Scribd
Upload
132 views

7-Ode Ivp1

This document discusses numerical methods for solving ordinary differential equations (ODEs) with initial value problems (IVPs). It introduces Euler's explicit and implicit methods, as well as higher-order Runge-Kutta methods including the second-order Heun's method and the fourth-order standard Runge-Kutta method. It also covers the MATLAB ode45 algorithm and provides an example of its use in solving a plug flow reactor problem. Local and global truncation errors of the different methods are analyzed.

Uploaded by

rahul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
132 views

7-Ode Ivp1

This document discusses numerical methods for solving ordinary differential equations (ODEs) with initial value problems (IVPs). It introduces Euler's explicit and implicit methods, as well as higher-order Runge-Kutta methods including the second-order Heun's method and the fourth-order standard Runge-Kutta method. It also covers the MATLAB ode45 algorithm and provides an example of its use in solving a plug flow reactor problem. Local and global truncation errors of the different methods are analyzed.

Uploaded by

rahul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 12

2/22/16

ORDINARY DIFFERENTIAL EQUATIONS


INITIAL VALUE PROBLEMS
Lec. 7.1: Introduction and Eulers Methods
Dr. Niket Kaisare
Department of Chemical Engineering
IITMadras

NPTEL Course: MATLAB Programming for Numerical Computations Week-7

Introduction: ODE IVP


!" % &, ( is slope of ( vs. & curve
Given: = % &,(
!# y
and initial condition: ( & ) = () %(&, ()

Aim is to find: ( &*

Discussion and theory for numerical ODE-IVP:


Computational Techniques, Module-7 (http://nptel.ac.in/courses/103106074/25)

1
2/22/16

Introduction: ODE IVP


!" % &, ( is slope of ( vs. & curve
Given: = % &,(
!# y
and initial condition: ( & ) = () %(&, ()

(*./ (*
lim = % &, (
5)
t
(*./ = (** + -
%(&,
* ()
Numerical methods for ODE-IVP:
Use best estimate of slope - to obtain ( &

Example

ODEIVP:

ODE: ( 8 = 2&(
Initial: ( 0 =1

Analytical solution: ( & = exp & ?

Eulers Explicit Method:


(*./ = (* + % & * ,(*

2
2/22/16

Eulers Implicit Method

(*./ = (* + % & *./ ,(*./

Thus, use nonlinear solver (such as fsolve) to solve:


(*./ % & *./ ,(*./ (* = 0

@((*./)

Unlike explicit method, Eulers implicit method is globally stable


Computational Techniques, Module-7 Part-5 (http://nptel.ac.in/courses/103106074/29)

End of Lecture 7.1

3
2/22/16

ORDINARY DIFFERENTIAL EQUATIONS


INITIAL VALUE PROBLEMS
Lec. 7.2: Runge-Kutta (RK-2) Methods
Dr. Niket Kaisare
Department of Chemical Engineering
IITMadras

NPTEL Course: MATLAB Programming for Numerical Computations Week-7

Runge-Kutta Family of Methods


Eulers Explicit Method:
(*./ = (* + @*

Runge-Kutta Method:
(*./ = (* + -*
where, nth-order RK method gives slope as:
-* = A/ B/ + A? B? + + AD BD

See: Computational Techniques, Module-7 Part-2 (http://nptel.ac.in/courses/103106074/26)

4
2/22/16

Second-Order (RK-2) Methods

Heuns Method
5
(*./ = (* + ? B/ + B?
B/ = @ & * ,(* , B? = @ & * + , (* + B/

Midpoint Method
(*./ = (* + B?
5 5EF
B/ = @ & * ,(* , B? = @ & * + ? , (* + ?
etc.

End of Lecture 7.2

5
2/22/16

ORDINARY DIFFERENTIAL EQUATIONS


INITIAL VALUE PROBLEMS
Lec. 7.3: MATLAB ode45 Algorithm
Dr. Niket Kaisare
Department of Chemical Engineering
IITMadras

NPTEL Course: MATLAB Programming for Numerical Computations Week-7

Syntax of ode45

Typical use of ode45:


[tSol,ySol] = ode45(@(t,y) fName(t,y), [t0, tEnd], y0);
tSol, ySol: Solution vectors; MATLAB returns ySol for each time tSol
fName : Function that returns G( = % &, (
t0, y0 : Initial conditions representing ( &) = ()
tEnd : Final value until which the solution is desired

6
2/22/16

Example: Plug Flow Reactor

Concentration along a PFR is given by:


!H /
= ? J /.?L
!I
with J 0 = 1

Solve to find C for reactor volumes of 1, 5 and 10 liters

End of Lecture 7.3

7
2/22/16

ORDINARY DIFFERENTIAL EQUATIONS


INITIAL VALUE PROBLEMS
Lec. 7.4: Runge-Kutta Methods
Dr. Niket Kaisare
Department of Chemical Engineering
IITMadras

NPTEL Course: MATLAB Programming for Numerical Computations Week-7

Revisiting RK-2 Heuns Method

Generalize RK-2 Heuns Method to use function myFun(t,y)

Develop for ( 8 = 2&(


Extend to PFR problem

8
2/22/16

Higher Order Runge-Kutta Methods

RK-3 Method: (*./ = (* + A/ B/ + A? B? + AM BM

Can choose appropriate weights to have different orders of accuracy


Best local truncation error is N O

RK-4 is usually the most popular RK method, with error N L

Standard RK-4 method

5
(*./ = (* + B/ + 2B? + 2BM + BO + N L
P

B / = @ &*, (*
5 5EF
B ? = @ &* + ? , (* + ?

5 5EQ
B M = @ &* + ? , (* + ?

BO = @ &* + , (* + B M

9
2/22/16

End of Lecture 7.4

ORDINARY DIFFERENTIAL EQUATIONS


INITIAL VALUE PROBLEMS
Lec. 7.5: Error Analysis of Runge-Kutta Methods
Dr. Niket Kaisare
Department of Chemical Engineering
IITMadras

NPTEL Course: MATLAB Programming for Numerical Computations Week-7

10
2/22/16

Local Truncation Error

Eulers Method: (*./ = (* + %* + N ?

5
Heuns Method: (*./ = (* + ? B/ + B? + N M

5
RK-3 (Std.) Method: (*./ = (* + B/ + 4B? + BM + N O
P

5
RK-4 (Std.) Method: (*./ = (* + B/ + 2B? + 2BM + BO + N L
P

Global Truncation Error

Eulers Method GTE: N /

Heuns Method GTE: N ?

RK-3 Method GTE: N M

RK-4 Method GTE: N O

11
2/22/16

Local vs. Global Truncation Errors

GTE is one order lower than LTE

GTE for RK-2 gives the method as N ? accurate

Consider the previous example to demonstrate with Midpoint Rule

End of Lecture 7.5

12

You might also like