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Numerical Analysis: Unit 5

This document discusses numerical methods for solving ordinary differential equations (ODEs). It covers Euler's method, higher-order Taylor series methods, Runge-Kutta methods, and their applications to solving ODEs. Analytical solutions are only available for certain classes of ODEs, so numerical methods are commonly used to approximate solutions. The document explains how the various numerical methods work by approximating derivatives using Taylor series expansions and determining coefficients to minimize errors.

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112 views16 pages

Numerical Analysis: Unit 5

This document discusses numerical methods for solving ordinary differential equations (ODEs). It covers Euler's method, higher-order Taylor series methods, Runge-Kutta methods, and their applications to solving ODEs. Analytical solutions are only available for certain classes of ODEs, so numerical methods are commonly used to approximate solutions. The document explains how the various numerical methods work by approximating derivatives using Taylor series expansions and determining coefficients to minimize errors.

Uploaded by

egamr
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Numerical Analysis

2019

UNIT 5
 Ordinary Differential Equations

Unit 5 Page 1
Unit 5 Page 2
Unit 5 Page 3
Unit 5 Page 4
 Analytical Solutions to ODEs are available for linear ODEs and
special classes of nonlinear differential equations.

 Numerical methods are used to obtain a graph or a table of the


unknown function.

 Most of the Numerical methods used to solve ODEs are based


directly (or indirectly) on the truncated Taylor series expansion.

 Euler’s method

 First order Taylor series method is known as Euler Method.

 Only the constant term and linear term are used in the Euler
method.

Unit 5 Page 5
 The error due to the use of the truncated Taylor series is of order
O(h2).

 High order Taylor series methods are more accurate than Euler
method.

 But, the 2nd, 3rd, and higher order derivatives need to be derived
analytically which may not be easy.

 Example

Unit 5 Page 6
 Types of Errors

o Local truncation error:


 Error due to the use of truncated Taylor series to
compute x(t+h) in one step.
o Global Truncation error:
 Accumulated truncation over many steps.
o Round off error:
 Error due to finite number of bits used in representation
of numbers.
 This error could be accumulated and magnified in
succeeding steps.
 Example

Unit 5 Page 7
 Taylor series

 The nth order Taylor series method uses the nth order Truncated
Taylor series expansion.

 Second Order Taylor Series Methods

Unit 5 Page 8
 High Order Taylor Series Methods

 Example

Unit 5 Page 9
 R-K method

 We seek accurate methods to solve ODEs that do not require


calculating high order derivatives.

 The approach is to use a formula involving unknown coefficients


then determine these coefficients to match as many terms of the
Taylor series expansion.

 Example

Unit 5 Page 10
 Higher order Runge-Kutta methods are available.

 Derived similar to second-order Runge-Kutta.

 Higher order methods are more accurate but require more


calculations.

Unit 5 Page 11
 Example

Unit 5 Page 12
Unit 5 Page 13
 Runge Kutta methods generate an accurate solution without the
need to calculate high order derivatives.

 Second order RK have local truncation error of order O(h3) and


global truncation error of order O(h2).

 Higher order RK have better local and global truncation errors.

 N function evaluations are needed in the Nth order RK method.

Unit 5 Page 14
 Example

Unit 5 Page 15

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