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Week 9 - Topic 5 - ODE

1. The document discusses numerical methods for solving ordinary differential equations (ODEs), including the Euler method, midpoint method, and modified Euler method. 2. The Euler method uses the slope of the ODE at the starting point to estimate the solution over a step size, while the midpoint and modified Euler methods improve on this by estimating the slope at the midpoint of each step. 3. Examples are provided to demonstrate applying the Euler and modified Euler methods to solve sample ODEs numerically over discrete steps.

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60 views

Week 9 - Topic 5 - ODE

1. The document discusses numerical methods for solving ordinary differential equations (ODEs), including the Euler method, midpoint method, and modified Euler method. 2. The Euler method uses the slope of the ODE at the starting point to estimate the solution over a step size, while the midpoint and modified Euler methods improve on this by estimating the slope at the midpoint of each step. 3. Examples are provided to demonstrate applying the Euler and modified Euler methods to solve sample ODEs numerically over discrete steps.

Uploaded by

danis nya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ECS 555

NUMERICAL ANALYSIS & FINITE ELEMENT METHOD

TOPIC 5
DIFFERENTIAL EQUATION
At the end of this topic, students should be able to:

1. To solve or integrate ordinary differential equations using Euler


method.

2. To improve the Euler method of solving ordinary differential


equations by applying the Midpoint method or Modified Euler
method .
DIFFERENTIAL EQUATION (DE)
 Equations which are composed of an unknown function and its derivatives
are called differential equations (DE).

 The quantity being differentiated, v is called the dependent variable. The


quantity with respect to which v is differentiated, t, is called the
independent variable.

 Equation above is sometimes referred to as a rate equation because it


expresses the rate of change of a variable as a function of variables and
parameters.
DIFFERENTIAL EQUATION (DE)
Ordinary  One independent variable
Differential
Differential Equation (ODE)
Equation (DE) Partial
 Two or more independent
Differential
Equation (PDE) variables.

 Differential equations are also classified as to their order.


- A first order equation because the highest derivative

is a first derivative.
- A higher order equation.
ODEs for ENGINEERING
PROBLEM SOLVING
MATHEMATICAL BACKGROUND
 A solution of an ODE is a specific function of the
independent variable and parameters that
satisfies the original differential equation. To
illustrate this concept, let us start with a given
function;
y = −0.5x4 + 4x3 − 10x2 + 8.5x + 1

 Now, if we differentiate, it will obtain an ODE


which gives the rate of change of y with respect
to x;
dy/dx = −2x3 + 12x2 − 20x + 8.5
EULER’S METHOD
 The first derivative provides a direct
estimate of the slope at xi ,dy/dx=

 where f(xi, yi) is the differential


equation evaluated at xi and yi. This
yi
estimate can be substituted into the
equation:

yi+1
 A new value of y is predicted using the slope (equal to
the first derivative at the original value of x) to yi
extrapolate linearly over the step size h.

=xi+h
EULER’S METHOD – Example 25.1
 Use Euler’s method to numerically integrate this
equation; x y
dy
= −2 x 3 + 12 x 2 − 20 x + 8.5 0 1
dx
0.5 yi + 1 = yi + f(xi,yi)h
From x = 0 to x = 4 with a step size, h of 0.5.
The initial condition at x=0 is y=1. 1
1.5
yi +1 = yi + f ( xi , yi )h 2
𝑦𝑦𝑖𝑖+1 = 𝑦𝑦1 = 𝑦𝑦0.5 + 𝑓𝑓 𝑥𝑥0.5 , 𝑦𝑦0.5 ℎ 2.5
(𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 ) = (0,1) ℎ = 0.5 = 5.25 + 𝑓𝑓 0.5,5.25 0.5
3
𝑓𝑓 𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 = 𝑓𝑓 0,1 𝑓𝑓 0.5,5.25 = 3.5
= −2 0 3 + 12 0 2 − 20 0 + 8.5 = −2 0.5 3 + 12 0.5 2
− 20 0.5
+ 8.5 = 1.25 4
= 8.5
𝑦𝑦𝑖𝑖+1 = 𝒚𝒚𝟎𝟎.𝟓𝟓 = 1 + 8.5 0.5 = 𝟓𝟓. 𝟐𝟐𝟐𝟐 𝑦𝑦𝑖𝑖+1 = 𝒚𝒚𝟏𝟏 = 5.25 + 1.25 0.5 = 𝟓𝟓. 𝟖𝟖𝟖𝟖𝟖𝟖
EULER’S METHOD – Example 25.1
 Use Euler’s method to numerically integrate this equation;
dy
= −2 x 3 + 12 x 2 − 20 x + 8.5
dx
From x = 0 to x = 4 with a step size of 0.5. The initial condition at x=0 is y=1.
EULER’S METHOD
 The error can be reduced by
reducing the step size

x y
0 1
0.25 yi + 1 = yi + f(xi,yi)h
0.5
0.75
1

4
IMPROVEMENT OF EULER’S METHOD
 The main assumption in Euler’s method is that the derivative at the beginning of the
interval is apply across the entire interval. This assumption is the main source of error.

 Two simple modifications to overcome this shortcoming:


(1) Heun’s Method
(2) The Modified Euler’s method or Midpoint method.
MODIFIED EULER’S METHOD
/MIDPOINT METHOD
Euler’s Method yi +1 = yi + f ( xi , yi )h

Modified Euler’s Method


𝑥𝑥𝑚𝑚 𝑦𝑦𝑖𝑖+1 = 𝑦𝑦𝑖𝑖 + 𝑓𝑓 𝑥𝑥𝑚𝑚 , 𝑦𝑦𝑚𝑚 ℎ
Midpoint 𝑥𝑥𝑖𝑖 + 𝑥𝑥𝑖𝑖+1
of interval 𝑥𝑥𝑚𝑚 = 𝑥𝑥𝑖𝑖+1/2 =
2

ℎ
𝑦𝑦𝑚𝑚 = 𝑦𝑦𝑖𝑖+1/2 = 𝑦𝑦𝑖𝑖 + 𝑓𝑓(𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 )
2
MODIFIED EULER’S METHOD
/MIDPOINT METHOD :Example
MODIFIED EULER’S METHOD
/MIDPOINT METHOD: Example

0.851
𝑦𝑦𝑖𝑖+1 = 𝑦𝑦𝑖𝑖 + 𝑓𝑓 𝑥𝑥𝑚𝑚 , 𝑦𝑦𝑚𝑚 ℎ

= 0.851
MODIFIED EULER’S METHOD
/MIDPOINT METHOD: Example
MODIFIED EULER’S METHOD /MIDPOINT METHOD: Example
Weekly homework
ECS555 – DEC 2016

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