Chương 7.

Giải gần đúng ptvp

Lecture 7.7

Read 25.1-25.4, 26-2, 27-1

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Nội dung chương 7
 Lesson 1: Introduction to ODEs
 Lesson 2: Taylor series methods
 Lesson 3: Midpoint and Heun’s method
 Lessons 4-5: Runge-Kutta methods
 Lesson 6: Solving systems of ODEs
 Lesson 7: Multiple step Methods
 Lesson 8-9: Boundary value Problems

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 Lecture 34
Lesson 7: Multiple Step Methods

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Outlines of Lesson 7
Solution of ODEs

Lesson 7:
Adam-Moulton Multi-step
Predictor-Corrector Methods

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Learning Objectives of Lesson 7
 Appreciate the importance of multi-step
methods.

 Discuss advantages/disadvantages of
multi-step methods.

 Solve first order ODEs using Adams

Moulton multi-step method.

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Single Step Methods
 Single Step Methods:
 Euler and Runge-Kutta are single step
methods.
 Estimates of yi+1 depends only on yi and xi.

xi-2 xi-1 xi xi+1

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Multi-Step Methods
 2-Step Methods
 In a two-step method, estimates of yi+1
depends on yi, yi-1, xi, and xi-1

xi-2 xi-1 xi xi+1

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Multi-Step Methods
 3-Step Methods
 In an 3-step method, estimates of yi+1
depends on yi ,yi-1 ,yi-2, xi , xi-1, and xi-2

xi-2 xi-1 xi xi+1

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Heun’s Predictor Corrector Method

Heun’s predictor corrector method is

not a multi-step method.

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2-Step Predictor-Corrector
3 1 
Predictor : y  yi  h f xi ,yi   f xi 1,yi 1 
0
i 1
2 2 
1 1
  
Corrector : yi 1  yi  h f xi 1 , yi 1  f xi ,yi 
k k 1

2 2 

• At each iteration one prediction step is done

and as many correction steps as needed.
k
• y is the estimate of the solution at xi+1
i 1
after k correction steps.
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3-Step Predictor-Corrector
Predictor :
 23 16 5 
yi01
 yi  h  f ( xi , yi )  f ( xi 1 , yi 1 )  f ( xi 2 , yi 2 ) 
 12 12 12 
Corrector :
 5 8 1 
y ik1  yi  h  k 1
f ( xi 1 , y i 1 )  f ( xi , yi )  f ( xi 1 , yi 1 ) 
 12 12 12 

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4-Step Adams-Moulton Predictor-Corrector
Predictor : (Adams - Bashforth Predictor )
h  55 f ( xi , yi )  59 f ( xi 1 , yi 1 ) 
y i01  yi   
24   37 f ( xi 2 , yi 2 )  9 f ( xi 3 , yi 3 ) 

Corrector : ( Adams - Moulton Corrector)

k 1
h  9 f ( xi 1 , y i 1 )  19 f ( xi , yi ) 
y ik1  yi 
24   5 f ( xi 1 , yi 1 )  f ( x i 2 , yi 2 ) 

See pages 744( predictor ), 746( corrector ) formulas

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How Many Function Evaluations are Done?
Number of function evaluations is the
Computational Speed or Efficiency
How many evaluations per step?
No need to repeat the evaluation of
function f at previous points
Only one new function evaluation in the
predictor
One function evaluation per correction step

# of function evaluations = 1+ number of corrections

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Example
Solve
dy
 2x  y2 x y (0)  2
dx
h  0.1, Use 2  step Predictor corrector Method
compute y(0.4)

We need two initial conditions to use the

2  step Predictor corrector Method
We will first use RK2 to estimate y(0.1)
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Example
We need two initial conditions
Use RK 2 to compute y (0.1) then we can use
the Predictor corrector Method
dy 2
 2x  y x y (0)  2, h  0.1,
dx
K1  0.1(0)  0
K 2  0.1(0.2  0.4)  0.06
y (0.1)  2  0.5(0.06)  2.03
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Example
dy
 2x  y2x yi-1  y (0)  2, yi  y (0.1)  2.03, h  0. 1
dx

3 1 
Predictor : y i01
 yi  h f ( xi , yi )  f ( xi 1 , yi 1 ) 
2 2 
3
 1
 
 2.03  0.1 2(0.1)  2.032 0.1  0  0  2.1218
2 2 
1 1 
Corrector : y (0.2)  y1i 1 0
 yi  h  f ( xi 1 , y i 1 )  f ( xi , yi ) 
2 2 
1
 1
 
 2.03  0.1 2(0.2)  2.12182 0.2   2(0.1)  2.032 0.1   2.1256


2 2 
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Multi-Step Methods
 Single Step Methods
 Euler and Runge-Kutta are single step
methods.
 Information about y(x) is used to estimate
y(x+h).

 Multistep Methods
 Adam-Moulton method is a multi-step method.
 To estimate y(x+h), information about y(x),
y(x-h), y(x-2h)… are used.
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Number of Steps
 At each iteration, one prediction step is
done and as many correction steps as
needed.

 Usually few corrections are done (1 to 3).

 It is usually better (in terms of accuracy)

to use smaller step size than corrections.
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