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    Numerical Analysis PDF

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    Riki Mandol
    This document discusses numerical methods for solving ordinary differential equations. It covers Euler's method, Runge-Kutta methods, and finite difference methods for solving initial value problems and boundary value problems. For boundary value problems, it describes the shooting method and direct finite difference methods, including discretization of differential equations, matrix equations, and finite difference representations for different types of boundary conditions.

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    Numerical Analysis PDF

    Uploaded by

    Riki Mandol
    160 views7 pages
    This document discusses numerical methods for solving ordinary differential equations. It covers Euler's method, Runge-Kutta methods, and finite difference methods for solving initial value problems and boundary value problems. For boundary value problems, it describes the shooting method and direct finite difference methods, including discretization of differential equations, matrix equations, and finite difference representations for different types of boundary conditions.

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    Introduction to Numerical Analysis for Engineering (Massachusetts Institute of Technology OCW)

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    Numerical Analysis (11).pdf

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    This document discusses numerical methods for solving ordinary differential equations. It covers Euler's method, Runge-Kutta methods, and finite difference methods for solving initial value problems and boundary value problems. For boundary value problems, it describes the shooting method and direct finite difference methods, including discretization of differential equations, matrix equations, and finite difference representations for different types of boundary conditions.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    160 views7 pages

    Numerical Analysis PDF

    Uploaded by

    Riki Mandol
    This document discusses numerical methods for solving ordinary differential equations. It covers Euler's method, Runge-Kutta methods, and finite difference methods for solving initial value problems and boundary value problems. For boundary value problems, it describes the shooting method and direct finite difference methods, including discretization of differential equations, matrix equations, and finite difference representations for different types of boundary conditions.

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    You are on page 1of 7

    Introduction to Numerical Analysis for Engineers

    Mathews

    Ordinary Differential Equations


    Initial Value Problems
    Eulers Method Taylor Series Methods
    Error analysis

    9
    9.1
    9.2 9.4 9.5

    Runge-Kutta Methods

    Systems of differential equations Boundary Value Problems


    Shooting method Direct Finite Difference methods

    9.7 9.8
    9.8 9.9

    13.002

    Numerical Methods for Engineers

    Lecture 11

    Initial Value Problems Higher Order Differential Equations


    Differential Equation Convert to 1st Order System

    Initial Conditions Matrix form

    Solved using e.g. Runge-Kutta (ode45)


    13.002 Numerical Methods for Engineers Lecture 11

    Boundary Value Problems Shooting Method

    Differential Equation y

    Boundary Conditions Shooting Method

    Initial value Problem Solve by Runge-Kutta

    Shooting Iteration

    13.002

    Numerical Methods for Engineers

    Lecture 11

    Boundary Value Problems Direct Finite Difference Methods


    Differential Equation Boundary Conditions
    Discretization

    Finite Differences

    13.002

    Numerical Methods for Engineers

    Lecture 11

    Boundary value Problem

    Boundary Value Problems Direct Finite Difference Methods


    Matrix Equations

    Finite Differences

    Substitute Finite Differences


    -1

    Linear Differential Equations

    Difference Equations

    Solve using standard linear system solver

    13.002

    N-1 equations, N-1 unknowns

    Numerical Methods for Engineers

    Lecture 11

    Boundary Value Problems Finite Difference Methods


    Forced Vibration of a String f(x,t) xi y(x,t) Finite Difference

    Discrete Difference Equations Matrix Form

    Harmonic excitation f(x,t) = f(x) cos(Zt) Differential Equation

    Boundary Conditions

    Tridiagonal Matrix Symmetric, positive definite: No pivoting needed


    13.002 Numerical Methods for Engineers Lecture 11

    Boundary Value Problems Finite Difference Methods


    Boundary Conditions with Derivatives N-1 Central Difference Difference Equations N N+1

    Central Difference

    Backward Difference

    O(h3 ) General Boundary Conditions

    O(h4 ) O(h 2)
    13.002

    Finite Difference Representation

    Add extra point - N equations, N unknowns


    Lecture 11

    Numerical Methods for Engineers

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