Phys102 Lecture06!08!10Fall DiffEquations

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    Computational Lab in Physics:Solving Differential Equations.

    Steven Kornreich www.beachlook.com

    Frequently in Physics, we are faced with solving a differential equation. Findingsolutions analytically can be difficult. We can use numerical methods to give us agood idea of the solution in many cases.

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    Logistic Map, Cobweb diagram

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    Logistic Map Discussion

    As the control parameter ris increased in the interval 3< r < 3.5699456

    there is period doubling pitchfork bifurcations increase the number of m-cycle periods by a factor of 2at each bifurcation.

    Fixed points obey theequation x= f (m) (x)

    f (m) (x) = f(f(f(f(x)))), m-

    times

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    Examples of differential eqs.Newtons Law:

    Maxwells Eqs:Gausss Law

    No monopolesFaradays LawAmpere-Maxwell

    Pendulum:

    Schrodinger Eq:

    d r F m

    dt

    E

    B

    B E

    t E

    B J t

    d g dt l

    i V

    t m

    r

    r r

    r r

    r r

    r r r

    hh

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    Ordinary Differential Eqs.: 1-variable

    Order : highest derivativeLinear: each term has only 1 st power of function and derivatives

    no 2 nd or higher powersno cross-terms

    Homogeneous: no function of the

    independent variable appears by itself.Physics: 2 nd order eqs: need two initialconditions.

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    Simple and Driven Harmonic oscillator

    SHO

    Driven HarmonicOscillator

    d x t m kx t

    dt

    d x t m kx t F t

    dt

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    Example: xy+y=0

    Analyticsolution:

    dy x ydxdy dx y x

    y x AC

    y x

    Numericalsolution:

    Start from apoint x 0 , goingup to x f , and use

    step size h .

    dy ydx x

    y x y x h y x h

    x

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    Comparison of Numerical/Analyticvoid eulerExample1() {

    TF1* analytic = new TF1("analytic","1/x",0.1,5);analytic->SetNpx(1000);TCanvas* euCnv1 = new TCanvas("euCnv1","ODE",500,500);analytic->Draw();gPad->SetLogy();

    double xmin=0.1;double xmax=5.0;double step=0.01;

    int Nsteps=static_cast((xmax-xmin)/step);const int maxPoints = 1000;if (Nsteps>maxPoints) {

    cout

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    Harmonic oscillator solution

    Transform 2 nd order eq.into two coupled linearequations:

    Solution, with initialconditions

    v(0)=0x(0)=A

    Set m=k=1 forsimplicity.

    d x t m kx t dt

    dxm mv

    dt

    dvm kxdt

    x t A t

    v t A t k m

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    Numerical Solution

    Equations become:dx

    v x v t dt dv

    x v x

    x t t x t t v t

    v t t v t t t t dt

    x

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    ROOT macro for SHO with SimpleEuler

    void eulerExample2() {TF1* analytic = new

    TF1("analytic","sin(x+TMath::Pi()/2.0)",0.1,20);analytic->SetNpx(1000);TCanvas* euCnv2 = new TCanvas("euCnv2","SHO-

    Euler",500,500);analytic->Draw();

    double tmin=0.0;double tmax=20.0;double step=0.01;int Nsteps=static_cast((tmax-tmin)/step);const int maxPoints = 2001;if (Nsteps>maxPoints) {

    cout

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    Result of Simple Euler Method for SHO

    Analytic solutionx(t)=sin(t+ /2) inBLACK

    Numerical solutions:x(t) in RED

    v(t) in BLUEProblem:Amplitude of numericalsolution grows!

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    Spring is gaining energy?!As particle propagates from say, x=0 to x=1:

    Force is evaluated at x(t i)Average displacement of spring during propagation:x(t i+ t/2).Velocity value used is also larger than averagevelocity over the displacement.

    Result:restoring force is weaker than it should be.Acts on the particle a shorter amount of time.Displacement overshoots the true maximum.

    When returning to zero, force is overestimatedCycle repeats.

    xi xi+1

    x(t i+ t/2)

    x

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    Modified Euler Method

    Simple Euler:derivative at the beginning of interval

    Modified Eulerderivative at the midpoint of interval

    For first problem:

    y x h y x hy xh

    y x h y x hy x

    dy ydx x

    h h y x y x y x

    y x h y x h y x h x h

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    Simple vs Modified Euler: 1/x

    Much better agreement with Modified Euler Method.

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    Modified Euler Method for SHO

    Need to calculate x and v atmidpoint .

    t t v v t v t x t

    t t x x t x t v t

    x t t x t t vv t t v t t x

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    Simple vs Modified Euler: SHO

    Works better!

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    For smaller step size, can still haveproblems

    With step size = 0.3, obviousproblems as t grows.

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    HomeworkFrom Chapter 15Exercise (5): Duffing Oscillator

    Damped, nonlinear (pendulum at NLO), driven oscillator.Your program should make a plot of the resulting equation xvs t as well as the v vs x.

    Use Modified Euler Method, (ignore the last sentence on page201)Instead of instructions in page 202, you can use a TGraph forthis, as in the examples shown in lecture.

    Extra Problem (Not in Book)Solve the full pendulum equation of motion (noapproximations), using the modified Euler method.

    Use initial angle = /2, initial angular speed = 0. Take gravity= 9.81 m/s 2 and l=1 m.Make a plot of angle vs time.In that same plot, compare the plot to the SHO of frequencyg/l and amplitude /2 which starts at the same angle andsame angular speed.