Worked Example - 16.6 | 16. Error Analysis in Numerical ODE Solutions | Mathematics - iii (Differential Calculus) - Vol 4
K12 Students

Academics

AI-Powered learning for Grades 8โ€“12, aligned with major Indian and international curricula.

Academics
Professionals

Professional Courses

Industry-relevant training in Business, Technology, and Design to help professionals and graduates upskill for real-world careers.

Professional Courses
Games

Interactive Games

Fun, engaging games to boost memory, math fluency, typing speed, and English skillsโ€”perfect for learners of all ages.

games

Interactive Audio Lesson

Listen to a student-teacher conversation explaining the topic in a relatable way.

Introduction to Adamsโ€“Moulton Method

Unlock Audio Lesson

Signup and Enroll to the course for listening the Audio Lesson

0:00
Teacher
Teacher

Today, we're going to explore an important numerical method called the Adamsโ€“Moulton method. Can anyone tell me what you understand about this method?

Student 1
Student 1

Isn't it used for solving ordinary differential equations numerically?

Teacher
Teacher

Exactly! The Adamsโ€“Moulton method is an implicit multistep method. It helps us achieve greater accuracy and stability when solving ODEs. Who can tell me what 'implicit' means in this context?

Student 2
Student 2

I think it means that we need to solve an equation to get the next value, right?

Teacher
Teacher

Correct! Great job! This implicit nature allows us to include the current step's function value for more accuracy.

Step-by-Step Example Calculation

Unlock Audio Lesson

Signup and Enroll to the course for listening the Audio Lesson

0:00
Teacher
Teacher

Letโ€™s go through a worked example. We have dy/dx = x + y with y(0) = 1 and h = 0.1. First, we use Euler's method to estimate the first point. What do we get?

Student 3
Student 3

I think y_Euler = 1 + 0.1 * (0 + 1) = 1.1.

Teacher
Teacher

Exactly, well done! Now that we know y(0.1) from Euler's method, we can proceed to apply the Trapezoidal Rule. Can someone set this up for me?

Student 4
Student 4

We calculate f(0, 1) = 1 and f(0.1, 1.1) = 1.2, and then use the formula: y(0.1) = y(0) + h * (f(0) + f(0.1)) / 2.

Teacher
Teacher

Correct! So, what is our corrected y(0.1)?

Student 1
Student 1

It's 1 + (0.1 * (1 + 1.2)) / 2, which simplifies to 1.11.

Teacher
Teacher

Excellent! So our corrected value for y(0.1) is 1.11.

Discussing Advantages of Adamsโ€“Moulton Method

Unlock Audio Lesson

Signup and Enroll to the course for listening the Audio Lesson

0:00
Teacher
Teacher

Now that we've performed an example, can anyone summarize why we prefer the Adamsโ€“Moulton method over explicit methods?

Student 2
Student 2

Itโ€™s more accurate, especially for stiff equations?

Teacher
Teacher

Yes! The implicit nature provides better stability, which is crucial for stiff ODEs. Any disadvantages?

Student 3
Student 3

We have to solve an implicit equation, which can be more computationally intensive.

Teacher
Teacher

Exactly! Great observations.

Recap of Key Points

Unlock Audio Lesson

Signup and Enroll to the course for listening the Audio Lesson

0:00
Teacher
Teacher

Before we conclude, letโ€™s recap what we learned about the Adamsโ€“Moulton method using our example. Can someone start?

Student 4
Student 4

We learned how to apply it to our ODE and use Eulerโ€™s method to get the initial value.

Student 1
Student 1

And we used the Trapezoidal Rule to estimate our next value, getting y(0.1) = 1.11.

Teacher
Teacher

Good job! Remember, this method is great for accuracy and stability, specifically when we're solving stiff equations. Fantastic work today, everyone!

Introduction & Overview

Read a summary of the section's main ideas. Choose from Basic, Medium, or Detailed.

Quick Overview

This section illustrates the application of the 1-step Adamsโ€“Moulton method through a detailed worked example.

Standard

The section demonstrates how to apply the Adamsโ€“Moulton method to compute the approximate solution of a given ordinary differential equation using a worked example. It outlines the steps taken, including the initial condition and the use of the Trapezoidal Rule for accuracy.

Detailed

In this section, we provide a worked example to demonstrate the application of the 1-step Adamsโ€“Moulton method (Trapezoidal Rule) for solving ordinary differential equations (ODEs). We consider the ODE dy/dx = x + y with the initial condition y(0) = 1 and step size h = 0.1. The first step involves computing the first point using Euler's method, resulting in y_Euler = 1.1. Following this, we apply the Trapezoidal Rule to find y(0.1) by averaging the function evaluations at different points and obtaining a corrected value of y(0.1) = 1.11. The advantage of this implicit method is its higher accuracy compared to explicit methods.

Youtube Videos

interpolation problem 1|| Newton's forward interpolation formula|| numerical methods
interpolation problem 1|| Newton's forward interpolation formula|| numerical methods

Audio Book

Dive deep into the subject with an immersive audiobook experience.

Problem Setup

Unlock Audio Book

Signup and Enroll to the course for listening the Audio Book

Given:
\[ \frac{dy}{dx} = x + y, \quad y(0) = 1, \quad h = 0.1 \]
Use 1-step Adamsโ€“Moulton (Trapezoidal Rule) to compute \( y(0.1) \)

Detailed Explanation

In this worked example, we're given a first-order ordinary differential equation (ODE) \( \frac{dy}{dx} = x + y \) with an initial condition \( y(0) = 1 \) and a step size of \( h = 0.1 \). The goal is to find the value of \( y \) at x = 0.1 using the 1-step Adamsโ€“Moulton method, which is a numerical technique for approximating solutions to ODEs.

