Engineering Mathematics | CHEN30101 solutions to sheet 3

1. Consider the initial value problem: find y(t) such that

y ′ = y 2 t, y(0) = 1.

Take a step size h = 0.1 and verify that the forward Euler approximation
to y(0.1) is y1 = 1.0 and that the approximations to subsequent points
are y2 = 1.01, y3 = 1.0304 and y4 = 1.0623. Compare these estimates
with the exact values y(0.1), y(0.2), y(0.3) and y(0.4) obtained by solving
the ODE algebraically.
Running the forward Euler (f e) process the estimates yj ≈ y(tj ) are
tabulated below. The results are rounded to four decimal places.

h tj yj f (yj , tj ) y(tj )
0.1 0 1.0000 0.0000 1.0000
0.1 0.1 1.0000 0.1000 1.0050
0.1 0.2 1.0100 0.2040 1.0204
0.1 0.3 1.0304 0.3185 1.0471
0.1 0.4 1.0623 0.4514 1.0870

2
Note that the exact solution is the function y(t) = .
2 − t2
2. By taking a step size of h = 0.5, compute the forward Euler approximation
of z(5), where z(t) satisfies the initial value problem:
1
z′ = z, z(0) = 1.
50(1 + t)

Running (f e) the approximate solution zj is tabulated below. The results

are rounded to four decimal places.

h tj zj f (zj , tj ) z(tj )
0.5 0 1.0000 0.0200 1.0000
0.5 0.5 1.0100 0.0135 1.0081
0.5 1 1.0167 0.0102 1.0140
0.5 1.5 1.0218 0.0082 1.0185
0.5 2 1.0259 0.0068 1.0222
0.5 2.5 1.0293 0.0059 1.0254
0.5 3 1.0323 0.0052 1.0281
0.5 3.5 1.0348 0.0046 1.0305
0.5 4 1.0371 0.0041 1.0327
0.5 4.5 1.0392 0.0038 1.0347
0.5 5 1.0411 0.0035 1.0365

Note that the exact solution is the function z(t) = (1 + t)1/50 .

1
3. Consider the initial value problem: find y(t) such that
p
y ′ = π 1 − y 2 , y(0) = 0.
Take a step size h = 0.1 and show that computing the forward Euler
approximation to y(1) is problematic.
Running the forward Euler process gives ...
h tj yj f (yj , tj )
0.1 0 0.0000 3.1416
0.1 0.1 0.3142 2.9825
0.1 0.2 0.6124 2.4835
0.1 0.3 0.8608 1.5991
0.1 0.4 1.0207
p
If y = 1.0207, y ′ = π 1 − y 2 cannot be calculated and the method stops.
4. Consider the initial value problem: find y(x) such that
1 x−y
y′ =
e , y(0) = 0.
2
Compute the forward Euler approximation of y(1) using (a) a single step
of size h = 1, (b) two steps each of size h = 0.5, (c) four steps each of size
h = 0.25, and (d) ten steps each of size h = 0.1. Compare your estimates
with the exact value.

(a) Running (f e) for h = 1 gives

h xj yj f (yj , xj )
1 0 0.0000 0.5000
1 1 0.5000 0.8244
so y(1) ≈ 0.5.
(b) Running (f e) for h = 0.5 gives
h xj yj f (yj , xj )
0.5 0 0.0000 0.5000
0.5 0.5 0.2500 0.6420
0.5 1 0.5710 0.7679
so y(1) ≈ 0.5710.
(c) Running (f e) for h = 0.25 gives
h xj yj f (yj , xj )
0.25 0 0.0000 0.5000
0.25 0.25 0.1250 0.5666
0.25 0.5 0.2666 0.6314
0.25 0.75 0.4245 0.6924
0.25 1 0.5976 0.7477
so y(1) ≈ 0.5976.

