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    DE Numerical PDF

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    Vijayalakshmi Murali
    This document discusses numerical methods for solving ordinary differential equations (ODEs), including the Euler method and modified Euler method. It presents the basic ideas behind numerical solutions of ODEs, such as calculating the solution at discrete points. The Euler method uses the forward difference approximation to recursively calculate solutions. The modified Euler method averages the slope over each interval for a more accurate solution compared to Euler. Examples are provided to demonstrate applying the methods to solve example ODEs and compare the numerical solutions to exact solutions.

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    © All Rights Reserved
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    DE Numerical PDF

    Uploaded by

    Vijayalakshmi Murali
    19 views43 pages
    This document discusses numerical methods for solving ordinary differential equations (ODEs), including the Euler method and modified Euler method. It presents the basic ideas behind numerical solutions of ODEs, such as calculating the solution at discrete points. The Euler method uses the forward difference approximation to recursively calculate solutions. The modified Euler method averages the slope over each interval for a more accurate solution compared to Euler. Examples are provided to demonstrate applying the methods to solve example ODEs and compare the numerical solutions to exact solutions.

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    This document discusses numerical methods for solving ordinary differential equations (ODEs), including the Euler method and modified Euler method. It presents the basic ideas behind numerical solutions of ODEs, such as calculating the solution at discrete points. The Euler method uses the forward difference approximation to recursively calculate solutions. The modified Euler method averages the slope over each interval for a more accurate solution compared to Euler. Examples are provided to demonstrate applying the methods to solve example ODEs and compare the numerical solutions to exact solutions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    19 views43 pages

    DE Numerical PDF

    Uploaded by

    Vijayalakshmi Murali
    This document discusses numerical methods for solving ordinary differential equations (ODEs), including the Euler method and modified Euler method. It presents the basic ideas behind numerical solutions of ODEs, such as calculating the solution at discrete points. The Euler method uses the forward difference approximation to recursively calculate solutions. The modified Euler method averages the slope over each interval for a more accurate solution compared to Euler. Examples are provided to demonstrate applying the methods to solve example ODEs and compare the numerical solutions to exact solutions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 43

    Solution of Ordinary

    Differential Equation
    Numerical Methods-Euler and Modified Euler
    Methods
    Runge-Kutta Method
    Differential Equation
    Basic Idea of Numerical Solution
    Numerical Solution
    of Ordinary Differential Equation
    • A first order initial value problem of ODE may be written in the form
    y ' (t ) = f ( y, t ), y ( 0) = y 0

    y ' (t ) = 3 y + 5, y ( 0) = 1
    • Example:
    y ' (t ) = ty + 1, y ( 0) = 0

    • Numerical methods for ordinary differential equations calculate solution on the points,
    t =t +h
    n n −1
    where h is the steps size

    4
    Numerical Methods for ODE
    • Euler Methods
    • Euler Method
    • Modified Euler Method

    • Runge-Kutta Methods
    • Second Order
    • Third Order
    • Fourth Order

    5
    Introduction
    Initial Value Problem
    Euler Method
    Euler Method
    • Consider the forward difference approximation for first derivative

    yn +1 − yn
    yn '  , h = tn +1 − t n
    h
    • Rewriting the above equation we have
    yn +1 = yn + hyn ' , yn ' = f ( yn , t n )
    • So, y n is recursively calculated as
    y1 = y0 + hy0 ' = y0 + h f ( y0 , t0 )
    y2 = y1 + h f ( y1 , t1 )

    yn = yn −1 + h f ( yn −1 , t n −1 )
    9
    Euler Method
    Euler Method
    Euler Method
    Example 1: Solve 𝑦′ = 𝑡𝑦 + 1, 𝑦0 = 𝑦(0) = 1, 0 ≤ 𝑡 ≤ 1, ℎ = 0.25

    Solution:

    for t0 = 0, y0 = y (0) = 1
    for t1 = 0.25, y1 = y0 + hy0 '
    = y0 + h(t0 y0 + 1)
    = 1 + 0.25(0 *1 + 1) = 1.25
    for t 2 = 0.5, y2 = y1 + hy1 '
    = y1 + h(t1 y1 + 1)
    etc = 1.25 + 0.25(0.25 *1.25 + 1) = 1.5781

    13
    Graph the solution

    14
    𝑑𝑦
    Example 2: Solve: = 𝑥 + 𝑦, y = 0 at x = 0
    𝑑𝑥
    • Choose h = 0.1
    • We have x0 = 0, y0 = 0, f0 = x0 + y0 = 0, x1 = x0 + h = 0.1, y1 = y0 + hf0 = 0
    • Euler’s method algorithm is yi+1 = yi + hifi = yi + hi f(xi, yi)
    • Next step is from x1 = 0.1 to x2 = 0.2
    • f1 = x1 + y1 = 0.1 + 0 = 0.1
    • y2 = y1 + hf1 = 0 + (.1)(.1) = .01
    • For dy/dx = x + y, we know the exact solution is (x0 + y0 + 1)ex-x0 – x – 1
    • For x0 = y0 = 0, y = ex – x – 1
    • Look at application of Euler algorithm for a few steps and compute the error

    15
    Euler Example
    xi yi fi = 𝑥 + 𝑦 y(xi)=yi + hifi E(xi)
    0 0 0 0 0
    .1 0 .1 .0052 .0052
    .2 .01 .21 .0214 .0114
    .3 .031 .331 .04986 .01886
    .4 .0641 .4641 .091825 .027725
    16
    Euler Example Plot
    0.8

    0.7

    0.6

    0.5

    0.4
    y

    Exact
    Numerical
    0.3

    0.2

    0.1

    0
    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
    x

    17
    Example 3
    dy/y=(𝑥 2 -1.2)dx
    Example 4
    Solution Analytical and Numerical
    Example 5
    Example 6
    Comparison
    Modified Euler Method
    • Modified Euler method is derived by applying the trapezoidal rule to integrating
    y ' = f ( y, t ) ; So, we have h
    yn +1 = yn + ( yn' +1 + yn' ), yn ' = f ( yn , t n )
    n

    • If f is linear in y, we can solved for similar as backward euler method


    • If f is nonlinear in y, we necessary to used the method for solving nonlinear
    equations i.e. successive substitutionymethod (fixed point)
    n +1

    25
    Modified Euler Method
    • Better estimate for the solution than Euler method
    • Average slope over the interval (t0,t1) is used instead of slope at a
    point
    • The solution is approximated as a straight line in the interval (t0,t1)
    with slope as arithmetic average at the beginning and end point of
    the interval
    Modified Euler Method
    Algorithm: For Numerical solution by
    Modified Euler Method
    Example 1
    Example 1(contd.)
    ℎ = 0.02

    1.1−0.1)
    𝑦2 = 𝑦1 + ℎ𝑓 𝑥1, 𝑦1 = 1.1 + 0.1( 1.1_0.1) =1.83
    𝑑𝑦
    Use Euler and Modified Euler method to solve, 𝑑𝑥
    = 1 + 𝑥𝑦
    with y(0)=2
    𝑑𝑦
    Modified Euler Method, = 1 + 𝑥𝑦 with
    𝑑𝑥
    y(0)=2
    • Solve the IVP in the interval (0.0, 2.0) using Modified Euler method with step size
    h=0.2
    Example
    Example
    Links
    • https://nptel.ac.in/courses/111/107/111107063/

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