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4.3: Example - the simple harmonic oscillator

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    219160
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    Our friend the simple harmonic oscillator is also easy to implement using Heun’s method. The result of running Heun’s method using a larger step size than used for both forward and backward Euler is shown in 4.4. Compared to both forward and backward Euler, the oscillation neither grows nor decays significantly over the 5 second simulation time – at least on the scale of 4.4. This suggests Heun’s method is a superior algorithm to both forward and backward Euler. The better accuracy is a result of using slope information from both time \(t_n\) as well as \(t_{n+1}\) – this gives the method an \(h^2\) order. Nonetheless, all is not rosy – see 4.5 which plots the difference between the computed and the analytic solution. The difference evidently grows exponentially, although the magnitude is not as bad as with the Euler methods.

    Graph showing computed solution y versus time, with a blue curve and red line representing analytical solutions.
    Figure 4.4: The simple harmonic oscillator solved using Heun’s method. Open circles are the computed result for \(h=0.2\) and the line is the analytic result. The computed result matches the analytic result much better than for the Euler methods, at least at this plot scale. This is because Heun’s method is order \(O(h^2)\).
    Line graph displaying the difference between computed and analytic results over time, labeled accordingly.
    Figure 4.5: The difference between the computed and the analytic result shown in 4.4. The difference is small, but grows exponentially.

    4.3: Example - the simple harmonic oscillator is shared under a not declared license and was authored, remixed, and/or curated by LibreTexts.

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