Title: About the Author
1About the Author
Dr. K. Gururajan Assistant Professor Department
of Mathematics Malnad College of
Engineering Hassan 573 201 Contact Number ?
98459 84291 Email kguru.hsn_at_gmail.com
Dr. K. Gururajan, MCE, Hassan
2A discussion on Adam - Bashforth Method to
solve an Initial Value Problem
In the last few lectures, we have discussed how
to a solve a first order differential equation,
with an initial condition. Many numerical
techniques were introduced to you. These
included Taylors series method, Eulers
Dr. K. Gururajan, MCE, Hassan
3Modified method, Runge Kutta algorithm, and
Milnes procedure. Of these, the last one is a
multi step method ( Milnes method), where as
others are called single step method.
Yesterday, Prof. Sankar gave instructions on
Milnes technique with several illustrative
examples. I hope that all of you have understood
the way of solving an ODE numerically. Today,
we shall consider a
Dr. K. Gururajan, MCE, Hassan
4Discussion on another multi step method,
namely, Adam Bashforth algorithm. Consider a
differential equation of the form,
, with an initial data,
Dr. K. Gururajan, MCE, Hassan
5 Thus, to find where
. This method too involves a predictor
and corrector formula. A predictor formula
predicts an approximate solution and corrector
formula improvises the approximate solution.
Dr. K. Gururajan, MCE, Hassan
6To use these two formulas, first, we need to
compute values using the expressions,
, ,
and
. The predictor formula is given by
Dr. K. Gururajan, MCE, Hassan
7The corrector formula may be given as
where . The
corrector formula can be repeatedly used to
improve the solution.
Dr. K. Gururajan, MCE, Hassan
8 Some General Remarks
- So far, we have discussed many methods available
in literature to deal with initial value problems
involving first order differential equations. If
the solution required is to cover a wider range,
it is certainly important to get the starting
values accurately as possible by one of the
methods like Taylor Series Method or Modified
Euler method or Runge Kutta
9- Method may be used. Later, predictor corrector
algorithms can be employed. - It is outside of the scope of the syllabus to
present a comprehensive review of the different
methods that we described here. However, the
following points are relevant regarding these
methods one can use these as tips. - Taylors series procedure suffers the serious
10- Disadvantage that all higher order derivatives
must exist and the values of h should be small
such that successive terms of the series diminish
quite rapidly. - Likewise in Eulers Modified Method, value of h
to be small so that one or two applications of
the formula will give the final result for that
value of h. - Although laborious, R K method is the most
widely used one since it gives
11- reliable starting values/answers and is
particularly suitable when the computation of
higher derivatives is complicated. - When the starting values are found, the
computation for the rest of the interval can be
continued by means of predictor corrector
methods. - Multi step methods are based on the insight that
once the computation has
12- begun, valuable information from previous
points is at our command. The curvature of the
lines connecting these previous values provides
information regarding the trajectory of the
solution. Thus, I conclude that predictor
corrector methods may be preferred.
13- OBJECTIVE OF THIS LECTURE
- Introduction to Curve Fitting.
- To Introduce the various aspects of
- Curve Fitting Least Square Principle
- Discussion on Fitting a Straight Line
- and a Parabola to a given data.
- Illustrative examples on Curve Fitting
Dr. K. Gururajan, MCE, Hassan
14 Introduction Scientists and engineers often
want to represent empirical data obtained from an
experiment, using a model based on mathematical
equations. With the correct model given and using
theory of calculus, one can estimate many
important characteristics of the parameters of
the problem. such as the rate of change anywhere
on the curve (first derivative), the local
minimum and maximum
Dr. K. Gururajan, MCE, Hassan
15 points of the function (zeros of the first
derivative), and the area under the curve
(integral) and so on. Therefore, finding a best
mathematical model to a data is a good problem
from both theoretical and as well as from a
practical view point. With these considerations,
the following sections deals with ways of
obtaining different mathematical equations for a
given data.
Dr. K. Gururajan, MCE, Hassan
16-
- What is curve fitting?
