Lecture_26_E7_L26_ODE3_07

# Lecture_26_E7_L26_ODE3_07 - 1 E7 INTRODUCTION TO COMPUTER...

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E7 L26 1 E7: INTRODUCTION TO COMPUTER E7: INTRODUCTION TO COMPUTER PROGRAMMING FOR SCIENTISTS AND PROGRAMMING FOR SCIENTISTS AND ENGINEERS ENGINEERS Lecture Outline 1. Numerical integration of ODEs: Euler (review) Modified Euler Runge-Kutta (used in ode45) 1. More ODE examples Inverted pendulum

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E7 L26 2 Review of Ordinary Differential Equations (ODEs) Review of Ordinary Differential Equations (ODEs) Many problems in science and engineering lead to Ordinary Differential Equations ( ODE s) of the form ( ) ( , ) dy t f t y dt = where: t is the independent scalar variable (often time) y is the dependent variable, which can be a vector f(t,y)  is a known function of its arguments
E7 L26 3 Solution of ODEs (Initial Value Problem) Solution of ODEs (Initial Value Problem) Given the ODE ( ) ( , ) dy t f t y dt = and an initial condition 0 0 ( ) y t y = find the function ( ) y t which satisfies: 0 0 ( ) y t y = ( ) ( , ( )) dy t f t y t dt = (slight abuse of notation) 0 t t for

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E7 L26 4 Consider the ODE and the initial condition We want to obtain the estimates where and is the integration step size integration step size . Numerical integration of ODEs Numerical integration of ODEs ( ) ( , ) y t f t y = & 0 0 ( ) y t y = ( ) E k y t 0 k t t k h = + ⋅ h 0,1,2,. ... k =
E7 L26 5 Numerical integration of ODEs Numerical integration of ODEs Today we will review Euler’s method Approximates a Taylor expansion up to its first order and describe: Modified Euler’s method (predictor-corrector) Approximates a Taylor expansion up to its second order Rungue-Kutta method (used in ode45, ode23) Approximates a Taylor expansion up to its fourth order

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E7 L25 6 Approximating Approximating y(to+h)     - Taylor’s series expansion - Taylor’s series expansion 0 0 ( ) ( ) y t y t h + & 2 0 1 ( ) 2 y t h + && Euler (n=1) modified Euler (n=2) h h 0 ( ) y t h +
[3] 3 [4] 4 0 0 1 1 ( ) ( ) 3! 4! y t h y t h + + E7 L25 7 4 4 th th order Taylor’s series expansion order Taylor’s series expansion Runge-Kutta(n=4) h h 2 0 0 0 0 1 ( ) ( ) ( ) ( ) 2 y t h y t y t h y t h + + ⋅ + & && h

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E7 L26 8 can be approximated approximated using the first order term of the Taylor series expansion, for a small enough Euler’s method Euler’s method 1 0 ( ) ( ) y t y t h = + 1 0 0 ( ) ( ) ( ) y t y t y t h + & and we use the ODE to obtain h ( ) ( , ) y t f t y = & 1 0 0 0 ( ) ( ) ( , ( )) y t y t f t y t h +
E7 L26 9 Notice that we are using the superscript E to denote the approximate solution of the ODE Euler’s method Euler’s method The algorithm is repeated using the estimates 1 0 0 0 ( ) ( ) ( , ( )) E y t y t f t y t h = + 1 ( ) ( ) ( , ( )) E E E k k k k y t y t f t y t h + = + 1 k k t t h + = + ( ) E k y t

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Graphical explanation of Euler’s method Graphical explanation of Euler’s method E7 L26 10 t 0 t 1 t 2 t 0 ( ) y t h h ( ) y t 0 0 ( , ( )) f t y t h ( ) ( , ) y t f t y = & 1 ( ) E y t 1 ( ) y t ( ) y t
E7 L26 11 ( ) ( , ) y t f t y = & 1 ( ) y t t 0 t 1 t 2 t 0 ( ) y t h h 1 1 ( , ( )) E f t y t h 1 ( ) E y t 2 ( ) E y t Graphical explanation of Euler’s method Graphical explanation of Euler’s method ( ) y t

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E7 L25 12 Euler integration on pendulum example ( Palm 8.6–1) function ydot = ydot_pend(t,y) global mgl % mgl = -g/L is a global ydot = [ y(2); mgl * sin(y(1))]; L g θ 2 1 sin( ) g y y L = - & 1 2 y y = & 1 y θ = 2 y = &
E7 L25 13 global mgl, mgl = -9.81

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• Spring '08
• Patzek
• Euler, Numerical differential equations, Runge–Kutta methods, tk, Numerical ordinary differential equations, L26

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Lecture_26_E7_L26_ODE3_07 - 1 E7 INTRODUCTION TO COMPUTER...

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