2016 Update
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Euler's method numerically approximates solutions of first-order ordinary differential equations (ODEs) with a given initial value. It is an explicit method for solving initial value problems (IVPs), as described in [[wp:Euler method|the wikipedia page]].
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Euler's method numerically approximates solutions of first-order ordinary differential equations (ODEs) with a given initial value. It is an explicit method for solving initial value problems (IVPs), as described in [[wp:Euler method|the wikipedia page]].
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The ODE has to be provided in the following form:
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:<math>\frac{dy(t)}{dt} = f(t,y(t))</math>
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::: <big><math>\frac{dy(t)}{dt} = f(t,y(t))</math></big>
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with an initial value
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:<math>y(t_0) = y_0</math>
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::: <big><math>y(t_0) = y_0</math></big>
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To get a numeric solution, we replace the derivative on the LHS with a finite difference approximation:
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To get a numeric solution, we replace the derivative on the LHS with a finite difference approximation:
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:<math>\frac{dy(t)}{dt} \approx \frac{y(t+h)-y(t)}{h}</math>
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::: <big><math>\frac{dy(t)}{dt} \approx \frac{y(t+h)-y(t)}{h}</math></big>
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then solve for <math>y(t+h)</math>:
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:<math>y(t+h) \approx y(t) + h \, \frac{dy(t)}{dt}</math>
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::: <big><math>y(t+h) \approx y(t) + h \, \frac{dy(t)}{dt}</math></big>
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which is the same as
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:<math>y(t+h) \approx y(t) + h \, f(t,y(t))</math>
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::: <big><math>y(t+h) \approx y(t) + h \, f(t,y(t))</math></big>
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The iterative solution rule is then:
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:<math>y_{n+1} = y_n + h \, f(t_n, y_n)</math>
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::: <big><math>y_{n+1} = y_n + h \, f(t_n, y_n)</math></big>
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where <big><math>h</math></big> is the step size, the most relevant parameter for accuracy of the solution. A smaller step size increases accuracy but also the computation cost, so it has always has to be hand-picked according to the problem at hand.
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<math>h</math> is the step size, the most relevant parameter for accuracy of the solution. A smaller step size increases accuracy but also the computation cost, so it has always has to be hand-picked according to the problem at hand.
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'''Example: Newton's Cooling Law'''
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Newton's cooling law describes how an object of initial temperature <math>T(t_0) = T_0</math> cools down in an environment of temperature <math>T_R </math>:
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:<math>\frac{dT(t)}{dt} = -k \, \Delta T</math>
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Newton's cooling law describes how an object of initial temperature <big><math>T(t_0) = T_0</math></big> cools down in an environment of temperature <big><math>T_R</math></big>:
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::: <big><math>\frac{dT(t)}{dt} = -k \, \Delta T</math></big>
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or
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::: <big><math>\frac{dT(t)}{dt} = -k \, (T(t) - T_R)</math></big>
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:<math>\frac{dT(t)}{dt} = -k \, (T(t) - T_R)</math>
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It says that the cooling rate <math>\frac{dT(t)}{dt}</math> of the object is proportional to the current temperature difference <math>\Delta T = (T(t) - T_R)</math> to the surrounding environment.
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<br>
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It says that the cooling rate <big><math>\frac{dT(t)}{dt}</math></big> of the object is proportional to the current temperature difference <big><math>\Delta T = (T(t) - T_R)</math></big> to the surrounding environment.
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The analytical solution, which we will compare to the numerical approximation, is
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::: <big><math>T(t) = T_R + (T_0 - T_R) \; e^{-k t}</math></big>
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:<math>T(t) = T_R + (T_0 - T_R) \; e^{-k t}</math>
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'''Task'''
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;Task:
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Implement a routine of Euler's method and then to use it to solve the given example of Newton's cooling law with it for three different step sizes of:
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:::* 2 s
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:::* 5 s and
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:::* 10 s
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and to compare with the analytical solution.
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The task is to implement a routine of Euler's method and then to use it to solve the given example of Newton's cooling law with it for three different step sizes of 2 s, 5 s and 10 s and to compare with the analytical solution.
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The initial temperature <math>T_0</math> shall be 100 °C, the room temperature <math>T_R</math> 20 °C, and the cooling constant <math>k</math> 0.07. The time interval to calculate shall be from 0 s to 100 s.
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A reference solution ([[#Common Lisp|Common Lisp]]) can be seen below. We see that bigger step sizes lead to reduced approximation accuracy.
