Runge Kutta Fehlberg Algorithm-Numerical Analysis-MATLAB Code, Exercises of Mathematical Methods for Numerical Analysis and Optimization

This is solution to one of problems in Numerical Analysis. This is matlab code. Its helpful to students of Computer Science, Electrical and Mechanical Engineering. This code also help to understand algorithm and logic behind the problem. This code includes: Range, Kutta, Fehlberg, Algorithm, Approximate, Solution, Local, Truncation, Error, Tolerance, Stepsize, Initial, Condition

Typology: Exercises

2011/2012

Uploaded on 07/31/2012

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% RUNGE-KUTTA-FEHLBERG ALGORITHM 5.3
%
% TO APPROXIMATE THE SOLUTION OF THE INITIAL VALUE PROBLEM:
% Y' = F(T,Y), A<=T<=B, Y(A) = ALPHA,
% WITH LOCAL TRUNCATION ERROR WITHIN A GIVEN TOLERANCE.
%
% INPUT: ENDPOINTS A,B; INITIAL CONDITION ALPHA; TOLERANCE TOL;
% MAXIMUM STEPSIZE HMAX; MINIMUM STEPSIZE HMIN.
%
% OUTPUT: T, W, H WHERE W APPROXIMATES Y(T) AND STEPSIZE H WAS
% USED OR A MESSAGE THAT THE MINIMUM STEPSIZE WAS EXCEEDED.
syms('F', 'OK', 'A', 'B', 'ALPHA', 'TOL', 'HMIN', 'HMAX', 'FLAG');
syms('NAME', 'OUP', 'H', 'T', 'W', 'K1', 'K2', 'K3', 'K4', 'K5', 'K6');
syms('R', 'DELTA', 't', 's');
TRUE = 1;
FALSE = 0;
fprintf(1,'This is the Runge-Kutta-Fehlberg Method.\n');
fprintf(1,'Input the function F(t,y) in terms of t and y\n');
fprintf(1,'For example: y-t^2+1 \n');
s = input(' ','s');
F = inline(s,'t','y');
OK = FALSE;
while OK == FALSE
fprintf(1,'Input left and right endpoints on separate lines.\n');
A = input(' ');
B = input(' ');
if A >= B
fprintf(1,'Left endpoint must be less than right endpoint\n');
else
OK = TRUE;
end;
end;
fprintf(1,'Input the initial condition\n');
ALPHA = input(' ');
OK = FALSE;
while OK == FALSE
fprintf(1,'Input tolerance\n');
TOL = input(' ');
if TOL <= 0
fprintf(1,'Tolerance must be a positive.\n');
else
OK = TRUE;
end;
end;
OK = FALSE;
while OK == FALSE
fprintf(1,'Input minimum and maximum mesh spacing on separate
lines.\n');
HMIN = input(' ');
HMAX = input(' ');
if HMIN < HMAX & HMIN > 0
OK = TRUE;
else
fprintf(1,'Minimum mesh spacing must be a positive real\n');
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% RUNGE-KUTTA-FEHLBERG ALGORITHM 5.

% TO APPROXIMATE THE SOLUTION OF THE INITIAL VALUE PROBLEM:

% Y' = F(T,Y), A<=T<=B, Y(A) = ALPHA,

% WITH LOCAL TRUNCATION ERROR WITHIN A GIVEN TOLERANCE.

% INPUT: ENDPOINTS A,B; INITIAL CONDITION ALPHA; TOLERANCE TOL;

% MAXIMUM STEPSIZE HMAX; MINIMUM STEPSIZE HMIN.

% OUTPUT: T, W, H WHERE W APPROXIMATES Y(T) AND STEPSIZE H WAS

% USED OR A MESSAGE THAT THE MINIMUM STEPSIZE WAS EXCEEDED.

syms('F', 'OK', 'A', 'B', 'ALPHA', 'TOL', 'HMIN', 'HMAX', 'FLAG'); syms('NAME', 'OUP', 'H', 'T', 'W', 'K1', 'K2', 'K3', 'K4', 'K5', 'K6'); syms('R', 'DELTA', 't', 's'); TRUE = 1; FALSE = 0; fprintf(1,'This is the Runge-Kutta-Fehlberg Method.\n'); fprintf(1,'Input the function F(t,y) in terms of t and y\n'); fprintf(1,'For example: y-t^2+1 \n'); s = input(' ','s'); F = inline(s,'t','y'); OK = FALSE; while OK == FALSE fprintf(1,'Input left and right endpoints on separate lines.\n'); A = input(' '); B = input(' '); if A >= B fprintf(1,'Left endpoint must be less than right endpoint\n'); else OK = TRUE; end; end; fprintf(1,'Input the initial condition\n'); ALPHA = input(' '); OK = FALSE; while OK == FALSE fprintf(1,'Input tolerance\n'); TOL = input(' '); if TOL <= 0 fprintf(1,'Tolerance must be a positive.\n'); else OK = TRUE; end; end; OK = FALSE; while OK == FALSE fprintf(1,'Input minimum and maximum mesh spacing on separate lines.\n'); HMIN = input(' '); HMAX = input(' '); if HMIN < HMAX & HMIN > 0 OK = TRUE; else fprintf(1,'Minimum mesh spacing must be a positive real\n');

fprintf(1,'number and less than the maximum mesh spacing\n'); end; end; if OK == TRUE fprintf(1,'Choice of output method:\n'); fprintf(1,'1. Output to screen\n'); fprintf(1,'2. Output to text file\n'); fprintf(1,'Please enter 1 or 2\n'); FLAG = input(' '); if FLAG == 2 fprintf(1,'Input the file name in the form - drive:\name.ext\n'); fprintf(1,'For example A:\OUTPUT.DTA\n'); NAME = input(' ','s'); OUP = fopen(NAME,'wt'); else OUP = 1; end; fprintf(OUP, 'RUNGE-KUTTA-FEHLBERG METHOD\n\n'); fprintf(OUP, ' T(I) W(I) H R\n\n'); % STEP 1 H = HMAX; T = A; W = ALPHA; fprintf(OUP, '%12.7f %11.7f 0 0\n', T, W); OK = TRUE; % STEP 2 while T < B & OK == TRUE % STEP 3 K1 = HF(T,W); K2 = HF(T+H/4,W+K1/4);K3 = HF(T+3H/8,W+(3K1+9K2)/32); K4 = HF(T+12H/13,W+(1932K1-7200K2+7296K3)/2197); K5 = HF(T+H,W+439K1/216-8K2+3680K3/513-845K4/4104); K6 = HF(T+H/2,W-8K1/27+2K2-3544K3/2565+1859K4/4104-11K5/40); % STEP 4 R = abs(K1/360-128K3/4275-2197K4/75240.0+K5/50+2K6/55)/H; % STEP 5 if R <= TOL % STEP 6 % Approximation accepted T = T+H; W = W+25K1/216+1408K3/2565+2197K4/4104-K5/5; % STEP 7 fprintf(OUP, '%12.7f %11.7f %11.7f %11.7f\n', T, W, H, R); end; % STEP 8 % To avoid underflow if R > 1.0E- DELTA = 0.84 * exp(0.25 * log(TOL / R)); else DELTA = 10.0; end; % STEP 9 % Calculate new H if DELTA <= 0.