Created
January 30, 2014 20:58
-
-
Save tylerjw/8718539 to your computer and use it in GitHub Desktop.
Compare Euler's, Improved Euler's, and Runge-Kutta methods of Estimating Differential Equation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
/** | |
Comparison between methods (euler, imp euler, & runge-kutta) | |
@author Tyler Weaver | |
Compile: | |
gcc compare.c -o compare | |
Run: | |
./compare | |
*/ | |
#include <stdio.h> | |
#include <stdlib.h> | |
#include <stdbool.h> | |
#include <math.h> | |
#define X 0 | |
#define Y 1 | |
double func_Dy(double x, double y); // y' = (y + x)^2 | |
double func_y(double x); // y = tan(x) - x | |
double runge_kutta(double h, double target_x, | |
double initial_x, double initial_y, | |
double (*func)(double,double), | |
double (*actual)(double), | |
bool debug); | |
double improved_euler(double step_size, double target_x, | |
double initial_x, double initial_y, | |
double (*func)(double,double), | |
double (*actual)(double), | |
bool debug); | |
double euler(double step_size, double target_x, | |
double initial_x, double initial_y, | |
double (*func)(double,double), | |
double (*actual)(double), | |
bool debug); | |
int main() | |
{ | |
const double h = 0.1; | |
const double initial_value[2] = {0,1}; | |
const double target_x = 1.5; | |
double output; | |
euler(h, target_x, initial_value[X], initial_value[Y], | |
func_Dy, func_y, true); | |
improved_euler(h, target_x, initial_value[X], initial_value[Y], | |
func_Dy, func_y, true); | |
runge_kutta(h, target_x, initial_value[X], initial_value[Y], | |
func_Dy, func_y, true); | |
return 0; | |
} | |
double func_Dy(double x, double y) | |
{ | |
double value = x*y + y; | |
return value; | |
} | |
double func_y(double x) | |
{ | |
double y = exp((x*(x + 2))/2); | |
return y; | |
} | |
double runge_kutta(double h, | |
double target_x, double x, double y, | |
double (*func)(double,double), | |
double (*actual)(double), bool debug) | |
{ | |
static bool first = true; | |
double target_y; // the output value we are looking for | |
double exact, error; | |
double k[4]; | |
if(first && debug) // first time through, print the table header | |
{ | |
printf("Runge-Kutta method\r\n"); | |
printf("x_n, y_n, exact, error\r\n"); | |
printf("------|--------|--------|------\r\n"); | |
first = false; | |
} | |
if(x >= target_x) // we have reached the end | |
return y; | |
else | |
{ | |
k[0] = h*func(x,y); // k1 | |
k[1] = h*func(x + .5*h, y + .5*k[0]); // k2 | |
k[2] = h*func(x + .5*h, y + .5*k[1]); // k3 | |
k[3] = h*func(x + h, y + k[2]); // k4 | |
x = x + h; // update x | |
y = y + (k[0] + 2*k[1] + 2*k[2] + k[3])/6.0; | |
exact = actual(x); | |
error = fabsf(exact - y); | |
if(debug) | |
printf("%3.1f, %7.3f, %7.3f, %7.3f\r\n", x,y,exact,error); // output values for debuging | |
target_y = runge_kutta(h,target_x,x,y,func,actual,debug); // do it again... | |
} | |
first = true; // reset the first flag | |
return target_y; // return the target_y value | |
} | |
double improved_euler(double step_size, | |
double target_x, double x, double y, | |
double (*func)(double,double), | |
double (*actual)(double), bool debug) | |
{ | |
static bool first = true; | |
double target_y; // the output value we are looking for | |
double exact, error; | |
double predictor; | |
if(first && debug) // first time through, print the table header | |
{ | |
printf("Improved Euler's method\r\n"); | |
printf("x_n, y_n, exact, error\r\n"); | |
printf("------|--------|--------|------\r\n"); | |
first = false; | |
} | |
if(x >= target_x) // we have reached the end | |
return y; | |
else | |
{ | |
predictor = y + (step_size*func(x, y)); // calculate the predictor | |
// now the corrector | |
y = y + 0.5*step_size*(func(x,y) + func(x+step_size,predictor)); | |
x = x + step_size; // update x | |
exact = actual(x); | |
error = fabsf(exact - y); | |
if(debug) | |
printf("%3.1f, %7.3f, %7.3f, %7.3f\r\n", x,y,exact,error); // output values for debuging | |
target_y = improved_euler(step_size,target_x,x,y,func,actual,debug); // do it again... | |
} | |
first = true; // reset the first flag | |
return target_y; // return the target_y value | |
} | |
double euler(double step_size, | |
double target_x, double x, double y, | |
double (*func)(double,double), | |
double (*actual)(double), bool debug) | |
{ | |
static bool first = true; | |
double target_y; // the output value we are looking for | |
double exact, error; | |
if(first && debug) // first time through, print the table header | |
{ | |
printf("Euler's method\r\n"); | |
printf("x_n, y_n, exact, error\r\n"); | |
printf("------|--------|--------|------\r\n"); | |
first = false; | |
} | |
if(x >= target_x) // we have reached the end | |
return y; | |
else | |
{ | |
y = y + (step_size*func(x, y)); // calculate the new y value | |
x = x + step_size; // update x | |
exact = actual(x); | |
error = fabsf(exact - y); | |
if(debug) | |
printf("%3.1f, %7.3f, %7.3f, %7.3f\r\n", x,y,exact,error); // output values for debuging | |
target_y = euler(step_size,target_x,x,y,func,actual,debug); // do it again... | |
} | |
first = true; // reset the first flag | |
return target_y; // return the target_y value | |
} |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment