ECS 555
NUMERICAL ANALYSIS & FINITE ELEMENT METHOD
TOPIC 5
DIFFERENTIAL EQUATION
At the end of this topic, students should be able to:
1. To solve or integrate ordinary differential equations using Euler
method.
2. To improve the Euler method of solving ordinary differential
equations by applying the Midpoint method or Modified Euler
method .
DIFFERENTIAL EQUATION (DE)
Equations which are composed of an unknown function and its derivatives
are called differential equations (DE).
The quantity being differentiated, v is called the dependent variable. The
quantity with respect to which v is differentiated, t, is called the
independent variable.
Equation above is sometimes referred to as a rate equation because it
expresses the rate of change of a variable as a function of variables and
parameters.
DIFFERENTIAL EQUATION (DE)
Ordinary One independent variable
Differential
Differential Equation (ODE)
Equation (DE) Partial
Two or more independent
Differential
Equation (PDE) variables.
Differential equations are also classified as to their order.
- A first order equation because the highest derivative
is a first derivative.
- A higher order equation.
ODEs for ENGINEERING
PROBLEM SOLVING
MATHEMATICAL BACKGROUND
A solution of an ODE is a specific function of the
independent variable and parameters that
satisfies the original differential equation. To
illustrate this concept, let us start with a given
function;
y = −0.5x4 + 4x3 − 10x2 + 8.5x + 1
Now, if we differentiate, it will obtain an ODE
which gives the rate of change of y with respect
to x;
dy/dx = −2x3 + 12x2 − 20x + 8.5
EULER’S METHOD
The first derivative provides a direct
estimate of the slope at xi ,dy/dx=
where f(xi, yi) is the differential
equation evaluated at xi and yi. This
yi
estimate can be substituted into the
equation:
yi+1
A new value of y is predicted using the slope (equal to
the first derivative at the original value of x) to yi
extrapolate linearly over the step size h.
=xi+h
EULER’S METHOD – Example 25.1
Use Euler’s method to numerically integrate this
equation; x y
dy
= −2 x 3 + 12 x 2 − 20 x + 8.5 0 1
dx
0.5 yi + 1 = yi + f(xi,yi)h
From x = 0 to x = 4 with a step size, h of 0.5.
The initial condition at x=0 is y=1. 1
1.5
yi +1 = yi + f ( xi , yi )h 2
𝑦𝑦𝑖𝑖+1 = 𝑦𝑦1 = 𝑦𝑦0.5 + 𝑓𝑓 𝑥𝑥0.5 , 𝑦𝑦0.5 ℎ 2.5
(𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 ) = (0,1) ℎ = 0.5 = 5.25 + 𝑓𝑓 0.5,5.25 0.5
3
𝑓𝑓 𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 = 𝑓𝑓 0,1 𝑓𝑓 0.5,5.25 = 3.5
= −2 0 3 + 12 0 2 − 20 0 + 8.5 = −2 0.5 3 + 12 0.5 2
− 20 0.5
+ 8.5 = 1.25 4
= 8.5
𝑦𝑦𝑖𝑖+1 = 𝒚𝒚𝟎𝟎.𝟓𝟓 = 1 + 8.5 0.5 = 𝟓𝟓. 𝟐𝟐𝟐𝟐 𝑦𝑦𝑖𝑖+1 = 𝒚𝒚𝟏𝟏 = 5.25 + 1.25 0.5 = 𝟓𝟓. 𝟖𝟖𝟖𝟖𝟖𝟖
EULER’S METHOD – Example 25.1
Use Euler’s method to numerically integrate this equation;
dy
= −2 x 3 + 12 x 2 − 20 x + 8.5
dx
From x = 0 to x = 4 with a step size of 0.5. The initial condition at x=0 is y=1.
EULER’S METHOD
The error can be reduced by
reducing the step size
x y
0 1
0.25 yi + 1 = yi + f(xi,yi)h
0.5
0.75
1
4
IMPROVEMENT OF EULER’S METHOD
The main assumption in Euler’s method is that the derivative at the beginning of the
interval is apply across the entire interval. This assumption is the main source of error.
Two simple modifications to overcome this shortcoming:
(1) Heun’s Method
(2) The Modified Euler’s method or Midpoint method.
MODIFIED EULER’S METHOD
/MIDPOINT METHOD
Euler’s Method yi +1 = yi + f ( xi , yi )h
Modified Euler’s Method
𝑥𝑥𝑚𝑚 𝑦𝑦𝑖𝑖+1 = 𝑦𝑦𝑖𝑖 + 𝑓𝑓 𝑥𝑥𝑚𝑚 , 𝑦𝑦𝑚𝑚 ℎ
Midpoint 𝑥𝑥𝑖𝑖 + 𝑥𝑥𝑖𝑖+1
of interval 𝑥𝑥𝑚𝑚 = 𝑥𝑥𝑖𝑖+1/2 =
2
ℎ
𝑦𝑦𝑚𝑚 = 𝑦𝑦𝑖𝑖+1/2 = 𝑦𝑦𝑖𝑖 + 𝑓𝑓(𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 )
2
MODIFIED EULER’S METHOD
/MIDPOINT METHOD :Example
MODIFIED EULER’S METHOD
/MIDPOINT METHOD: Example
0.851
𝑦𝑦𝑖𝑖+1 = 𝑦𝑦𝑖𝑖 + 𝑓𝑓 𝑥𝑥𝑚𝑚 , 𝑦𝑦𝑚𝑚 ℎ
= 0.851
MODIFIED EULER’S METHOD
/MIDPOINT METHOD: Example
MODIFIED EULER’S METHOD /MIDPOINT METHOD: Example
Weekly homework
ECS555 – DEC 2016
