György Bicsák, Dávid Sziroczák, Aaron Latty

Numerical methods


Second Order Runge-Kutta Methods

The Second Order Runge-Kutta Method (or RK2) is relying on 2 points defined between every state of the system to approximate the slope of the extrapolation function. This means that although the accuracy (or the error) of the method is of the same order as the equivalent order Taylor’s method, the RK2 requires two function evaluations to estimate the next system state. While this sounds more expensive, keep in mind, that if the derivative is not available for a Taylor’s method, then it would be evaluated numerically, which can add considerable expense to the method, so the extra evaluation of RK2 can be very beneficial in the end. As a side note, there are higher order RK methods, in which the number of function evaluations correspond to the order of the function; for example RK4 (such as the ODE4 solver in MATLAB) requires 4 evaluations of the function to extrapolate to the new state.

Numerical methods

Tartalomjegyzék


Kiadó: Akadémiai Kiadó

Online megjelenés éve: 2019

ISBN: 978 963 454 283 4

This book on Numerical Methods is part of the Transportation and Vehicle Engineering Faculty’s curriculum at the Budapest University of Technology and Economics, created under the Stipendium Hungaricum Scholarship Programme. The book demonstrates the aim of developing and using numerical methods. Instead of relying on more complicated and expensive analytical solution methods, simpler arithmetical equations are used to approximate the accurate solution with the required level of accuracy. After discussing the various sources and propagation of solution errors, the book discusses the solution of single variable equations and system of equations. Following chapters describe the two main curve fitting methods; approximation and interpolation. These chapters are followed by the numerical differentiation and integration methods, then finally the numerical solutions for ordinary and partial differentiation equations are outlined. MATLAB is one of the most popular choice today for numerical computing, with its user friendly, yet powerful computing capability. It is practically an industry standard for prototyping and new developments, and there is great value for students to be introduced to solving problems with MATLAB. Many chapters in the notes show examples implemented in MATLAB, with actual working code available to use and practice.

Hivatkozás: https://mersz.hu/bicsak-numerical-methods//

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