2
 (d) Running (f e) for h = 0.1 gives

h xj yj f (yj , xj )
0.1 0 0.0000 0.5000
0.1 0.1 0.0500 0.5256
0.1 0.2 0.1026 0.5512
0.1 0.3 0.1577 0.5765
0.1 0.4 0.2153 0.6014
0.1 0.5 0.2755 0.6259
0.1 0.6 0.3381 0.6497
0.1 0.7 0.4030 0.6729
0.1 0.8 0.4703 0.6953
0.1 0.9 0.5398 0.7168
0.1 1 0.6115 0.7374

so y(1) ≈ 0.6115.
x

The solution is y(x) = ln 1+e
2 so y(1) = 0.6201 to four decimal places.
The accuracy of the forward Euler approximation improves when the step
size h is reduced.

5. By taking a step size of h = 0.5, compute the modified Euler approxima-

tion of z(2), where z(t) satisfies the initial value problem:
1
z′ = z, z(0) = 1.
50(1 + t)

Running the modified Euler (me) process the approximate solution yj is

tabulated below. Note that tm = tj + h2 and zm = zj + h2 f (zj , tj ).

h tj zj f (zj , tj ) tm zm f (zm , tm ) z(tj )

0.5 0 1.0000 0.0200 0.2500 1.0050 0.0161 1.0000
0.5 0.5 1.0080 0.0134 0.7500 1.0114 0.0116 1.0081
0.5 1 1.0138 0.0101 1.2500 1.0164 0.0090 1.0140
0.5 1.5 1.0183 0.0081 1.7500 1.0204 0.0074 1.0185
0.5 2 1.0220 0.0068 2.2500 1.0238 0.0063 1.0222

These results are clearly much more accurate than those obtained for the
forward Euler approximation scheme (cf. question 2).

6. Consider the initial value problem: find y(x) such that

y ′ = 17 − 12x − 3y, y(0) = 9.

Using four steps of size h = 0.25, estimate y(1) using (i) the forward
Euler method, (ii) the modified Euler method. Compare your estimates
with the exact value.

3
 The exact solution is the function y(x) = 2e−3x + 7 − 4x. Running the
forward Euler process gives ...

h xj yj f (yj , xj )
0.25 0 9.0000 −10.0000
0.25 0.25 6.5000 −5.5000
0.25 0.5 5.1250 −4.3750
0.25 0.75 4.0313 −4.0938
0.25 1 3.0078

Running the modified Euler process gives ...

h xj yj f (yj , xj ) xm ym f (ym , xm ) y(xj )

0.25 0 9.0000 −10.0000 0.1250 7.7500 −7.7500 9.0000
0.25 0.25 7.0625 −7.1875 0.3750 6.1641 −5.9922 6.9447
0.25 0.5 5.5645 −5.6934 0.6250 4.8528 −5.0583 5.4463
0.25 0.75 4.2999 −4.8996 0.8750 3.6874 −4.5622 4.2108
0.25 1 3.1593 −4.4779 1.1250 2.5996 −4.2987 3.0996

Neither solution is particularly accurate but the modified Euler method

gives more accurate results than the forward Euler method.

7. Heun’s method for approximating the solution of an initial value problem

is given by

K1 = f (xn , yn ), K2 = f (xn + h, yn + hK1 )

h
yn+1 = yn + (K1 + K2 ).
2
Carry out two steps of the method (with step size h = 0.5) to compute
an estimate of the solution y(x) of the problem

y ′ = y − x, y(0) = 20.

Running the process with x∗ = xn + h and y∗ = yn + hK1 gives ...

h xn yn K1 x∗ y∗ K2 y(tn )
0.5 0.0 20.0000 20.0000 0.5 30.0000 29.5000 20.0000
0.5 0.5 32.3750 31.8750 1.0 48.3125 47.3125 32.3257
0.5 1.0 52.1719 51.1719 1.5 77.7578 76.2578 52.6474

8. Consider the initial value problem: find y(t) such that

y ′ = 1 + ln y, y(0) = 1.

Carry out a step of the 4th-order Runge–Kutta method (with step size
h = 0.1) and verify that K1 = 1, K2 = 1.048790, K3 = 1.051111 and
K4 = 1.099946 so that the approximation to y(0.1) is given by y1 =
1.104996.

