A method for the estimation of errors propagated in the numerical solution of a system of ordinary differential equations

1966 ◽  
Vol 25 ◽  
pp. 281-287 ◽  
Author(s):  
P. E. Zadunaisky

Let bex′=f(t,x) a system of ordinary differential equations, with initial conditionsx(a) =s, which is integrated numerically by a finite difference method of orderpand constant steph.To estimate the truncation and round-off errors accumulated during the numerical process it is established a method based on the current theory of the asymptotic behaviour (whenh→0) of errors. This method should avoid the main difficulties that arise when the results of the theory must be applied to practical cases. The method has been successfully tested and applied to estimate the errors accumulated in a numerical computation of planetary perturbations on the orbit of a comet.

2021 ◽  
Vol 102 (2) ◽  
pp. 54-61
Author(s):  
S. Çavuşoğlu ◽  
◽  
O.Sh. Mukhtarov ◽  
◽  

This article is aimed at computing numerical solutions of new type of boundary value problems (BVPs) for two-linked ordinary differential equations. The problem studied here differs from the classical BVPs such that it contains additional conditions at the point of interaction, so-called transition conditions. Naturally, such type of problems is much more complicated to solve than classical problems. It is not clear how to apply the classical numerical methods to such type of boundary value transition problems (BVTPs). Based on the finite difference method (FDM) we have developed a new numerical algorithm for computing numerical solution of BVTPs for two-linked ordinary differential equations. To demonstrate the reliability and efficiency of the presented algorithm we obtained numerical solution of one BVTP and the results are compared with the corresponding exact solution. The maximum absolute errors (MAEs) are presented in a table.


2021 ◽  
Vol 8 (1) ◽  
pp. 1-11
Author(s):  
Abdul Abner Lugo Jiménez ◽  
Guelvis Enrique Mata Díaz ◽  
Bladismir Ruiz

Numerical methods are useful for solving differential equations that model physical problems, for example, heat transfer, fluid dynamics, wave propagation, among others; especially when these cannot be solved by means of exact analysis techniques, since such problems present complex geometries, boundary or initial conditions, or involve non-linear differential equations. Currently, the number of problems that are modeled with partial differential equations are diverse and these must be addressed numerically, so that the results obtained are more in line with reality. In this work, a comparison of the classical numerical methods such as: the finite difference method (FDM) and the finite element method (FEM), with a modern technique of discretization called the mimetic method (MIM), or mimetic finite difference method or compatible method, is approached. With this comparison we try to conclude about the efficiency, order of convergence of these methods. Our analysis is based on a model problem with a one-dimensional boundary value, that is, we will study convection-diffusion equations in a stationary regime, with different variations in the gradient, diffusive coefficient and convective velocity.


2019 ◽  
Vol 6 (4) ◽  
pp. 14-18 ◽  
Author(s):  
Антон Чепурненко ◽  
Anton Chepurnenko ◽  
Батыр Языев ◽  
Batyr Yazyev ◽  
Анастасия Лапина ◽  
...  

The article presents the derivation of the resolving equations for the calculation of three-layer cylindrical shells under axisymmetric loading, taking into account creep. The problem is reduced to a system of two ordinary differential equations. The solution is performed numerically using the finite difference method in combination with the Euler method.


Author(s):  
Hongdong Qiao ◽  
Weidong Ruan ◽  
Zhaohui Shang ◽  
Yong Bai

A new solution combining finite difference method and shooting method is developed to analyze the behavior of steep wave riser subjected to current loading. Based on the large deformation beam theory and mechanics equilibrium principle, a set of non-linear ordinary differential equations describing the motion of the steep wave riser are obtained. Then, finite difference method and shooting method are adopted and combined to solve the ordinary differential equations with zero moment boundary conditions at both the seabed end and surface end of the steep wave riser. The resulting non-linear finite difference formulations can be solved effectively by Newton-Raphson method. To improve iterative efficiency, shooting method is also employed to obtain the initial value for Newton-Raphson method. Results are compared with that of FEM by OrcaFlex, to verify the accuracy and reliability of the numerical method. Finally, a series of sensitivity analyses are also performed to highlight the influencing parameters in the steep wave riser.


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