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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.
Download (direct link): elementarydifferentialequations2001.pdf
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25. (3x2y + 2xy + y3) dx + (x2 + y2) dy = 0
26. = e2x + y - 1
27. dx + (x/y - siny) dy = 0
28. ydx + (2xy - e-2y) dy = 0
29. e* dx + (ex coty + 2ycsc y) dy = 0
30. [4(x3/y2) + (3/y)] dx + [3(x/y2) + 4y] dy = 0
31 (3x + 6) + (y + )| - 0
Hint: See Problem 24.
32. Solve the differential equation
(3xy + y2) + (x2 + xy) = 0
using the integrating factor n(x, y) = [xy(2x + y)]-1. Verify that the solution is the same as that obtained in Example 4 with a different integrating factor.
2.7 Numerical Approximations: Eulers Method
Recall two important facts about the first order initial value problem
dy
= f(t, y), y(t0) = y0. (I)
First, if f and d f/y are continuous, then the initial value problem (1) has a unique solution y = () in some interval surrounding the initial point t = t0. Second, it is usually not possible to find the solution by symbolic manipulations of the differential equation. Up to now we have considered the main exceptions to this statement, namely, differential equations that are linear, separable, or exact, or that can be transformed into one of these types. Nevertheless, it remains true that solutions of the vast majority of first order initial value problems cannot be found by analytical means such as those considered in the first part of this chapter.
2.7 Numerical Approximations: Eulers Method
97
Therefore it is important to be able to approach the problem in other ways. As we have already seen, one of these ways is to draw a direction field for the differential equation (which does not involve solving the equation) and then to visualize the behavior of solutions from the direction field. This has the advantage of being a relatively simple process, even for complicated differential equations. However, it does not lend itself to quantitative computations or comparisons, and this is often a critical shortcoming.
Another alternative is to compute approximate values of the solution y = () of the initial value problem (1) at a selected set of t-values. Ideally, the approximate solution values will be accompanied by error bounds that assure the level of accuracy of the approximations. Today there are numerous methods that produce numerical approximations to solutions of differential equations, and Chapter 8 is devoted to a fuller discussion of some of them. Here, we introduce the oldest and simplest such method, originated by Euler about 1768. It is called the tangent line method or the Euler method.
Let us consider how we might approximate the solution y = () of Eqs. (1) near t = t0. We know that the solution passes through the initial point (t0, y0) and, from the differential equation, we also know that its slope at this point is f (t0, y0). Thus we can write down an equation for the line tangent to the solution curve at (t0, y0), namely,
y = + f (t0 yo)(t - to)- (2)
The tangent line is a good approximation to the actual solution curve on an interval
short enough so that the slope of the solution does not change appreciably from its value at the initial point; see Figure 2.7.1. Thus, if t1 is close enough to t0, we can approximate (^) by the value y1 determined by substituting t = t1 into the tangent line approximation at t = t0; thus
1 = + f(to, )(t1 - to)- (3)
To proceed further, we can try to repeat the process. Unfortunately, we do not know the value (^) of the solution at t1. The best we can do is to use the approximate value y1 instead. Thus we construct the line through (t17 y,1) with the slope f (tv y1),
y = 1 + f(tv y^(t - t) (4)
To approximate the value of () at a nearby point t2, we use Eq. (4) instead, obtaining
2 = 1 + f(t1> 1 )(t2 - t1) (5)
FIGURE 2.7.1 A tangent line approximation.
98
Chapter 2. First Order Differential Equations
Continuing in this manner, we use the value of y calculated at each step to determine the slope of the approximation for the next step. The general expression for yn+1 in terms of tn, +V and yn is
+1 = + f (tn, )(tn+1 - tn )> n = 0 1> 2,--- (6)
If we introduce the notation fn = f (tn, yn), then we can rewrite Eq. (6) as
+1 = + (tn+r - tn), n = 0, 1 2,.... (7)
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