Chng 6

GII GN NG
PHNG TRNH VI PHN

I. GII GN NG PTVP CP 1 :
Xt bi ton Cauchy : tm nghim y=y(x) ca
phng trnh vi phn vi gi tr ban u y0
y = f(x, y), x [a,b]
y(a) = y0
Cc phng php gii gn ng :
Cng thc Euler
Cng thc Euler ci tin
Cng thc Runge-Kutta

1. Cng thc Euler :

tm nghim gn ng ca bi ton Cauchy ta
chia on [a,b] thnh n on nh bng nhau vi
bc h = (b-a)/n
xo= a, x1 = x0 +h, ... , xk = x0 + kh, ... , xn = b
Nghim gn ng ca bi ton l dy {yk} gm cc
gi tr gn ng ca hm ti xk
Ta c yk y(xk) , k =0, n

Cng thc Euler :

yk+1 = yk + h f(xk, yk) , k = 0, n-1

V d : Dng cng thc Euler tm nghim gn

ng ca bi ton Cauchy
y = y x2 +1, 0x1
y(0) = 0.5
vi n = 5
Tnh sai s bit nghim chnh xc l :
y(x) = (x+1)2 0.5ex

gii
ta c h = 0.2
x0 = 0, x1 = 0.2, x2 = 0.4, x3 = 0.6, x4 = 0.8, x5 = 1

Cng thc Euler

y0 = 0.5
yk+1 = yk + 0.2 (yk - xk2 +1)
k

xk

yk

y(xk)

|y(xk) - yk |

0.5

0.5

0.2

0.8

0.8292986

0.0292986

0.4

1.152

1.2140877

0.0620877

0.6

1.5504

1.6489406

0.0985406

0.8

1.98848

2.1272295

0.1387495

2.458176

2.6408591

0.1826831

* Nhn xt : cng thc Euler n gian, nhng sai s

cn ln nn t c s dng

2. Cng thc Euler ci tin :

yk+1 = yk + (k1+k2)/2 k = 0,1, ..., n-1

k1 = hf(xk, yk),
k2 = hf(xk+h, yk + k1)

V d :
Lm li v d trc nhng dng cng thc Euler ci
tin

gii
ta c h = 0.2
x0 = 0, x1 = 0.2, x2 = 0.4, x3 = 0.6, x4 = 0.8, x5 = 1
Cng thc Euler ci tin
yo = 0.5
yk+1 = yk + (k1 +k2) /2
k1= 0.2(yk - xk2 +1)
k2 = 0.2(yk + k1 (xk+0.2)2 +1)

xk

yk

y(xk)

|y(xk) - yk |

0.5

0.5

0.2

0.826

0.8292986

0.0033

0.4

1.20692

1.2140877

0.0072

0.6

1.6372424

1.6489406

0.0117

0.8

2.1102357

2.1272295

0.0170

2.6176876

2.6408591

0.0232

3. Cng thc Runge Kutta bc 4 :

* Ch : Lp cng thc Runge-Kutta bng

my tnh casio khng c v cng thc qu
di, khng b nh, ta phi tnh trc tip

V d : Xt bi ton Cauchy
y = 2.7xy + cos (x+2.7y), 1.2x
y(1.2) = 5.4
Dng cng thc Runge-Kutta tnh gn ng y(1.5)
vi bc h = 0.3
gii
Cng thc Runge-Kutta bc 4
xo = 1.2, yo = 5.4, y1=y(1.5)
y1 = y0 + (K1+ 2K2+ 2K3+ K4) /6

