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    Chapter 8 - Numerical Methods For Boundary Value Problems

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    Ajay
    This lecture discusses methods for solving boundary value problems (BVPs) for ordinary differential equations (ODEs). It introduces two main methods: [1] the shooting method, which guesses the boundary condition at one end and numerically solves the ODE to check if it satisfies the other boundary condition; and [2] the finite difference method, which discretizes the ODE as a system of algebraic equations that can be solved numerically. Examples applying both methods to second-order linear ODE BVPs are presented.

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    Chapter 8 - Numerical Methods For Boundary Value Problems

    Uploaded by

    Ajay
    53 views8 pages
    This lecture discusses methods for solving boundary value problems (BVPs) for ordinary differential equations (ODEs). It introduces two main methods: [1] the shooting method, which guesses the boundary condition at one end and numerically solves the ODE to check if it satisfies the other boundary condition; and [2] the finite difference method, which discretizes the ODE as a system of algebraic equations that can be solved numerically. Examples applying both methods to second-order linear ODE BVPs are presented.

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    EGM6341 Lecture Notes

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    Chapter 8 - Numerical Methods for Boundary Value Problems

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    This lecture discusses methods for solving boundary value problems (BVPs) for ordinary differential equations (ODEs). It introduces two main methods: [1] the shooting method, which guesses the boundary condition at one end and numerically solves the ODE to check if it satisfies the other boundary condition; and [2] the finite difference method, which discretizes the ODE as a system of algebraic equations that can be solved numerically. Examples applying both methods to second-order linear ODE BVPs are presented.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    53 views8 pages

    Chapter 8 - Numerical Methods For Boundary Value Problems

    Uploaded by

    Ajay
    This lecture discusses methods for solving boundary value problems (BVPs) for ordinary differential equations (ODEs). It introduces two main methods: [1] the shooting method, which guesses the boundary condition at one end and numerically solves the ODE to check if it satisfies the other boundary condition; and [2] the finite difference method, which discretizes the ODE as a system of algebraic equations that can be solved numerically. Examples applying both methods to second-order linear ODE BVPs are presented.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 8

    Lecture 35

    Last lecture:
    System of 1st orde ODEs and higher order ODE
    Numerical instability

    This lecture:

    Methods for BVP


    CHAPTER VIII
    ODE’S—Boundary Value Problems
    Objectives: develop methods for solving general 2nd order ODE's:

    y"+ f(x, y, y') = 0, ax  b


    c0y + k0 y' = q0 at x = a y
    c1y + k1 y' = q1 at x = b
    y(x) y(b)
     BVP
    y(a)

    a b x
    8.1 Shooting Method

     A linear ODE example


    𝑥
    * Consider y" - (1 - 5) y = x
    y(1) = 2, y(3) = -1.

    * Note: y'(1) is not known—DIFFERENT from IVP


    * Idea: If we guess a value for y'(1),
    we can solve the ODE to x=3 with any very accurate method.
    If y(x=3) matches the given B.C. at x=3, accept the solution.
    If y(x=3) DOES NOT match y=-1 at x=3, adjust y(1) until the computed y(3) agree with the BC.
    * Try Euler modified method with h = 0.2.
    The results are as follows: Guessed G=y'(1) Resulting y(3) Comments
    G1 = -1.5 R1 =4.811 too large
    G2 = -3 R2 =0.453 still too large
    G3 = -3.5 R3 =-1=D=Destination accept G3.
    Shooting Method

    * How to best estimate G3 based on previous values G1 and G2?


    6
    R Use linear extrapolation:
    4 (G1, R1 ) 𝐺2 − G1
    𝐺3 = 𝐺1 + (𝐷 − 𝑅1 )
    𝑅2 − R1
    2
    −3 − −1.5
    = −1.5 + −1 − 4.811 = −3.5
    0 (G2, R2 ) 0.453 − 4.811

    -2 This is a typical approach to continue the guess or shooting.


    G3 G
    -4 -3 -2 -1 0
    In this problem, the ODE is linear so that G3 is exact.
     A nonlinear ODE example
    * Consider solving the following using Euler modified method
    𝑥
    y" - (1 - 5) yy' = x, y(1) = 2, y(3) = -1
    Guessed G= y'(1) Resulting y(3) G4 = -1.9460 R4 = -0.8932
    G1 = -1.5 R1 = -0.0282 G5 = -2.0215 R5 = -1.0080
    G2 = -3.0 R2 = -2.0752 G6 = -2.0162 R6 = -1.0002
    G3 = -2.2138 R3 = -1.2719 G7 = -2.0161 R7 = -1.0000
     Third order ODEs u"' = f(x, u, u', u")

    Two B.C.'s (u & u', or u' & u", or u & u") are given on one side (x=a)
    and one BC is given on the other side (x=b).

