NumericalMethodsforODE-NCStateWWW4Server.pdfVIP

Numerical Methods for ODE “Mathematics is an experimental science, and definitions do not come first, but later on,” Oliver Heaviside Initial Versus Boundary Value Problems Initial Value Problems (IVP): Boundary Value Problems (BVP): Numerical Methods for IVP: Euler’s Method Initial Value Problem: Notation: Taylor Series: Euler’s Method: Accuracy: Local truncation error Assumptions: Global truncation error Euler and Implicit Euler Methods Note: Euler’s Method: Left Endpoint Implicit Euler: Right Endpoint Stability: Apply method to Forward Euler Implicit Euler Runge-Kutta-Feylberg Methods 4th Order Runge-Kutta: Accuracy: Local Truncation error is 4th-order if u(t) has five continuous derivatives. Runge-Kutta-Feylberg: Use R-K method with 5th order truncation error to estimate local error in 4th order R-K method to choose appropriate stepsize. MATLAB ODE Routines Algorithms: From the MATLAB ODE documentation • ode45 is based on an explicit Runge-Kutta (4 ,5) formula, the Dormand-Prince pair. It is a one-step solver - in computing y(tn), it needs only the solution at the immediately preceding time point, y(tn-1). In general, ode45 is the best function to apply as a first try for most problems . • ode23 is an implementation of an explicit Runge-Kutta (2,3) pair of Bogacki and Shampine. It may be more efficient than ode45 at crude tolerances and in the presence of moderate stiffness . Like ode45, ode23 is a one-step solver. • ode113 is a variable order Adams-Bas hforth-Moulton PECE solver. It may be more efficient than ode45 at stringent tolerances and when the ODE file function is particularly expens ive to evaluate. ode 113 is a multistep s olver - it normally needs the solutions at