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Initial Value Problem

Initial Value Problem

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Page 1: Initial Value Problem

Initial Value Problem

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Taylor Series Approach

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Truncation error is proportional to y''(x)

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Graphical representation of error in euler integration

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Fourth Order Runge Kutta Method

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Factor of safety

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Bulrisch-Stoer Method

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And sum of previous terms: yn To get

Taking the average of Taking the average of

Error in this expression is

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This is fantastic because we can now use Richardson's extrapolation

This is fourth order accurate

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Numerical Methods in Structural Dynamics

➢Implicit or explicit methods.➢Small time-step generally is good enough, but

costly.➢Errors include erroneous phase-shift or artificial

damping

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Central DifferenceAt t = 0

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Conditionally stable, and will blow up if the following conditionIs not obeyed

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Newmark Beta Method

No artificial damping if γ = 1/2, so used for SDOF

Using γ = ½ and β = ¼ we reduce to the constant acceleration method (unconditonally stable)Using γ = ½ and β = 1/6 we get linear acceleration method (conditionally stable: h/T < 0.55). Made unconditionally stable with Wilson's method.

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Conversion to explicit form for γ = ½ and β = ¼

Writing equations in a special form

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Finally we obtain the acceleration at the final step

The algorithm proceeds further.For a MDOF system we need to do one inversion To solve matrix equation of the form Kx = F