Is a Semi-Implicit Method Suitable for These Coupled ODEs?

In summary, to solve the stiff system of coupled ordinary differential equations with nonlinear functions, it is recommended to use implicit methods such as Backward Euler or BDF, which require solving a nonlinear system at each time step.
  • #1
Awatarn
25
0
I have two coupled ordinary differential equations:
[itex]\displaystyle \frac{dx}{dt} = f(y) x[/itex]
[itex]\displaystyle \frac{dy}{dt} = s(x) y[/itex]
To solve these equations, we generally use explicit method, but these equations are stiff equations. Therefore semi-implicit method might be a better choice.

I'm wondering if the following discretization mathematically legitimates or not?

[itex]\displaystyle x^{n+1} = x^n + f(y^n) x^{n+1} dt[/itex]
[itex]\displaystyle y^{n+1} = y^n + s(x^n) y^{n+1} dt[/itex]

The reason I do it this way is nonlinearity of [itex]f(y)[/itex] and [itex]s(x)[/itex].
Do you have any suggestion or recommended method?
 
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  • #2
Yes, the discretization you propose mathematically legitimates. However, it is not a good choice for solving your system of equations since it is very likely that it will lead to numerical instabilities. A better option would be to use an implicit method such as the Backward Euler or the BDF method. These methods require the solution of a nonlinear system at each time step, which can be done using iterative methods such as Newton's method or fixed point iteration.
 

FAQ: Is a Semi-Implicit Method Suitable for These Coupled ODEs?

What is the Semi-implicit method for ODEs?

The Semi-implicit method for ODEs is a numerical method used to solve ordinary differential equations (ODEs). It is a combination of implicit and explicit methods, where some parts of the equation are treated implicitly and others are treated explicitly. This method is particularly useful for stiff ODEs, where the explicit methods may become unstable.

How does the Semi-implicit method differ from other numerical methods for ODEs?

The Semi-implicit method is a combination of implicit and explicit methods, whereas other methods such as the Euler method or Runge-Kutta methods are purely explicit. This means that the Semi-implicit method is more stable and accurate for solving stiff ODEs.

What are the advantages of using the Semi-implicit method for ODEs?

The Semi-implicit method has several advantages, including its stability and accuracy for solving stiff ODEs. It also has a larger stability region compared to other methods, meaning that it can handle larger timesteps. Additionally, it is relatively easy to implement and can be applied to a wide range of ODEs.

Are there any limitations to using the Semi-implicit method for ODEs?

Like any numerical method, the Semi-implicit method has its limitations. It may not be as efficient for solving non-stiff ODEs compared to other methods. It also requires more computational resources, as it involves solving systems of equations at each timestep.

How is the accuracy of the Semi-implicit method for ODEs evaluated?

The accuracy of the Semi-implicit method can be evaluated by comparing the numerical solution to the exact solution of the ODE. This can be done by calculating the global error or by measuring the convergence of the method as the timestep is decreased. Additionally, the stability and performance of the method can also be considered when evaluating its accuracy.

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