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Error Control PDF

We define a new higher order method to minimize error in numerical solutions. First, we define a second order method where the weight at each step is defined as a function of the previous weights and errors. Next, we generalize this to define a higher order method, where the weight at each step is a function of previous weights and errors up to the desired order. This allows us to systematically reduce error to less than a specified level with a higher order method.

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0% found this document useful (0 votes)
45 views10 pages

Error Control PDF

We define a new higher order method to minimize error in numerical solutions. First, we define a second order method where the weight at each step is defined as a function of the previous weights and errors. Next, we generalize this to define a higher order method, where the weight at each step is a function of previous weights and errors up to the desired order. This allows us to systematically reduce error to less than a specified level with a higher order method.

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baba
Copyright
© © All Rights Reserved
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o Jetern~'1-e h
I V1 lldVttnce io e)1 sure the
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ervo r J V1 rpr o /(, i' J, vJ 1·5
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-

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we defi~ne :
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,JLVf-' -
th set n ;;.- v • -
Step 9 If 8 0.1 en . > 4 then set h 4h =
else 1f 8 - else set h -- 8h . (Calcu late new h.)

th - hmax.
Step 10 If h > hmax then se .-

Step 11 If t b then _set Fi:~ b tien set h b - t =


else 1f t + .f h < hmin then
e1se 1
set FLAG= 0;
OUTPUT ('minimum h exceeded')
(Procedure completed unsucces ~;..·
S;ul!y.)
Step 12 (The procedure is complete.)
STOP.

Use the Runge-Kutta-Fehlberg method with a tolerance TOL = I~-s, a maxunums~p .


hmax = 0.25, and a minimum step size hmin =
O.Ol to approximate the solution 1/~'
initial-value problem
y' = y _ t 2 + 1, 0 ::: t ::: 2, y(O) = 0.5,
and compare the results with the exact solution y(t) = (t + 1) 2 - 0.5e1•
Solution We will work through the first step of the calculations and then apply Algorithr
5.3 to determine the remaining results. The initial condition gives to= 0 and w0 =~5. y
determine w 1 using h = 0.25, the maximum allowable stepsize, we compute

k1 = hf (to, wo) = 0.25 (0.5 - 02 + 1) = 0.375;


k2 = hf (10 + ih, wo + ik,) = 0.25 ( i0,25, 0.5 + i0.375) = 0.3974609;
k3 = hf (to+ ~h, wo + 2_k1 + J_k2 )
8 32 32

= 0.25 ( 0.09375, 0.5 + :2 0.375 + :2 0.3974609) = 0.4095383;


12 h,wo+-ki--k
k4=hf ( to+- 1932 7200 + 7296
-k )
13 2
2197 2197 2197 3

= o.25 (o.2307692, o.5 + 1932 0.375 - 7200 o 3974609 + 7296 o.4095383)


2197 2197 . 2197
= 0.4584971;
ks= hf (to+ h, wo + 439 k1 - 8k2 + 3680 k 845 )
216 513 3
- 4104 k4 ,
- ,.J,
= o.25 ( 0 25 439 84-' 0_tl'
. '0.5 + 216 0.375 - 8(0.3974609) + 3680 0.4095383 - 4104
513
= 0.4658452·'
I 8
k(, = hf ( to+ 2h, w 0 - -ki + 2k 2 _ 3544 k
11 k)1859
27 2565 3 + 4104 k4
40 5 -

8 .
= o.25 ( o. 125 , 0. 5 - -0.375
27 + 2(0.3974609) - 3544 O4095383
2565 .
1859 11 )
+ 4104 0.4584971 - 40 0.4658452
= 0.4204789.
The two approximations to y(0.25) are then found to be
_ _ 16 6656 28561 9 2
wi - wo + 1
135k + 12825k + 56430k - 50k5 + 55k6
3 4
16 6656 28561 9
= 0. 5 + 135 0.375 + 12825 0.4095383 + 56430 0.4584971 - 50 0.4658452
2
+ 55 0.4204789
= 0.9204870,
and
25 1408 2197 I
w1 = wo + 216k1 + 2565k3 + 4104k4 - 5ks
25 1408 2197 I
= 0.5 + 2160.375 + 25650.4095383 + 4104 0.4584971 - 50.4658452
= 0.9204886.
This also implies that

_ I 11 128
R - 0.25 360k1 - 4275k3 -
2197 k I k 2
75240 4 + 50 5 + 55k6
I
1 128 2197 I 2 I
= 4 1360 0.375 - 4275 0.4095383 - 75240 0.4584971 + 50 0.4658452 + 55 0.4204789

= 0.00000621388,
and
£ 1/4 ( 0.00001 ) 1/4 .
q = 0.84 (R) = 0.84 , O.Q0000621388 = 0.9461033291.
Since q < I we can accept the approximation 0.9204886 for y(0.25) but we should adjust
the step size for the next iteration to h = 0.9461033291(0.25) 0.2365258. However,
only the leading 5 digits of this result would be expected to be accurate because R has only
about 5 digits of accuracy. Because we are effectively subtracting the nearly equal numbers
w; and w;when we compute R, there is a good likelihood of round-off error. This is an
additional reason for being conservative when computing q.
The results from the algorithm are shown in Table 5.11 . Increased accuracy has been
used to ensure that the calculations are accurate to all listed places. The last two columns
in Table 5.11 show the results of the fifth-order method. For small values oft, the error is
less than the error in the fourth-order method, but the error exceeds that of the fourth-order
method when t increases.

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