Scribd Logo
Upload

Welcome to Scribd!

  • 51 views

    Advanced Math 1st Assignment

    Uploaded by

    hppresario
    Advanced Mathematics 1st Assignment. Solving initial value problem using euler, modified euler, and fourth order Runge-Kutta method. All results gained from computational methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Advanced Math 1st Assignment

    Uploaded by

    hppresario
    51 views3 pages
    Advanced Mathematics 1st Assignment. Solving initial value problem using euler, modified euler, and fourth order Runge-Kutta method. All results gained from computational methods.

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Advanced Mathematics 1st Assignment. Solving initial value problem using euler, modified euler, and fourth order Runge-Kutta method. All results gained from computational methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    51 views3 pages

    Advanced Math 1st Assignment

    Uploaded by

    hppresario
    Advanced Mathematics 1st Assignment. Solving initial value problem using euler, modified euler, and fourth order Runge-Kutta method. All results gained from computational methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Advanced Mathematics 2

    AE 5001

    1st Assignment
    The following initial value problem solved by computer using the euler, modified euler,
    and the fourth order Runge-Kutta algorithm. The problem is taken from Advanced Engineering
    Mathematics (Jeffrey, 2002), exercises 19.7, problem number 20.

    = sin + 4 cos

    = sin 3 sin

    With (0) = 1, (0) = 2, and = 0.2 over the interval 0 1.

    Exact value
    The value of x and y were calculated using MATLAB ODE solvers ode45. ode45 is used to
    evaluate solution of differential equation problem. This function implements a Runge-Kutta
    method with a variable time step for efficient computation. ode45 is design to handle the
    following general problem:

    = (, ),

    (0 ) = 0 ,

    Where t is the independent variable, x is the vector of dependent variables to be found and f(t,x)
    is a function of t and x. the mathematical problem is specified when the vector of functions on
    the right hand side of the above equation is set and the initial conditions, x=x0 at time t0 are
    given. With the time step of 0.2, the value of x and y calculated using MATLAB are
    t

    -2

    0.2

    0.614

    -2.589

    0.4

    -0.066

    -2.835

    0.6

    -0.899

    -2.640

    0.8

    -1.688

    -2.206

    -2.208

    -1.840

    Euler Method
    Euler method or the Euler-Cauchy method for this problem is started given the system

    = (, )

    = (, )

    Advanced Mathematics 2
    AE 5001

    The initial condition (x0, y0), and step size h, Eulers method approximates a solution (x, y) by
    +1 = + ( , )
    +1 = + (, )
    Geometrically it is an approximation of the curve x (t) and y (t) by using a polygon. Using the
    Euler method, the approximate values of x and y at 0 < t < 1 are
    t

    -2

    0.2

    0.835

    -2.687

    0.4

    0.265

    -3.220

    0.6

    -0.480

    -3.361

    0.8

    -1.353

    -3.040

    -2.345

    -2.475

    Improved Euler Method


    The modified Euler method, applied to the problem, comprises the following statements:
    Given x0 and y0, for i=0, 1 N-1
    1, = ( , , )
    1, = ( , , )
    2, = ( + , + 1, , + 1, )
    2, = ( + , + 1, , + 1, )
    1
    1+1 = + (1, + 2, )
    2
    1
    1+1 = + (1, + 2, )
    2
    The modified Euler method is a predictor-corrector method, because in each step we predict a
    value and then correct it. Apply the modified Euler method to the system, then we get the value
    of x and y
    t

    -2

    0.2

    0.633

    -2.610

    0.4

    -0.046

    -2.864

    0.6

    -0.896

    -2.682

    0.8

    -1.698

    -2.272

    Advanced Mathematics 2
    AE 5001

    -2.224

    -1.948

    Runge-Kutta 4th Order


    A method of great practical importance and much greater accuracy than that of the Euler
    method is the classical Runge-Kutta method of fourth order, which we call the Runge-Kutta
    method. In each step we first compute four auxiliary quantities k1, k2, k3, k4, and then the new
    value yn+1. For simultaneous ODE, there are 8 auxiliary quantities needed to find the value of
    x and y.
    t

    -2

    0.2

    0.614

    -2.588

    0.4

    -0.066

    -2.834

    0.6

    -0.898

    -2.640

    0.8

    -1.685

    -2.205

    -2.205

    -1.840

    MATLAB Algorithm
    %% ODE 45
    f = inline('[sin(y(1))+4*cos(y(2));sin(y(2))-3*sin(y(1))]','t','y');
    [t,y]=ode45(f,[0,1],[1,-2]);

    You might also like