Numerical Methods-II

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 Numerical Methods

NUMERICAL SOLUTION
OF
ORDINARY DIFFERENTIAL
EQUATIONS

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NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL
EQUATIONS

EULER’S METHOD
•Although it is possible to derive solution formulas for some ordinary
differential equations, many differential equations arising in applications
are so complicated that it is impractical to have solution formulas.
•Even when a solution formula is available, it may involve integrals that can
be calculated only by using a numerical quadrature formula.
•In either situation, numerical methods provide a powerful alternative tool
for solving the differential equation.
•The simplest numerical method for solving the initial value problem is
called Euler’s method.
•Euler’s method is not an efficient numerical method, but many of the ideas
involved in the numerical solution of differential equations are introduced
most simply with it.

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Euler’s Method

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NUMERICAL SOLUTION OF ODE: Taylor Method

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NUMERICAL SOLUTION OF ODE: Taylor Method

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NUMERICAL SOLUTION OF ODE: Taylor Method

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NUMERICAL SOLUTION OF ODE: Taylor Method

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NUMERICAL SOLUTION OF ODE: Taylor Method

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

Runge-Kutta 2nd Order Method

dy
For  f ( x, y ), y (0)  y0
dx

Runge Kutta 2nd order method is given by

yi 1  yi  a1k1  a 2 k 2 h

where

k1  f xi , yi 
k2  f xi  p1h, yi  q11k1h 
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 NUMERICAL SOLUTION OF ODE: Runge Methods

Runge-Kutta 2nd Order Method

y
Slope  f xi  h, yi  k1h 
Here a2=1/2 is chosen
1 yi+1, predicted
a1 
2 Slope  f xi , yi 
p1  1
q11  1 Average Slope 
1
 f xi  h, yi  k1h   f xi , yi 
2
yi

resulting in
1 1 
yi 1  yi   k1  k2 h
2 2  xi xi+1
x

where
Figure 1 Runge-Kutta 2nd order method (Heun’s method)
k 1  f x i , y i 
k 2  f  x i  h, y i  k 1 h 
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 NUMERICAL SOLUTION OF ODE: Runge Methods

Example
x
The concentration of salt, in a home made soap maker is given as a function of time by
dx
 37.5  3.5 x
dt

At the initial time, t = 0, the salt concentration in the tank is 50g/L. Using Euler’s method
and a step size of h=1.5 min, what is the salt concentration after 3 minutes.

dx
 37.5  3.5 x
dt
f t , x   37.5  3.5 x
1 1 
xi 1  xi   k1  k 2 h
2 2  21
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 NUMERICAL SOLUTION OF ODE: Runge Methods
Solution

Step 1: i  0, t0  0, x0  50
k1  f t0 , xo   f 0,50  37.5  3.550  137.50

k 2  f t0  h, x0  k1h   f 0  1.5,50   137.501.5  f 1.5,156.25

 37.5  3.5 156.25  584.38
1 1 
x1  x0   k1  k 2 h
2 2 
1 1 
 50    137.50  584.381.5
2 2 
 50  223.441.5
x1 is the approximate concentration of salt at
 385.16 g / L
t  t1  t0  h  0  1.5  1.5 min
x1.5  x1  385.16 g/L
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 NUMERICAL SOLUTION OF ODE: Runge Methods

Solution Cont
Step 2: i  1, t1  t 0  h  0  1.5  1.5, x1  385.16 g / L

k1  f t1 , x1   f 1.5,385.16  37.5  3.5385.16  1310.5

k 2 f t1  h, x1  k1h   f 1.5  1.5,385.16   1310.51.5  f 3,1580.6 

 37.5  3.5 1580.6   5569.8
1 1 
x2  x1   k1  k 2 h
2 2 
1 1 
 385.16    1310.5  5569.81.5
2 2 
 385.16  2129.6 1.5 x1 is the approximate concentration of salt at
 3579.7 g / L
t  t 2  t1  h  1.5  1.5  3 min
x3  x1  3579.7 g/L
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 NUMERICAL SOLUTION OF ODE: Runge Methods
Solution Cont

The exact solution of the ordinary differential equation is given by

x(t )  10.714  39.286e 3.5 x

The solution to this nonlinear equation at t=3 minutes is

x3  10.715 g/L

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

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NUMERICAL SOLUTION OF ODE: Runge Methods

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 NUMERICAL SOLUTION OF ODE: Runge Methods
System of First Order ODEs

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 NUMERICAL SOLUTION OF ODE: Runge Methods
System of First Order ODEs

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 NUMERICAL SOLUTION OF ODE: Runge Methods
System of First Order ODEs

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 NUMERICAL SOLUTION OF ODE: Runge Methods
System of First Order ODEs

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 NUMERICAL SOLUTION OF ODE: Runge Methods
System of First Order ODEs

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 NUMERICAL SOLUTION OF ODE: Runge Methods
System of First Order ODEs

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NUMERICAL SOLUTION OF ODE: Adams-Bashforth Methods

Adams-Bashforth Methods

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NUMERICAL SOLUTION OF ODE: Adams-Bashforth Methods

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NUMERICAL SOLUTION OF ODE: Adams-Bashforth Methods

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NUMERICAL SOLUTION OF ODE: Adams-Bashforth Methods

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NUMERICAL SOLUTION OF ODE: Adams-Bashforth Methods

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NUMERICAL SOLUTION OF ODE: Adams-Bashforth Methods

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