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EA3_springblock2

# EA3_springblock2 - EA3 Systems Dynamics Better algorithms...

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EA3: Systems Dynamics Better algorithms for numerical integration Sridhar Krishnaswamy 1 Better Algorithms for Numerical Integration Let us consider a general differential equation involving some function y(t): DE: dy dt = f ( y ) (1) along with the initial conditions IC: y(0) = y 0 . Here the rate _ function f(y) is given to us as a function or a graph or a table of values, and the initial value y 0 is given to us as a number. What we want to do is calculate the variation of y with time t;,ie obtain y(t) for subsequent times. If you have been following the forward Euler method that we have used so far, what we have been doing is to estimate the value of y at the next instant by adding a correction to the current value of y. In the forward Euler method, the correction term is obtained rather simplistically. We assume that the new value of y after a time t can be obtained by simply multiplying the rate at which y is changing now by the time interval t. This will be exactly correct only if over the time interval t, the rate at which y is changing stays constant. If not, then clearly we will be either over estimating or underestimating the new value of y (see fig. 1). This is why we need to keep t very small. But this can become computationally tiresome. Also, it did not work well for the spring-block oscillator no matter how small a time step we chose. Can we do better? Well to find the answer to this, first let us ask why we chose the current rate of change of y (ie the current slope of the curve y(t))? For one thing, that is all we really know. But can we use the current rate to get a preliminary estimate for the next y, and then figure out a better value for the rate at which y is changing? We can try! Forward Euler method: Suppose at step i we have a current_value y i . (I will use y i to mean y(t i ) etc as a convenient shorthand notation.) We feed the current_value to the rate_function to get the current_rate k 1 = f( y i ) . And then we estimate the next_value y i+1 through: k 1 = f ( y i ) … current_rate using current_value in rate_function y i + 1 = y i + dt * k 1 … next_value=current_value+timestep*current_rate { Always read equations using meaningful words. }

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EA3: Systems Dynamics Better algorithms for numerical integration Sridhar Krishnaswamy 2 Average Rate method: Now what if we use the current_rate k 1 to get a preliminary estimate for the next_value y i+1 as in the forward Euler method, but then use this preliminary next_value to get an estimate for the rate of change of y at the other end; ie obtain the value of the end_rate f(y i+1 ) = f( y i + dt*k 1 ). We can then make a new and better estimate for y i+1 by using the average rate at which y changes over this interval dt. That is: k 1 = f ( y i ) …current_rate y i + 1 ( approx ) = y i + dt * k 1 …first approximation for next_value k 2 = f ( y i + 1 ( approx ) ) …estimated end_rate using approximate next_value y i + 1 = y i + dt * k 1 + k 2 2 …better next_value using average_rate.
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EA3_springblock2 - EA3 Systems Dynamics Better algorithms...

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