Scribd
Upload
13 views5 pages

Numericals For ODE

numerical analysis

Uploaded by

tetsuyauzui
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
13 views5 pages

Numericals For ODE

numerical analysis

Uploaded by

tetsuyauzui
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
You are on page 1/ 5

Numerical Solutions of Ordinary Differential Equations

Methods for 1st Order DE

1. Euler’s Method - is the simplest technique for solving a first-order ODE of the form

with initial condition

- The method can be formulated as an explicit or an implicit method

- assumes that for a short distance h near (xi, y;), the function y(x) has a constant slope equal to
the slope at (xi, y;)

a. Euler's Explicit Method - is a single-step, numerical technique for solving a first-order ODE.
- Uses the following equations:

Illustration of Explicit Method

Example 1: Use Euler's explicit method to solve the ODE from x = 0 to


x = 2.5 with the initial condition y =3 at x = 0.

Solution:

Let h = 0.5

( )

Iteration 1:
( )

Iteration 2:

b. Euler's Implicit Method - is the same as the explicit scheme, except, as illustrated
schematically in the figure, for a short distance, h, near (xi, yi) the slope of the function y(x) is
taken to be a constant equal to the slope at the endpoint of the interval (x i+ 1, yi+ 1).

Or by applying newton’s method

c. Modified Euler’s Method (Heun’s Method) - involves the determination of two derivatives
for the interval—one at the beginning and another at the end. The two derivatives are then
averaged to obtain an improved estimate of the slope for the entire interval.

- predictor-corrector approach
Where:

Example 1: Solve the following initial value problem over the interval from t = 0 to where y(0) = 1.
Display all your results on the same graph.

(a) Analytically.
(b) Using Euler’s method with h = 0.5 and 0.25.

2. Runge – Kutta Method - is an effective and widely used method for solving the initial-value
problems of differential equations.

- can be used to construct high order accurate numerical method by functions' self without
needing the high order derivatives of functions.

a. Second-Order Runge-Kutta Methods

Formula:

Where:

b. Classical Fourth-Order Runge-Kutta Method

Formula:

Where:
c. Fifth-Order Runge-Kutta Method

Formula:

Where:

Example1: Using Runge – Kutta Methods, find the solution of at the


interval h= 0.1 if y = -1, when x = 0.

Example2: Using Runge – Kutta Methods, find the solution of at the


interval h= 0.1 if y = 1, when x = 0.
Group Activity 4 (Finals): Problem Solving.

1. Solve the following problem over the interval from x = 0 to 1 using a step size of 0.25
where y(0) = 1. Display all your results on the same graph.

a. Analytically
b. Using Modified Euler’s Method.
c. Using the second order and the classical fourth-order RK method

2. Using Runge – Kutta Methods, find of at the interval h= 0.1 if y =


1, when x = 0.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy