METODOS NUMERICOS

CAPITULO XI

Julio Angeles
Ingenieria Civil, Universidad Nacional del
centro del Per
Julio_as_1@Hotmail.com
 Introduction to Numerical Analysis for Engineers

Mathews

Ordinary Differential Equations 9

Initial Value Problems 9.1
Eulers Method 9.2
Taylor Series Methods 9.4
Error analysis
Runge-Kutta Methods 9.5
Systems of differential equations 9.7
Boundary Value Problems 9.8
Shooting method 9.8
Direct Finite Difference methods 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

a b x
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 y
Discretization

Finite Differences a h b x

13.002 Numerical Methods for Engineers Lecture 11

 Boundary Value Problems
Direct Finite Difference Methods
Boundary value Problem
Matrix Equations

Finite Differences

Substitute Finite Differences Linear Differential Equations

-1

Solve using standard linear system solver

Difference Equations

N-1 equations, N-1 unknowns

13.002 Numerical Methods for Engineers Lecture 11
 Boundary Value Problems
Finite Difference Methods

Forced Vibration of a String

Finite Difference
f(x,t)

xi y(x,t)
Discrete Difference Equations
Harmonic excitation
Matrix Form
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 N N+1
Central Difference
Central Difference
Difference Equations

Backward Difference
O(h3 )
General Boundary Conditions

O(h4 ) Finite Difference Representation

O(h 2) Add extra point - N equations, N unknowns

13.002 Numerical Methods for Engineers Lecture 11