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DescriptionMidpoint method illustration.png | Illustration of Midpoint method |
Source | Own work |
Author | Oleg Alexandrov |
This diagram was created with MATLAB.
Public domainPublic domainfalsefalse |
I, the copyright holder of this work, release this work into the public domain. This applies worldwide. In some countries this may not be legally possible; if so: I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law. |
Source code (MATLAB)
% illustration of numerical integration
% compare the Forward Euler method, which is globally O(h)
% with Midpoint method, which is globally O(h^2)
% and the exact solution
function main()
f = inline ('2-y', 't', 'y'); % will solve y' = f(t, y)
a=0; b=1; % endpoints of the interval where we will solve the ODE
A = -0.5*b; B = 1.5*b; % a bit of an expanded interval
N = 2; T = linspace(a, b, N); h = T(2)-T(1); % the grid
y0 = 1; % initial condition
% % One step of the midpoint method
Y = solve_ODE (N, f, y0, h, T, 2); % midpoint method
% exact solution to the right
hh=0.05; TT = a:hh:B; NN = length(TT);
YY = solve_ODE (NN, f, y0, hh, TT, 2); % midpoint method
% exact solution to the left
TTl = a:hh:(-A); NN = length(TTl);
ZZ = solve_ODE (NN, f, y0, -hh, TTl, 2); % midpoint method
% the tangent line at the midpoint
tmid = (a+b)/2;
I = find(TT >= tmid); m = I(1);
tmid = TT(m); ymid = YY(m); slope = f(tmid, ymid);
Tan_l = 0.5*b; Tant = (tmid-Tan_l):hh:(tmid+Tan_l); Tany = slope*(Tant-tmid)+ymid;
% prepare the plotting window
lw = 3; % curves linewidth
lw_thin = 2; % thinner curves
fs = 30; % font size
figure(1); clf; hold on; axis equal; axis off;
% colors
red=[0.867 0.06 0.14];
blue = [0, 129, 205]/256;
green = [0, 200, 70]/256;
black = [0, 0, 0];
% coordinate axes
shifty=0.2;
arrowsize=0.1; arrow_type=1; angle=20; % in degrees
arrow([A, shifty], [B, shifty], lw_thin, arrowsize, angle, arrow_type, black)
% plot auxiliary lines
I = find(TT >= a); m = I(1); ya = YY(m);
plot([a, a], [0+shifty, ya], 'linewidth', lw_thin, 'linestyle', '--', 'color', black)
I = find(TT >= tmid); m = I(1); ymid = YY(m);
plot([tmid, tmid], [0+shifty, ymid], 'linewidth', lw_thin, 'linestyle', '--', 'color', black)
I = find(TT >= b); m = I(1); yb = YY(m);
plot([b, b], [0+shifty, yb], 'linewidth', lw_thin, 'linestyle', '--', 'color', black)
% plot the solutions
plot(TT, YY, 'color', blue, 'linewidth', lw);
plot(-TTl, ZZ, 'color', blue, 'linewidth', lw)
plot(T, Y, 'color', red, 'linewidth', lw)
% plot the tangent line
plot(Tant, Tany+0.003*lw, 'color', green, 'linewidth', lw)
smallrad = 0.02;
ball (T(1), Y(1), smallrad, red)
ball (T(length(T)), Y(length(Y)), smallrad, red)
% text
small = 0.15;
text(a, shifty-small, '\it{t_n}', 'fontsize', fs)
text(tmid, shifty-small, '\it{t_n+h/2}', 'fontsize', fs)
text(b, shifty-small, '\it{t_{n+1}}', 'fontsize', fs)
text(T(1)-1.5*small, Y(1), '\it{y_n}', 'fontsize', fs, 'color', red)
text(T(length(T))+0.6*small, Y(length(Y)), '\it{y_{n+1}}', 'fontsize', fs, 'color', red)
text(-TTl(length(TTl))+0.1*small, ZZ(length(ZZ))+3*small, '\it{y(t)}', 'fontsize', fs, 'color', blue)
% axes aspect ratio
% pbaspect([1 1.5 1]);
%% save to disk
saveas(gcf, sprintf('Midpoint_method_illustration.eps', h), 'psc2');
function Y = solve_ODE (N, f, y0, h, T, method)
Y = 0*T;
Y(1)=y0;
for i=1:(N-1)
t = T(i); y = Y(i);
if method == 1 % forward Euler method
Y(i+1) = y + h*f(t, y);
elseif method == 2 % explicit one step midpoint method
K = y + 0.5*h*f(t, y);
Y(i+1) = y + h*f(t+h/2, K);
else
disp ('Don`t know this type of method');
return;
end
end
function arrow(start, stop, thickness, arrow_size, sharpness, arrow_type, color)
% Function arguments:
% start, stop: start and end coordinates of arrow, vectors of size 2
% thickness: thickness of arrow stick
% arrow_size: the size of the two sides of the angle in this picture ->
% sharpness: angle between the arrow stick and arrow side, in degrees
% arrow_type: 1 for filled arrow, otherwise the arrow will be just two segments
% color: arrow color, a vector of length three with values in [0, 1]
% convert to complex numbers
i=sqrt(-1);
start=start(1)+i*start(2); stop=stop(1)+i*stop(2);
rotate_angle=exp(i*pi*sharpness/180);
% points making up the arrow tip (besides the "stop" point)
point1 = stop - (arrow_size*rotate_angle)*(stop-start)/abs(stop-start);
point2 = stop - (arrow_size/rotate_angle)*(stop-start)/abs(stop-start);
if arrow_type==1 % filled arrow
% plot the stick, but not till the end, looks bad
t=0.5*arrow_size*cos(pi*sharpness/180)/abs(stop-start); stop1=t*start+(1-t)*stop;
plot(real([start, stop1]), imag([start, stop1]), 'LineWidth', thickness, 'Color', color);
% fill the arrow
H=fill(real([stop, point1, point2]), imag([stop, point1, point2]), color);
set(H, 'EdgeColor', 'none')
else % two-segment arrow
plot(real([start, stop]), imag([start, stop]), 'LineWidth', thickness, 'Color', color);
plot(real([stop, point1]), imag([stop, point1]), 'LineWidth', thickness, 'Color', color);
plot(real([stop, point2]), imag([stop, point2]), 'LineWidth', thickness, 'Color', color);
end
function ball(x, y, r, color)
Theta=0:0.1:2*pi;
X=r*cos(Theta)+x;
Y=r*sin(Theta)+y;
H=fill(X, Y, color);
set(H, 'EdgeColor', 'none');
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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 04:51, 26 May 2007 | 1,863 × 1,667 (65 KB) | Oleg Alexandrov | {{Information |Description=Illustration of Midpoint method |Source=self-made |Date= |Author= User:Oleg Alexandrov }} {{PD-self}} Category:Numerical analysis |
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