Persamaan Diferensial Ordiner

[Ordinary Differential Equation (ODE)]

Part 1: Euler & Runge Kutta

The sequence of events in the application of ODEs

for engineering problem solving. The example is the
velocity of a falling parachutist. (Chapra & Canale,
2006)

Types of ODE
Initial value problem
Example:
dy
xy 3 y
dx
Initial condition : x 0 y 1
Boundary value problem
Example:
d 2 y 1 dy y

2 0
2
dx
x dx x
Boundary conditions :
xa 1 y a 3
xb 4 yb 5

Numerical methods for solving ODE

Euler & Modified Euler (IVP)

Runge-Kutta (IVP)
Shooting method (BVP)
Finite difference approximation (BVP)
etc

ODE numerical solution

EULERS METHOD

Eulers method

Eulers method

Eulers method

Example 1

Example 1, contd.

Example 1, contd.

Example, contd.

Example 1, contd.

Example 1, contd.

Example 1, contd.

Example 1, contd.

Eulers method

ODE numerical solution

IMPROVEMENTS OF
EULERS METHOD

Heuns method

Heuns method

Heuns method

Graphical
depiction of
Heuns method.
(a) predictor; (b)
corrector

Heuns method

Example 2

Example 2, contd.

Example 2, contd.

Example 2, contd.

The Midpoint Method

The Midpoint Method

ODE numerical solution

RUNGE-KUTTA METHOD

Runge-Kutta 4th order

method

Example 3: Recall the problem in

example 1

Example 3, contd.

Example 3, contd.

Example 3, contd.

Example 3, contd.

Example 3, contd.

Example 3, contd.

Example 3, contd.

Example 3, contd.

ODE numerical solution

SYSTEM OF EQUATIONS

System of equations

Example 4: Eulers method

Example 4, contd.

Example 5: RK method

Example 5, contd.

Example 5, contd.

Referensi
Chapra, S.E. and Canale, R.P., 2006,
Numerical methods for engineers ,
5th ed, McGraw Hill, Singapore.
Kaw, A. and Barker, C., 2006,
http://numericalmethods.eng.usf.edu