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ODE Heuns Method

Heun's method is a technique for numerically solving ordinary differential equations by approximating the slope at intermediate points between known initial values. It is an improvement on Euler's method that takes the average of the slope predicted from the initial point and the slope calculated at the intermediate point. The method involves computing the predictor, end slope, average slope, and approximate point to iteratively find solutions over intervals of the independent variable.

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Aina Baculpo Cañete
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253 views11 pages

ODE Heuns Method

Heun's method is a technique for numerically solving ordinary differential equations by approximating the slope at intermediate points between known initial values. It is an improvement on Euler's method that takes the average of the slope predicted from the initial point and the slope calculated at the intermediate point. The method involves computing the predictor, end slope, average slope, and approximate point to iteratively find solutions over intervals of the independent variable.

Uploaded by

Aina Baculpo Cañete
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Solving Ordinary

Differential Equation
by Heun’s Method
PREPARED BY: JAYSON CORTEL
Heun’s Method

 This is a technique in solving the approximate the solution of an


ordinary differential equation.

 This method is also a form of numerical integration, wherein an initial


point on the curve is known but the shape of the curve is still to be
found.

 A modification of Euler’s Method with improvements done for the


estimate of the slope.
Heun’s Method
Heun’s Method Procedure:
 Set the initial point on the curve.
 Compute for the slope in the initial point:
 Compute for the predictor:
 Compute the end slope:
, ,
 Solve for the Average Slope:
 Solve for the Approximate Point:
, ,
Heun’s Method
Sample Problem:
Solve the following initial value problem over the interval from t = 0 to 2, where y(0) = 1.

Solution:
To get a comparison of the approximate value using Euler’s Method and the actual
method, the above equation is solved analytically;
.
Heun’s Method
Solution:
Trials x yactual
Actual Solution:
0 0 1
. 1 0.2 0.741114607

Step size (x): 2 0.4 0.552335294

3 0.6 0.419958241

4 0.8 0.333670934
For the Heun’s Method, 5 1 0.286504797

6 1.2 0.277592796

1st compute the slope: 7 1.4 0.319946975

, Where, 8 1.6 0.466918759

9 1.8 0.927187007

10 2 2.718281828
Heun’s Method
Solution:

2nd compute the predictor: 5th compute the Approximate Point:


, ,

3rd compute the end slope: Error (%):


.

4th compute the average slope:


, , . ( . )
Heun’s Method
Heun’s Method
Trial 2:
1st compute the slope:
𝑓 𝑥 , 𝑦 = 𝑦𝑥 − 1.5𝑦 = 0.745 0.2 − 1.5 0.745 = −1.11
2nd compute the predictor:
𝑦 = 𝑦 + 𝑓 𝑥 , 𝑦 ℎ = 0.745 + −1.11 0.2 = 0.52
3rd compute the end slope:
𝑦 = 𝑓 𝑥 ,𝑦 = 0.52 0.2 − 1.5 0.52 = −0.78
4th compute the average slope:
, , . ( . )
𝑦 = = = −0.945

5th compute the Approximate Point:


, ,
𝑦 =𝑦 + ℎ

𝑦 = 0.745 + −0.945 0.2 = 0.556


Error (%):
. .
𝐸𝑟𝑟𝑜𝑟 = 𝑥100 = 25%
.
Heun’s Method
Trial 3:
1st compute the slope:
𝑓 𝑥 , 𝑦 = 𝑦𝑥 − 1.5𝑦 = 0.556 0.4 − 1.5 0.556 = −0.80
2nd compute the predictor:
𝑦 = 𝑦 + 𝑓 𝑥 , 𝑦 ℎ = 0.556 + −0.8 0.2 = 0.40
3rd compute the end slope:
𝑦 = 𝑓 𝑥 ,𝑦 = 0.40 0.4 − 1.5 0.40 = −0.57
4th compute the average slope:
, , . ( . )
𝑦 = = = −0.68

5th compute the Approximate Point:


, ,
𝑦 =𝑦 + ℎ

𝑦 = 0.556 + −0.68 0.2 = 0.42


Error (%):
. .
𝐸𝑟𝑟𝑜𝑟 = 𝑥100 = 24.11%
.
Heun’s Method
Heun’s Method
4

3.5

2.5

2
y

1.5

0.5

0
0 0.5 1 1.5 2 2.5
x

yactual Heun's Method

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