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2024 Week 7 Higer Order ODE Solvers - Jupyter Notebook

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24 views

2024 Week 7 Higer Order ODE Solvers - Jupyter Notebook

Uploaded by

Souvik Chakraborty
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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In [1]: 1 import numpy as np

What is the stability condition for the following differential equation for negative 𝛼 using Trapezoid method :
𝑥˙ = 𝛼𝑥
Trapezoid method :

𝑥𝑛+1 = 𝑥𝑛 + Δ𝑡 ( 𝑓(𝑥 , 𝑡𝑛 ) + 𝑓(2 𝑥 , 𝑡𝑛+1 ) )


𝑛 𝑛+1

∴ 𝑥𝑛+1 = 𝑥𝑛 + Δ𝑡 ( 𝛼𝑥 +2𝛼𝑥 )
𝑛 𝑛+1

𝑜𝑟, 𝑥𝑛+1 − 𝛼Δ𝑡2 𝑥𝑛+1 = 𝑥𝑛 + 𝛼Δ𝑡 𝑥𝑛


2
𝑜𝑟, (1 − 2 ) 𝑥 = (1 + 𝛼Δ𝑡
𝛼Δ𝑡 𝑛+1
2 ) 𝑥𝑛

𝑜𝑟, 𝑥𝑛+1 = ( 11 +− 𝛼Δ𝑡2 ) 𝑥𝑛 = 𝜆𝑥𝑛


𝛼Δ𝑡
2
𝑜𝑟, 𝜆 = 𝑥𝑥𝑛 = ( 11 +− 𝛼Δ𝑡2 )
𝑛+1 𝛼Δ𝑡
2
For the method to be stable, the amplification factor must satisfy :
∴ |𝜆| < 1
|| 1 + 𝛼Δ𝑡2 ||
𝑜𝑟, || 1 − 𝛼Δ𝑡 || < 1
| 2|
To solve the differential equation with time reversal symmetry, which of the following numerical scheme is
applicable:

Leap-Frog scheme

= 𝑡2−2𝑥2 .
Write a python code to solve the differential equation 𝑑𝑥
𝑑𝑡
Use second order Runge-Kutta (RK2) scheme, Δ𝑡 = 0.01 and 𝑥(𝑡 = 0) = 1 . What is the value of 𝑥(𝑡 = 1) ?
Round off the answer to two decimal places.

In [2]: 1 def f(t, x):


2 return (t**2 - x**2) / 2
3 ​
4 def RK2(f, t0, x0, dt, t_end):
5 t_values = np.arange(t0, t_end + dt, dt)
6 x = x0
7 for t in t_values[:-1]:
8 k1 = dt * f(t, x)
9 k2 = dt * f(t + dt, x + k1)
10 x = x + 0.5 * (k1 + k2)
11 return x
12 ​
13 t0 = 0
14 x0 = 1
15 dt = 0.01
16 t_end = 1
17 x_final = RK2(f, t0, x0, dt, t_end)
18 round( x_final, 2)

Out[2]: 0.81
𝑑𝑥 + 𝑥cos(𝑡) + 𝑡cos(𝑥) = 0 .
Write a python code to solve the differential equation 𝑑𝑡
Use RK4 scheme, Δ𝑡 = 0.01 and 𝑥(𝑡 = 0) = 1 and find the value of 𝑥(𝑡 = 1). Round of your result to two
decimal places.

In [3]: 1 def RK4(f, t0, x0, dt, t_end):


2 t_values = np.arange(t0, t_end + dt, dt)
3 x = x0
4 for t in t_values[:-1]:
5 k1 = dt * f(t, x)
6 k2 = dt * f(t + 0.5*dt, x + 0.5*k1)
7 k3 = dt * f(t + 0.5*dt, x + 0.5*k2)
8 k4 = dt * f(t + dt, x + k3)
9 x = x + (k1 + 2*k2 + 2*k3 + k4) / 6
10 return x
11 ​
12 def f(t, x):
13 return - (x*np.cos(t) + t*np.cos(x))
14 ​
15 t0 = 0
16 x0 = 1
17 dt = 0.01
18 t_end = 1
19 x_final = RK4(f, t0, x0, dt, t_end)
20 round( x_final, 2)

Out[3]: 0.06

Write a python code to solve the differential equation = 𝑒−𝑥 + 𝑒𝑡 using Predictor-Corrector Scheme.
𝑑𝑥
𝑑𝑡
Using Δ𝑡 = 0.01 and 𝑥(𝑡 = 0) = 1 , find the value of 𝑥(𝑡 = 2) . Round off your results to 2 decimal places.

