Numerical Analysis

2019

UNIT 5
 Ordinary Differential Equations

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  Analytical Solutions to ODEs are available for linear ODEs and
special classes of nonlinear differential equations.

 Numerical methods are used to obtain a graph or a table of the

unknown function.

 Most of the Numerical methods used to solve ODEs are based

directly (or indirectly) on the truncated Taylor series expansion.

 Euler’s method

 First order Taylor series method is known as Euler Method.

 Only the constant term and linear term are used in the Euler
method.

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 The error due to the use of the truncated Taylor series is of order
O(h2).

 High order Taylor series methods are more accurate than Euler
method.

 But, the 2nd, 3rd, and higher order derivatives need to be derived
analytically which may not be easy.

 Example

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 Types of Errors

o Local truncation error:

 Error due to the use of truncated Taylor series to
compute x(t+h) in one step.
o Global Truncation error:
 Accumulated truncation over many steps.
o Round off error:
 Error due to finite number of bits used in representation
of numbers.
 This error could be accumulated and magnified in
succeeding steps.
 Example

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 Taylor series

 The nth order Taylor series method uses the nth order Truncated
Taylor series expansion.

 Second Order Taylor Series Methods

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 High Order Taylor Series Methods

 Example

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 R-K method

 We seek accurate methods to solve ODEs that do not require

calculating high order derivatives.

 The approach is to use a formula involving unknown coefficients

then determine these coefficients to match as many terms of the
Taylor series expansion.

 Example

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 Higher order Runge-Kutta methods are available.

 Derived similar to second-order Runge-Kutta.

 Higher order methods are more accurate but require more

calculations.

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 Example

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 Runge Kutta methods generate an accurate solution without the
need to calculate high order derivatives.

 Second order RK have local truncation error of order O(h3) and

global truncation error of order O(h2).

 Higher order RK have better local and global truncation errors.

 N function evaluations are needed in the Nth order RK method.

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 Example

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