4
 For the next step of the method, show that K1 = 1.099842, K2 =
1.148410, K3 = 1.150501 and K4 = 1.198888 so that y2 = 1.219938.
Continue for one more step and verify that y3 = 1.344702.
Running the Runge–Kutta (rk4) process gives ...

h = 0.1 t = 0.00 y0 = 1.000000 K1 = 1.000000

first temporary point t = 0.05 ym = 1.050000 K2 = 1.048790
second temporary point t = 0.05 ym = 1.052440 K3 = 1.051111
third temporary point t = 0.10 y∗ = 1.105111 K4 = 1.099946
new point t = 0.10 y1 = 1.104996

h = 0.1 t = 0.10 y1 = 1.104996 K1 = 1.099842

first temporary point t = 0.15 ym = 1.159988 K2 = 1.148410
second temporary point t = 0.15 ym = 1.162416 K3 = 1.150501
third temporary point t = 0.20 y∗ = 1.220046 K4 = 1.198888
new point t = 0.20 y2 = 1.219938

h = 0.1 t = 0.20 y2 = 1.219938 K1 = 1.198800

first temporary point t = 0.25 ym = 1.279878 K2 = 1.246765
second temporary point t = 0.25 ym = 1.282277 K3 = 1.248637
third temporary point t = 0.30 y∗ = 1.344802 K4 = 1.296247
new point t = 0.30 y3 = 1.344702
√
9. Consider fluid draining out of a tank according to the equation y ′ = −k y
with k = 0.1 and y = 20 at t = 0. Use the 4th-order Runge–Kutta method
with step size h = 10 to estimate the values of y(t) (the height, in metres,
of fluid in the tank) for t = 10, 20 and 30 measured in seconds.
Running the (rk4) process gives ...

first step
h = 10 t = 0 y0 = 20.0000 K1 = −0.4472
first temporary point t = 5 ym = 17.7639 K2 = −0.4215
second temporary point t = 5 ym = 17.8926 K3 = −0.4230
third temporary point t = 10 y∗ = 15.7700 K4 = −0.3971
new point t = 10 y1 = 15.7779

h = 10 t = 10 y1 = 15.7779 K1 = −0.3972
first temporary point t = 15 ym = 13.7918 K2 = −0.3714
second temporary point t = 15 ym = 13.9210 K3 = −0.3731
third temporary point t = 20 y∗ = 12.0468 K4 = −0.3471
new point t = 20 y2 = 12.0558

h = 10 t = 20 y2 = 12.0558 K1 = −0.3472
first temporary point t = 25 ym = 10.3197 K2 = −0.3212
second temporary point t = 25 ym = 10.4496 K3 = −0.3233
third temporary point t = 30 y∗ = 8.8232 K4 = −0.2970
new point t = 30 y3 = 8.8337

5
10. Consider the initial value problem: find y(x) such that

y ′ = −2xy 2 y(0) = 1.

Carry out two steps of each of the following methods for solving the
equation. (a) forward Euler with h = 1 (b) forward Euler with h = 0.5
(c) modified Euler with h = 1 (d) modified Euler with h = 0.5 (e) Runge–
Kutta with h = 1 (f) Runge–Kutta with h = 0.5. Compare your results
with the exact solution.

(a) Running (f e) with h = 1 ...

h xj yj f (yj , xj ) y(xj )
1 0.0 1.0000 0.0000 1.0000
1 1.0 1.0000 −2.0000 0.5000
1 2.0 −1.0000 0.2000

Unrealistic results.
(b) Running (f e) with h = 0.5 ...

h xj yj f (yj , xj ) y(xj )
0.5 0.0 1.0000 0.0000 1.0000
0.5 0.5 1.0000 −1.0000 0.8000
0.5 1.0 0.5000 0.5000

The final value is correct (by coincidence!).

(c) Running (me) with h = 1 ...

h xj yj f (yj , xj ) xm ym f (ym , xm ) y(xj )

1 0 1.0000 0.0000 0.5000 1.0000 −1.0000 1.0000
1 1 0.0000 0.0000 1.5000 0.0000 0.0000 0.5000
1 2 0.0000 0.0000 0.2000

All subsequent values will be zero. Not a realistic solution.

