Chapter 4. Numerical Differentiation, Integration, and Solutions ofOrdinary Differential Equations

# Chapter 4. Numerical Differentiation, Integration, and Solutions ofOrdinary Differential Equations

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0-8493-????-?/00/\$0.00+\$.50 © 2000 by CRC Press LLC © 2001 by CRC Press LLC 4 Numerical Differentiation, Integration, and Solutions of Ordinary Differential Equations This chapter discusses the basic methods for numerically Fnding the value of the limit of an indeterminate form, the value of a derivative, the value of a convergent inFnite sum, and the value of a deFnite integral. Using an improved form of the differentiator, we also present Frst-order iterator tech- niques for solving ordinary Frst-order and second-order linear differential equations. The Runge-Kutta technique for solving ordinary differential equa- tions (ODE) is brie±y discussed. The mode of use of some of the MATLAB packages to perform each of the previous tasks is also described in each instance of interest. 4.1 Limits of Indeterminate Forms DEFINITION If the quotient u ( x )/ v ( x ) is said to have an indeterminate form of the 0/0 kind. • If the quotient u ( x )/ v ( x ) is said to have an indeterminate form of the / kind. In your elementary calculus course, you learned that the standard tech- nique for solving this kind of problem is through the use of L’Hopital’s Rule, which states that: if: (4.1) then: (4.2) lim ( ) lim ( ) , xx ux vx →→ == 00 0 lim ( ) lim ( ) , lim () C = 0 lim C = 0

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© 2001 by CRC Press LLC In this section, we discuss a simple algorithm to obtain this limit using MATLAB. The method consists of the following steps: 1. Construct a sequence of points whose limit is x 0 . In the examples below, consider the sequence Recall in this regard that as n , the n th power of any number whose magnitude is smaller than one goes to zero. 2. Construct the sequence of function values corresponding to the x - sequence, and Fnd its limit. Example 4.1 Compute numerically the Solution: Enter the following instructions in your MATLAB command window: N=20; n=1:N; x0=0; dxn=-(1/2).^n; xn=x0+dxn; yn=sin(xn)./xn; plot(xn,yn) The limit of the yn sequence is clearly equal to 1. The deviation of the sequence of the yn from the value of the limit can be obtained by entering: dyn=yn-1; semilogy(n,dyn) The last command plots the curve with the ordinate y expressed logarithmi- cally. This mode of display is the most convenient in this case because the ordinate spans many decades of values. In-Class Exercises ±ind the limits of the following functions at the indicated points: Pb. 4.1 Pb. 4.2 xx n n =− 0 1 2 . lim sin( ) . x x x 0 () x x 2 23 3 3 −− at 11 0 + sin( ) sin( ) x x at
© 2001 by CRC Press LLC Pb. 4.3 Pb. 4.4 Pb. 4.5 4.2 Derivative of a Function DEFINITION The derivative of a certain function at a particular point is deFned as: (4.3) Numerically, the derivative is computed at the point x 0 as follows: 1. Construct an x -sequence that approaches x 0 . 2. Compute a sequence of the function values corresponding to the x -sequence.

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## This note was uploaded on 10/19/2010 for the course ENGINEERIN ELEC121 taught by Professor Tang during the Spring '10 term at University of Liverpool.

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Chapter 4. Numerical Differentiation, Integration, and Solutions ofOrdinary Differential Equations

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