NumericalSolutions1stOrderDifferentialEquations.docVIP

Numerical Methods Introduction Basic Theory – Difference Equations Euler’s Method – Tangent Line Approximation Taylor Series Methods (with example) Runge-Kutta Methods – 2nd Order Derivation Runge-Kutta – Higher Order Expressions 4th Order Runge-Kutta – 2nd Order Differential Equtions Examples MathCAD: 4th Order Runge-Kutta/2nd Order Diff. Eq. C++: Euler’s Method C++: Taylor Series Method C++: 4th Order Runge-Kutta References Authored by: Jonathan W. Gibson Basic Theory - Difference Equations When Numerical Methods Apply Other methods are not applicable Aids in physical understanding when the exact solution is difficult to interpret The exact solution is extremely difficult to obtain Difference Equation (definition of slope / equation of a line) Definition of the Derivative or Graphical Representation Euler’s Method – Tangent Line Approximation Consider the general, first order initial value problem. We wish to approximate the result at a finite number of points separated by Δx = h, thus, Integrating the original expression yields If we approximate the function f(x,y) by the value at (x0,y0), it becomes a number and may be pulled out of the integral. The result is, Identifying the quantity (x1 - x0) = h we may write this as, Repeating the procedure on the interval xn ( x ( xn+1 gives us Euler’s Method. Euler’s Method – Tangent Line Approximation Graphical Representation of Euler’s Method Errors in Numerical Methods Truncation Error: Also called discretization error, this occurs because we are approximating the slope with constant values over discrete intervals. In reality, the slope is a smooth function that varies continuously. The larger the step size, the more prevalent truncation error becomes. Round Off Error: Depending on the number of decimal points carried in each step, this may or may not be large. This error may be both p