(d) Running (me) with h = 0.5 ...

h xj yj f (yj , xj ) xm ym f (ym , xm ) y(xj )

0.5 0.0 1.0000 0.0000 0.2500 1.0000 −0.5000 1.0000
0.5 0.5 0.7500 −0.5625 0.7500 0.6094 −0.5570 0.8000
0.5 1.0 0.4715 −0.4446 1.2500 0.3603 −0.3246 0.5000

These values are not particularly accurate but are pointing in the
right direction.

6
 (e) Running (rk4) with h = 1 ...

h = 1.0 x = 0.00 y0 = 1.0000 K1 = 0.0000

first temporary point x = 0.50 ym = 1.0000 K2 = −1.0000
second temporary point x = 0.50 ym = 0.5000 K3 = −0.2500
third temporary point x = 1.00 y∗ = 0.7500 K4 = −1.1250
new point x = 1.00 y1 = 0.3958

h = 1.0 x = 1.00 y1 = 0.3958 K1 = −0.3134

first temporary point x = 1.50 ym = 0.2391 K2 = −0.1716
second temporary point x = 1.50 ym = 0.3100 K3 = −0.2884
third temporary point x = 2.00 y∗ = 0.1075 K4 = −0.0462
new point x = 2.00 y = 0.1826

These values are not particularly accurate but are again pointing in
the correct direction.
(f) Running (rk4) with h = 0.5 ...

h = 0.5 x = 0.00 y0 = 1.0000 K1 = 0.0000

first temporary point x = 0.25 ym = 1.0000 K2 = −0.5000
second temporary point x = 0.25 ym = 0.8750 K3 = −0.3828
third temporary point x = 0.50 y∗ = 0.8086 K4 = −0.6538
new point x = 0.50 y1 = 0.7984

h = 0.5 x = 0.50 y1 = 0.7984 K1 = −0.6374

first temporary point x = 0.75 ym = 0.6390 K2 = −0.6125
second temporary point x = 0.75 ym = 0.6452 K3 = −0.6245
third temporary point x = 1.00 y∗ = 0.4861 K4 = −0.4726
new point x = 1.00 y2 = 0.4997

These values are much more accurate.

11. Express the following high-order equations as systems of first-order equa-

tions.
d2 y dy
(a) 2
+ 12y = 0; y(0) = 1, (0) = 0.
dx dx
d2 y dy dy
(b) +2 − 4y = x; y(0) = 0, (0) = 0.
dx2 dx dx
d3 y dy 3 dy d2 y
(c) − + y = x , y(0) = 1, (0) = 0, (0) = 0.
dx3 dx dx dx2
d2 p 1 dp dp
(d) 2
= ; p(0) = 1, (0) = 2.
dt (p + t) dt dt
(e) the coupled system

d2 y dz dy
2
−2 = y + z; y(t0 ) = y0 , (t0 ) = vA ,
dt dt dt
d2 z dy dz
2
+2 = y − z; z(t0 ) = z0 , (t0 ) = vB .
dt dt dt

7
 dy dz d2 y
(a) Introducing z = so = 2 gives the following coupled system.
dx dx dx
dy
• = z, y(0) = 1,
dx
dz
• = −12y, z(0) = 0.
dx
dy dz d2 y
(b) Introducing z = so = 2 gives the following coupled system.
dx dx dx
dy
• = z, y(0) = 0,
dx
dz
• = x + 4y − 2z, z(0) = 0.
dx
dy dz d2 y
(c) Introducing z = and w = = 2 gives the following system.
dx dx dx
dy
• = z, y(0) = 1,
dx
dz
• = w, z(0) = 0,
dx
dw
• = x3 + z − y, w(0) = 0.
dx
dp dq d2 p
(d) Introducing q = so = 2 gives the following system.
dt dt dt
dp
• = q, p(0) = 1,
dt
dq q
• = , q(0) = 2.
dt p+t
dy dz
(e) Finally, introducing x = and w = gives the following system
dt dt
of four equations with associated initial conditions.
dy
• = x, y(t0 ) = y0 ,
dt
dx
• = y + z + 2w, x(t0 ) = vA ,
dt
dz
• = w, z(t0 ) = z0 ,
dt
dw
• = y − z − 2x, w(t0 ) = vB .
dt

