1 EE 616 Computer Aided Analysis of Electronic Networks Lecture 12 Instructor: Dr. J. A. Starzyk, Professor School of EECS Ohio University Athens, OH, Note: materials in this lecture are from the notes of EE219A UC-berkeley cad.eecs.berkeley.edu/~nardi/EE219A/contents.html

2 Outline Transient Analysis of dynamical circuits – i.e., circuits containing C and/or L Examples Solution of Ordinary Differential Equations (Initial Value Problems – IVP) – Forward Euler (FE), Backward Euler (BE) and Trapezoidal Rule (TR) – Multistep methods – Convergence Methods for Ordinary Differential Equations By Prof. Alessandra Nardi

3 Ground Plane Signal Wire Logic Gate Logic Gate Metal Wires carry signals from gate to gate. How long is the signal delayed? Wire and ground plane form a capacitor Wire has resistance Application Problems Signal Transmission in an Integrated Circuit

4 capacitor resistor Model wire resistance with resistors. Model wire-plane capacitance with capacitors. Constructing the Model Cut the wire into sections. Application Problems Signal Transmission in an IC – Circuit Model

5 Nodal Equations Yields 2x2 System C1C1 R2R2 R1R1 R3R3 C2C2 Constitutive Equations Conservation Laws Application Problems Signal Transmission in an IC – 2x2 example

6 eigenvectors Eigenvalues and Eigenvectors Eigenvalues Application Problems Signal Transmission in an IC – 2x2 example

Eigen decomposition: An Aside on Eigenanalysis

8 Decoupled Equations! An Aside on Eigenanalysis

9 Notice two time scale behavior v 1 and v 2 come together quickly (fast eigenmode). v 1 and v 2 decay to zero slowly (slow eigenmode). Application Problems Signal Transmission in an IC – 2x2 example

10 Circuit Equation Formulation For dynamical circuits the Sparse Tableau equations can be written compactly: For sake of simplicity, we shall discuss first order ODEs in the form:

11 Ordinary Differential Equations Initial Value Problems (IVP) Typically analytic solutions are not available  solve it numerically

12 Not necessarily a solution exists and is unique for: It turns out that, under rather mild conditions on the continuity and differentiability of F, it can be proven that there exists a unique solution. Also, for sake of simplicity only consider linear case: We shall assume that has a unique solution Ordinary Differential Equations Assumptions and Simplifications

13 First - Discretize Time Second - Represent x(t) using values at t i Approx. sol’n Exact sol’n Third - Approximate using the discrete Finite Difference Methods Basic Concepts

14 Finite Difference Methods Forward Euler Approximation

15 Finite Difference Methods Forward Euler Algorithm

16 Finite Difference Methods Backward Euler Approximation

17 Solve with Gaussian Elimination Finite Difference Methods Backward Euler Algorithm

18 Finite Difference Methods Trapezoidal Rule Approximation

19 Solve with Gaussian Elimination Finite Difference Methods Trapezoidal Rule Algorithm

20 BE FE Trap Finite Difference Methods Numerical Integration View

21 Finite Difference Methods - Sources of Error

22 Trap Rule, Forward-Euler, Backward-Euler Are all one-step methods Forward-Euler is simplest No equation solution explicit method. Box approximation to integral Backward-Euler is more expensive Equation solution each step implicit method Trapezoidal Rule might be more accurate Equation solution each step implicit method Trapezoidal approximation to integral Finite Difference Methods Summary of Basic Concepts

23 Nonlinear Differential Equation: k-Step Multistep Approach: Solution at discrete points Time discretization Multistep coefficients Multistep Methods Basic Equations

24 Multistep Equation: FE Discrete Equation: Forward-Euler Approximation: Multistep Coefficients: BE Discrete Equation: Trap Discrete Equation: Multistep Coefficients: Multistep Methods – Common Algorithms TR, BE, FE are one-step methods

25 Multistep Equation: How does one pick good coefficients? Want the highest accuracy Multistep Methods Definition and Observations

26 Definition: A finite-difference method for solving initial value problems on [0,T] is said to be convergent if given any A and any initial condition Multistep Methods – Convergence Analysis Convergence Definition

27 Definition: A multi-step method for solving initial value problems on [0,T] is said to be order p convergent if given any A and any initial condition Forward- and Backward-Euler are order 1 convergent Trapezoidal Rule is order 2 convergent Multistep Methods – Convergence Analysis Order-p Convergence

28 Multistep Methods – Convergence Analysis Two types of error

29 For convergence we need to look at max error over the whole time interval [0,T] – We look at GTE Not enough to look at LTE, in fact: – As I take smaller and smaller time steps  t, I would like my solution to approach exact solution better and better over the whole time interval, even though I have to add up LTE from more time steps. Multistep Methods – Convergence Analysis Two conditions for Convergence

30 1) Local Condition: One step errors are small (consistency) 2) Global Condition: The single step errors do not grow too quickly (stability) Typically verified using Taylor Series All one-step methods are stable in this sense. Multistep Methods – Convergence Analysis Two conditions for Convergence

31 Definition: A one-step method for solving initial value problems on an interval [0,T] is said to be consistent if for any A and any initial condition One-step Methods – Convergence Analysis Consistency definition

32 Multistep Methods - Local Truncation Error

33 Multistep Methods - Local Truncation Error

34 Local Truncation Error (cont’d)

35 Local Truncation Error (cont’d)

36 Examples

37 Examples

38 Examples (cont’d)

39 Examples (cont’d)

40 Determination of Local Error

41 Determination of Local Error

42 Implicit Methods

43 Implicit Methods

44 Convergence

45 Convergence (cont’d)

46 Convergence (cont’d)

47 Convergence (cont’d)

48 Convergence (cont’d)

49 Other methods

50 Summary