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Euler’s method, Runge Kutta methods, Predictor-Corrector methods

Euler’s method, Runge Kutta methods, Predictor-Corrector methods

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Euler’s method, Runge Kutta methods, Predictor-Corrector methods
Euler’s method, Runge Kutta methods, Predictor-Corrector methods

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Published by: MyWBUT - Home for Engineers on Jul 21, 2011
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Numerical Methods
Introduction
This chapter attempts to describe a few methods for finding approximate values of a solution of anon-linear initial value problems. By no means, it is not an exhaustive study but can be lookedupon as an introduction to numerical methods. Again, we stress that no attempt is made towardsa deeper analysis. A question may arise: why one needs numerical methods for differentialequations. Probably because, differential equations play an important role in many problems of engineering and science. This is so because the differential equations arise in mathematicalmodelling of many physical problems. The use of the numerical methods have become vital inthe absence of explicit solutions. Normally, numerical methods have two major roles:1.
 
the amicability of the method for easy implementation on a computer;2.
 
the method allows us to deal with the analysis of error estimates.In this chapter, we do not enter into the aspect of error analysis. For the present, we deal withsome of the numerical methods to find approximate value of the solution of initial valueproblems (IVP's) on finite intervals. We also mention that no effort is made to study theboundary value problems. Let us consider an initial value problem(14.1.1)where and are prescribed real numbers and . By Picard'sTheorem7.6.8, we know that under certain conditions, the initial value problem () has aunique solution. Our aim is to determine on the interval . Let us also assume that our aimis to determine at . To do so, we divide the interval into equal partswe know the value of at . with this data and with the use of (), we determine theapproximate value of at , denoted by . We repeat this process till we reach the point. The details are given in the ensuing sections.The number is called the step size and depends on and . For , the value of at is and its approximate value is denoted by . In this chapter, we develop
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methods for determining an approximate value of which is denoted by . This is achievedby evaluating the approximate values . Normally , is called the
INITIALVALUE
, is called the
FIRST STEP
and are called thesteps. The approximate value is called the approximation of the function at the step.The method which uses to determine is called a
SINGLE STEP METHOD
. If the methoduses more than one value of is called a
MULTI-STEP METHOD
.In the sequel, we deal with some simple single step methods to find the approximate value of thesolution of (). In these methods, our stress is on the use of computers for numerical evaluation.In other words, the implementation of the methods by using computers is one of our presentaims. Each method will be pictorially represented by what is called a flow chart. Flow chart is apictorial representation which shows the sequence of each step of the computation. Usually thedetails of both the input and the termination of the method is indicated in the flow chart. In short,a flow chart is a chart that shows the flow of the computation including the start and thetermination of the method.
Euler's Method
For a small step size , the derivative is close enough to the ratio . Inthe Euler's method, such an approximation is attempted. To recall, we consider the problem ().Let be the step size and let with . Let be theapproximate value of at . We define
(14.1.2)
 
The method of determination of by () is called the E
ULER'S METHOD
. For convenience, the valueis denoted by , for .
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Remark 14.1.1
 1.
 
Euler's method is an one-step method.2.
 
The Euler's method has a few motivations.1.
 
The derivative at can be approximated by if issufficiently small. Using such an approximation in (), we have2.
 
We can also look at () from the following point of view. The integration of () yieldsThe integral on the right hand side is approximated, for sufficiently small value of , by3.
 
Moreover, if is differentiable sufficient number of times, we can also arrive at () byconsidering the Taylor's expansionand neglecting terms that contain powers of that are greater than or equal to .
We illustrate the Euler's method with an example. The example is only for illustration. In (),we do not need numerical computation at each step as we know the exact value of the solution.The purpose of the example is to have a feeling for the behaviour of the error and its estimate. Itwill be more transparent to look at the percentage of error. It may throw more light on thepropagation of error.
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