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4 Numerical Solution 2023 e Learning

The document discusses numerical methods for solving ordinary differential equations (ODEs), including Euler methods and Runge-Kutta methods. It introduces the forward, backward, and modified Euler methods. It then explains that Runge-Kutta methods can achieve greater accuracy than Euler methods without needing higher derivatives. The 4th order Runge-Kutta method is presented, which uses 4 estimates of the slope to update the solution in each step. Examples applying the Euler method to problems are shown step-by-step to build up solution tables.

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0% found this document useful (0 votes)
27 views11 pages

4 Numerical Solution 2023 e Learning

The document discusses numerical methods for solving ordinary differential equations (ODEs), including Euler methods and Runge-Kutta methods. It introduces the forward, backward, and modified Euler methods. It then explains that Runge-Kutta methods can achieve greater accuracy than Euler methods without needing higher derivatives. The 4th order Runge-Kutta method is presented, which uses 4 estimates of the slope to update the solution in each step. Examples applying the Euler method to problems are shown step-by-step to build up solution tables.

Uploaded by

najwa
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 PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 11

9.

Laplace Transform Solution for ODE


9.1 Introduction
9.2 Solving ODE using Laplace Transform Method

10. Numerical Solution for ODE


10.1 Euler Method
10.2 Runge-Kutta 4th Order Method

1
NUMERICAL SOLUTION OF
ODE

2
Numerical Methods for ODE
 Euler Methods

 Forward Euler Methods

 Backward Euler Method

 Modified Euler Method

 Runge-Kutta Methods

 Second Order

 Third Order
3

 Fourth Order
Euler’s Method

Figure 1 Graphical interpretation of the first step of Euler’s method


Graph the solution

5
Example 1: Let h=0.1, point (x0, y0)= (0,0), dy/dx = x+2y

Let h=0.1, point (x0, y0)= (0,0), dy/dx = x+2y

i xi yi
0 0 0
1 0.1 0 * y1 = 0 + 0.1 [0 + 2(0)] = 0

2 0.2 0.01 ** y2 = 0 + 0.1 [0.1 + 2(0)] = 0.01

3 0.3 0.032 *** y3 = 0 .01+ 0.1 [0.2 + 0.02] = 0.032

**** y4 = 0 .032+ 0.1 [0.3 + 0.064] = 0.0684


4 0.4 0.0684
Example 2: Let h=0.5, point (x0, y0)= (1,1), dy/dx = x(2-x)+y. Find y at x=2

Let h=0.5, point (x0, y0)= = (0,0), dy/dx = x+2y

i xi yi
0 0 0
1 0.1 0 * y1 = 0 + 0.1 [0 + 2(0)] = 0

2 0.2 0.01 ** y2 = 0 + 0.1 [0.1 + 2(0)] = 0.01

3 0.3 0.032 *** y3 = 0 .01+ 0.1 [0.2 + 0.02] = 0.032

**** y4 = 0 .032+ 0.1 [0.3 + 0.064] = 0.0684


4 0.4 0.0684
RUNGE–KUTTA METHODS

 Euler Method is not very powerful in practical


problems, as it requires very small step size h for
reasonable accuracy.

 The Runge–Kutta methods give greater accuracy


without the need to calculate higher derivatives.

8
4th order R.K. Method

 Most commonly used method


where

k1 = hf(xn, yn)

h k1
2
k2 = hf (xn + 2, yn+ )

h k2
k3 = hf (xn + 2, yn + 2)

k4 = h f (xn +h, yn + k3 )
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k1 1
k2 1.2188
k3 1.2734
k4 1.5117

= 2.2493
10
Similar aim; To
build up the table

11

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