Numerical integration (brief)

In this text I will go over a few subjects related to integration and its relevance for simulation. I try to focus on the areas where I had trouble when I originally learned about these things, and I will generally focus less on the things I found
to be easy. The subjects I touch upon are...

  • Very brief overview of what it means to integrate.
  • Introduction to ordinary differential equations and their use.
  • Example of using analytical integration to solve an initial value problem.
  • Introduction to numerical integration and Taylor series as well as truncation error.
  • A description of phase space and its use.
  • Example of using Explicit Euler to solve the problem previously solved analytically.
  • Example of using Midpoint to solve the same problem.
  • Example of using Runge Kutta 4 to solve the same problem.
  • Example of using Implicit Euler to solve the same problem.
Early on I will present a physical problem in form of an initial value problem in 1 which is then solved analytically by integration,  with Taylor series and numerically using three different methods.

The full text is in the form of a PDF document that can be downloaded at the bottom of this page.
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Thomas Grønneløv,
Apr 16, 2011, 4:30 AM