CVEN302,Chapter12-TexasAMUniversity.pptVIP

Chapter 20 ODEs: Initial-Value Problems Solutions for ODEs Initial-Value Boundary-Value Conditions Ordinary Differential Equations 1st order Ordinary differential equations (ODEs) Initial value problems Numerical approximations New value = old value + slope × step size One-Step Method Initial Conditions Euler’s method(First-order Taylor Series Method) Approximate the derivative by finite difference Local truncation error or Euler’s Method Euler’s method Example: Euler’s Method Analytic solution Euler method h = 0.50 Example: Euler’s Method h = 0.25 Euler’s method: Runge-Kutta Methods Higher-order Taylor series methods (see Chapra and Canale, 2002) -- need to compute the derivatives of f(t,y) Runge-Kutta Methods -- estimate the slope without evaluating the exact derivatives Heun’s method Midpoint (or improved polygon) method Third-order Runge-Kutta methods Fourth-order Runge-Kutta methods Heun’s Method Example: Heun’s Method h = 0.5 First Step Example: Heun’s Method h = 0.5 Second Step Midpoint Method Runge-Kutta (RK) Methods One-Step Method with general form Where ? is an increment function which represents the weighted-average slope over the interval Where a’s are constants and k’s are slopes evaluated at selected x locations Runge-Kutta (RK) Methods One-Step Method General Form of nth-order Runge-Kutta Method Where p’s and q’s are constants k’s are recurrence relationships Second-Order RK Methods Taylor series expansion Compare to the second-order Taylor formula Three equations for four unknowns (a1, a2, k1, q11) Second-Order RK Methods Second-order version of Runge-Kutta Methods 3 equations for 4 unknowns Second-Order RK Methods General Second-order Runge-Kutta methods Heun’s Method Heun’s method with a single corrector (a2 = 1/2): Choose a2 = 1/2 and solve for the other 3 constants a1 = 1/2, p1 = 1, q11 = 1 Midpoint Method Another Second-order Runge-Kutta method Choose a2 = 1 ? a1 = 0, p1 = 1/2, q11 = 1/2 Ral