Advanced Mathematical Methods for Civil Engineering Applications

Ordinary Differential Equations (ODEs)

(Section I)
Wonsiri Punurai, PhD
Department of Civil Engineering Room 6391, EG Building 3 Faculty of Engineering, Mahidol University Class Web: www.egmu.net/~civil/wonsiri

Outline
z z Basic Basic Ideas Ideas z z Approximations Approximations and and Errors Errors Review Review z z Taylor Taylor Series Series and and Order Order Notation Notation Review Review z z Eulers Eulers Method Method z z Predictor-Corrector Predictor-Corrector Approach Approach z z Runge-Kutta Runge-Kutta Method Method z z Adaptive Adaptive step step size size Algorithm Algorithm

Basic ideas - ODEs in Civil Engineering

Basic ideas - ODEs in Civil Engineering

Approximations and Errors Review

Outline
z z Basic Basic Ideas Ideas z z Approximations Approximations and and Errors Errors Review Review z z Taylor Taylor Series Series and and Order Order Notation Notation Review Review z z Eulers Eulers Method Method z z Predictor-Corrector Predictor-Corrector Approach Approach z z Runge-Kutta Runge-Kutta Method Method z z Adaptive Adaptive step step size size Algorithm Algorithm

Use of significant figures

Round-off errors

Approximations and Errors Review

Error Definition

Example error estimates for iterative methods

See more in later

Example error estimates for iterative methods

Effect of order of operations

Taylor Series

Outline
z z Basic Basic Ideas Ideas z z Approximations Approximations and and Errors Errors Review Review z z Taylor Taylor Series Series and and Order Order Notation Notation Review Review z z Eulers Eulers Method Method z z Predictor-Corrector Predictor-Corrector Approach Approach z z Runge-Kutta Runge-Kutta Method Method z z Adaptive Adaptive step step size size Algorithm Algorithm

Taylor Series

Taylor series of a function

Taylor series expansions for some common functions

MATLAB example evaluating the series for sin(x)

Order Notation

Outline
z z Basic Basic Ideas Ideas z z Approximations Approximations and and Errors Errors Review Review z z Taylor Taylor Series Series and and Order Order Notation Notation Review Review z z Eulers Eulers Method Method z z Predictor-Corrector Predictor-Corrector Approach Approach z z Runge-Kutta Runge-Kutta Method Method z z Adaptive Adaptive step step size size Algorithm Algorithm

Eulers Method

Example - Hand Calculation with Eulers Method

Implementing Eulers Method in MATLAB

Solving Previous Example using MATLAB