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    7-Ode Ivp1

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    rahul
    This document discusses numerical methods for solving ordinary differential equations (ODEs) with initial value problems (IVPs). It introduces Euler's explicit and implicit methods, as well as higher-order Runge-Kutta methods including the second-order Heun's method and the fourth-order standard Runge-Kutta method. It also covers the MATLAB ode45 algorithm and provides an example of its use in solving a plug flow reactor problem. Local and global truncation errors of the different methods are analyzed.

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    7-Ode Ivp1

    Uploaded by

    rahul
    84 views12 pages
    This document discusses numerical methods for solving ordinary differential equations (ODEs) with initial value problems (IVPs). It introduces Euler's explicit and implicit methods, as well as higher-order Runge-Kutta methods including the second-order Heun's method and the fourth-order standard Runge-Kutta method. It also covers the MATLAB ode45 algorithm and provides an example of its use in solving a plug flow reactor problem. Local and global truncation errors of the different methods are analyzed.

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    Original Title

    7-ODE_IVP1

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    This document discusses numerical methods for solving ordinary differential equations (ODEs) with initial value problems (IVPs). It introduces Euler's explicit and implicit methods, as well as higher-order Runge-Kutta methods including the second-order Heun's method and the fourth-order standard Runge-Kutta method. It also covers the MATLAB ode45 algorithm and provides an example of its use in solving a plug flow reactor problem. Local and global truncation errors of the different methods are analyzed.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    84 views12 pages

    7-Ode Ivp1

    Uploaded by

    rahul
    This document discusses numerical methods for solving ordinary differential equations (ODEs) with initial value problems (IVPs). It introduces Euler's explicit and implicit methods, as well as higher-order Runge-Kutta methods including the second-order Heun's method and the fourth-order standard Runge-Kutta method. It also covers the MATLAB ode45 algorithm and provides an example of its use in solving a plug flow reactor problem. Local and global truncation errors of the different methods are analyzed.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 12

    2/22/16

    ORDINARY DIFFERENTIAL EQUATIONS


    INITIAL VALUE PROBLEMS
    Lec. 7.1: Introduction and Eulers Methods
    Dr. Niket Kaisare
    Department of Chemical Engineering
    IITMadras

    NPTEL Course: MATLAB Programming for Numerical Computations Week-7

    Introduction: ODE IVP


    !" % &, ( is slope of ( vs. & curve
    Given: = % &,(
    !# y
    and initial condition: ( & ) = () %(&, ()

    Aim is to find: ( &*

    Discussion and theory for numerical ODE-IVP:


    Computational Techniques, Module-7 (http://nptel.ac.in/courses/103106074/25)

    1
    2/22/16

    Introduction: ODE IVP


    !" % &, ( is slope of ( vs. & curve
    Given: = % &,(
    !# y
    and initial condition: ( & ) = () %(&, ()

    (*./ (*
    lim = % &, (
    5)
    t
    (*./ = (** + -
    %(&,
    * ()
    Numerical methods for ODE-IVP:
    Use best estimate of slope - to obtain ( &

    Example

    ODEIVP:

    ODE: ( 8 = 2&(
    Initial: ( 0 =1

    Analytical solution: ( & = exp & ?

    Eulers Explicit Method:


    (*./ = (* + % & * ,(*

    2
    2/22/16

    Eulers Implicit Method

    (*./ = (* + % & *./ ,(*./

    Thus, use nonlinear solver (such as fsolve) to solve:


    (*./ % & *./ ,(*./ (* = 0

    @((*./)

    Unlike explicit method, Eulers implicit method is globally stable


    Computational Techniques, Module-7 Part-5 (http://nptel.ac.in/courses/103106074/29)

    End of Lecture 7.1

    3
    2/22/16

    ORDINARY DIFFERENTIAL EQUATIONS


    INITIAL VALUE PROBLEMS
    Lec. 7.2: Runge-Kutta (RK-2) Methods
    Dr. Niket Kaisare
    Department of Chemical Engineering
    IITMadras

