Computational Lab in Physics:

Solving Differential Equations.

Steven Kornreich
www.beachlook.com

Frequently in Physics, we are faced with solving a differential equation. Finding

solutions analytically can be difficult. We can use numerical methods to give us a
good idea of the solution in many cases.
Logistic Map, Cobweb diagram

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 Logistic Map Discussion

 As the control parameter r

is increased in the interval 3
< r < 3.5699456…
 there is “period doubling”
 “pitchfork bifurcations”
increase the number of m-
cycle periods by a factor of 2
at each bifurcation.
 Fixed points obey the
equation x= f(m)(x)
 f(m)(x) = f(f(f(…f(x)…))), m-
times
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 Examples of differential eqs.
r r
 Newton’s Law: d r
F m
dt
 Maxwell’s Eqs: r r 
 Gauss’s Law  E 

 No monopoles r r
 Faraday’s Law  B 
r r B
 Ampere-Maxwell  E  
t
r r r E
 B   J   
t

d  g
 Pendulum:   
dt l
  h 
 Schrodinger Eq:
ih      V
t  m
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 Ordinary Differential Eqs.: 1-variable
 Order : highest derivative
 Linear: each term has only 1st power of
function and derivatives
 no 2nd or higher powers
 no cross-terms

 Homogeneous: no function of the

independent variable appears by itself.
 Physics: 2nd order eqs: need two initial
conditions.

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Simple and Driven Harmonic oscillator

 SHO d xt
m  kx t 
dt

 Driven Harmonic
d xt
Oscillator m  kx t  F t
dt

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 Euler Method: Simplest way
 Approximate derivative: y x h  y x
y x 
x h x
 Rewrite
 Taylor expansion up to y x  h  y x  hy x
linear term
 If we know
y(x0), h, y’(x0)
then we know y(x0+h)
 Drawback:
 Not very precise
 Error propagation is an
issue
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 Example: xy’+y=0
 Analytic  Numerical
solution: solution:
dy dy y
x  y 
dx dx x
dy dx y x
y x h  y x h
 y   x x
y  x A  Start from a
y
C point x0, going
x up to xf, and use
step size h. 8
 Comparison of Numerical/Analytic
void eulerExample1() {
TF1* analytic = new TF1("analytic","1/x",0.1,5);
analytic->SetNpx(1000);
TCanvas* euCnv1 = new TCanvas("euCnv1","ODE",500,500);
analytic->Draw();
gPad->SetLogy();

double xmin=0.1;
double xmax=5.0;
double step=0.01;
int Nsteps=static_cast<int>((xmax-xmin)/step);
const int maxPoints = 1000;
if (Nsteps>maxPoints) {
cout << "Need to declare array of larger size: " << Nsteps << endl;
return;
}
cout << "Nsteps " << Nsteps << endl;
double yVal[maxPoints];
double xVal[maxPoints];
xVal[0] = xmin;
yVal[0] = 10;
for (int i=0; i<Nsteps; ++i) {
xVal[i+1]=xVal[i]+step;
yVal[i+1]=yVal[i]-step*yVal[i]/xVal[i];
}
TGraph* numerical = new TGraph(Nsteps,xVal,yVal);
numerical->SetLineColor(2);
numerical->Draw("L");
return;
}

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 Harmonic oscillator solution
d xt
m  kx t 
 Transform 2nd order eq. dt
into two coupled linear dx
m  mv
equations: dt
 Solution, with initial dv
m   kx
conditions dt
 v(0)=0
 x(0)=A
xt A t
v t   A t
 Set m=k=1 for
simplicity. 
k
m

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Numerical Solution
 Equations become:
dx
 v  x  vt  x t  t  x t  t v t
dt
dv
  x  v   xt  v t  t  v t  t x t
dt

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 ROOT macro for SHO with Simple
Euler
cout << "Nsteps " << Nsteps << endl;
double vVal[maxPoints];
double xVal[maxPoints];
void eulerExample2() { double tVal[maxPoints];
TF1* analytic = new tVal[0] = 0;
TF1("analytic","sin(x+TMath::Pi()/2.0)",0.1,20); xVal[0] = 1;
analytic->SetNpx(1000); vVal[0] = 0;
TCanvas* euCnv2 = new TCanvas("euCnv2","SHO- for (int i=0; i<Nsteps; ++i) {
Euler",500,500);
tVal[i+1]=tVal[i]+step;
analytic->Draw();
xVal[i+1]=xVal[i]+step*vVal[i];
vVal[i+1]=vVal[i]-step*xVal[i];
}
double tmin=0.0;
TGraph* numericalX = new
double tmax=20.0; TGraph(Nsteps,tVal,xVal);
double step=0.01; numericalX->SetLineColor(2);
int Nsteps=static_cast<int>((tmax-tmin)/step); numericalX->Draw("L");
const int maxPoints = 2001; TGraph* numericalV = new
if (Nsteps>maxPoints) { TGraph(Nsteps,tVal,vVal);
cout << "Need to declare array of larger size: " << numericalV->SetLineColor(4);
Nsteps << endl; numericalV->Draw("L");
return; return;
} }

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 Result of Simple Euler Method for SHO

 Analytic solution
 x(t)=sin(t+π/2) in
BLACK
 Numerical solutions:
 x(t) in RED
 v(t) in BLUE

 Problem:
 Amplitude of numerical
solution grows!
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Spring is gaining energy?!
 As particle propagates from say, x=0 to x=1:
 Force is evaluated at x(ti)
 Average displacement of spring during propagation:
x(ti+∆t/2).
 Velocity value used is also larger than average
velocity over the displacement.
 Result:
 restoring force is weaker than it should be.
 Acts on the particle a shorter amount of time.
 Displacement overshoots the true maximum.
 When returning to zero, force is overestimated…
 Cycle repeats.
x(ti+∆t/2)

xi xi+1 x
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Modified Euler Method
 Simple Euler:
 derivative at the beginning of interval
y x  h  y x  hy x
 Modified Euler
 derivative at the midpoint of interval
h
y x  h  y x  hy x 
dy y

 For first problem: dx x
h h
y x  y x  y x

y x h
y x h  y x h 15
x h
 Simple vs Modified Euler: 1/x

 Much better agreement with Modified Euler Method. 16

Modified Euler Method for SHO
 Need to calculate x and v at
midpoint.
 t  t
v  v  t   v t  x t
 
 t  t
x  x  t   x t  v t
 
x t  t  x t  t v
v t  t  v t  t x

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 Simple vs Modified Euler: SHO

 Works better!
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 For smaller step size, can still have
problems…

 With step size = 0.3, obvious

problems as t grows.
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 Homework
 From Chapter 15
 Exercise (5): Duffing Oscillator
 Damped, nonlinear (pendulum at NLO), driven oscillator.
 Your program should make a plot of the resulting equation x
vs t as well as the v vs x.
 Use Modified Euler Method, (ignore the last sentence on page
201)
 Instead of instructions in page 202, you can use a TGraph for
this, as in the examples shown in lecture.
 Extra Problem (Not in Book)
 Solve the full pendulum equation of motion (no
approximations), using the modified Euler method.
 Use initial angle = π/2, initial angular speed = 0. Take gravity
= 9.81 m/s2 and l=1 m.
 Make a plot of angle vs time.
 In that same plot, compare the plot to the SHO of frequency
g/l and amplitude π/2 which starts at the same angle and
same angular speed.

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