SE301: Numerical Methods

Topic 8
Ordinary Differential Equations (ODEs)
Lecture 28-36

KFUPM
(Term 101)
Section 04

Read 25.1-25.4, 26-2, 27-1

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Outline of Topic 8
 Lesson 1: Introduction to ODEs
 Lesson 2: Taylor series methods
 Lesson 3: Midpoint and Heun’s
method
 Lessons 4-5: Runge-Kutta methods
 Lesson 6: Solving systems of ODEs
 Lesson 7: Multiple step Methods
 Lesson 8-9: Boundary value Problems

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 Lecture 30
Lesson 3: Midpoint and Heun’s
Predictor Corrector Methods

CISE301_Topic8L3 3
Learning Objectives of Lesson 3
 To be able to solve first order
differential equations using the
Midpoint Method.
 To be able to solve first order
differential equations using the
Heun’s Predictor Corrector Method.

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Topic 8: Lesson 3
Lesson 3: Midpoint and Heun’s
Predictor-Corrector Methods

• Review Euler Method

• Heun’s Method
• Midpoint Method

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Euler Method
Problem Euler Method
y ( x)  f ( x, y ) y0  y ( x0 )
y ( x0 )  y0 yi 1  yi  h f ( xi , yi )
for i  1,2,...

2
Local Truncation Error O(h )
Global Truncation Error O(h)
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Introduction
Problem to be solved is a first order ODE :
y ( x)  f ( x, y ), y ( x0 )  y0
 The methods proposed in this lesson
have the general form:
yi 1  yi  h 
 For the case of Euler:   f ( xi , yi )
 Different forms of  will be used for
the Midpoint and Heun’s Methods.
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Midpoint Method
Problem Midpoint Method
y ( x)  f ( x, y ) y0  y ( x0 )
h
y ( x0 )  y0 y 1  yi  f ( xi , yi )
i
2 2
yi 1  yi  h f ( x 1 ,y 1 )
i i
2 2

Local Truncation Error O(h3 )

Global Truncation Error O(h 2 )
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Motivation
 The midpoint can be summarized as:
 Euler method is used to estimate the solution
at the midpoint.
 The value of the rate function f(x,y) at the mid
point is calculated.
 This value is used to estimate yi+1.
 Local Truncation error of order O(h3).
 Comparable to Second order Taylor series
method.

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Midpoint Method

( xi , yi )

x0 x 1 xi 1
i
2
h
y 1  yi  f ( xi , yi ) , yi 1  yi  h f ( x 1 ,y 1 )
i
2 2 i
2
i
2
CISE301_Topic8L3 10
Midpoint Method

slope  f ( xi , yi )

( xi , yi )

x0 x 1 xi 1
i
2
h
y 1  yi  f ( xi , yi ) , yi 1  yi  h f ( x 1 ,y 1 )
i
2 2 i
2
i
2
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Midpoint Method

(x 1 ,y 1 )
slope  f ( xi , yi ) i
2
i
2

( xi , yi )

x0 x 1 xi 1
i
2
h
y 1  yi  f ( xi , yi ) , yi 1  yi  h f ( x 1 ,y 1 )
i
2 2 i
2
i
2
CISE301_Topic8L3 12
Midpoint Method
slope  f ( x 1 ,y 1 )
i i
(x 1 ,y 1 ) 2 2

i i
2 2

( xi , yi )

x0 x 1 xi 1
i
2
h
y 1  yi  f ( xi , yi ) , yi 1  yi  h f ( x 1 ,y 1 )
i
2 2 i
2
i
2
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Midpoint Method
slope  f ( x 1 ,y 1 )
i i
(x 1 ,y 1 ) 2 2
i i
2 2

( xi , yi )

x0 x 1 xi 1
i
2
h
y 1  yi  f ( xi , yi ) , yi 1  yi  h f ( x 1 ,y 1 )
i
2 2 i
2
i
2
CISE301_Topic8L3 14
Example 1

