AE 205 - NUMERICAL METHODS 4 3.03,2005 Tnttoduction’ * Most engineering problems ara gpvasned by soma. differartial egos. * Also\ most. enginerclag_pcoblems.tavalue vai complex shapes. This raalkes applications of Ric's very diffitult * Gouasnlng dif fera.ntial egns might be naniingar as, walk. — ALL of +nese make it vary difficulé _aind_| most of the | time impossible 4o. get analytical solutions. ~ Then we are forced te salve | sdeh equation) nucnarically to design | malyse engineering — canfigueatiars ee GOuERIING EQNSs \geloraic eqn a u/ tee Berrie Eqase Integral eqns t Berit ine tel ACh of NI One's \ doundey Parabelic initial Jaliae pcoblems | value patelons cones; They are of great. importace . Mary physical Problems ate expessed Mn terens of. tates ot physical terms. j leg AE IR 2 + his ara . | AE YO3 3 XK 4 ak thx 20 Cspcng-dampar- mass _problam}) AE 3 dT {4.0 ax Ninear Order of ods's ere determined ey | the, melee ' y > s_ nonbieor order of | the \nighest clerivaki ve 2PNE'ss ore wed to describe physical process_ia which mare than one independent vaiobles ara involved,Fluid Mechanics ¢ aay ace Ey ) ae ox 4 a Contingity of Flow im ay [deal e| pal fol Th Lae | {fhe | aa | He Heat Transfer: | | 230) ly BT | Heat Ht ae lage Tax?) Non-linear -pbE'S are solved’ numevically in’ enast Flaiata Nupnojical Metads canverb.|. diff.-leqne,|te-sinnple-|algabraia egos. which oh dad |sphlod |adaihghe ledegt | 4 alot latoleteb | | Tr Abacus history ef computing tools begin. wivth abacus hater, mechanical computers led 49 clectromechanienl computers iq GO: Mark I | | | { | A They were superseded. by ee dlectoric. digital sone: ae (Aranasott - Berg computer), } PENRC Celectrartc nunciical integrator and computer, 1848) > The father of ewcent computer architecture based on ee larithmetic is) Jon yan Newman, t | * Modern computer _leansiats of # Chu Control processor ante) ~control unit scastthmetic /legic omiaton *Mempry ccanit *Tnput /owtput unit “Operating _ compurass s by soflmare~ Operating system saftwaes Dos , Windows Unix [Laas 7 Usps software : FORTRAN (formula translate ) C-based — peageams Computer _Acithmetics s 9 Most computers use Jonaty number system: kn cantrast to decimal system we we. *Tn decimal system 123,456 = Ixlo® +2alo'+ Salo’ &xtotts x10 + 6x10 *In binary §yatenn Lod, Ndi = 1xi234 On22+ Or! ei inats (2 M2 te deete ox2t tle F) = 8, g0627Gn detimal system) + Numbers used jn auoerical metheds are. classified os fixed lpont Linteger) andl floating point Creal)) and are stored differen tly Jn memory colts, m Memacy calls. usually conmists of B-bit or Icbyte = Lyte) * Corman cell lengths for integers ae [6 bis (2bytes) or 32 bits C4 eytes) multiples C B-by * The limits for 16-bit and 32-bit integer umloara are; keleoa la Te lsaaea | i maximum umnber thet yeu can ke B2 20 2 4 = 2149488649 — in@ue The fink bit is used for the sign of the number. ~The floating point representation in a 32 bit memory cell iy divide2 into 8 fields t A floating point number is De OH Paes Sian e4pressed In narmolized 5190 of. the implicit sadix_ pond scientific notation is. exponent 123,456 = 0, 12.2456 x 19% In binary system; te ig x2” 8 bits are ued to store the export m.2S Bibi montissias gives abouk ger A digtts of aancoey. Machine Epsillon: is. defined ‘asthe smallest aumber_uthich con be represented by a computer. | epsillon > 4 Do while! Cepsilon tages 4.