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CMP305 Lecture on Numerical Methods IV Initial Value Problems for Ordinary Differential Equations

Lecture Notes on Ordinary Differential Equations

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8 views

CMP305 Lecture on Numerical Methods IV Initial Value Problems for Ordinary Differential Equations

Lecture Notes on Ordinary Differential Equations

Uploaded by

nanyaobiefule
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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CMP305: Computational Science

and Numerical Methods

Book: A Journey Through Computational Science and Numerical


Methods: An Undergraduate Guide

Prof. John B. Oladosu

Lecture 7: Numerical Methods IV: Initial Value


Problems for Ordinary Differential Equations
1
Introduction
• Initial Value Problems (IVPs) for Ordinary
Differential Equations (ODEs) are fundamental in
science and engineering. These problems involve
finding the solution to an ODE given an initial
condition.
• In this lecture, we explore numerical methods for
solving IVPs, enabling us to simulate dynamic
systems and understand their behavior.
2
Outline
• 7.1 Introduction to Initial Value Problems
• 7.2 Numerical Methods for Initial Value Problems
• 7.3 Error Control
• 7.4 Higher-Order ODEs
• 7.5 Applications

3
7.1 Introduction to Initial Value Problems
• An initial value problem for an ordinary differential equation is typically expressed as:

•where:
 dy/dt represents the rate of change of the unknown function y(t).
 f(t, y) is a known function defining the ODE.
 t0 is the initial time.
 y0 is the initial value of y at time t0.
•The goal is to find the function y(t) that satisfies the ODE and the initial condition.

4
7.2 Numerical Methods for Initial Value
Problems
• Numerical methods for solving IVPs provide approximations to the solution at discrete time points. These
methods can handle a wide range of ODEs, including stiff and non-stiff problems. Common numerical
methods include:
• 7.2.1 Euler's Method
• 7.2.2 Runge-Kutta Methods
• 7.2.3 Stability and Stiffness

5
7.2.1 Euler's Method

• 7.2.1 Euler's Method

6
7.2.2 Runge-Kutta Methods

• 7.2.2 Runge-Kutta Methods

7
7.2.3 Stability and Stiffness

• Stability and stiffness are important considerations


when choosing a numerical method.
• Stiffness occurs when there is a significant difference
in the time scales of the ODE components.
• Stiff problems require specialized methods, such as
implicit methods or stiff solvers.

8
7.3 Error Control
• To ensure the accuracy of the numerical solution,
error control mechanisms are often implemented.
• These include adaptive time-stepping, where the step
size is adjusted based on the local error estimate, and
global error tolerances, which determine the overall
accuracy of the solution.

9
7.4 Higher-Order ODEs
• Higher-order ODEs can be reduced to a system of first-order ODEs and solved
using the techniques discussed above. For example, a second-order ODE can be
transformed into two first-order ODEs:

• This reduction simplifies the application of numerical methods.

10
7.5 Applications
•Numerical methods for initial value problems find application in a wide range of fields:
 Physics: Simulating the motion of objects, predicting trajectories of celestial bodies, and modeling quantum
systems.
 Engineering: Analyzing electrical circuits, solving control system equations, and optimizing designs in
various disciplines.
 Biology: Modeling population dynamics, simulating chemical reactions, and understanding biological
processes.
 Economics: Evaluating economic models, forecasting economic indicators, and optimizing resource
allocation.
 Climate Science: Simulating climate models to study global climate change and predict weather patterns.

11
Christmas Assignment
• Write a Python code for Euler’s or Runge-Kutta’s method to solve the
problem in the lecture slides

• Due: January 13, 2025

12

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