Examples & Analogies

Think of this problem like tracking the growth of a plant that grows proportionally to its current height and the time passed. Essentially, we want to predict how tall the plant (y) will be after a short time (0.1 hours) given its initial height.

First Step: Use Euler's Method for Initial Estimation

Unlock Audio Book

Signup and Enroll to the course for listening the Audio Book

Step 1: Use RK2 or Euler for first point (say, use Euler):
\[ y_{Euler} = y + h f(x_0, y_0) = 1 + 0.1(0 + 1) = 1.1 \]

Detailed Explanation

In this first step, we need an initial estimation of the solution at \( x = 0.1 \). We can use Euler's method to do this. We calculate the slope at the initial point \( (0, 1) \) which is given by the function \( f(x, y) = x + y \). Substituting \( x = 0 \) and \( y = 1 \) into the function gives us 1. We then multiply this slope by our step size (0.1) and add it to our initial value of 1, leading to an estimated value of \( y \) at \( x=0.1 \) of 1.1.

Examples & Analogies

Imagine you are measuring how much a plant grows in the first few minutes. If it was initially at 1 cm and grows at a rate of 1 cm per minute, after 0.1 minutes, youโ€™d expect it to be about 1.1 cm tall.

Second Step: Apply the Trapezoidal Rule

Unlock Audio Book

Signup and Enroll to the course for listening the Audio Book

Step 2: Apply Trapezoidal Rule:
\[ f_0 = f(0, 1) = 1, \quad f_1 = f(0.1, 1.1) = 0.1 + 1.1 = 1.2 \]
\[ y_{n+1} = y_n + \frac{h}{2} (f_0 + f_1) = 1 + \frac{0.1}{2} (1 + 1.2) = 1 + 0.11 = 1.11 \]

Detailed Explanation

Next, we apply the Trapezoidal Rule to approximate \( y(0.1) \). We first calculate the function values at the two points: \( f_0 = f(0, 1) \) gives us 1, and then we evaluate the function at the newly estimated point \( f_1 = f(0.1, 1.1) \), which computes to 1.2. We then average these two function values as we apply the trapezoidal formula, yielding an updated estimate of \( y(0.1) = 1.11 \).

Examples & Analogies

Continuing with our plant example, after estimating the plantโ€™s height at 0.1 minutes, we look at its growth rate at both the start (0 minutes) and the next point (0.1 minutes) to better understand how much it has grown in that interval and thus get a more accurate height.

Final Result

Unlock Audio Book

Signup and Enroll to the course for listening the Audio Book

So corrected \( y(0.1) = 1.11 \)

Detailed Explanation

After completing our calculations using the Adams-Moulton (Trapezoidal) method, we find the corrected value of the function at \( x = 0.1 \) to be \( y(0.1) = 1.11 \). This is our estimated solution based on the method we used, which integrates the slope information from the two points considered.

Examples & Analogies

In terms of our plant growth analogy, after measuring how much the plant has grown in the first 0.1 minutes, we conclude that it is approximately 1.11 cm tall, taking into account its growth rate at the beginning and at the new height.

Definitions & Key Concepts

Learn essential terms and foundational ideas that form the basis of the topic.

Key Concepts

  • Adamsโ€“Moulton Method: A multistep numerical method for solving ODEs.

  • Implicit Nature: Requires solving equations at each step, providing accuracy.

  • Trapezoidal Rule: A specific case of the Adams-Moulton method for a single step.

  • Euler's Method: A preliminary method for deriving the initial step in Adams-Moulton.

Examples & Real-Life Applications

See how the concepts apply in real-world scenarios to understand their practical implications.

Examples

  • Applying the 1-step Adams-Moulton method to calculate y(0.1) from the equation dy/dx = x + y.

  • Using Euler's method as a preliminary step to compute the starting value for the Adams-Moulton method.

Memory Aids

Use mnemonics, acronyms, or visual cues to help remember key information more easily.

๐ŸŽต Rhymes Time

  • When solving ODEs, donโ€™t be a falcon, the implicit approach is the Adamsโ€“Moulton.

๐Ÿ“– Fascinating Stories

  • Imagine a mathematician named Ada who finds hidden secrets of calculus with her trusted friend Moulton. They always start with the simplest problems and build up to the complexities, using their favorite rule โ€“ the error-reducing Trapezoidal Rule!

๐Ÿง  Other Memory Gems

  • To remember the steps: First Estimate with Euler, Then Average with Adams-Moulton.

๐ŸŽฏ Super Acronyms

AMP (Adams-Moulton Process) for Approximating; Multiple Points to Predict.

Flash Cards

Review key concepts with flashcards.

Glossary of Terms

Review the Definitions for terms.

  • Term: Adamsโ€“Moulton Method

    Definition:

    An implicit multistep method used to solve ordinary differential equations, known for its accuracy and stability.

  • Term: Implicit Method

    Definition:

    A numerical method that requires solving an equation at each step to find the solution.

  • Term: Trapezoidal Rule

    Definition:

    A numerical integration method that averages function values at two points to estimate the integral.

  • Term: Euler's Method

    Definition:

    A simple numerical method for solving ODEs using tangent line approximation at the current point.