-) then epsilon = epsilon {2 end do epsilon <2, % epsilon pent ©, ‘epsilons’, epsilon are B.lusgaesesa |_| bras Lada Bchaligbs bos esta ake cht dy erth on Introduction. of aa ecor of 0,00000065. This. is called ix Fahalllodp leror. To roduce (ound off error, you may double +e precision, Taylor Secies Expansions + }et-tatc} dol LB Taylor's | theocem. Tf a function anal its: first, Cnet) destvaties are continuous on, an -intorual fron Xe * % then the valde of the unction, at % Is given by flo) = fla) 4 Caaf reg) 4 CY ta YF $x) + ray, pala eRe Ceo) at p> 00 4 (te thx) = fle) + Axf'te) + ae fC) + 4 where Av = x24 Taylor sib expansion provides; a mean to pradict a funtion uolve and its derivatives at anothe- point. [-fe°alkal jriates! bd long! Srhoptl | fuldiod_fosalbe | dpqepiqakall 25 2. palynomioA. | | I only the fizst Aeron in the Series i retained, id 13 0, zemth odor = alata ELH Monty the first ond the second toss in the series © | retained it ir a fist order approximation.Exomple: Use, seroth to fourth order Taylor Serfes capes F(x) = -Ota*- Osu %-O5x%*- 025% 41.2 From %eoag wrth beat Sdlutiont =9 fl +dx)l = fb e 2 Fan Fes 012 -1.2 = +10 Ferack CO = 0,2 “e Nitctabah error for Nad $OB%) 12 - OAT ad OMT 3 EE H-0,9F Qa) fCby) U2 -leaset - Otel? 2 ahs 2 Fe. ons # Tn genecod the otbarder Taylor Scries eaxponsion will be exact fr an n*” order polynomal. 10.03,2005,, Erroc Definitions 4) 4 i > Total (absolute) escor is the defereace between the! actual Cirae) value ard the approrimatian, Fy =o True Values Approrinate vvetiie > | a) This definition. is not very wefull, since. it cloesonot tale ints laccount., the ocder of magnitude of the value under conidemtinn Relative ercor is normalized error with the true | value, Howeuy, In actual applications of engineering, true value fo lalroady unknown. Ee is then defined as the difference between a lbetker agpratimation and the previous approximation. Then, the relative error may be written; — El cl Bbied Sopcclatineion — Ipceskolaa sepsis Far ber eller teeter beet Peal Betker approximation Sign isnot impartent . The mageitude ot the celativd error is more ioapactant., | There ave varios Sources of ermrs 4 * Modalling eccar —bad modelling => Nuonerical ecrecs - due +a apecovimationDota uncertaiity= ~ bed measurement bad calculated cata | — Human invoduced errors in ecole tbohs = bad | progtameatee "Numerical errors ere classified luader| truncation |} laledes) etd Hh | aladndibal method Cagpcon ination) end found - # (ectats! ide! sto) tthe | ack | trae! Computers tan store Uinited nimber oP significant digits for value. 1 1 [|e legal travoaties error —leccas fatcorducad at one, +78 Pr *Trencatian ecrors contain salah des al | sees | + Faneadtion foe that omen ne Nigtroducrd | atone | wll Ck ethos } Cell bail | fide dig | aide lapel wl tapi rede the cruncion ercoe + } However frcreased numberof \teratjons | because of Zicbata stop \size may cause. more. couad- off ecror. The higher the fadenber of ofefations computer carrie) out, +he higher the cound- off error |_| will be. (TE Tia Ehal | | Maotbe) = eC) + hy flu) _Souptions. OF _obE'S | An ‘ObE sig _ differential Faust tat io which, there ib lan tunlenowa | fascia aod its dbcijativps wack, only one indeed vayidble ,| | £3. Hp Lato | TT However a PDE contains desivatives with cespetk to mare that che independent tariab les jee Differential equatians cre alsa dassifiad accardiag +2 | aneocders af the: highest: .levivatives When dealing with an at ocder differential eqn. 6 iconditions would be needed 45 get @ unique | solution, Mall corditions are! spocified at the sare value sf the independent variable , thon +e problem ii called 4a Mitial value problem. In contrast , specification of conditions at different voluer of Independent variables fares a boundary value problem. Wimac value _ PRogiEAs Crve_ A First-order ODE =fecns cn toitial welue prablean. Bey fey) Numerical techniques +2 solve IyP!s are baseal Pay Taylee suites expansion, t glttetOx) = y Gre) + dey" |, + oCoxd Deapping higher-order. torens CH. aT) and boladad fry lrg) = y= Bene) sabe) = slope of y gles deta] = y Gord) bey! ly say Next value= Previous value + (step site) x Gtope) Fules!s Nethod : The simplest woy+to solve an Od€ of first order 2 yey)» the euler's method y ita ea Oe hod disuete points on x ra ca | a 2 * Fach discrete. point har O uaique Index. T+ is possible to write Bier = 9 Amy) = dy they Golgi)bicliscunsign, Cinder pra-tition of. sabulld a To soles tla ey Ty + Results | it HercTh the carcecter step! is tepantad co Qj s+ ++ sl emowin| f cogented again y, =~ -.e.2a 2129 4 | Hor 15) erations relative ector_goe> toe ela otto Cy Ss Runge - Kutta Method | © AL Ruage.