Bm my (lp hm dng phm calc) ta c

K1 = 4.949578057

K2 = 8.367054617

K3 = 10.33000627

K4 = 19.41193853

y(1.5) = 15.69260639 15.6926

II. GII GN NG H PTVP :

Xt h phng trnh vi phn cp 1
y1 = f1(x, y1, y2, ..., ym)
y2 = f2(x, y1, y2, ..., ym)
...
ym = fm(x, y1, y2, ..., ym)
vi a x b v tha iu kin ban u
y1(a) = 1, y2(a) = 2, .... , ym(a) = m
Nghim y = (y1, y2, , ym)

 tm nghim gn ng, ta chia on [a,b] thnh

n on nh bng nhau vi bc h = (b-a)/n v cc
im chia
xo= a, x1 = x0 +h, ... , xk = x0 + kh, ... , xn = b
Nghim gn ng l dy { yk=(y1 k, y2 k, , ym k)}
vi yi k yi(xk), i=1,m
Cng thc Euler :
yi k+1 = yi k + h fi(xk, y1 k, , ym k)
i=1..m; k = 0.. n-1

Cng thc Euler ci tin :

yi k+1 = yi k + (K1 i + K2 i) / 2
K1 i = h fi(xk, y1 k, , ym k)
K2 i = h fi(xk+h, y1 k+K1 1, , ym k+K1 m)
i=1,m; k = 0, n-1
Cng thc Runge-Kutta bc 4 :
yi k+1 = yi k + (K1 i+2K2 i+2K3 i+K4 i) / 6
K1 i = h fi(xk, y1 k, , ym k)
K2 i = h fi(xk+h/2, y1 k+K11/2, , ym k+K1 m/2)
K3 i = h fi(xk+h/2, y1 k+K21/2, , ym k+K2 m/2)
K4 i = h fi(xk+h, y1 k+K31, , ym k+K3 m)
i=1,m; k = 0, n-1

V d : S dng cng thc Euler gii gn ng

h pt vi phn
y1 = 3y1 + 2y2 (2x2 +1)e2x
y2 = 4y1 + y2 + (x2 +2x 4) e2x
vi 0 x0.5
iu kin ban u y1(0)=y2(0)=1
bc h = 0.1

Cng thc Euler

y1 0 = 1
y1 k+1 = y1 k + h (3y1k + 2y2 k (2xk2 +1)e2xk)
y2 0 = 1
y2 k+1 = y2 k + h (4y1k + y2 k + (xk2 +2xk 4) e2xk)
xk

y1k

y2k

0.1

1.4

1.1

0.2

1.9154

1.3071

0.3

2.5903

1.6729

0.4

3.4870

2.2732

0.5

4.6940

3.2187

III. GII GN NG PTVP CP CAO:

Xt phng trnh vi phn cp m
y(m) = f(x, y, y, ... , y(m-1)), axb
vi iu kin ban u
y(a) = 1, y(a) = 2, .... , y(m-1)(a) = m

t y1 = y, y2 = y, y3 = y, ... , ym = y(m-1)
Ta chuyn phng trnh vi phn bc m v h m
phng trnh vi phn cp 1
y1 = y2
y2 = y3
...
ym-1 = ym
ym = f(x, y1, y2, ... , ym)
vi iu kin ban u
y1(a) = 1, y2(a) = 2, .... , ym(a) = m,

V d : S dng cng thc Euler gii gn ng pt

vi phn cp 2 (tnh xp x y v y)
y 2 y + 2y = sinx e2x , 0x0.5
iu kin ban u
y(0) = -0.4, y(0) = -0.6
vi bc h = 0.1

t y1 = y, y2 = y chuyn pt v h
y1 = y2
y2 = sinx e2x 2 y1 + 2y2
iu kin y1(0) = -0.4, y2(0) = -0.6
Cng thc Euler
y1 0 = -0.4
y1 k+1 = y1 k + 0.1 y2k
y2 0 = -0.6
y2 k+1 = y2 k + 0.1 (sinxke2xk - 2y1k +2y2 k)