- Curve fitting means finding a best mathematical
representation which closely match the given
data. The procedure involves the calculation of
parameter values of the mathematical equations. - Most curve fitting problems is based on least
square principle, namely, The sum of squares of
differences between actual values and observed
values must be least.
Dr. K. Gururajan, MCE, Hassan
17(No Transcript)
18 In todays lecture, first, we initiate a
procedure of obtaining parameter values a and
b of the linear equation .
For this, consider a data.
Dr. K. Gururajan, MCE, Hassan
19 Solution We fit a straight line of the form
according to Least Square Principle,
i.e. the sum of squares of difference between
actual values and the observed values is least.
Here, are the actual values and are the
observed values are respectively. . .
.
Dr. K. Gururajan, MCE, Hassan
20According to Least Square Principle,
least. Note that
here, S is dependent on two parameters a and b.
From Differential Calculus, it is known that a
function of two variables attains an extreme
value only at points where the first order
partial differential derivates vanishes.
Dr. K. Gururajan, MCE, Hassan
21 Now, differentiating S with respect a and b
partially and equating these to zero, we obtain
the normal equations.
Dr. K. Gururajan, MCE, Hassan
22By solving these two equations, we obtain values
of the parameters a and b, hence the best
straight line . An Illustrative
example Fit a straight line of the form
to the data given below
Dr. K. Gururajan, MCE, Hassan
23Solution As we have to fit a line of the form y
ax b, the two normal equations are
and
Dr. K. Gururajan, MCE, Hassan
24 Dr. K. Gururajan, MCE, Hassan
25The two normal equations are
By Solving these two equations, yields, a
-1.3 and b 15. 8. Therefore, required
straight line matching the given data is y
-1.3x 15.8
Dr. K. Gururajan, MCE, Hassan
26 Fit a straight line of the form y a bx to
the data given below For this problem, the
two normal equations are
x 1 2 3 4 5
6 y 9 8 10 12 11 13
Dr. K. Gururajan, MCE, Hassan
27 As to fit a line of the form y a b x,
Here, n 6. First, we shall prepare
these two normal equations. For this consider
the table,
Dr. K. Gururajan, MCE, Hassan
28 Dr. K. Gururajan, MCE, Hassan
29 The
normal equations become
and . After solving
these two equations for a and b, we obtain a
7 and b 1. Thus, the required straight line fit
is y 7 x.
Dr. K. Gururajan, MCE, Hassan
30- Fit a straight line of the form y ax b to the
data given below. - x 1 2 3 4 5
6 - y 8 7 6 10 12
15 - Solution Here, the normal equations are found
to be - 21a 6b 60, 91a 21b 239,
- a 1.6571, b 4.2.
- The answer is 1.6571x 4.2
Dr. K. Gururajan, MCE, Hassan
31Discussion on fitting a Parabola to a given
data Consider a data obtained from an
experiment, say, To fit a mathematical
equation of the form
. Applying least square principle, we
obtain normal equations as
Dr. K. Gururajan, MCE, Hassan
32 A solution of this system of linear equations
yields a, b, c. Hence, the required parabolic
fit.
Dr. K. Gururajan, MCE, Hassan
33 An illustrative example Fit a parabola of the
form, to the following
data to the following data. Solution
Dr. K. Gururajan, MCE, Hassan
34Solution As to fit a parabola, The required
normal equations are
Dr. K. Gururajan, MCE, Hassan
35Dr. K. Gururajan, MCE, Hassan
36 Thus, normal equations take the form Solving
these equations, we obtain a 2.250, b 2.850
and c -0.75. Hence,
Dr. K. Gururajan, MCE, Hassan
37 Fit a parabola of the form
to the data given below x 1 2
3 4 5 y 2
6 7 8 10 Solution As in
the previous problem, the normal equations are
Dr. K. Gururajan, MCE, Hassan
38 Dr. K. Gururajan, MCE, Hassan
39 Dr. K. Gururajan, MCE, Hassan
40 A solution of these equations yields, a
-66.80, b 60.8057 and c -9.7143. Hence, the
required parabola is
Dr. K. Gururajan, MCE, Hassan