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Lecture 2 - Eee516 - 2425

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18 views10 pages

Lecture 2 - Eee516 - 2425

Uploaded by

glory.ibitoye
Copyright
© © All Rights Reserved
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www.covenantuniversity.edu.

ng

Raising a new Generation of Leaders

EEE516: COMPUTER APPLICATION TO


POWER SYSTEMS

DR. T.F. SANNI


MODULE ONE
LECTURE 2
Numerical Methods: Roots of
Equation & ODE

2
Learning Objectives
The focus of this lecture is:

1. EQUATIONS BY ITERATION
• Simple fixed-point iteration
• Newton-Raphson method
• Secant method
2. ORDINARY DIFFERENTIAL EQUATION
• Euler’s method
• Runge-Kutta methods
3. MATLAB examples for the above methods
3
Solution of Equations by Iteration
• The easiest conceptual problem is to find solutions of a single equation
f(x)= 0 (1)
• where f is a given function
By some algebraic steps, we transform equ. 1 to become
x= g(x) (2)
Then we choose an and compute , , and in general
where n= 0, 1, 2, …… (3)

• An iteration process defined by (3) is called convergent for an if the


corresponding sequence , , , ….. is convergent.
• A sufficient condition for convergence is given in the following theorem,
which hasnvarious practical applications.
Fixed-Point Iteration

1. F(x) = x2 – 3x + 1 = 0
2. F(x) = x2 + x – 1 = 0
Newton’s Method
Newton’s method, also known as Newton–Raphson’s method, is
another iteration method for solving equations f(x)= 0 where f is
assumed to have a continuous derivative
• The method is commonly used because of its simplicity and great
speed.

6
Newton’s Method Algorithm

1. Find the positive solution of 2 sin x = x.


2. F(x) = x3 + x – 1 = 0
Modelling Mathematical Concepts
• Many physical concepts, such as velocity and acceleration,
are derivatives.
• Hence a model is very often an equation containing
derivatives of an unknown function. Such a model is called a
differential equation.
• Of course, we then want to find a solution (a function that
satisfies the equation), explore its properties, graph it, find
values of it, and interpret it in physical terms so that we can
understand the behavior of the physical system in our given
problem.
• Modelling involves four
different stages as shown in
Figure 1.
The Typical Steps of Modeling
Step 1: the transition from the physical situation (the physical system)
to its mathematical formulation (its mathematical model);
Step 2: the solution by a mathematical method; and
Step 3: the physical interpretation of the result.

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