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In numerical analysis, a branch of applied mathematics, the midpoint method is a one-step method for numerically solving the differential equation, :. The explicit midpoint method is given by the formula : the implicit midpoint method by : for Here, is the ''step size'' — a small positive number, and is the computed approximate value of The explicit midpoint method is also known as the modified Euler method, the implicit method is the most simple collocation method, and, applied to Hamiltionian dynamics, a symplectic integrator. The name of the method comes from the fact that in the formula above the function giving the slope of the solution is evaluated at which is the midpoint between at which the value of ''y''(''t'') is known and at which the value of ''y''(''t'') needs to be found. The local error at each step of the midpoint method is of order , giving a global error of order . Thus, while more computationally intensive than Euler's method, the midpoint method's error generally decreases faster as . The methods are examples of a class of higher-order methods known as Runge-Kutta methods. ==Derivation of the midpoint method== The midpoint method is a refinement of the Euler's method : and is derived in a similar manner. The key to deriving Euler's method is the approximate equality : which is obtained from the slope formula : and keeping in mind that For the midpoint methods, one replaces (3) with the more accurate : when instead of (2) we find : One cannot use this equation to find as one does not know at . The solution is then to use a Taylor series expansion exactly as if using the Euler method to solve for : : which, when plugged in (4), gives us : and the explicit midpoint method (1e). The implicit method (1i) is obtained by approximating the value at the half step by the midpoint of the line segment from to : and thus : Inserting the approximation for results in the implicit Runge-Kutta method : which contains the implicit Euler method with step size as its first part. Because of the time symmetry of the implicit method, all terms of even degree in of the local error cancel, so that the local error is automatically of order . Replacing the implicit with the explicit Euler method in the determination of results again in the explicit midpoint method. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「midpoint method」の詳細全文を読む スポンサード リンク
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