NUMERICAL ANALYSIS

Prof. Dr. Süheyla ÇEHRELİ

9
DİFFERENTİAL EQUATİONS
 Many of the laws of science and engineering are most
readily expressed by describing how some property of
interest (position, temperature, concentration, etc.)
changes over time. This is usually expressed by
described how the rate of change of the quantity is
releated to the quantity at a particular time. In the
language of mathematics, these laws are described
by differential equations.
DİFFERENTİAL EQUATİONS
ORDİNARY DİFFERENTİAL EQUATİONS
EULER METHOD
y

True value

y1, slope
x0,y0 Φ Predicted
value

Step size, h

𝑦𝑖+1 = 𝑦𝑖 + 𝑓 𝑥𝑖 , 𝑦𝑖 ℎ h=xi+1-xi
 𝑑𝑦
 EXP 9-1: = −2x3+12x2-20x+8.5
𝑑𝑥

The initial condition at x=0 is y=1. Calculate the y at x=4

with a step size 0.5 and Euler’s method.
RUNGE-KUTTA METHOD
 Runge-Kutta methods achieve the accuracy of a Taylor
series approach without requiring the calculation of
higher derivatives.
RUNGE-KUTTA METHODS
 Fourth order RK methods
 𝑑𝑦 1
 EXP 9-2: =
𝑑𝑥 𝑥+𝑦

The initial condition at x=0 is y=4. Calculate the y at x=0.6

with a step size 0.2 and fourth-order Runge-Kutta method.