Scientific Computing

Gopalakrishnan E. A.
Numerical methods to solve ODEs
 A freely falling particle

• Consider a freely falling particle of mass

“m”. We need to determine the velocity of
the particle at any time “t”.
 Mathematical Model
dv
m  F
dt

F  F g  Fd

Fg  mg

Fd  cd v 2
 Mathematical Model

2
dv c v
g d
dt m
 How can we solve

• Analytical Method
• Numerical Method

2
dv cd v
g
dt m
 How can we solve

• Analytical Method

dv cd v 2 dv  cd v 2 
g  g 1  
dt m dt  mg 

dv
 gdt
 cd v 2
mg
1   vt 
 mg  cd
 How can we solve

• Analytical Method

dv
 gdt z v
vt
 v  2

1  2  dz  dv
 vt  vt

dz
vt  gdt
 1 z 
2
 How can we solve

• Analytical Method
dz dz
vt
 1 z 
2
 gdt  vt  1  z 2    gdt

dz
vt   gt  C dz
  1 z2 
1

 1 z 
2 tanh ( z)
 How can we solve

• Analytical Method
gt   gt  
1
tanh ( z )   D v(t )  vt  tanh    E 
vt   vt  

v(0)  0 E0

 gt 
v(t )  vt tanh  
 vt 
 Solution

Time (t) Velocity (V)

0 0
2 18.7292
4 33.118
6 42.0762
8 46.9575
10 49.4214

m  68.1kg
g  9.81 m s 2
cd  0.25 kg m
 Numerical Method

• Euler Method
dv
 f ( v, t )
dt
dv v (t  t )  v (t )
  f ( v, t )
dt t

v (t  t )  v (t )  t * f (v, t )
 Numerical Method

• Euler Method
 Numerical Method

• Euler Method

Time (t) Velocity (V)

0 0
2 19.62
4 36.4137
6 46.2983
8 50.1802
10 51.3213
12 51.6008
 Error analysis for Euler method

• Truncation Error
 

h2 1 h3 2 h n n 1
Et  f (ti , yi )  f (ti , yi )  .........  f (ti , yi )  O (h n 1 )
2! 3! n!

Ea  O(h 2 )
 Stability of Euler method

• A numerical solution is said to be unstable if errors grow exponentially for a

problem for which there is a bounded solution. The stability of a particular
application can depend upon three factors: the differential equation, the
numerical method, and the step size.
 Stability of Euler method
dy y  y0e at
  ay
dt
 Stability of Euler method
dy y  y0e at
  ay
dt
 Stability of Euler method
dy y  y0e at
  ay
dt
 Stability of Euler method
dy y  y0e at
  ay
dt

dy
yi 1  yi  h yi 1  yi  ayi h
dt

yi 1  yi (1  ah) (1  ah)  1

ah  2 h2
a
 Modifications in Euler Method

• Heun’s Method
yi01  yi  hf (ti , yi ) Prediction Equation

yi' 1  f (ti 1 , yi01 )

f (t , y )  f (t , y 0
i 1 )
y 
' i i i 1 Corrector Equation
2