- Kutta, (RK) methed Clap Locdes in whites the. accucagy of the. Taylas Sesies ofthe Same ocder - without fequiciag the | calculation: .of higher order etiant fel Runge Litho methods can! be cucitten la the fore, | | 1 Biel dpe BOR bg 1 Aad dx puhere 6 i called “the | ifededndat. ‘Punt hiod” which is nothiag “ou paeengey eh | over the lntewal. P= ak, + ak tr EET ank, bis g bx. yi) hss | ahailoghe g om + Ppbx nts) tae de | glug pee glut Ps 4y, 3: 4ky pede ) ee 2 9G abe ho TT ASS stage ky = + broke tate + rnb , a2 ees Lett re stds [fie et Co 1 T | oF 1 i ma bf aya6os vache Sey (e+ pad et ej Pao ba Le [it | ett we con. expend. .g leit pile, gi 4b bx) ete. Shout) bey) | ery 1 Inka Tayler Seles , ord substitude — inte above ralakion | ond set) coefficient af similac dems equal to each other end tied splve for ithe wnlenoden O44 Qe p++ Pry Peat |,2% oder 2X Method 2°9 Order RK method sia giver oy Yay = Gy © bx dak; + azk,) luith | ky = gx yd be gl xs Pdr, Ye +p, dxk,) Then, Yigg Ppt Sx (a, 9 Ori y3) 409g CX + py dx iy, HP bx9 Crys) Now ';vue. can expand g Cxthe) y dy)! abaut| point Cx.4) ghxtbrs Yt hy) = guy) +6282 4 44 22 aa 9c +a fox » Se 4-day Sve) p Be pede ma Bay age = 49 ay 29 Ha + Be aes 28 ty d (dg) = ato | bdielay | 2% 4. / dg) ant (dx) ey st 4 Aftec enparding 9 Cri + PAx . yy +e dak, Viana others about. iY; point and substthbiyg inter the R-W' Method and’ equat WL that te Taylor Secies exponsion of we get. f, a RO ga = get Ca, +a) 4x g bis gi) +/% Pls - +gled yo S$ a ts) “sy wis Ts =| gy | +lsy lds be ay 0 (bx?) dale Se ea els Bigs) Bquating coefficients of dx ef both egns.and those of. Aactot both egns. aA = 4 Peed We cor sek ony of those ' ainknowns and. solve for +the. remaining two and we will still have a secdnd Order axctwacy if we Sek ped then) ap eb and aye Therefore, 2°F oedor RK will give pdhe od; t bed Foca gid +b g leeade, yi ebeg Caryl] equivalent +o. Heua's Method ; Wwe sek) pa | theo layed land ets | | ‘There eve | Buz di + Ax Lobe: +) 3p Bx |e yy) + Shes aan) This is called the, mil Bain method. — L| | Promples | tales rate ae (epi x with genta lushag 2° order RL ond haste | | LE glee (xe pee! FT ate 2 | det's assume | | ale ot Oe md anol 9 = 4 (Hlaen's method ) glee = yGr-o)t bs Lak, + Obed Fy the COb ted where tp 5 [9 tbe, go rbrkel, = g(t.0) elo,2. Sut bs biting . | + be ($ Gls ge) “Lg lrarhe, gotee)S i |The mest popalar RL mead. js the UY orcler/ Ref meth las. with the\ -Serond order teathtods | there is an. Infinite! putaber of vorsions of the | GAT Sedat | Rab relhos. The croak wade | ued be is as, follows, t | | att | Biro AE (ey 2ka) sak PPT eT key egg} <= stage | eras sigh Aad Stage 2 t kya blak dee ga gt tala) ee stage BE | kang Oy pb deh yyty = gla) + bx, gy 4 ks bx) 9 stage I MulGiele estimates of the slope ore Parfarmed at the baplnais, of tha interval at the midpoint Mote) to improve the ovoall Islope For the, intewal Cri, Year) Examples Integrate So ee" Sosy = g(r.3) with yoo) 22 and 6x2, emplaying 4" otder -classicad Rt. Solution: rum Carter) = 2 according to 4S ocdar clossical RL; 9) dot Blei oges de) bx with |g ef fe + Dae ky + ky Stag 1 9 | bi sere yode 3 Shage 2 + by 2g Gay + Loe lg bel) Lagos, 3.5) = 4.91929 ‘stage 2 3 bg = glut tsa, y, tb date) agloas., 4, Loser) = 331 287 shge & 2 by, 2g lane Se, ys +drt,) 2g Cty 5.9129?) = 5.94 S68 Henee , L t fon 42) (421923) + 24, 91239) 4 Ol 5. 