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    Lecture 9

    Uploaded by

    Yovan Carvallo
    The document discusses differential equations and numerical methods for solving differential equations. It introduces ordinary differential equations (ODEs) and partial differential equations (PDEs), as well as initial value problems (IVPs) and boundary value problems (BVPs). It then describes the finite difference method and explicit and implicit finite difference schemes for approximating the derivatives in a differential equation using finite differences. Examples are provided to illustrate applying forward and backward finite difference schemes.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Lecture 9

    Uploaded by

    Yovan Carvallo
    24 views27 pages
    The document discusses differential equations and numerical methods for solving differential equations. It introduces ordinary differential equations (ODEs) and partial differential equations (PDEs), as well as initial value problems (IVPs) and boundary value problems (BVPs). It then describes the finite difference method and explicit and implicit finite difference schemes for approximating the derivatives in a differential equation using finite differences. Examples are provided to illustrate applying forward and backward finite difference schemes.

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    © © All Rights Reserved

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    The document discusses differential equations and numerical methods for solving differential equations. It introduces ordinary differential equations (ODEs) and partial differential equations (PDEs), as well as initial value problems (IVPs) and boundary value problems (BVPs). It then describes the finite difference method and explicit and implicit finite difference schemes for approximating the derivatives in a differential equation using finite differences. Examples are provided to illustrate applying forward and backward finite difference schemes.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    24 views27 pages

    Lecture 9

    Uploaded by

    Yovan Carvallo
    The document discusses differential equations and numerical methods for solving differential equations. It introduces ordinary differential equations (ODEs) and partial differential equations (PDEs), as well as initial value problems (IVPs) and boundary value problems (BVPs). It then describes the finite difference method and explicit and implicit finite difference schemes for approximating the derivatives in a differential equation using finite differences. Examples are provided to illustrate applying forward and backward finite difference schemes.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 27

    2

    3
    𝑑𝑁
    = −𝜆 𝑁 𝑡
    𝑑𝑡

    𝑁 𝑡 = 𝑁0 𝑒 −𝜆𝑡

    𝜆 = 5700

    4
    5
    •
    •
    •
    •

    6
    𝑥2 + 𝑥 − 2 = 0

    𝑥2 + 𝑦 − 2 = 0

    𝑑𝑥
    +𝑥 =0
    𝑑𝑡

    7
    Persamaan Diferensial
    (Differential Equations)

    Persamaan Diferensial Persamaan Diferensial


    𝑑𝑓
    +𝑥 =0 Biasa Parsial
    𝑑𝑥 ODE PDE
    𝜕𝑓 𝜕𝑓
    + +𝑐 =0
    𝜕𝑥 𝜕𝑦
    Initial Value Problem (IVP)

    Boundary Value Problem


    Finite Difference Method
    (BVP)
    8
    𝑡
    𝑥, 𝑦, 𝑧
    𝑓, 𝑔, 𝑠, 𝑣, 𝑎, 𝑒𝑡𝑐

    𝑡, 𝑥, 𝑦, 𝑧

    𝑑𝑓 𝑡 𝑑𝑥 𝑡 𝜕𝑓 𝑥, 𝑦, 𝑡 𝜕𝑓 𝑥, 𝑦, 𝑡 𝜕𝑓 𝑥, 𝑦, 𝑡
    , , , ,
    𝑑𝑡 𝑑𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑡

    9

    10
    𝑑𝑥
    = 𝑓 𝑥, 𝑡 , 𝑎 ≤ 𝑡 ≤ 𝑏, 𝑥 𝑎 = 𝑥𝑎
    𝑑𝑡

    𝑥(𝑡)
    𝑡 = 𝑎, 𝑥 𝑡 = 𝑥𝑎

    11
    𝑑𝑥
    = 𝑓 𝑥, 𝑡 , 𝑎 ≤ 𝑡 ≤ 𝑏, 𝑥 𝑎 = 𝑥𝑎
    𝑑𝑡

    𝑡 ℎ
    𝑏−𝑎
    𝑡𝑖 = 𝑎 + 𝑖ℎ, 𝑖 = 0,1,2, … , 𝑛 → ℎ =
    𝑛
    𝑥(𝑡)
    𝑑𝑥
    𝑥 𝑡 = 𝑎 + ℎ = 𝑥𝑎 + ℎ = 𝑥𝑎 + 𝑥𝑎 ℎ
    𝑑𝑡
    𝑑𝑥
    = 𝑥𝑎
    𝑥𝑎 𝑑𝑡

    𝑎 𝑏 𝑡 12
    ℎ
    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + 𝑡𝑖+1 − 𝑡𝑖 𝑥 ′ 𝑡𝑖

    ℎ = 𝑡𝑖+1 − 𝑡𝑖

    ℎ 2
    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖 + 𝑥 ′′ 𝑡𝑖 + ⋯ + H.O.T
    2

    𝑂 ℎ2 → 𝑂 ℎ

    13
    𝑑𝑥
    = 𝑥 − 𝑡 2 + 1 = 𝑓(𝑥, 𝑡), 0 ≤ 𝑡 ≤ 2, 𝑥 0 = 0.5, ℎ = 0.5
    𝑑𝑡

    𝑡0 = 0.0 → 𝑥0 = 𝑥 0 = 0.5
    𝑡1 = 0.5 → 𝑥1 = 𝑥0 + ℎ 𝑥0 − 𝑡02 + 1 = 1.25
    𝑡2 = 1.0 → 𝑥2 = 𝑥1 + ℎ 𝑥1 − 𝑡12 + 1 = 2.25
    𝑡3 = 1.5 → 𝑥3 = 𝑥2 + ℎ 𝑥2 − 𝑡22 + 1 = 3.375
    𝑡4 = 2.0 → 𝑥4 = 𝑥3 + ℎ 𝑥3 − 𝑡32 + 1 = 4.4375

    14
    15
    𝑑𝑥
    = 𝑥 − 𝑡 2 + 1 = 𝑓(𝑥, 𝑡), 0 ≤ 𝑡 ≤ 2, 𝑥 0 = 0.5, ℎ = 0.5
    𝑑𝑡

    𝑥 𝑡 = 𝑡+1 2 − 0.5𝑒 𝑡

    16
    𝑒𝑥 𝑒

    17
    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖

    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖+1

    18
    𝑑𝑥
    𝑥𝑖+1 = 𝑥𝑖 + Δ𝑡
    𝑑𝑡 𝑖

    𝑑𝑥
    𝑥𝑖+1 = 𝑥𝑖 + Δ𝑡
    𝑑𝑡 𝑖+𝑖

    19
    𝑥 ′ 𝑡𝑖+1

    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖

    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖+1

    𝑂 ℎ

    20
    21
    𝑑𝑥
    = −10𝑥, 𝑥 0 = 1, 0≤𝑥≤1
    𝑑𝑡

    𝑥 𝑡 = 𝑒 −10𝑡

    ℎ ≥ 0.2

    22
    23
    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖

    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ𝑥 ′ 𝑡𝑖+1

    𝑥 𝑡𝑖+1 = 𝑥 𝑡𝑖 + ℎ (𝑤)𝑥 ′ 𝑡𝑖 + (1 − 𝑤)𝑥 ′ 𝑡𝑖+1

    0 ≤ 𝑤 ≤ 1 → 𝑤 = 0 BE , 𝑤 = 1 (FE)

    24
    25

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