    Starting from the side with two B.C.'s, guess u"(x=a) (or u'(x=a)), & shoot for the other side.

     Fourth order ODEs’ u"" = f(x, u, u', u", u"')

    * Typically we are given two conditions on one side and


    need to shoot for two conditions on the other side.
    * The guessing for two values becomes more difficult.
    * Shooting is not generally recommended.
    * Finite difference method is more robust.
    8.2 Finite Difference Method

    * Consider y" + b(x) y' + c(x) y = d(x) (1)


    y(x=0) = y0, y(x=L)= y1 xi-1 xi+1
    x
    Finite difference for y' and y": h
    x1 =0 xi xn =L
    𝑦𝑖+1 −𝑦𝑖−1 𝑦𝑖+1 −2𝑦𝑖 +𝑦𝑖−1
    y'i = , y"i =
    2ℎ ℎ2

    𝑦𝑖+1 −2𝑦𝑖 +𝑦𝑖−1 𝑦𝑖+1 −𝑦𝑖−1


    ⇒ + 𝑏𝑖 + 𝑐𝑖 𝑦𝑖 = 𝑑𝑖 (2)
    ℎ2 2ℎ

    ℎ ℎ
    (1- 2 bi) yi-1 - (2-ci h2) yi + (1+ 2 bi) yi+1 = dih2 (3)

    * Eq. (3) is a tri-diagonal system for i=2, 3, ... n-1


    which can be solved efficiently using Thomas algorithm.
    y1 and yn are known from the given BC's.
    * Finite difference method is widely used for BVP problems.

    * Errors: The truncation error is of O(h2) for Eq. (2) since y' and y" have O(h2) errors.
    𝑥
    * Example: Consider y" - (1 - 5) y = x, y(1) = 2, y(3) = -1.
    Soln. • bi = 0, ci = -(1- xi /5), di = xi
    • Choose h=0.5 (with 4 intervals)
     yi-1 - [2+(1-xi /5) h2] yi + yi+1 = xi h2 for i=2, 3 & 4.

    • From BC's, y1 = 2, y5 = -1.


    • With x1 = 1, x2 = 1.5, x3 =2, x4 =2.5, x5 =3.0,
    2.5
    𝑦2 −2 + 𝑥2 ℎ2 Solution y
    −2.175 1 0 −1.625 2
     1 −2.15 1 𝑦3 = 𝑥3 ℎ2 = 0.5 1.5
    0 1 −2.125 𝑦4 1 + 𝑥3 ℎ2 1.625
    1
    0.5
     y2 = 0.552, y3 = -0.424, y4 = -0.964
    0
    -0.5
    * The solution using h=0.05:
    -1
    -1.5
    1 1.5 2 2.5 3 x
    8.3 Boundary Condition Given In Terms Of y'

    𝑥
    * Example: y" - (1 - 5) y = x, y'(1) = -3.5, y(3) = -1.
    ℎ ℎ
    Solution: + (1- 2 bi) yi-1 - (2-ci h2) yi (1+ 2 bi) yi+1 = dih2 (3)

    bi = 0, ci = -(1-xi/5), di = xi x0 x2 xi-1 xi+1


    choose h = 0.5 (with 4 intervals) x
    h
    x1 =1 xi xn =3
     yi-1 - [2+(1-xi /5) h2] yi + yi+1 = xi h2 for i=2, 3 & 4.
    • y1 is not known, the above equation is needed at i=1 besides at i = 2, 3, & 4.
    • In this case, a fictitious y0 at x0 = x1-h is then needed; it can be obtained as follows
    𝑦𝑖+1 −𝑦𝑖−1
    = y′ = -3.5 at i=1
    2ℎ

    so that y0 = y2 - 2hy1' = y2 +3.5 −2.2 2 0 0 𝑦1 −3.25


    1 −2.157 1 0 𝑦2 0.375
    • Thus at i=1, Eq. (3) gives y0 - 2.2 y1 + y2 = 0.52  𝑦3 =
    0 1 −2.15 1 0.5
    0 0 1 2.125 𝑦4 1.625
     y2 +3.5 - 2.2 y1 + y2 = 0.52
     -2.2y1 + 2 y2 = -3.25  (y1, y2, y3, y4) = (1.9638, 0.5352, -0.4344, -0.9691)

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