34sa)] = 4,20 (03 end gp = 24 CC ,20108 ) = 6, 20103 the erack solution is C6, 190677) ord the Huen’s Result a (6.40103) . Hiu#2 : Repeat KWH port o using GMordar R-i Method ond compre the ceults | graphically. Puc 14°" Agrl , Remtag.Global Relative Errore.) N Enact Solution - Num. Sola, {* pest! Solution Wty Pi fett Petits feo! | Ns _nueiber jot dnote pe Slats Acetate | ity I TTT | Pati chielelatsbes| ot ‘algaathms ane enramely imgarh Stab: lity bounds of the, alg theta} mt Ye deterred pert now = ctr {I yiels Ya ii tie, | | H : oe preg Coase | [stalk is given) by gras LTT tf we ware solving. this [pepe { wale, ule Peat} yh Jy bel -ay" pa ig? Ge rom | 4 ecder ae Integration Gy) Th ledeapan | banded, aay | eo f del) Bab je aeieieieisal eT 8 OF Ger der ds 3x) Sdution of this systens \specified. tequites initial | conditions 40 be ° The metheds +hat we have applied to a single ode nay be applic hero to the ‘system of Ode!s , bul at equations must be sdved simultaneously. That i>, solutions of the equatians ara aduonted In porallet, Examgles leh josie 4, ax ¢ dh ld Laay, Len ce Ue a with iy, (a)= 4 ond | y Cod ab using the classical, 4*" order R-K Method salution ond AX= 0.5 Stage 1: First compute the slepes at the besinning of the PPTL Unterall bave= 9, ey de Inn) 19, C0.4,6 Je -2.0 bebetto tte bl le told RV Ts Stage 2: Now using thee slopes compute y's at midpoint y Gas) = G+ Ged@aloas yp Coas) |= 6 + C18) oa) 2 ous Now compute slopes ot the midpoint be = 9, Cxr025) 25, e645 ie Las bea =) 9, Corr, 3.5, 6.05) = nal Now uaing these Slopes, we may updote y's lak the inideome,Stage 32 y,C 0.25) = $= W95)C 0.25) 5 2.56 ge (0.27) = 6 + O90) as) s 6.42 Finding slopes using these values tea = 9, C927), 3.56, 64d)E, 198 | | bes g Conk ast @.) gaa) an Try {+t ; paeee stage ut Using | tHhese Sines) co. e a a We can, ak | the end | of interval 4, OF) lee pitedto}sh bale 9, Ces, Sel, ese) 2 L358, Thea hE fae) Gea mada] - seth, TT # = +f us Chalet aalalaaeiab h Lang t 31. | | } | | CCEA CEeeCee and the iol values of y's. ab) eees\ pee sh iS is CCCELE Tt i i 3 jtalt bald RECPESH EEE | | eh = Gas) b3.te Pr alo) + 6 U9) 9) = 66 4 | [tt Doe! > Completed} Feet eral. the clfaticy GP oder Barge! te neh written, Gelirr Beha} it Tate rT i. jt f+ Beir + bet > BE te Tre we + bye Be de (eee ty ae TI “ Bete, (ei 4.dx 1g) | Seca tee e Thea Ye cay = Hp} tal te { y'? +29, 423, 49,9)Bees Sere Zz a ef where pre Oo 1 peels | iets oe cue = 9p Or Oe tee TA bah eT Htghec Order OD€'s + Sometimes the Od6!s 4a be solved ore in the |fecon fois | Sg hel gt pred | Tah aystoat Fee tle gg" eg gSh.) with Tc's ylrde y, 3 yo) =y,' 5 --- Such odf's may be Sdlved by 4tronsforming them into equivalent af first order ods, f Say ty Yor Ona = and the IC's ore cost ta the followthg focea ys gpm TCt gle) Hy, Yy= Bp PEC ty, he Ga)UUW UO Evamplez Damper spring | mass system * b pert tt tt elem + ky =.0, Winein sion leis) fel Geta) | | BaUSCCaEEERTREs + {Tt TPT perry | | clue the label bd {ean stab i I i | and Pet}. Ixlo) > dna 2 Gols 2 ital we rr tt ft tt ' Ry Method... Plot billed ws. lima jeueeya lpyfareciagt | becomes a4 ape pert of order two or Tet tet ailacy he “hig im maybe. recded at ‘different | values alues of | the. indeperdek | vente, rather than | ati 6 Bingle falar site these pancidns hile specified lat the “boundaries od! the sgelem sich potent e called bendy Vale | prablects. | | im Thee ore different technig | 1 Biitel diffe rence meted [finite sleep inte validene. | 4 [abpah method. ues) ts solve UBYP LG:@ | Prive! du hs To this approach . the clevivatives ave represented by Finite difference Pormutas of the desired order af acceraey ond the ODE is convarted te! an algebraic! equattar system that is solved fer disccete pomts at which the finite difference — farenules cre employed. Examples MELEE Lb) Ac, P — puimetor faa is Gain of area ne OD at ae Ee Cate Creeks e ae L ae tal lt fee ec de™ _mrees | % ‘axe | ” lel fh | tAc 1 4 | Finite difference eprosontation of 28 i caruenioatly |obte'nd i ag t 1 uring Taylor sestes th | Bo. all = Ben 128s + 8ts0 oC ax) | da* |. 