = E1 + E2 + E3 + ... + E N c(ti ) = (t )2 2 N c (t )2 N 2

    Euler Error
    Local error lk=yk-y*k-1(tk) Global error ek=yk-y(tk)
    y

    Euler Stability (1)


    dy = y dx Euler y i +1 = y i + y i x = y i (1 + x ) So that y k = y 0 (1 + x )k y ( x ) = y 0e x

    Euler Stability (2)


    dy = y Real solution y ( x ) = y 0e x dx For negative If x small Euler y k = y 0 (1 + x )k

    If x big

    In terms of integration
    dy = f ( x, y ) dx Integrate both sides from x x + x
    x + x

    dy dx = dx

    x + x

    f ( x, y) dx
    x x + x

    y ( x + x) y ( x) = y ( x + x) = y ( x) +

    f ( x, y) dx
    x

    x + x

    f ( x, y) dx
    x

    Runge-Kutta
    dy = f ( x, y ) dx
    x+h

    y ( x + h) = y ( x ) +

    f ( x, y) dx
    x

    Could use higher order (polynomia l) fit for integral based on values of f evaluated at locations between x x + h Or use Gaussian quadrature to evaluate the integral General form yi +1 = yi + h

    is increment function (aka a slope)

    R-K General form


    General form yi +1 = yi + h Write as :

    = a1k1 + a2 k 2 + K + an kn
    where a1 , a2 ,K , an k1 = f ( xi , yi ) k 2 = f ( xi + p1h , k3 = f ( xi + p2 h , M k n = f ( xi + pn 1h , yi + qn 1,1k1h + qn 1, 2 k2 h + ... + qn 1, n 1k n 1h) yi + q11k1h) yi + q21k1h + q22 k 2 h) constants

    R-K 1st Order Form


    General form y i +1 = y i + h

    = a1k1
    where a1 = 1 constant k1 = f ( x i , y i ) y i +1 = y i + (1)f ( x i , y i )h

    RK 4th Order
    1 y i +1 = y i + (k1 + 2k 2 + 2k 3 + k 4 ) h 6 k1 = f ( x i , y i ) k2 = f ( xi + k3 = f ( xi k 4 = f ( xi 1 1 h , y i + k1h ) 2 2 1 1 + h , y i + k 2 h) 2 2 + h , y i + k 3 h)
    xi xi+1 x y(x)

    RK4 if f(x,y)=f(x)
    If f ( x, y ) = f ( x) dy = f ( x) dx
    x+h x+h

    yi +1 = y i +

    f ( x) dx
    x

    RK4 has =

    f ( x) dx =

    1 (k1 + 2k2 + 2k3 + k4 ) h 6

    1 ( f ( xi ) + 4 f ( xi + h / 2) + f ( xi + h) ) h 6

    Example y=x+y, y(0)=0


    x 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 y 0 0.0214 0.092 0.222 0.426 0.718 1.120 1.655 2.353 3.250 k1=f(x,y) 0 0.221 0.492 0.822 1.226 1.718 2.320 3.055 3.953 k2=f(x+h/2,y+h/2k1) 0.1 0.344 0.641 1.004 1.448 1.990 k3=f(x+h/2,y+h/2k2) 0.11 0.356 0.656 1.023 1.470 2.017 2.685 3.501 4.498 5.715 k4=f(x+h,y+hk3) 0.222 0.493 0.823 1.227 1.720 2.322 3.057 3.955 5.052 6.393 yn=y+1/6(k1+2k2+2k3+k4)h 0.02140 0.0918 0.2221 0.4255 0.718 1.120 1.655 2.353 3.250

    3.5 3 2.5 2 y 1.5 1 0.5 0 0

    2.652 3.461 4.448 5.654

    5.050

    Euler analytical RK4

    4.389

    0.5

    1 x

    1.5

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