In [4]: 1 def f(t, x):


2 return np.exp(-x) + np.exp(t)
3 ​
4 def predictor_corrector(f, t0, x0, dt, t_end):
5 t_values = np.arange(t0, t_end + dt, dt)
6 x = x0
7 for t in t_values[:-1]:
8 x_predict = x + dt * f(t, x) # Predictor step (Euler me
9 x = x + 0.5 * dt * (f(t, x) + f(t + dt, x_predict)) # Corrector step (Trapezoi
10 return x
11 ​
12 t0 = 0
13 x0 = 1
14 dt = 0.01
15 t_end = 2
16 x_final = predictor_corrector(f, t0, x0, dt, t_end)
17 round( x_final, 2)

Out[4]: 7.59

What is the name of the function in scipy.integrate module that can be used to integrate ordinary differential
equations?

odeint

Which of the following method is most accurate?

Runge-Kutta 4th order

What is the Fourier transform of the function 𝑓(𝑥) = cos(2𝑥)?


Using Euler's formula

cos(2𝑥) = 12 (𝑒𝑖2𝑥 + 𝑒−𝑖2𝑥 )


Rewrite the function𝑓(𝑥) = cos(2𝑥) as:
𝑓(𝑥) = 12 (𝑒𝑖2𝑥 + 𝑒−𝑖2𝑥 )
The general definition of the Fourier transform of a function 𝑓(𝑥) is:
𝑓 𝑘̂ = 2𝜋1 ∫−∞ 𝑓(𝑥)𝑒−𝑖𝑘𝑥 𝑑𝑥
∞

Fourier transform of 𝑒𝑖2𝑥


 [𝑒𝑖2𝑥 ] = 2𝜋1 ∫−∞ 𝑒𝑖2𝑥 𝑒−𝑖𝑘𝑥 𝑑𝑥 = 2𝜋1 ∫−∞ 𝑒𝑖(2−𝑘)𝑥 𝑑𝑥
∞ ∞

The integral of 𝑒𝑖(2−𝑘)𝑥 over all 𝑥 is a known result:


it yields 2𝜋𝛿(2 − 𝑘), where 𝛿 is the Dirac delta function.
Therefore:

 [𝑒𝑖2𝑥 ] = 𝛿(𝑘 − 2)
Fourier transform of 𝑒−𝑖2𝑥

𝑒−𝑖2𝑥 is:
Similarly, the Fourier transform of

1 ∞ 1
 [𝑒 ] = 2𝜋 ∫−∞ 𝑒 𝑒 𝑑𝑥 = 2𝜋 ∫−∞ 𝑒−𝑖(2+𝑘)𝑥 𝑑𝑥
−𝑖2𝑥 −𝑖2𝑥 −𝑖𝑘𝑥
∞

This results in 2𝜋𝛿(𝑘 + 2), so:

 [𝑒−𝑖2𝑥 ] = 𝛿(𝑘 + 2)
Since 𝑓(𝑥) = 2 (𝑒𝑖2𝑥 + 𝑒−𝑖2𝑥 ), the Fourier transform of 𝑓(𝑥) is the sum of the Fourier transforms of these two
1
terms:

𝑓 𝑘̂ = 12 (𝛿(𝑘 − 2) + 𝛿(𝑘 + 2))


In the discrete case, the Fourier coefficients 𝑓 𝑛 are defined as the sum over discrete modes.
𝑓 𝑛 = 12 (𝛿𝑛,2 + 𝛿𝑛,−2 )
𝑥˙ = 𝑥2 − 𝑥 using the odeint function from the scipy.integrate module and
Solve the differential equation
find the value of 𝑥(𝑡 = 2.0).
Use the following given values : 𝑥(𝑡 = 0) = 1.1,𝑑𝑡 = 0.2 . Round your answer to two decimal places.
Note: use the following line to import odeint from scipy.integrate import odeint
Also round the last value using np.round(x[-1],2) as the simple round function will give error because
x[-1] is a numpy array of one value.

In [5]: 1 from scipy.integrate import odeint


2 ​
3 def dxdt(x, t):
4 return x**2 - x
5 ​
6 x0 = 1.1
7 t = np.arange(0, 2.2, 0.2)
8 x = odeint(dxdt, x0, t)
9 x_final = np.round(x[-1], 2)
10 x_final[0]

Out[5]: 3.05
𝑥˙ = 𝑝, 𝑝˙ = −𝑥
Consider the following set of coupled differential equations

Solve these set of differential equations using the following given conditions :
x(t=0) = 1
p(t=0) = 0
dt = 0.01
What is the value of 𝑥(𝑡 = 2π) rounded off to 3 decimal places ?
In [6]: 1 dt = 0.01
2 T = 2 * np.pi
3 N = int(T / dt)
4 x = np.zeros(N + 1)
5 p = np.zeros(N + 1)
6 x[0] = 1
7 p[0] = 0
8 ​
9 # Euler's method to solve the equations
10 for i in range(N):
11 x[i + 1] = x[i] + p[i] * dt
12 p[i + 1] = p[i] - x[i] * dt
13 ​
14 round(x[-1], 3)

Out[6]: 1.032

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