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Numerical solution of first-order ordinary differential equations 1. First order Runge-Kutta method (Euler’s method) Let’s start with the Taylor series.

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Presentation on theme: "Numerical solution of first-order ordinary differential equations 1. First order Runge-Kutta method (Euler’s method) Let’s start with the Taylor series."— Presentation transcript:

1 Numerical solution of first-order ordinary differential equations 1. First order Runge-Kutta method (Euler’s method) Let’s start with the Taylor series of y(t) expanded at t=t 0 We now restrict our solution to a short time step h.

2 2. Second order Runge-Kutta method Approximate derivative at t=t 0 Intermediate estimate of y at t = t 0 +h/2 Estimate of derivative at t = t 0 +h/2 Estimate of y at t = t 0 +h

3 3. Fourth order Runge-Kutta method Approximate derivative at t=t 0, Intermediate estimate of y at t = t 0 +h/2 using k 1, Estimate of derivative at t = t 0 +h/2, Intermediate estimate of y at t = t 0 +h/2 using k 2, Estimate of derivative at t = t 0 +h/2, Intermediate Estimate of y at t = t 0 +h using k 3, Estimate of derivative at t = t 0 +h,

4 4. Real application, vortex Rossby waves


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