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Hacettepe University Department of Environmental Engineering

This document discusses numerical methods for solving ordinary differential equations (ODEs). It introduces Euler's method and higher-order Runge-Kutta methods. Euler's method uses the slope at the initial point to estimate the solution at later points. Higher-order methods improve this estimate using slopes at multiple points within each interval. The document provides examples of applying Euler's method and the midpoint method, Heun's method, and the fourth-order Runge-Kutta method to solve ODEs numerically. It also discusses solving systems of ODEs and error analysis of these numerical methods.

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Dilan Ağkoç
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53 views29 pages

Hacettepe University Department of Environmental Engineering

This document discusses numerical methods for solving ordinary differential equations (ODEs). It introduces Euler's method and higher-order Runge-Kutta methods. Euler's method uses the slope at the initial point to estimate the solution at later points. Higher-order methods improve this estimate using slopes at multiple points within each interval. The document provides examples of applying Euler's method and the midpoint method, Heun's method, and the fourth-order Runge-Kutta method to solve ODEs numerically. It also discusses solving systems of ODEs and error analysis of these numerical methods.

Uploaded by

Dilan Ağkoç
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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HACETTEPE UNIVERSITY

DEPARTMENT OF ENVIRONMENTAL
ENGINEERING

CEV 206 – NUMERICAL ANALYSIS

LECTURE 10

Dr. Ece Kendir Çakmak


ORDINARY DIFFERENTIAL EQUATIONS
 As the function involves one independent variable, the
equation is called an ordinary differential equation(ODE)

 first-order equation- the highest derivative is a first


derivative.
 second-order equation- he highest derivative is a first
derivative. a second derivative.
HOW CAN ODEs BE SOLVED
NUMERICALLY?
EULER’S METHOD
 The first derivative provides a direct
estimate of the slope at xi
ERROR ANALYSIS IN EULER’S METHOD
 Truncation errors and Round-off errors
 For truncation errors:

Where Et: the true local truncation error

As the order increases, the orders in the terms


decrease, SO:

Where Ea: the approximate


OR
local truncation error
EXAMPLE-EULER’S METHOD (from
reference book)
 Use Euler’s method to numerically integrate and estimate
the erros for the following eqn for x=0 to x=4 and inital
conditions (x=0, y=1): (Step size, h=0.5)

f(xi,yi)=-2*0+12*0-20*0+8.5=8.5

y(0.5) = y(0)+ f(xi,yi)*h = 1+(8.5)*0.5=5.25


 True value of y(0.5) = -0.5*(0.5^4)+4*(0.5^3)-
10(0.5^2)+8.5+1=3.21875

Et=100*(3.21875-5.25)/(3.21875)=-63.1% (also called global error)

Ea= (also called local error)

First derivative of the dy/dx=-6x^2+24x- 20 , when x=0 it is -20


Second derivative of the dy/dx=-12x+24 , when x=0 it is 24
Third derivative of the dy/dx=-12

So: Ea: (0.5^2)*(-20/2)+ (0.5^3)*(24/6)+(0.5^4)(-12/24)= -2.03 and


as the percent error:100* ( -2.03/3.21875)=-63.1%
HOW CAN WE REDUCE ERRORS?
 1. By decreasing the step size.
 2. If the underlying function (that is, thesolution of the
differential equation) is linear, because for a straight line
the second derivative would be zero
HEUN’S METHOD
 One method to improve the estimate of the slope
involves the determination of two derivatives for the
interval (one at the initial point and another at the end
point).
 And use the average to get a better estimation.
PREDICTOR EQUATION
CORRECTOR EQUATION
THE MIDPOINT METHOD
 uses Euler’s method to predict a value of y at the
midpoint of the interval
RUNGE-KUTTA METHODS
 Have the accuracy of a Taylor series approach without
requiring the calculation of higher derivatives.

increment function (a representative


slope over the interval)
 a’s are constants
 k’s are:

p’s and q’s are constants


First- Second order Runge Kutta Method-
ORDERs

 the first-order RK method with n=1 is Euler’s


method.
 second-order RK methods use an increment
function with two terms (n=2).
 These second-order methods will be exact if
the solution to the differential equation is
quadratic.
 The third- and fourth-order RK methods(n=3
and 4) are also developed.
Second Order Runge Kutta Method
 The second-order version :

values for al, a2,p1, and q11


are evaluated by setting the equation above equal
to a Taylor series expansion to the second-
order term
Heun’s method with a single corrector
(a2=1/2)

 As a2=1/2,
 a1=1-1/2=1/2
 p1=q11=1

FINAL EQUATION
The midpoint method ( a2=1)

 As a2=1
 a1=0
 p1=q11=1/2
Ralston’s method ( a2= 2/3)

 As a2=2/3,
 a1=1-2/3=1/3
 p1=q11=3/4
Second Order Runge Kutta Examples
 Use Heun’s method, the midpoint method and the
Ralston’s method to numerically integrate:

for x=0 to x=4 and inital


conditions (x=0, y=1): (Step
size, h=0.5)
Third order Runge Kutta Methods
 For n=3
Fourth order Runge Kutta Methods
 Most used one:
Higher order Runge Kutta Method
Solving Systems of Equations (ODEs)

n initial conditions with known x values


Example for solving set of ODEs (reference
book)
 Solve the following set of ODEs using Euler’s method and
Runge Kutta Method ( fourth order) when x=0, y1=4 and
y2=6 ( Integrate to x=2 and step size, h=0.5)
CLASS EXERCISE
 Solve the problem below where t=0 to 2 where y(0)=1
with step size h=0.5

 dy/dt= y*t^3-1.5*y

 Solve with:
 Euler’s method
 Midpoint method
 Fourth-Order Runge Kutta Method
NEXT TWO WEEKS
 HW 5 ( 2-3 questions, it will be uploaded on Monday)

 FINAL EXAM:
 Please focus on ( there will be 5 questions):
 - Taylor Series
 - Gauss, Gauss-Jordan, Gauss-Siedel
 - Numerical integration methods ( Trapezoidal rule,
Simpson’s rule..)
 - Euler’s method, Runge Kutta methods…
 -MATLAB

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