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The document discusses numerical methods for solving ordinary differential equations (ODEs) and partial differential equations (PDEs), which are important for modeling engineering problems. It introduces concepts like Euler's method and the Runge-Kutta method for approximating solutions to ODEs. It also discusses numerical techniques for solving important PDEs like the Laplace and Poisson equations, which arise in applications involving dynamics, heat transfer, and more. Examples are provided to illustrate how to apply these numerical methods to solve equations.

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Melody Rubion
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39 views5 pages

Inbound 2885546982363080324

The document discusses numerical methods for solving ordinary differential equations (ODEs) and partial differential equations (PDEs), which are important for modeling engineering problems. It introduces concepts like Euler's method and the Runge-Kutta method for approximating solutions to ODEs. It also discusses numerical techniques for solving important PDEs like the Laplace and Poisson equations, which arise in applications involving dynamics, heat transfer, and more. Examples are provided to illustrate how to apply these numerical methods to solve equations.

Uploaded by

Melody Rubion
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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NUMERICS FOR ODEs AND PDEs

INTRODUCTION
From previous topic you have learned how approximate the values by Numerical
Differentiation and Integration. Ordinary differential equations (ODEs) and
partial differential equations (PDEs) play a central role in modeling problems
of engineering. It is precisely in these real-world projects that numeric
methods for ODEs and PDEs are used, often as part of a software package. Indeed,
numeric software has become an indispensable tool for the engineer.

OBJECTIVE
After completing this module, you should be able to analyze ODEs and PDEs
engineering problems by using Numerical Analysis.

DISCUSSION

The main initial idea is that we can obtain approximations to the solution of
such an ODE at points that are a distance h apart by using the first two terms
of Taylor’s formula from calculus. We use these approximations to construct
the iteration formula for a method known as Euler’s method. While this method
is rather unstable and of little practical use, it serves as a pedagogical
tool and a starting point toward understanding more sophisticated methods such
as the Runge–Kutta method and its variant the Runga–Kutta–Fehlberg (RKF)
method, which are popular and useful in practice.

Runge–Kutta Methods (RK Methods). A method of great practical importance and


much greater accuracy than that of the improved Euler method is the classical
Runge–Kutta method of fourth order, which we call briefly the Runge–Kutta
method. It is shown in Table 21.3. We see that in each step we first compute
four auxiliary quantities k1, k2, k3, k4 and then the new value yn+1.The method
is well suited to the computer because it needs no special starting procedure,
makes light demand on storage, and repeatedly uses the same straightforward
computational procedure. It is numerically stable.
Note that, if f depends only on x, this method reduces to Simpson’s rule of
integration. Note further that k1, ..., k4 depend on n and generally change
from step to step.
EXAMPLE 1

Rewrite

In

SOLUTION

In this case

EXAMPLE 2
Apply the Runge–Kutta method to the initial value problem given the equation
f(x, y) = x + y, choosing h= 0.2, and computing five steps.

SOLUTION

For the present problem we have f(x, y) = x + y. Hence

Table 21.4 shows the results and their errors, which are smaller by factors
and then those for the two Euler methods.
Methods for Elliptic PDEs. There are many applications to PDEs, such as in
dynamics, elasticity, heat transfer, electromagnetic theory, quantum mechanics,
and others. Selected because of their importance in applications, the PDEs
covered here include the Laplace equation, the Poisson equation, the heat
equation, and the wave equation. By covering these equations based on their
importance in applications we also selected equations that are important for
theoretical considerations

A PDE is called quasilinear if it is linear in the highest derivatives. Hence


a second-order quasilinear PDE in two independent variables x, y is of the form

(9-1)
u is an unknown function of x and y (a solution sought). F is a given function
of the indicated variables.

Depending on the discriminant the PDE (9-1)is said to be of

In this section we develop numeric methods for the two most important elliptic
PDEs that appear in applications. The two PDEs are the Laplace equation

(9-2)

and the Poisson equation

(9-3)
EXAMPLE

The four sides of a square plate of side 12 cm, made of homogeneous material,
are kept at constant temperature 0°C and as shown in Fig. 455a. Using a (very
wide) grid of mesh 4 cm), find the (steady-state) temperature at the mesh
points.

SOLUTION
In the case of independence of time, the heat equation

reduces to the Laplace equation. Hence our problem is a Dirichlet problem for
the latter. We choose the grid shown in Fig. 455b and consider the mesh points
in the order P11, P21, P12, P22.
LEARNING ACTIVITY 9-1
Numerics of PDEs

Name:_____________________________ Date: ___________________

Course/Yr/Sec: ___________________ Score: __________________

INSTRUCTION: Analyze and solve the given problems in a neat and precise manner.
Label your final answer.

1. Find the potential in Fig. 457 using (a) the coarse grid, (b) the fine grid
and Gauss elimination. Hint. In (b), use symmetry; take as boundary value at
the two points at which the potential has a jump.

2. For the square let the boundary temperatures be 0°C on


the horizontal and on the vertical edges. Find the temperatures at the
interior points of a square grid with h=1.
3. Solvethe Poisson equation in the region and for the boundary values
shown in Fig. 464, using the grid also shown in the figure,

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