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;Initial values:
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:::* initial temperature <big><math>T_0</math></big> shall be 100 °C
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:::* room temperature <big><math>T_R</math></big> shall be 20 °C
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:::* cooling constant <big><math>k</math></big> shall be 0.07
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:::* time interval to calculate shall be from 0 s ──► 100 s
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<br>
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A reference solution ([[#Common Lisp|Common Lisp]]) can be seen below. We see that bigger step sizes lead to reduced approximation accuracy.
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[[Image:Euler_Method_Newton_Cooling.png|center|750px]]
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21
Task/Euler-method/Clojure/euler-method.clj
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Task/Euler-method/Clojure/euler-method.clj
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(ns newton-cooling
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(:gen-class))
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(defn euler [f y0 a b h]
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"Euler's Method.
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Approximates y(time) in y'(time)=f(time,y) with y(a)=y0 and t=a..b and the step size h."
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(loop [t a
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y y0
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result []]
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(if (<= t b)
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(recur (+ t h) (+ y (* (f (+ t h) y) h)) (conj result [(double t) (double y)]))
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result)))
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(defn newton-coolling [t temp]
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"Newton's cooling law, f(t,T) = -0.07*(T-20)"
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(* -0.07 (- temp 20)))
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; Run for case h = 10
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(println "Example output")
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(doseq [q (euler newton-coolling 100 0 100 10)]
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(println (apply format "%.3f %.3f" q)))
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(defun euler (f y0 a b h)
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;; Set the initial values and increments of the iteration variables.
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(do ((t a (incf t h))
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(y y0 (incf y (* h (funcall f t y)))))
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(do ((t a (+ t h))
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(y y0 (+ y (* h (funcall f t y)))))
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;; End the iteration when t reaches the end b of the time interval.
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((>= t b) 'DONE)
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13
Task/Euler-method/Common-Lisp/euler-method-2.lisp
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Task/Euler-method/Common-Lisp/euler-method-2.lisp
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;; slightly more idiomatic Common Lisp version
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(defun newton-cooling (time temperature)
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"Newton's cooling law, f(t,T) = -0.07*(T-20)"
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(declare (ignore time))
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(* -0.07 (- temperature 20)))
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(defun euler (f y0 a b h)
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"Euler's Method.
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Approximates y(time) in y'(time)=f(time,y) with y(a)=y0 and t=a..b and the step size h."
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(loop for time from a below b by h
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for y = y0 then (+ y (* h (funcall f time y)))
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do (format t "~6,3F ~6,3F~%" time y)))
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38
Task/Euler-method/Erlang/euler-method.erl
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Task/Euler-method/Erlang/euler-method.erl
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-module(euler).
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-export([main/0, euler/5]).
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cooling(_Time, Temperature) ->
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(-0.07)*(Temperature-20).
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euler(_, Y, T, _, End) when End == T ->
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io:fwrite("\n"),
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Y;
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euler(Func, Y, T, Step, End) ->
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if
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T rem 10 == 0 ->
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io:fwrite("~.3f ",[float(Y)]);
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true ->
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ok
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end,
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euler(Func, Y + Step * Func(T, Y), T + Step, Step, End).
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analytic(T, End) when T == End ->
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io:fwrite("\n"),
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T;
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analytic(T, End) ->
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Y = (20 + 80 * math:exp(-0.07 * T)),
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io:fwrite("~.3f ", [Y]),
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analytic(T+10, End).
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main() ->
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io:fwrite("Analytic:\n"),
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analytic(0, 100),
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io:fwrite("Step 2:\n"),
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euler(fun cooling/2, 100, 0, 2, 100),
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io:fwrite("Step 5:\n"),
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euler(fun cooling/2, 100, 0, 5, 100),
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io:fwrite("Step 10:\n"),
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euler(fun cooling/2, 100, 0, 10, 100),
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ok.