xk

y1 k=y

y2 k=y

-0.4

-0.6

0.1

-0.46

-0.64

0.2

-0.524

-0.6638

0.3

-0.5904

-0.6621

0.4

-0.6566

-0.6226

0.5

-0.7189

-0.5292

V d : Xt bi ton Cauchy
x(t) = (Mt+5) x2(t) 2Mx(t)+1.2t + M, 1t
iu kin ban u
x(1) = 1.3M, x(1) = 1.8M
Dng cng thc Euler ci tin, xp x gi tr ca
hm x(t) v x(t) ti im t = 1.2 vi bc h = 0.2
v M = 2.7
gii

t y1 = x, y2 = x chuyn pt v h
y1 = y2
y2 = (Mt+5)y12-2My2+1.2t+M
iu kin y1(1) = 1.3M, y2(1) = 1.8M

Cng thc Euler ci tin

y1 0 = 1.3M
y1 1 = y1 0 + (K11+K21)/2
y2 0 = 1.8M
y2 1 = y2 0 + (K12+K22)/2
K11= 0.2*y2 0
K12= 0.2( (Mt0+5)y102 -2My20+ 1.2t0+M)
K21= 0.2*(y2 0+K12)
K22= 0.2( (M(t0+h)+5)(y10 +K11)2 -2M(y20+K12)
+ 1.2(t0+h)+M)

K11 = 0.972

K12 =14.504154

K21 = 3.8728308

K22 = 13.02027163

x(1.2) = y1 1 =5.9324154
x(1.2) = y2 1=18.622212816

IV. GII PTVP TUYN TNH CP 2 BNG

PP SAI PHN HU HN :
Xt phng trnh vi phn tuyn tnh cp 2 vi iu
kin bin
p(x)y + q(x)y + r(x)y = f(x), axb
y(a) = , y(b) =
PP sai phn hu hn :
Chia on [a,b] thnh n on bng nhau vi
bc h=(b-a)/n v cc im nt
x0 = a, x1 = x0 +h, ... , xk = x0 + kh, ... , xn = b

 s dng cc cng thc sai phn hng tm ta

xp x
y(xk) (yk+1 yk-1) /2h
y( xk) (yk+1 2yk + yk-1)/h2
vi yk l gi tr xp x ca hm ti im xk.
thay xk vo phng trnh ta c
pk (yk+12yk + yk-1)/h2+ qk (yk+1yk-1)/(2h) +rkyk= fk
vi pk = p(xk), qk = q(xk), rk = r(xk), fk = f(xk),

 bin i phng trnh trn ta thu c h

phng trnh sau :

y chnh l h phng trnh tuyn tnh

Ay = b

Vi A l ma trn 3 ng cho

V d : Gii gn ng pt vi phn cp 2
y - y (x+1)y = x-1, 0x1
y(0) = 1, y(1) = 0
vi bc h = 0.25
gii
n=4
x0 = 0, x1 = 0.25, x2 = 0.5, x3 = 0.75, x4 = 1
k

qk

-1

-1

-1

rk

-1.25

-1.5

-1.75

fk

-0.75

-0.5

-0.25

gii h phng trnh tuyn tnh: Ay = b

Vy nghim gn ng
y(0) =1, y(0.25) = 0.8093, y(0.5) = 0.5827, y(0.75)=0.3182, y(1)=0

V d : Gii gn ng pt vi phn cp 2
Mx2y+xy-8My = -3M2x2, 1.4x1.8
y(1.4) = 0.5M, y(1.8) = 1.5M
vi bc h = 0.1, M= 2.7
gii
n=4
x0 = 1.4, x1 = 1.5, x2 = 1.6, x3 = 1.7, x4 = 1.8
k

pk

6.075

6.912

7.803

qk

1.5

1.6

1.7

rk

-21.6

-21.6

-21.6

fk

-49.2075

-55.9872

-63.2043

gii h phng trnh tuyn tnh :

Ay = b

Vy nghim gn ng
y(1.4) =1.35, y(1.5) = 2.0499, y(1.6) = 2.7247, y(1.7)=3.3882, y(1.8)=4.05