16.6 - Worked Example
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Introduction to Adams–Moulton Method
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Today, we're going to explore an important numerical method called the Adams–Moulton method. Can anyone tell me what you understand about this method?
Isn't it used for solving ordinary differential equations numerically?
Exactly! The Adams–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?
I think it means that we need to solve an equation to get the next value, right?
Correct! Great job! This implicit nature allows us to include the current step's function value for more accuracy.
Step-by-Step Example Calculation
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Let’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?
I think y_Euler = 1 + 0.1 * (0 + 1) = 1.1.
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?
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.
Correct! So, what is our corrected y(0.1)?
It's 1 + (0.1 * (1 + 1.2)) / 2, which simplifies to 1.11.
Excellent! So our corrected value for y(0.1) is 1.11.
Discussing Advantages of Adams–Moulton Method
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Now that we've performed an example, can anyone summarize why we prefer the Adams–Moulton method over explicit methods?
It’s more accurate, especially for stiff equations?
Yes! The implicit nature provides better stability, which is crucial for stiff ODEs. Any disadvantages?
We have to solve an implicit equation, which can be more computationally intensive.
Exactly! Great observations.
Recap of Key Points
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Before we conclude, let’s recap what we learned about the Adams–Moulton method using our example. Can someone start?
We learned how to apply it to our ODE and use Euler’s method to get the initial value.
And we used the Trapezoidal Rule to estimate our next value, getting y(0.1) = 1.11.
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 summaries of the section's main ideas at different levels of detail.
Quick Overview
Standard
The section demonstrates how to apply the Adams–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 Adams–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.
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Problem Setup
Chapter 1 of 4
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Chapter Content
Given:
\[ \frac{dy}{dx} = x + y, \quad y(0) = 1, \quad h = 0.1 \]
Use 1-step Adams–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 Adams–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
Chapter 2 of 4
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Chapter Content
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, you’d expect it to be about 1.1 cm tall.
Second Step: Apply the Trapezoidal Rule
Chapter 3 of 4
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Chapter Content
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 plant’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
Chapter 4 of 4
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Chapter Content
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.
Key Concepts
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Adams–Moulton Method: A multistep numerical method for solving ODEs.
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Implicit Nature: Requires solving equations at each step, providing accuracy.
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Trapezoidal Rule: A specific case of the Adams-Moulton method for a single step.
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Euler's Method: A preliminary method for deriving the initial step in Adams-Moulton.
Examples & Applications
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
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Rhymes
When solving ODEs, don’t be a falcon, the implicit approach is the Adams–Moulton.
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 – the error-reducing Trapezoidal Rule!
Memory Tools
To remember the steps: First Estimate with Euler, Then Average with Adams-Moulton.
Acronyms
AMP (Adams-Moulton Process) for Approximating; Multiple Points to Predict.
Flash Cards
Glossary
- Adams–Moulton Method
An implicit multistep method used to solve ordinary differential equations, known for its accuracy and stability.
- Implicit Method
A numerical method that requires solving an equation at each step to find the solution.
- Trapezoidal Rule
A numerical integration method that averages function values at two points to estimate the integral.
- Euler's Method
A simple numerical method for solving ODEs using tangent line approximation at the current point.
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