Math-305, Numerical Methods & Matrices
Chapter 6 — Numerical Solutions of ODEs

Dr. Kevin G. TeBeest

 
As always, rework my class examples SUCCESSFULLY ON YOUR OWN before attempting the homework.


Preliminary Questions:

  1. How many solutions does an ordinary differential equation (ODE) generally have?
  2. What point is described by the initial condition y(4) = –7?
  3. Suppose we have ODE  y′ = y cos x. What is the slope of the solution at point (π, 5)?
    As a follow-up to this, what is f (xn , yn )?
    What is f (xn+1 , yn+1 )?
  4. Suppose we have ODE  y′ = x cos y. What is the slope of the solution at point (π, 5)?
    As a follow-up to this, what is f (xn , yn )?
    What is f (xn+1 , yn+1 )?

This is a running assignment. Work through these problems AS we cover each method.


PROBLEM:  Approximate the solution of the initial value problem (IVP)

y'   =   5 sin(2x)     y ,

y(0)   =   1 ,

from x = 0 to x = 1 with stepsize h = 0.2 using:

  1. Euler's method,

  2. the implicit Euler method,

  3. the trapezoidal method,

  4. the modified Euler (predictor-corrector) method, (Make sure you can do this method! Hint hint!)

  5. the classical Runge-Kutta method. (Compute y1 and y2 only.)

For comparison, from MATH-204 we find that the exact solution of the IVP is

y*(x)   =   ex + sin(2x) 2 cos(2x) .

In each method above, determine the error of the approximation at each node. For example, the error at node n is

En   =   y*(xn) yn .

Here are the ANSWERS you should obtain.


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