File:Numerical integration illustration, h=0.25.png

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Summary

Description Illustration of Numerical ordinary differential equations
Source Own work
Author Oleg Alexandrov
 
This diagram was created with MATLAB.
Public domain I, the copyright holder of this work, release this work into the public domain. This applies worldwide.
In some countries this may not be legally possible; if so:
I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.

Source code (MATLAB)

 

% illustration of numerical integration
% compare the Forward Euler method, which is globally O(h) 
% with Midpoint method, which is globally O(h^2)
% and the exact solution

function main()

   f = inline ('y', 't', 'y'); % will solve y' = f(t, y)

   a=0; b=4; % endpoints of the interval where we will solve the ODE
   N = 17; T = linspace(a, b, N); h = T(2)-T(1); % the grid
   y0 = 1; % initial condition

   % solve the ODE
   Y_euler = solve_ODE (N, f, y0,  h, T, 1); % Forward Euler method
   Y_midpt = solve_ODE (N, f, y0,  h, T, 2); % midpoint method
   T_highres = a:0.1:b; Y_exact = exp(T_highres);
   
%  prepare the plotting window
   lw = 3; % curves linewidth
   fs = 20; % font size
   figure(1); clf; set(gca, 'fontsize', fs);   hold on;

   % colors
   red=[0.867 0.06 0.14];
   blue = [0, 129, 205]/256;
   green = [0, 200,  70]/256;

% plot the solutions
   plot(T, Y_euler, 'color', blue,  'linewidth', lw)
   plot(T, Y_midpt, 'color', green, 'linewidth', lw)
   plot(T_highres, Y_exact, 'color', red,   'linewidth', lw)

   % axes aspect ratio
   pbaspect([1 1.5 1]);

% save to disk
   disp(sprintf('Grid size is %0.9g', h))
   saveas(gcf, sprintf('Numerical_integration_illustration,_h=%0.2g.eps', h), 'psc2');
   
function Y = solve_ODE (N, f, y0,  h, T, method)

   Y = 0*T;
   
   Y(1)=y0;
   for i=1:(N-1)
	  t = T(i); y = Y(i);

	  if method == 1 % forward Euler method
		 
		 Y(i+1) = y + h*f(t, y);
		 
	  elseif method == 2 % explicit one step midpoint method
		 
		 K = y + 0.5*h*f(t, y);
		 Y(i+1) =  y + h*f(t+h/2, K);
		 
	  else
		 disp ('Don`t know this type of method');
		 return;
		 
	  end
   end

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Date/TimeThumbnailDimensionsUserComment
current05:02, 25 May 2007Thumbnail for version as of 05:02, 25 May 20071,500 × 2,183 (85 KB)wikimediacommons>Oleg AlexandrovMake exact solution smooth

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