6x ¢ o'/ og) 2007 @ cea) | 6. f deo) ) | @: -2@2\+ Oo) me, ae du* | Ged) | On 4205404) om By pO Bee feu, O3-20y+05 m0, 20 oy t és I, O5-= Trig - Too Dele ees 4020090 a Tete 6 -(24m"Sx" Jog +20 Aft $0 Jo 6, ° + Oy - (2+ m™ bx" JO, 484 20 O} 4 tented 1 fo es = oO A tots} d ey ° &-(2tmidxt}eyrOs22 | | alo Os 2 Thip- Tr Joe eo o a f\ 6Tal Loh = fens} The coefficient mat cia thet wie ended up is called 9 4idaporal Iatix, becawe its diagonal. and tus. neiphbowring dia ganol> ore non= 20/0. and) the cest is|.-2er0\! je Th the tip. woo. edlipkaste ic 38 Se ° IE] Ge. | | [.diefaafs \ lag “4 | | cee vrt=> |) a2 {tf \sler-ou 2g y | iar é Q) Tig specified viichlet type, 3e G@)\ gat ic) = 4) | da | bert | Newmare type e's | Floite iPterende formulas can be dahil] ‘from. Tedd r Kaies expmsions,. | |dtel + olan) t f thx| de} | br | dre! 7a a : iy G@ = Ofc dx} | | oj = 6 [Cr-Jibx) + Oe, - by) | eee Bxpond Gixy about. %e) here! 8+ Oz Pe, = 8; + hx! dO be atay bet ae | ocak) Ge pete reefer rae tp east ta A Pans maltely C4) bay end! Go) by ed sum | ald), + Mec, + Cosple, & (bia) bw ay + Cbta) a tse 4904 cw | (tke) We will sel Fett ae ben = t w)- yl be lsibsdibuiing these saludtons Iota ean (wim) i L by dt f Fe tb, $0 +e sha (4x4)Qist + 3 Chx*) a oc de | = ie % Self-study: Delve ofinite difference formula for 38 with oyt i ocder atcacacy. | Tn genvel, an ot ecder| accurate finite! difference | formula may be ebtahed for fist-ocder deriyatives Melding p-heiphbooriy poluks an the Tayler Seto Fxporsion. LA&e en styl + biased gta teh | petrol, Garp fathered steoale et) batt stencil ‘ewoliecate +8 T é oe eee Numerical Solutions of Poe's . Ta) most enginearing problems , solution elomains are! multitdimnid This meony donuatives of the @peraing. equation are partial seis ond such equations are called partial diff. eqns, fi Tf Problem is one dlimensional , but | deperdent variable! i also a function of time, again the dift-eqa isa partial differential eqn. = PRE's con be classified as linear and nan-\lneor. ln Moeor PEL coefficients of the Hasilakils. ase. adel fuunehions of the dependent vaciable, wherwas in| mon-hheac PDE's coefficients. * Gilukions of ton-lnear Fofidtshal | abal def ledechabid—[linbodad td lmear problem, the dependant variable con be split, tna mane depandbet voidbles, r £9. 0 fartey => Vd source => \ V* (Foaten + Ppoarce) = t } el ey | aioe tt it ler) UF day | oe 2x 73x Medel Equations: Model Equations help undasdand behaviour of numertced algorithms , and develop new algarithens.sLaplace's eqat pe vig = Vets 0, T= +teme “Diffusier of heat ( unsteady heat canduct.) Ba). avis = 4 (2p ae) eLingar | convection - olif{fusion : OW pg 2H Le Btw ae) ex bo Qixt je Non -bneae \, <@nyectian ~ diffusion eqn, C Buggers, ¢9a (Bel) ay) Lp ate {+ at ax ax | | 1} e Wave! equation 24 2 yt _3ty | Set. exh * Convection sequation 84 4 a AW ao, ae ax *Nan+ Tinga cadvecition Uinviseid Burger's eq ia {fy au v =O | lee ay | Elessification of 284 Order PES HH A general second order , Lihear PPE ft 2b Hb By + fat all xy, | jee] Eg. Poits ony eqn C Laplace y+ | source) aan Vipl= flr) | | ttt { | oe +44 = fay) 4 ait, beg, end) ys) Ae S47) hae Riu Lo, lellipatcadl (Brkt uae => parobolc jf S2b% nace hyperbolic equator : {Poisson's es 9 [oy / 2004 fatal {ate thd eee ep q=\4_lbelol ent! die | esd Bebt-4ac So so, this eq. isan elliptical equekion Gdeal) Incemprassible ,potertial flow: Veo (alliptrcal eqn.) PRUliphead eqs uguelly arise for problems that desecibe equille Cue conditions Cboundary value problems) Other examples, Steady-State temp, ditrileution , stress old tyloution in solids, The domain of solution for an elliplical WE li a closed (agian, i 0 arse “happy boundary canditions. On the clased’ boundary of tha solutios domain, eithe, the valle of the deperdat variable , or Hts Aotmal gradiont or Uhaae combination of the two ts prescribed, If = ty, Dirichlet ype boundlary condition and afi bad 2 f Von- Neuman Ayre boundary .canditiga. ean > Pambolic PVE's A=b*- ace oO E.g, Qqe-climenriorrh —canvactioa~ diffiriea eqn. CC A dsp Tash ees at ax ant porabglic ay Bei dala o PTI dad>This equation ceprsois the... convection: of the .quantity uy shia egion with velacity , aad the diffusion of wat the sane time. i ceo Rararesieo eet ae tabasee = t > + [3 ths |selltion | dlaertih iPr al” pevaatit PDS}, falafel agian. [An initiod distribution of tne dependent variable and tu |sety of boundary deh tions are tequleed ft a complete, descci¢tion at Ithe pralolem . | f Burger‘ 8 eqns {| ly Bu, Be Lp ete “ed "| Vae ext Unsteady heat conduction: | felt an LC er ae = parabalic in time = ope et ex | | -ebdiptic |i spe A sleaoly- sfa.be ak paink: | WPT ao % (Fike Difference Applications Consider the heat, diffusian, equation | Perry ry ar ) Bir ‘ ee ee ak | an?) it (oe Salulon tt His aa_bal qaformdd| by tlhe sing.) fiat inh [fom dad time vases land than Subsbibtng | Alahe | li therdace apresantation. af the ldeivativgs late | the ME fiery tt | | i Initial condition tmnt be speci fied % T= TH, x)This results 9 discrete eqns nat ny cojw peta leg, lett ae) celg) leetey | [Tate = ru" Thal” | ol otc) oe bx? where indices ¢| dad a represedt paints inl Space and time, reipedialy Ti. = Ty, t") = T Ci by, a be) phere fk and A re integers. ore solictioa is! available | for disteete | time £%, thd |soluibs ak the next bime step, +, shale fod fal easily oa * Te el oh roa (te - an + Tel] pif the equation is written for every ¢, then we obtain the (solution at (net)? | step. amity ST et ext arta at At 4 fe > forward | dif 0 (at) f a a ae ST Pe + 0 Cot, bx) ne lor, ryt = et bes (79-28 + Tin’) "Notice that there 5 only one unknown term Cnet term) ih 4his eqn, Tn other wards, this finite difference eqn.(FDE).\mnaqy be directly wed to Jobtan slo's ot the next time levelo.nete fon sevens dierete point io space (i). Such an algorithm is called an enplicit _algarithans =? Now, conider we use q backward attfesence forthe, time deivative The * tt tde-| [ : | at | ea Talal “et. aE % a a Ly a Bet Petar tel +2.(da") ae | ox 2 ol atlas) eat {irtetetait f ly bat> Notice, there ard 2 unknowas._ sete tthe jesla: chine —leset ~The, this difference eqn. ta wcitten fer euery | discrete, pointe (tates ? jond then near gystem af algebrate eqn? iy obtained. | Thetafare, this.\a\gerithm | i) called on implicit | olgasi#heq. |_| | 2 MTn_an explicit “algorithm, the solution variable at the solution time level | is_coupled +e tha, neighboring Cin, spece) solution Totals ot the fame time, | level (solution -time step). | | Recall i { | Tiel oe byt atel+ tity) +2 Cae, bye) the order of accuracy od 4 numerical algecithan i} cansiolered tHe Sane ' as the lowest -arder truncation. erin In the difference 29. So} the; above algar'thm (scheme , technique, method) isa flak order gccurote. Mow, let us consider the, model eqn. | | Ceanteal dif force) The model eqn becomes [Test wee Tel odal eee tele 26x tow | ty [awl ol TT tal sa pal Phd || fat an | det us| use farward difference Hee = | | at}. et | " oer a } er) | be i | | low. \’ ee ochat))| | | (ak t hy | 1 | . | | ; | | Wa Me Bt) Guy — et} Pa aa ISGCRROEES uel [V fak ae Nt * i zh } | Elat if = } ' odd-even cle _leaupling Lae | eae I a Na \axe Ampce stable Aificultdabery ab euctericol stabslidyoh us bk Ox = fatio Step to Court sumber. (CL — Court - Fredanchs + Lewy ) of distae tra: But Consistengy 3 the obove explicit zero | et us consider i net jand FD reptesortatian —y | wi aim We Ot foreword Tayler series fepresontations of wi Mt | be lad tT de ae | 2 ws blah 1 bel dels? |, | bet ax 2 Oey eb Wy be oe |” bx? arb 2 Substitytion gives ; were Bese wt the gel! + - ate" ed hy 4 Hence: fe ee \+ (ae) = 2 eke As bk ond & =P this ean algerithea velled | Gy information ja one ‘time. the call size C intoral size bb not stable for any o > Cansbtongy states that the €Deq. shosld tend to gp &> the orighal differential eq. when step Sites bt, hx ars made go +2 = ak Cond ee eaketat WacPth Fobgticlcled.th eheladest aa te peal eg ' Btw! | deltas) ae! Bee To tan) any | jetelr water ofertas fe Bl ge] an f= 40 anyy beromes2 wich ts tha eriginal sith eqn. Tharefere ithe above explicit algaithn has cansivtency _ pcoparty. si CoECCoy | tte | » |S Consistency, ip cequired bub ts. f { f pot sufficient far gu alga jithnn ryt | bi [| Le) bee! gt ble || \ €e% \-} |} * i >! tft | uy Genta) | [eam | it ETT TT | fT bet ctel | Two) types: 4) pears | found -le fF | eT] + % > tragcetion | ~ => The, numerical algolith mart aot allow these frors ty eae indefinitely (they must remain boueded) jf the Talehed geow, then Ahe actual physical information is. contaminaked,, aminin stability of algasithms is | vec Tiigdcbad gad a feguiced property. LT i —> if the error) ¢ is defined os the sitet |be-kuoen the lnumauiced ond exact Solution, +tne.o| far stability. I] | in af Hest Peer wee x im [Phiks and Indeed ot ia. conditian on the sofa Tod thal, lade = Nuaiieal stability or total Horns aa. [Beeaa: goede ‘stable | $44. +#—+ 424 = Ph lem may ba so ||| (ph, vel ae vial Problem. may ba SS hate physically), > Nurtarical algetthns ued to! salve \'k) aust, aitehs! Fe dada stable, in, ile sf fapthiles the corceet. pan luhich nay - gnretain inherent ffi ahysicsh eae Of instability,Foucier, Won Neseaan ) Stability ) Adelysis et Numeriéal Algorithms anes math: care = (2°? ee 7) where Tr 2" She 2 1 (et? _, 79) t | Consioler| the adel eqn. Bet! cru Be! and “its FE! ragrescntqtinn Eis Wexack + Yaum Hel etcots aszaciated with| disccete Values | ae f we we) wea, we? ea and ith FD top. t det L-4 t EN respectively, Thea, £2 62). J be abn with my dae | Ai Jou 209 5, oc whg bye yrle |, bx = Lp Fates = pumbe of intervals > the last expression is substituted inte the FRE or, 2bx or i Keems of each individual term, | (sy 5") ernie ep eTunln (etn ae oon — defining the amplification facta, G O85, ’ ? sep Nate elim ={4-4, — (e -e 2hxfor stability @¢4 , Othewve || erronagrows IL | GB for above! algorithm » | | Ge 4-4, Be acamp] = d+ (dy Ae) aod pital TT | | For | Bide cho (Ab Se los | @ >a 2 There fora this’ emplicit algo to — is alumys. Lek Heree., laa such model equation | using ar explicte ite fhee hap no! well shart cuts. Consider wa wtite; || 9 Bet eda te eet lelalet tel ett ae. ska | Fe} le Aen te tt | | 72 Sabstitutiyg these Inte | FOE chide a eer ef =A | [ | | “Thay | fa Lett Ee ae a mee | HH | [abe } ade ee | | Pre | [Petine ole ART] 2 | Se J=)r-s es | ha Gi eral af zee j++ t (hen lek | Kare 2 9 np fat TI tpt Jo] + ue (He Be \P ain? 34 (ee tinytabie || [earl + + ae + ' t | How con wo) make | such on explicit pheme for tre model eq eating oo ay et Pee EH fri ae ax > Consider an the | cighbh-side | uo have sand -orcler deduative of sith respect 9 te. with | sonal coefficient This fein fetal t) he ANS |, iv cold artificial (aida oh | Bee Stee Se FS Adele tive: shtime expirertely | | at ax ax* { ae Pere Lt ah oh “ + 1a tothe Bal ae ae abel awet to dat, tbs) St Aax 47?Von Newmann Anotysirs fee k SulsticuGing. these tl | baud Tea tebe Tkbe Than wee nl] lg Ale te | ty Ae. arr eyes ae 2 bx Ant Srouping sieai lar terms 4 abe thas od Tat Wel Tb tal | aol eh Yel Fe amy y be ale a ts) Obx oe since |s|= | £2" [eas ee be The = TuAY) | y ob Teay | PTkOe | reas EP ET rmer ttd ee oe fel = fa a, Beton (box) ay Be Cem Ghax)-}| = |Et+2egh coos Gain) dT ef sm Ceend]} WIL fis 2» ae Ces ainda