8
12. Consider the coupled initial value problem
dx dy
= −3y, = 3x, x(0) = 1, y(0) = 0.
dt dt
Approximate the solution of this system using the Runge–Kutta method
with step size h = 0.1. Show that at the first step, the K values are (0, 3),
(−0.45, 3), (−0.45, 2.9325), (−0.87975, 2.865) giving new values x1 and y1
of 0.955338 and 0.2955. Show that the second step gives values x2 and y2
of 0.825349 and 0.564604. Compare these results with the exact values
given by x = cos 3t, y = sin 3t.
Running (rk4) with h = 0.1 ...
h = 0.1 t = 0.00 x0 = 1.000000 y0 = 0.000000 Kf 1 = 0.000000 Kg1 = 3.000000
first temporary point t = 0.05 xm = 1.000000 ym = 0.150000 Kf 2 = -0.450000 Kg2 = 3.000000
second temporary point t = 0.05 xm = 0.977500 ym = 0.150000 Kf 3 = -0.450000 Kg3 = 2.932500
third temporary point t = 0.10 x∗ = 0.955000 y∗ = 0.293250 Kf 4 = -0.879750 Kg4 = 2.865000
new point t = 0.10 x1 = 0.955338 y1 = 0.295500

h = 0.1 t = 0.10 x1 = 0.955338 y1 = 0.295500 Kf 1 = -0.886500 Kg1 = 2.866013

first temporary point t = 0.15 xm = 0.911013 ym = 0.438801 Kf 2 = -1.316402 Kg2 = 2.733038
second temporary point t = 0.15 xm = 0.889517 ym = 0.432152 Kf 3 = -1.296456 Kg3 = 2.668552
third temporary point t = 0.20 x∗ = 0.825692 y∗ = 0.562355 Kf 4 = -1.687066 Kg4 = 2.477076
new point t = 0.20 x2 = 0.825349 y2 = 0.564604
The exact solutions are the functions x(t) = cos 3t, y(t) = sin 3t. Thus
when when t = 0.1, we have x = 0.955336 and y = 0.295520 and when t =
0.2 we have x = 0.825336 and y = 0.564642. We see that the numerical
approximations are correct to 4 but not 5 decimal places.

13. Consider the coupled initial value problem

dx 1 dy
= y, = 6x3 , x(0) = 1; y(0) = −3.
dt 3 dt
Compute an approximation to the solution vector (x, y) at the final time
t = 0.5 using the Runge–Kutta method with step size h = 0.1. Then
repeat the calculation for h = 0.05. Compare the numerical results with
the exact values given by x = 1/(t + 1), y = −3/(t + 1)2 .
Editing rhs and running rk4 gives the following output:

>> [time, zzrk4, nfeval] = rk4([1;-3],0.5,5);

RK4 iteration in 2 dimensions ...
t x y
0.00 1.000000 -3.000000
0.00 1.000000 -3.000000
0.10 0.909095 -2.479325
0.20 0.833340 -2.083307
0.30 0.769239 -1.775110
0.40 0.714296 -1.530563
0.50 0.666680 -1.333273
all done

9
 >> [time, zzrk4, nfeval] = rk4([1;-3],0.5,10);
RK4 iteration in 2 dimensions ...
t x y
0.00 1.000000 -3.000000
0.00 1.000000 -3.000000
0.05 0.952381 -2.721088
0.10 0.909091 -2.479338
0.15 0.869566 -2.268430
0.20 0.833334 -2.083332
0.25 0.800000 -1.919998
0.30 0.769231 -1.775146
0.35 0.740741 -1.646088
0.40 0.714286 -1.530609
0.45 0.689656 -1.426869
0.50 0.666667 -1.333330
all done

The exact values are x(0.5) = 32 ≈ 0.666667 and y(0.5) = − 34 ≈ −1.333333.

The approximation errors for h = 0.1 are |x(0.5) − x5 | = 0.000013 and
|y(0.5) − y5 | = 0.000060. For the smaller value h = 0.05, we have
|x(0.5) − x10 | = 0.000000 and |y(0.5) − y10 | = 0.000003.
The numerical results are much more accurate for the smaller value of h.

