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Elementary Differential Equations and Boundary Value Problems - Boyce W.E.

Boyce W.E. Elementary Differential Equations and Boundary Value Problems - John Wiley & Sons, 2001. - 1310 p.
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14. In this problem we establish that the local truncation error for the improved Euler formula is
proportional to h3. If we assume that the solution ô of the initial value problem Ó = f (t, y), y(t0) = y0 has derivatives that are continuous through the third order ( f has continuous second partial derivatives), it follows that
, ô" (t) , ô"'( t ) ,
Ô(Ï + h) = Ô(Ï) + ô (tn)h +—2^h2 + 3! n h3,
where tn < i„ < tn + h. Assume that yn = ô(Ï).
(a) Show that for yn+1 as given by Eq. (5)
en+1 = Ô(Ï+1) — Óï+1
Ô"(Ï)h — { f [tn + ^ Óï + hf(tn, Óï)] — f (tn, Óï)}
2!
3
h
+ Ô-^. (i)
3!
(b) Making use of the facts that ô" (t) = ft [t^(t)] + f^t ,ô ()]ô'(t), and thatthe Taylor approximation with a remainder for a function F(t, y) of two variables is
F(a + h, b + k) = F(a, b) + Ft(a, b)h + Fy(a, b)k
+ — (h2 F, + 2hkF + k2 F ) I
2! ( ‘‘ ‘Ó ÓÓ \x=\$,y=n
where f lies between a and a + h and n lies between b and b + k, show that the first term on the result.
on the right side of Eq. (i) is proportional to h3 plus higher order terms. This is the desired
8.3 The RungeKutta Method
435
(c) Showthatif f (t, y) islinearin tandy,thenen+1 = ô'"(~tB)h3/6, where tn < ~tn < t r itfontHint: What are ftt, ft and fyy?
15. Consider the improved Euler method for solving the illustrative initial value problem Ó = 1 - t + 4y, y(0) = 1. Using the result of Problem 14(c) and the exact solution of the initial value problem, determine en+1 and a bound for the error at any step on 0 < t < 1. Compare this error with the one obtained in Eq. (26) of Section 8.1 using the Euler method. Also obtain a bound for e1 for h = 0.1 and compare it with Eq. (27) of Section 8.1.
In each of Problems 16 and 17 use the actual solution ô(´) to determine en+1 and a bound for en+1 at any step on 0 < t < 1 for the improved Euler method for the given initial value problem. Also obtain a bound for e1 for h = 0. 1 and compare it with the similar estimate for the Euler method and with the actual error using the improved Euler method.
16. y = 2y - 1, y(0) = 1 17. / = 0.5 - t + 2y, y(0) = 1
In each of Problems 18 through 21 carry out one step of the Euler method and of the improved Euler method using the step size h = 0.1. Suppose that a local truncation error no greater than 0.0025 is required. Estimate the step size that is needed for the Euler method to satisfy this requirement at the first step.
18. Ó = 0.5 - t + 2y, y(0) = 1 19. Ó = 5t - 3yy, y(0) = 2
20. Ó = yt + y, y(0) = 3
21. Ó = (y2 + 2ty)/(3 + t2), y(0) = 0.5
22. The modified Euler formula for the initial value problem Ó = f (t, y), y(t0) = y0 is
given by
Óï+1 = Óï + hf[tn + 2h Óï + 1 hf(tn, Óï)].
Following the procedure outlined in Problem 14, show that the local truncation error in the modified Euler formula is proportional to h3.
In each of Problems 23 through 26 use the modified Euler formula of Problem 22 with h = 0.05 to compute approximate values of the solution of the given initial value problem at t = 0. 1, 0.2, 0.3, and 0.4. Compare the results with those obtained in Problems 1 through 4.
> 23. Ó = 3 + t - y, y(0) = 1 > 24. Ó = 5t - 3yy, y(0) = 2
> 25. Ó = 2y- 3t, y(0) = 1 > 26. Ó = 2t + e-‘y, y(0) = 1
27. Show that the modified Euler formula of Problem 22 is identical to the improved Euler
formula ofEq. (5) for Ó = f (t, y) if f is linear in both t and y.
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