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Elementary differential equations 7th edition - Boyce W.E

Boyce W.E Elementary differential equations 7th edition - Wiley publishing , 2001. - 1310 p.
ISBN 0-471-31999-6
Download (direct link): elementarydifferentialequat2001.pdf
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8.1 The Euler or Tangent Line Method
To discuss the development and use of numerical procedures we will concentrate mainly on the first order initial value problem consisting of the differential equation
dy
i =f(t ? y> (1)
and the initial condition
y(t0) = Y0- (2)
We assume that the functions f and f are continuous on some rectangle in the ty-plane containing the point (t0, y0). Then, by Theorem 2.4.2, there exists a unique solution
419
420
Chapter 8. Numerical Methods
y = <p( t) of the given problem in some interval about t0. If Eq. (1) is nonlinear, then the interval of existence of the solution may be difficult to determine and may have no simple relationship to the function f. However, in all our discussions we assume that there is a unique solution of the initial value problem (1), (2) in the interval of interest.
In Section 2.7 we described the oldest and simplest numerical approximation method, namely, the Euler or tangent line method. This method is expressed by the equation
yn+1 = yn + f(tn, yn)(tn+1 - tn), n = 0 1 2.... (3)
If the step size has a uniform value h and if we denote f (tn, yn) by fn, then Eq. (3) simplifies to
yn+1 = yn + fnh, n = 0 1 2>---- (4)
Euler’s method consists of repeatedly evaluating Eq. (3) or (4), using the result of each step to execute the next step. In this way you obtain a sequence of values y0, yv y2,, yn,... that approximate the values of the solution $(t) at the points
t0, t1, t2,..., tn,....
In Section 2.7 we pointed out that a computer program for Euler’s method has the structure given below. The specific instructions can be written in any convenient programming language.
The Euler Method
Step 1. define f ( t, y)
Step 2. input initial values t0 and y0
Step 3. input step size h and number of steps n
Step 4. output t0 and y0
Step 5. for j from 1 to n do
Step 6. k 1 = f (t, y)
y = y + h + k1 t = t + h Step 7. output t and y
Step 8. end
Some examples of Euler’s method appear in Section 2.7. As another example, consider the initial value problem
y= 1 - t + 4y, (5)
y(0) = 1. (6)
Equation (5) is a first order linear equation, and it is easily verified that the solution satisfying the initial condition (6) is
y = 0(t) = 41 - 16 + 19e4t. (7)
Since the exact solution is known, we do not need numerical methods to solve the initial value problem (5), (6). On the other hand, the availability of the exact solution makes it easy to determine the accuracy of any numerical procedure that we use on this problem. We will use this problem throughout the chapter to illustrate and compare different numerical methods. The solutions of Eq. (5) diverge rather rapidly from each other, so we should expect that it will be fairly difficult to approximate the solution
(7) well over any considerable interval. Indeed, this is the reason for choosing this
particular problem; it will be relatively easy to observe the benefits of using more accurate methods.
8.1 The Euler or Tangent Line Method
421
EXAMPLE
1
Using the Euler formula (4) and step sizes h = 0.05, 0.025, 0.01, and 0.001, determine approximate values of the solution y = 0(t) of the problem (5), (6) on the interval
0 < t < 2.
The indicated calculations were carried out on a computer and some of the results are shown in Table 8.1.1. Their accuracy is not particularly impressive. For h = 0.01 the percentage error is 3.85% at t = 0.5, 7.49% at t = 1.0, and 14.4% at t = 2.0. The corresponding percentage errors for h = 0.001 are 0.40%, 0.79%, and 1.58%, respectively. Observe that if h = 0.001, then it requires 2,000 steps to traverse the interval from t = 0 to t = 2. Thus considerable computation is needed to obtain even reasonably good accuracy for this problem using the Euler method. When we discuss other numerical approximation methods later in this chapter, we will find that it is possible to obtain comparable or better accuracy with much larger step sizes and many fewer computational steps.
TABLE 8.1.1 A Comparison of Results for the Numerical Solution of / = 1 — t + 4y, y(0) = 1 Using the Euler Method for Different Step Sizes h
t h = 0 • 05 h = 0 • 025 h = 0 • 01 h = 0 • 001 Exact
00 1 •0000000 1 0000000 1 •0000000 1 0000000 1 0000000
0T 1 • 5475000 15761188 1 5952901 1 6076289 1 6090418
0^2 2 • 3249000 2 •4080117 2 4644587 2 • 5011159 2 • 5053299
0T 3^ 4333560 3 6143837 3 7390345 3^ 8207130 3 • 8301388
0 • 4 5 • 0185326 5 3690304 5 • 6137120 5 7754845 5 7942260
0 • 5 7 •2901870 7 9264062 8 3766865 8 6770692 8 •7120041
1 • 0 45 • 588400 53 807866 60 • 037126 64 382558 64 897803
1 5 282• 07187 361 75945 426•40818 473 55979 479• 25919
2 0 1745 •6662 2432 7878 3029 3279 3484•1608 3540 •2001
To begin to investigate the errors in using numerical approximations and also to suggest ways to construct more accurate algorithms it is helpful to mention some alternative ways to look at the Euler method.
First, let us write the differential equation (1) at the point t = tn in the form
dd0 in) = f[tn ,Htn)]. (8)
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