Solution of Second Order Differential Equations
Using the Godunov Integration Method

Abstract

This MS Thesis proposes a method for the direct numerical solution of systems of second order differential equations. Many continuous systems can naturally be expressed in terms of second order differential equations. Problems in mechanics, hydrodynamics, and electrical circuits fall in this category. Most numerical integration techniques currently in use rely on separating each 2nd order equation into two 1st order equations. This thesis investigates an alternative integration technique proposed by Godunov which solves second order differential equations directly. It is hoped that the Godunov method may provide an advantage over 1st order system solvers in the areas of numerical stability domains, truncation errors and the number of floating point operations required for a solution. A numerical stability domain will be developed for the Godunov method both analytically and numerically, and expressions will be developed for the truncation error which results from using the Godunov method to solve the wave equation, a mechanical model of the human body and a 7th order passive electrical circuit. Analytic results will then be compared against numerical solutions of these three systems. It will be shown that the Godunov method compares favorably against the Adams-Bashforth 3rd order method when used to solve both the mechanical system and the hyperbolic partial differential equation, but that there are potential problems when this method is used to simulate electrical circuits which result in integro-differential equations.


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Last modified: August 8, 2005 -- © François Cellier