More Accurate Rate Estimation
CS 170:
Computing for the Sciences and
Mathematics
Administrivia
Last time (in P265)
Euler’s method for computation
Today
Better Methods
Simulation / Automata
HW #7 Due!
HW #8 assigned
Euler’s method
Simplest simulation technique for solving
differential equation
Intuitive
Some other methods faster and more accurate
Error on order of ∆t
Cut ∆t in half
cut error by half
Euler’s Method
t
n
= t
0
+ n
t
P
n
= P
n

1
+ f(t
n

1
, P
n

1
)
t
Runge

Kutta 2 method
Euler's Predictor

Corrector (EPC) Method
Better accuracy than Euler’s Method
Predict what the next point will be (with Euler)
–
then correct based on estimated slope.
Concept of method
Instead of slope of tangent line at (t
n

1
, P
n

1
), want
slope of chord
For ∆t = 8, want slope of chord between
(0, P(0)) and (8, P(8))
Concept of method
Then, estimate for 2
nd
point is ?
(∆t, P(0) + slope_of_chord * ∆t)
(8, P(0) + slope_of_chord * 8)
Concept of method
Slope of chord ≈ average of slopes of tangents at
P(0) and P(8)
EPC
How to find the slope of tangent at P(8) when we do
not know P(8)?
Y = Euler’s estimate for P(8)
In this case Y = 100+ 100*(.1*8) = 180
Use (8, 180) in derivative formula to obtain estimate
of slope at t = 8
In this case, f(8, 180) = 0.1(180) = 18
Average of slope at 0 and estimate of slope at 8 is
0.5(10 + 18) = 14
Corrected estimate of P
1
is 100 + 8(14) = 212
Predicted and corrected estimation of
(8, P(8))
Runge

Kutta
2 Algorithm
initialize
simulationLength
,
population
,
growthRate
,
∆t
numIterations
simulationLength / ∆t
for
i
going
from 1 to numIterations
do the following:
growth
growthRate * population
Y
population + growth * ∆t
t
i*∆t
population
灯灵污瑩潮⬠〮㔪⠠杲潷瑨g⬠杲潷瑨剡瑥⩙*
estimating next point (Euler)
averaging two slopes
Error
With P(8) = 15.3193 and Euler estimate = 180,
relative error = ?
(180

P(8))/P(8) ≈ 19.1%
With EPC estimate = 212, relative error = ?
(212

P(8))/P(8) ≈ 4.7%
Relative error of Euler's method is O(
t)
EPC at time 100
t
Estimated P
Relative error
1.0
2,168,841
0.015348
0.5
2,193,824
0.004005
0.25
2,200,396
0.001022
Relative error of EPC method is on order of O((
t)
2
)
Runge

Kutta
4
If you want increased accuracy, you can expand your
estimations out to further terms.
base each estimation on the Euler estimation of the
previous point.
P
1
= P
0
+
d
1
,
d
1
= rate*P
0
*
t
P
2
= P
1
+
d
2
,
d
2
= rate*P
1
*
t
P
3
= P
2
+
d
3
,
d
3
= rate*P
2
*
t
d
4
= rate*P
3
*
t
P1 = (1/6)*(
d
1
+ 2*
d
2
+ 2*
d
3
+
d
4
)
error: O(
t
4
)
SI MULATI ON
CS 170:
Computing for the Sciences and
Mathematics
Computer simulation
Having computer program imitate reality, in order to
study situations and make decisions
Applications?
Use simulations if…
Not feasible to do actual experiments
Not controllable (Galaxies)
System does not exist
Engineering
Cost of actual experiments prohibitive
Money
Time
Danger
Want to test alternatives
Example: Cellular Automata
Structure
Grid of positions
Initial values
Rules to update at each timestep
often
very
simple
New = Old + “Change”
This “Change” could entail a diff. EQ, a constant
value, or some set of logical rules
Mr. von Neumann’s Neighborhood
Often in automata simulations, a
cell’s “change” is dictated by the state
of its neighborhood
Examples:
Presence of something in the neighborhood
temperature values, etc. of neighboring cells
Conway’s Game of Life
The
Game of Life
, also known simply as
Life
, is a
cellular automaton devised by the British
mathematician
John Horton Conway
in 1970.
The “game” takes place on a 2

D grid
Each cell’s value is determined by the values of an expanded
neighborhood (including diagonals) from the previous time

step.
Initially, each cell is populated (1) or empty (0)
Because of Life's analogies with the rise, fall and
alterations of a society of living organisms, it belongs to
a growing class of what are called
simulation games
(games that resemble real life processes).
Conway’s Game of Life
The Rules
For a space that is 'populated':
Each cell with
one
or
zero
neighbors
dies
(loneliness)
Each cell with
four
or
more
neighbors
dies
(overpopulation)
Each cell with
two
or
three
neighbors survives
For a space that is 'empty' or 'unpopulated‘
Each cell with three neighbors becomes populated
http://www.bitstorm.org/gameoflife/
HOMEWORK!
Homework 8
READ “Seeing Around Corners”
http://www.theatlantic.com/magazine/archive/2002/04/seeing

around

corners/2471/
Answer reflection questions
–
to be posted on class site
Due THURSDAY 11/4/2010
Thursday’s Class in HERE (P265)
Enter the password to open this PDF file:
File name:

File size:

Title:

Author:

Subject:

Keywords:

Creation Date:

Modification Date:

Creator:

PDF Producer:

PDF Version:

Page Count:

Preparing document for printing…
0%
Comments 0
Log in to post a comment