fay {ae cima]! ed she oe (by fend -td + dot (BY Com p-2em p ot) eat t Fe et Bt cin gw bet Let yp St = Roy, “cat reyaddh aumbor ly BE LerL | or ro Remy Ceorget) + 4 (ogy Ceo)? + (cea) sin *p 9 Tn generol G can oe anything. No constakt should be placad | Vel tcl sable be Rg, Coorg-t) 4 4 Reg, Comp -2eorz sa) a Cer) snp go@ |For peo + hey oe 4 (Reg, aieewho sia! 22 /oqfasoe Paafe> ¢ligy 4 4 (Rey)? + Core)™ ga PT EBT ETT | +} ee locen g avi ay egy fer stabiliky, ' PET et Teed ieleeh Leb! im [ARdaa) (2 Alay eh) go, i PP. He Baie LA bela eel = | | Tenplicit | Atgpidns 5 rrr Trt mH : Cec =? Consider ogni 18H. ug, 84 2 at ax | its clear 1 tt} {ff} ft tt | thad haa fh ab Sadat Tal Phat dis grative thi, I koh a absae at Pore Ue Feaglicitly (il pnt nt vin? bale) Rearranging above ; (Trt “FEY Hy be a [ee zoe Ws we ot =e dee ae =e sz tert @)sabe ize | dg it Tsing o& FH \e"*| L { ‘ ad | L-| Icru sin? \4(Uo Behe 44 ere? gintp lee Geen eo Croce sity t or A+ CFL? shta § 4+ geFitsin B® + cre%sih"p 0 § cect sh"B Cin crip) No canstaint must be ploced on 2 —* The above condition ‘x satisfied for ogy Band CFL). Howe the obove impliert —algarithen 8 _uneaditidnally, s-oble.. > For implicit aly im thas to comdyahk on CFL cele uy AE it bx [|e tmalicit algorithms | allow tage tine steps Therefore ,, fora ‘steadly she Isolutlon it may be very efficiank.. | | | ATF the problem is a time -dliptrdart problem, chaasing- a lagga tine Isdop will yield largo truncation ercar and the ‘time clegendant chaocler of tha solution will be Influenced | advavely! + t > Therefore, .uihan time deyrdot solution b soyht, time-step sine pout be small for accuracy ond thon dum dase of tombel algernns Hho allo loge tina steps “> loot | | 128 Joy J 400s, RUNGE-KUTTA NET Heb | | This js a. multi- stage_methed Cexplicit). | Be pg SH cy Be | at oe | age for inganeral any A28!s in the following fas cM oe RU) whee RLU) reprepents pul the cemaining lteeays | M4. 5 resi duct PRE@_ | +902 con be solvesl Using tha. RK methods Aa RL mathed 1s| Beer stipe ACE . 4 Ett + I tot { Ct } { } } + sige a || HY > Lot geal fe Cae) | T (OST tat b Tay oh [eCdery | v EP b or vn ia ‘cast ninaed Hee E ad + eae ECE | “Then she aiff. eqn. becomes! | o wil bay Se dee 4 PA pots | I | | et mm! Try | ta 4 el Saal a Fe Gaia) ela leia | | a6 e | | | | | Tel bah lod Tabata 3 sibility “analysis | that his sin : is {acanditiccally stable._| | Ee |e since the Skoue algnithm teqyices he Hae 2past time levels, | ttystarting the solution. 2. wally dane whg a step-shema. (eg forward — aliff. in tina.) Lenplicit Methods (Parabolic 206") abenplicit | Mekhnals Crerabolis 896’) eel pfeil] ti cl i Leet at axt Backward difference | in_time & Ba aE ah yo cae) | and [Avetage of certrad) diffororces at et At time eels nandn-1 for Btu ext aw "pf seteat ss AE HE! L ax ba jsubstitude these into medal eqns hece LHS con actually bo written as | a { we a LT leera oie aa Then above algaith is actually 2° acder accurate. in time since the space derivatives. are ovaaged far the midgotnt | in tine biaterudl. Erank- Nicaliswn Method ¢ 1 iscsetize the derivatives lak thmé level d¢f , midpactal the integration ndarwa. TT we equate 9 9 by Att wegee a to Met Substituting |@_Rearcayging 2 | i mee [mr] Bue aie - f ted =| kat |? ( ax) f Coe ee leh eee be + bm het which. maybe, watt as of. | eno $4. es +—|— waa . - | at ska ac aye RWS te3 f | net " t rt Het jy ba cay ne } | isl iman-4 au € t eT Ta bare Cree be ii I } f { [s fe bil } av t wie as! | [Tt ae) ay" a i | | vec System elf. | % | fore cefining S82 ul tet A generat faces for disccetiaing a ify 4 ath aed pall. | a | 4 t . “fe dean aes jeccp elas Het bx tf Reo = fall explick |C ford tind | eqrteal | cpspace) ar 3 Crntl= |Wicoleala | gheycittien Cimp heh) | A Tas { a fod | cotpal dliffeece VW Ga bas Pall implicit Cbackward in time, cant al ta space)