    NPTEL Course: MATLAB Programming for Numerical Computations Week-7

    Runge-Kutta Family of Methods


    Eulers Explicit Method:
    (*./ = (* + @*

    Runge-Kutta Method:
    (*./ = (* + -*
    where, nth-order RK method gives slope as:
    -* = A/ B/ + A? B? + + AD BD

    See: Computational Techniques, Module-7 Part-2 (http://nptel.ac.in/courses/103106074/26)

    4
    2/22/16

    Second-Order (RK-2) Methods

    Heuns Method
    5
    (*./ = (* + ? B/ + B?
    B/ = @ & * ,(* , B? = @ & * + , (* + B/

    Midpoint Method
    (*./ = (* + B?
    5 5EF
    B/ = @ & * ,(* , B? = @ & * + ? , (* + ?
    etc.

    End of Lecture 7.2

    5
    2/22/16

    ORDINARY DIFFERENTIAL EQUATIONS


    INITIAL VALUE PROBLEMS
    Lec. 7.3: MATLAB ode45 Algorithm
    Dr. Niket Kaisare
    Department of Chemical Engineering
    IITMadras

    NPTEL Course: MATLAB Programming for Numerical Computations Week-7

    Syntax of ode45

    Typical use of ode45:


    [tSol,ySol] = ode45(@(t,y) fName(t,y), [t0, tEnd], y0);
    tSol, ySol: Solution vectors; MATLAB returns ySol for each time tSol
    fName : Function that returns G( = % &, (
    t0, y0 : Initial conditions representing ( &) = ()
    tEnd : Final value until which the solution is desired

    6
    2/22/16

    Example: Plug Flow Reactor

    Concentration along a PFR is given by:


    !H /
    = ? J /.?L
    !I
    with J 0 = 1

    Solve to find C for reactor volumes of 1, 5 and 10 liters

    End of Lecture 7.3

    7
    2/22/16

    ORDINARY DIFFERENTIAL EQUATIONS


    INITIAL VALUE PROBLEMS
    Lec. 7.4: Runge-Kutta Methods
    Dr. Niket Kaisare
    Department of Chemical Engineering
    IITMadras

    NPTEL Course: MATLAB Programming for Numerical Computations Week-7

    Revisiting RK-2 Heuns Method

    Generalize RK-2 Heuns Method to use function myFun(t,y)

    Develop for ( 8 = 2&(


    Extend to PFR problem

    8
    2/22/16

    Higher Order Runge-Kutta Methods

    RK-3 Method: (*./ = (* + A/ B/ + A? B? + AM BM

    Can choose appropriate weights to have different orders of accuracy


    Best local truncation error is N O

    RK-4 is usually the most popular RK method, with error N L

    Standard RK-4 method

    5
    (*./ = (* + B/ + 2B? + 2BM + BO + N L
    P

    B / = @ &*, (*
    5 5EF
    B ? = @ &* + ? , (* + ?

    5 5EQ
    B M = @ &* + ? , (* + ?

    BO = @ &* + , (* + B M

    9
    2/22/16

    End of Lecture 7.4

    ORDINARY DIFFERENTIAL EQUATIONS


    INITIAL VALUE PROBLEMS
    Lec. 7.5: Error Analysis of Runge-Kutta Methods
    Dr. Niket Kaisare
    Department of Chemical Engineering
    IITMadras

    NPTEL Course: MATLAB Programming for Numerical Computations Week-7

    10
    2/22/16

    Local Truncation Error

    Eulers Method: (*./ = (* + %* + N ?

    5
    Heuns Method: (*./ = (* + ? B/ + B? + N M

    5
    RK-3 (Std.) Method: (*./ = (* + B/ + 4B? + BM + N O
    P

    5
    RK-4 (Std.) Method: (*./ = (* + B/ + 2B? + 2BM + BO + N L
    P

    Global Truncation Error

    Eulers Method GTE: N /

    Heuns Method GTE: N ?

    RK-3 Method GTE: N M

    RK-4 Method GTE: N O

    11
    2/22/16

    Local vs. Global Truncation Errors

    GTE is one order lower than LTE

    GTE for RK-2 gives the method as N ? accurate

    Consider the previous example to demonstrate with Midpoint Rule

    End of Lecture 7.5

    12

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