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Advanced Mathematical Methods for Civil Engineering Applications Ordinary Differential Equations (ODEs) (Section I) (Section I) Wonsiri Punurai, PhD Wonsiri Punurai, PhD Department of Civil Engineering Room 6391, EG Building 3 Faculty of Engineering, Mahidol University Class Web: www.egmu.net/~civil/wonsiri

Advanced Mathematical Methods for Civil Engineering Applications

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Page 1: Advanced Mathematical Methods for Civil Engineering Applications

Advanced Mathematical Methods for Civil Engineering Applications

Ordinary Differential Equations (ODEs) (Section I)(Section I)

Wonsiri Punurai, PhDWonsiri Punurai, PhD

Department of Civil EngineeringRoom 6391, EG Building 3Faculty of Engineering, Mahidol UniversityClass Web: www.egmu.net/~civil/wonsiri

Page 2: Advanced Mathematical Methods for Civil Engineering Applications

Outline

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Page 3: Advanced Mathematical Methods for Civil Engineering Applications

Basic ideas - ODEs in Civil Engineering

Page 4: Advanced Mathematical Methods for Civil Engineering Applications

Basic ideas - ODEs in Civil Engineering

Page 5: Advanced Mathematical Methods for Civil Engineering Applications

Approximations and Errors Review

Page 6: Advanced Mathematical Methods for Civil Engineering Applications

Outline

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Page 7: Advanced Mathematical Methods for Civil Engineering Applications

Use of significant figures

Page 8: Advanced Mathematical Methods for Civil Engineering Applications

Round-off errors

Page 9: Advanced Mathematical Methods for Civil Engineering Applications

Approximations and Errors Review

Page 10: Advanced Mathematical Methods for Civil Engineering Applications

Error Definition

Page 11: Advanced Mathematical Methods for Civil Engineering Applications

Example – error estimates for iterative methods

See more in later

Page 12: Advanced Mathematical Methods for Civil Engineering Applications

Example – error estimates for iterative methods

Page 13: Advanced Mathematical Methods for Civil Engineering Applications

Effect of order of operations

Page 14: Advanced Mathematical Methods for Civil Engineering Applications

Taylor Series

Page 15: Advanced Mathematical Methods for Civil Engineering Applications

Outline

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Page 16: Advanced Mathematical Methods for Civil Engineering Applications

Taylor Series

Page 17: Advanced Mathematical Methods for Civil Engineering Applications

Taylor series of a function

Page 18: Advanced Mathematical Methods for Civil Engineering Applications

Taylor series expansions for some common functions

Page 19: Advanced Mathematical Methods for Civil Engineering Applications

MATLAB example – evaluating the series for sin(x)

Page 20: Advanced Mathematical Methods for Civil Engineering Applications

Order Notation

Page 21: Advanced Mathematical Methods for Civil Engineering Applications

Outline

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Basic IdeasApproximations and Errors ReviewTaylor Series and Order Notation ReviewEuler’s MethodPredictor-Corrector ApproachRunge-Kutta MethodAdaptive step size Algorithm

Page 22: Advanced Mathematical Methods for Civil Engineering Applications

Euler’s Method

Page 23: Advanced Mathematical Methods for Civil Engineering Applications

Example - Hand Calculation with Euler’s Method

Page 24: Advanced Mathematical Methods for Civil Engineering Applications

Implementing Euler’s Method in MATLAB

Page 25: Advanced Mathematical Methods for Civil Engineering Applications

Solving Previous Example using MATLAB