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5
Task/Euler-method/Haskell/euler-method-1.hs
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Task/Euler-method/Haskell/euler-method-1.hs
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-- the solver
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dsolveBy _ _ [] _ = error "empty solution interval"
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dsolveBy method f mesh x0 = zip mesh results
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where results = scanl (method f) x0 intervals
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intervals = zip mesh (tail mesh)
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14
Task/Euler-method/Haskell/euler-method-2.hs
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Task/Euler-method/Haskell/euler-method-2.hs
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-- 1-st order Euler
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euler f x (t1,t2) = x + (t2 - t1) * f t1 x
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-- 2-nd order Runge-Kutta
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rk2 f x (t1,t2) = x + h * f (t1 + h/2) (x + h/2*f t1 x)
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where h = t2 - t1
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-- 4-th order Runge-Kutta
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rk4 f x (t1,t2) = x + h/6 * (k1 + 2*k2 + 2*k3 + k4)
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where k1 = f t1 x
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k2 = f (t1 + h/2) (x + h/2*k1)
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k3 = f (t1 + h/2) (x + h/2*k2)
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k4 = f (t1 + h) (x + h*k3)
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h = t2 - t1
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23
Task/Euler-method/Haskell/euler-method-3.hs
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Task/Euler-method/Haskell/euler-method-3.hs
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import Graphics.EasyPlot
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newton t temp = -0.07 * (temp - 20)
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exactSolution t = 80*exp(-0.07*t)+20
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test1 = plot (PNG "euler1.png")
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[ Data2D [Title "Step 10", Style Lines] [] sol1
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, Data2D [Title "Step 5", Style Lines] [] sol2
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, Data2D [Title "Step 1", Style Lines] [] sol3
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, Function2D [Title "exact solution"] [Range 0 100] exactSolution ]
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where sol1 = dsolveBy euler newton [0,10..100] 100
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sol2 = dsolveBy euler newton [0,5..100] 100
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sol3 = dsolveBy euler newton [0,1..100] 100
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test2 = plot (PNG "euler2.png")
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[ Data2D [Title "Euler"] [] sol1
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, Data2D [Title "RK2"] [] sol2
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, Data2D [Title "RK4"] [] sol3
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, Function2D [Title "exact solution"] [Range 0 100] exactSolution ]
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where sol1 = dsolveBy euler newton [0,10..100] 100
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sol2 = dsolveBy rk2 newton [0,10..100] 100
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sol3 = dsolveBy rk4 newton [0,10..100] 100
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import Text.Printf
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euler :: (Num a, Ord a) => (a -> a -> a) -> a -> a -> a -> a -> [(a,a)]
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euler f y0 a b h =
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(a, y0) :
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if a < b
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then euler f (y0 + (f a y0) * h) (a + h) b h
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else []
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newtonCooling :: Double -> Double -> Double
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newtonCooling _ t = -0.07 * (t - 20)
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main = do
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mapM_ (uncurry $ printf "%6.3f %6.3f\n") $ euler newtonCooling 100 0 100 10
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putStrLn "DONE"
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26
Task/Euler-method/REXX/euler-method-2.rexx
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Task/Euler-method/REXX/euler-method-2.rexx
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/*REXX pgm solves example of Newton's cooling law via Euler's method (diff. step sizes).*/
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numeric digits length( e() - 1) /*use the number of decimal digits in E*/
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parse arg Ti Tr cc tt ss /*obtain optional arguments from the CL*/
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if Ti=='' | Ti=="," then Ti=100 /*given? Default: initial temp in ºC.*/
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if Tr=='' | Tr=="," then Tr= 20 /* " " room " " " */
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if cc=='' | cc=="," then cc= 0.07 /* " " cooling constant. */
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if tt=='' | tt=="," then tt=100 /* " " total time seconds. */
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if ss ='' | ss ="," then ss=2 5 10 /* " " the step sizes. */
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@= '═' /*the character used in title separator*/
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do sSize=1 for words(ss); say; say; say center('time in' , 11)
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say center('seconds' , 11, @) center('Euler method', 16, @) ,
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center('analytic', 18, @) center('difference' , 14, @)
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$=Ti; inc=word(ss,Ssize) /*the 1st value; obtain the increment.*/
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do t=0 to Ti by inc /*step through calculations by the inc.*/
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a=format(Tr + (Ti-Tr)/exp(cc*t),6,9) /*calculate the analytic (exact) value.*/
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say center(t,11) format($,6,3) 'ºC ' a "ºC" format(abs(a-$)/a*100,6,2) '%'
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$=$ + inc * cc * (Tr-$) /*calc. next value via Euler's method. */
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end /*t*/
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end /*stepSize*/
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exit /*stick a fork in it, we're all done. */
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/*──────────────────────────────────────────────────────────────────────────────────────*/
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e: return 2.718281828459045235360287471352662497757247093699959574966967627724076630353548
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/*──────────────────────────────────────────────────────────────────────────────────────*/
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exp: procedure; parse arg x; ix=x%1; if abs(x-ix)>.5 then ix=ix+sign(x); x=x-ix; z=1
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_=1; w=1; do j=1; _=_*x/j; z=(z+_)/1; if z==w then leave; w=z; end /*j*/
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if z\==0 then z=e()**ix * z; return z
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3
Task/Euler-method/ZX-Spectrum-Basic/euler-method.zx
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3
Task/Euler-method/ZX-Spectrum-Basic/euler-method.zx
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10 LET d$="-0.07*(y-20)": LET y=100: LET a=0: LET b=100: LET s=10
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20 LET t=a
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30 IF t<=b THEN PRINT t;TAB 10;y: LET y=y+s*VAL d$: LET t=t+s: GO TO 30
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