Use the Midpoint Method to solve the ODE

y ( x)  1  x 2  y
y ( 0)  1
Use h  0.1. Determine y(0.1) and y(0.2)

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Example 1
Problem : f ( x, y )  1  x 2  y , y0  y (0)  1, h  0.1
Step1 :
h
y 1  y0  f ( x0 , y0 )  1  0.05(1  0  1)  1.1
0
2
2
y1  y0  h f ( x 1, y 1)  1  0.1(1  0.0025  1.1)  1.2103
0 0
2 2
Step 2 :
h
y 1  y1  f ( x1 , y1 )  1.2103  .05(1  0.01  1.2103)  1.3213
1
2
2
y2  y1  h f ( x 1, y 1)  1.2103  0.1( 2.3438)  1.4446
1 1
2 2
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 Heun’s Predictor
Corrector

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 Heun’s Predictor Corrector Method
Problem Heun' s Method
y ( x )  f ( x, y ) y0  y ( x0 )
y ( x0 )  y0 Predictor : yi01  yi  h f ( xi , yi )

Corrector : yi11  yi 
h
2

f ( xi , yi )  f ( xi 1 , yi01 ) 

Local Truncation Error O(h 3 )

Global Truncation Error O(h 2 )

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Heun’s Predictor Corrector
(Prediction)

( xi 1 , yi01 )

( xi , yi )

xi xi 1
0
Prediction yi 1  yi  h f ( xi , yi )
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Heun’s Predictor Corrector
(Prediction)

( xi 1 , yi01 )
slope  f ( xi 1 , yi01 )

( xi , yi )

xi xi 1
0
Prediction y i 1  yi  h f ( xi , yi )
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Heun’s Predictor Corrector
(Correction)
f ( xi , yi )  f ( xi 1 , yi01 )
slope 
2
( xi 1 , yi01 )

( xi , yi ) ( xi 1 , yi11 )

xi xi 1
h
y 1
i 1  yi 
2

f ( xi , yi )  f ( xi 1 , yi01 ) 
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Example 2
Use the Heun' s Method to solve the ODE
2
y ( x)  1  x  y
y (0)  1
Use h  0.1. One correction only
Determine y(0.1) and y(0.2)

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Example 2
Problem : f ( x, y )  1  y  x 2 , y0  y ( x0 )  1, h  0.1

Step1 :
Predictor : y10  y0  h f ( x0 , y0 )  1  0.1(2)  1.2
h
Corrector : y  y0   f ( x0 , y0 )  f ( x1 , y10 )   1.2105
1
1
2
Step 2 :
Predictor : y20  y1  h f ( x1 , y1 )  1.4326
h
Corrector : y  y1   f ( x1 , y1 )  f ( x2 , y20 )   1.4452
1
2
2
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Summary
 Euler, Midpoint and Heun’s methods are
similar in the following sense:
yi 1  yi  h  slope
 Different methods use different estimates of
the slope.
 Both Midpoint and Heun’s methods are
comparable in accuracy to the second
order Taylor series method.

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Comparison
Local Global
Method truncation truncation
error error

Euler Method yi 1  yi  h f ( xi , yi ) O (h 2 ) O ( h)
Heun's Method
Predictor : yi01  yi  h f ( xi , yi ) O(h 3 ) O(h 2 )
h
k 1
Corrector : y  yi 
i 1
2

f ( xi , yi )  f ( xi 1 , yik1 ) 
h
Midpoint y 1  yi  f ( xi , yi ) O(h3 ) O(h 2 )
i
2 2
yi 1  yi  h f ( x 1 ,y 1 )
i i
2 2

CISE301_Topic8L3 25
More in this Topic

 Lessons 4-5: Runge-Kutta Methods

 Lesson 6: Systems of High order ODE
 Lesson 7: Multi-step methods
 Lessons 8-9: Boundary Value Problems

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