Logistic Map, Euler & Runge-Kutta Method and Lotka-Volterra Equations

Transcription

1 Logistic Map, Euler & Runge-Kutta Method and Lotka-Volterra Equations S. Y. Ha and J. Park Department of Mathematical Sciences Seoul National University Sep 23, 2013

2 Contents 1 Logistic Map 2 Euler and Runge-Kutta Method Euler Method Runge-Kutta Method Euler vs. Runge-Kutta R-K Method for System ODEs 3 Lotka-Volterra Equations

3 Logistic Map Definition Let f : [0, 1] [0, 1] such that f(x) = rx(1 x) where r [0, 4]. Then f is called a logistic map. 3 / 25

4 Logistic Map f(x) = rx(1 x) Intersections are fixed points. 4 / 25

5 Two iterations of logistic map f 2 (x) Intersections are fixed points and period-2 points. 5 / 25

6 Three iterations of logistic map f 3 (x) Intersections are fixed points and period-3 points. 6 / 25

7 Comparison of five iterations of logistic map f 5 (x) with repect to r r=2.5 r=3 r=3.5 r=4 7 / 25

8 Bifurcation of positions of fixed points and period-2 points The figure indicates positions of x satisfying x = f 2 (x) with respect to 0 r 4. 8 / 25

9 Doubling iterations The figure indicates positions of x satisfying x = f 8 (x) with respect to 2.8 r / 25

10 Let x 0 = 0.5 and x n = f n (x 0 ). Plot positions of x n while n [500, 1500]. The figure indicates positions that x n wander with respect to 3.5 r / 25

11 Euler Method Euler and Runge-Kutta Method Let given ODE be ẋ = f(x, t) and t = h. Explicit Euler Method dx dt x n+1 x n h x n+1 x n = f(x n, t n ) h x n+1 = x n + hf(x n, t n ), t n+1 = t n + h h must be small. Implicit Euler Method x n+1 x n = f(x n+1, t n+1 ) h x n+1 = g(x n, t n ), t n+1 = t n + h It is difficult to find out g. 11 / 25

12 Runge-Kutta Method 4th Order Runge-Kutta Method x n+1 x n h = 1 6 (k 1 + 2k 2 + 2k 3 + k 4 ) x n+1 = x n h(k 1 + 2k 2 + 2k 3 + k 4 ) weighted average of k 1, k 2, k 3, k 4 where, k1 = f(x n, t n ) k2 = f(x n hk 1, t n h) k3 = f(x n hk 2, t n h) k4 = f(x n + hk 3, t n + h) t n+1 = t n + h 12 / 25

13 Euler vs. Runge-Kutta Solve ẋ = x(1 x). Exact solution is x(t) = Trajectory of x(t) with x 0 = 0.05 x 0 e t 1 + x 0 (e t 1) 13 / 25

14 Euler vs. Runge-Kutta Let x 0 = 0.05, h = Trajectories of x(t) with Euler and Runge-Kutta methods Euler method Runge-Kutta method 14 / 25

15 Euler vs. Runge-Kutta Difference from exact solution Error of Euler method is less than Error of Runge-Kutta method is less than / 25

16 Euler vs. Runge-Kutta Using 4th order Runge-Kutta method needs 4 times more calculations than using Euler method. Let h 1 = 0.01 for Runge-Kutta method and h 2 = for Euler method in order to adjust the number of calculations. Error of Euler method is less than Error of Runge-Kutta method is less than / 25

17 R-K Method for System ODEs Runge-Kutta Method for System ODEs A system ODE ẋ = f(x, y, t) ẏ = g(x, y, t) Runge-Kutta method for the system x n+1 = x n h(k 1 + 2k 2 + 2k 3 + k 4 ) y n+1 = y n h(l 1 + 2l 2 + 2l 3 + l 4 ) 17 / 25

18 R-K Method for System ODEs where k1 = f(x n, y n, t n ), l1 = g(x n, y n, t n ), k2 = f(x n hk 1, y n hl 1, t n h), l2 = g(x n hk 1, y n hl 1, t n h), k3 = f(x n hk 2, y n hl 2, t n h), l3 = g(x n hk 2, y n hl 2, t n h), k4 = f(x n + hk 3, y n + hl 3, t n + h), l4 = g(x n + hk 3, y n + hl 3, t n + h), t n+1 = t n + h. 18 / 25

19 R-K Method for System ODEs Higher order ODE can be transformed into a system ODE Let x 1 := x, x 2 := ẋ then ẍ + aẋ + b = 0 ẋ 1 = x 2 ẋ 2 = ax 1 b 19 / 25

20 Lotka-Volterra Equations Lotka-Volterra equation ẋ = x(a by) ẏ = y( c + dx) with positive a, b, c, d. We use 4th order Runge-Kutta method for calculations. 20 / 25

21 Set a = 4, b = 2, c = 3, d = 1 and h = We plot iterations starting at square shaped points. We plot o shape at every 10 iterations. In this system, the phase follow the orbits counterclockwise. If the phase is far from the point (3, 2), the phase moves fast. 21 / 25

22 Lotka-Volterra equation with small perturbations. ẋ = x(a ε 1 x by) ẏ = y( c + dx ε 2 y) Set a = 4, b = 2, c = 3, d = 1, ε 1 = , ε 2 = In this system, the phase moves to (3, 2) slowly. 22 / 25

23 Lotka-Volterra equation with intraspecific competition. ẋ = x(a ex by) ẏ = y( c + dx fy) Set a = 6, b = 3, c = 4, d = 1, e = 2, f = / 25

24 Lotka-Volterra equation with intraspecific competition. ẋ = x(a ex by) ẏ = y( c + dx fy) Set a = 18, b = 2, c = 1, d = 1, e = 3, f = / 25

25 Thank You 25 / 25