南开大学计算物理讲义7.ppt

In this section we look at how to solve higher order ordinary differential equations. Some of the techniques discussed here are based on the techniques introduced in §7, and some rely on a combination of this material and the linear algebra of §5.;8.2.1 Initial value problems (初始值问题);(1) The Taylor Series expansion;h=0.01, T=0 ;DATA T/0.0/,X/1.0/,Y/0.0/,H/0.01/,NSTEP/100/ DO K=1,NSTEP;解析解:; Euler method;x;例;x1=t, x2=x, x3=y;Yn+1 = Yn + (k(1) + 2k(2) + 2k(3) + k(4))/6.;Xn+1 = Xn + h(F(1) + 2F(2) + 2F(3) + F(4))/6.;x1=t, x2=x, x3=y;x1=t, x2=x, x3=y;F(1)= F(Xn);;F(1)= F(Xn);;SUBROUTINE XPSYS ( X, F);SUBROUTINE RK4SYS(N, T, X, H, NSTEP) DIMENSION X(10),Y(10), F1(10), F2(10), F3(10), F4(10);dimension x(3) data n/3/,t/0.0/,x/0.0,1.0,0.0/,h/0.01/,nstep/100/ call rk4sys(n,t,x,h,nstep) stop end;8.2.1 Initial value problems (初始值问题);y = f(t, y, y’) ;where at t = t0 we know the values of x0, x1, ,xn-1 ;x1=y1, x2=y2 ,…, xn=yn;x1=t, x2=y1, x3=y2 ,…, xn+1=yn;where at t = t0 we know the values of y1, y2, … , yn ;x1=t, x2=y, x3=y’ , x4=y’’;Higher order equation sets ;8.2.2 Boundary value problems (边值问题) ;There are two relatively simple approaches to solve Boundary value problems.;8.2.2.1 Shooting method;If this does not satisfy y(1) = c1 to some acceptable tolerance, we revise our guess for y’(0) to some value a1, say, and repeat the time integration to obtain an new value for y(1). This process continues until we hit y(1)=c1 to the acceptable tolerance. ;1 Newton-Raphson ;2. Secant method (chord) ;y= - π2 (y+1)/4;x3(0)= ? ;DO WHILE(ABS(DX).GT.DL) D= F(X31)- F(X30) X32=X31-(X31-X30)* F(X31)/D X30=X31 X31=X32 DX=X31-X30;dimension y0(3), y(3);DO K=1, NMAX;SUBROUTINE XPSYS ( X, F) DIMENSION X(3), F(3) PI=4.0*ATAN(1.0) F(1)=1.0 F(2)= X(3) F(3)=-PI*PI*(X(2)+1.0)/4.0 RETURN END;Y(X)=COS(πx/2)+2SIN(πx/2)-1;8.2.2.2 Linear equations ;yi ? (Yi+1 – Yi-1)/2Dt, ;(1-1/2aDt)Y0 + (bDt2–2)Y1 + (1+1/2aDt)Y2 = cDt2,;t0;For t = t1 we must express the derivative in the boundary condition in finite d