today’s class boundary value problems eigenvalue problems numerical methods lecture 18 prof. jinbo...

Today’s class

• Boundary Value Problems• Eigenvalue Problems

Numerical MethodsLecture 18

Prof. Jinbo BiCSE, UConn

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Boundary Value Problems

• Auxiliary conditions• n-th order equation requires n conditions• Initial value conditions

• All n conditions are specified at the same value of the independent variable

• Boundary value conditions• The n conditions are specified at different values of

the independent variable



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Initial value conditions



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Boundary value conditions



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Types of Boundary Conditions• Simple B.C.: The value of the unknown function

is given at the boundary.

• Neumann B.C.: The derivative of the unknown function is given at the boundary.

• Mixing B.C.: The combination of the unknown function’s value and derivative is given at the boundary.



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Boundary Value Problems

• Shooting Method• Convert the boundary value problem into an

equivalent initial value problem by choosing values for all dependent variables at one boundary



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Shooting Method Example

• Convert to first-order

• Guess a value for z(0)• Use RK method or any other method to

solve the ODE at y=10



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Shooting Method Example• Using RK method with an initial guess of

z(0)=10 we get y(10)=168.3797• The specified condition was y(10)=200, so try

again• Using RK method with an initial guess of

z(0)=20 we get y(10)=285.8980• With two guesses and a linear ODE, we can

interpolate to find the correct value



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Shooting Method Example

z(0)=10 z(0)=20

z(0)=12.69



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Shooting Method

• If the ODE is non-linear, then you have to recast the problem as solving a series of root problems

• Think of the guessed values as a vector V

• That vector V will generate a y(yL) vector after solving the ODE

• The y(yL) vector should equal the boundary value conditions at yL



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Shooting Method

• Since y is a function of V, you can create a new discrepancy function F that is dependent on V

• The problem then becomes to zero the discrepancy

• We don’t know F so we cannot use normal root-solving methods

• But we can approach it by iteratively looking at the finite difference derivatives



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Finite-Difference Method (FDM)



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Matrix Form of Equation System



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FDM Example



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Eigenvalue Problems

• Eigenvalue problems are a special class of boundary-value problem

• Common in engineering systems with oscillating behavior• Springs• Vibrations



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Physics of Eigenvalues & Eigenvectors



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Physics of Eigenvalues



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Physics of Eigenvalues



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Steps of Solving Eigen-value Problems



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Eigenvalue Example



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Eigenvalue Example



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Boundary value eigenvalue problems• Polynomial Method

• Power Method



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Power Method

• The Power Method is an iterative procedure for determining the dominant (largest) eigenvalue of the matrix A and the corresponding eigenvector.

• Example



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Example of Power Method (Cont.)



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Inverse Power Method

• The Power Method can be modified to provide the smallest (lowest) (magnitude) eigenvalue and its eigenvector. The modified method is known as the inverse power method

• The smallest eigenvalue λ in the matrix A corresponds to 1/ λ the largest eigenvalue in the inverse matrix A-1.



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General I-P Method• The combination of Power Method and I-P

method can be use to determine all the eigenvalues and their related eigenvectors.

• Deflation Hotelling’s Method for symmetric matrices • First, normalize the largest eigenvector found

by the sum of the squares of the elements in the eigenvector



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General I-P Method

• Then create new A2 matrix

• The new A2 matrix has the same eigenvalues as A1 except that the largest eigenvalue has been replaced with 0



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Hotelling’s Method



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Hotelling’s Method



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Next class

• Curve Fitting



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today’s class boundary value problems eigenvalue problems numerical methods lecture 18 prof. jinbo...

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