CS 170: Computing for the Sciences and Mathematics

More Accurate Rate Estimation

Administrivia
Last time (in P265)

Eulers method for computation

Today Better Methods Simulation / Automata HW #7 Due! HW #8 assigned

Eulers 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

Eulers Method
tn = t0 + n t Pn = Pn-1 + f(tn-1, Pn-1) t

Runge-Kutta 2 method

Euler's Predictor-Corrector (EPC) Method

Better accuracy than Eulers 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 (tn-1, Pn-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 2nd 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 = Eulers 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 P1 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 estimating next point (Euler) Y population + growth * t t i*t population population+ 0.5*( growth + growthRate*Y)
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 1.0 0.5 0.25 Estimated P 2,168,841 2,193,824 2,200,396 Relative error 0.015348 0.004005 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.

P1 = P0 + d1, P2 = P1 + d2, P3 = P2 + d3,

d1 = rate*P0*t d2 = rate*P1*t d3 = rate*P2*t d4 = rate*P3*t

P1 = (1/6)*(d1 + 2*d2 + 2*d3 + d4) error: O(t4)

CS 170: Computing for the Sciences and Mathematics

SIMULATION

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 Neumanns Neighborhood

Often in automata simulations, a

cells change is dictated by the state of its neighborhood Examples:

Presence of something in the neighborhood temperature values, etc. of neighboring cells

Conways 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 cells 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).

Conways 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/seeingaround-corners/2471/

Answer reflection questions to be posted on class site Due THURSDAY 11/4/2010

Thursdays Class in HERE (P265)