14. Consider the second-order initial value problem

d2 y dy
+ y + ǫy 3 = 0; y(0) = 1, (0) = 0
dt2 dt
with the value ǫ = 0.1. (This is an example of a Duffing oscillator.)
Compute three steps of Runge–Kutta with a step size h = 0.1.
The first step is to express the second-order problem as a coupled first-
order system.
dy
• = v; y(0) = 1,
dt
dv
• = −y − 0.1y 3 ; v(0) = 0.
dt
Editing rhs and running rk4 gives the following output:

>> [time, zzrk4, nfeval] = rk4([1;0],0.3,3);

RK4 iteration in 2 dimensions ...
t x y
0.00 1.000000 0.000000
0.10 0.994506 -0.109762
0.20 0.978095 -0.218104
0.30 0.950979 -0.323645
all done

10
15. A sphere floating in water (in the absence of friction and with its centre y
above the water level) experiences a force due to gravity
of − 34 πr 3 ρg and
a force due to buoyancy of 13 ρwater π 2r 3 + y(y 2 − 3r 2 ) g. It’s motion is
determined by the ODE

d2 y y3
 
ρwater y
= −g + g 2+ 3 −3
dt2 4ρ r r

A 0.4 metre radius sphere with density 0.7 of that of water is initially at
rest with its centre 25 cm below the level of the water. You may assume
that g = 10 ms−2 .

(a) Express the equation of motion as a system of two first-order equa-

tions and state the appropriate initial conditions.
(b) Take a step size of h = 0.1 and compute two steps of Runge–Kutta
to estimate the position of the centre of the sphere when t = 0.1 and
when t = 0.2.

The first step is to express the second-order problem as a coupled first-

order system:
dy
• = v with y(0) = −0.25
dt
y3
 
dv ρwater y
• = −g + g 2+ 3 −3 with v(0) = 0
dt 4ρ r r
Next, we substitute the given values for the parameters to give
dy
• = v with y(0) = −0.25
dt
dv 25  20 3125 3 375
2 + 15.625y 3 − 7.5y = − +

• = −10 + y − y
dt 7 7 56 14
with v(0) = 0

Finally, editing rhs and running rk4 gives the following output:

>> [time, zzrk4, nfeval] = rk4([-0.25;0],0.2,2);

RK4 iteration in 2 dimensions ...
t x y
0.00 -0.250000 0.000000
0.10 -0.235369 0.288436
0.20 -0.194009 0.525712
all done

The sphere is quickly floating back to the surface! Running rk4 for longer
times suggests that the sphere tends to bob up and down in the water.
This is illustrated by the following output.

11
 >> [time, zzrk4, nfeval] = rk4([-0.25;0],10,100);
RK4 iteration in 2 dimensions ...
t x y
0.00 -0.250000 0.000000
0.00 -0.250000 0.000000
0.10 -0.235369 0.288436
0.20 -0.194009 0.525712
0.30 -0.133823 0.656006
0.40 -0.067990 0.633737
0.50 -0.012547 0.451335
0.60 0.018247 0.151392
0.70 0.016357 -0.188037
0.80 -0.017715 -0.478234
0.90 -0.075068 -0.643951
1.00 -0.140999 -0.647951
1.10 -0.199604 -0.503193
1.20 -0.238239 -0.257729
1.30 -0.249634 0.032871
1.40 -0.231837 0.317951
1.50 -0.187943 0.545862
1.60 -0.126467 0.660830
1.70 -0.061066 0.620233
1.80 -0.007808 0.422030
1.90 0.019567 0.113801
2.00 0.013912 -0.224085
2.10 -0.023284 -0.503314
.
.
.
9.80 -0.009216 -0.422804
9.90 -0.062376 -0.617180
10.00 -0.127317 -0.654832
all done
>> plot(time,zzrk4(1,:),’-kx’), axis square

16. Compute a centered difference approximation to the BVP

d2 y dy
x2 2
− 4x + 4y = x3 , x ∈ (1, 2); y(1) = 1, y(2) = 6,
dx dx
using a grid of size h = 0.25. Compare your result with the exact solution
values y(1.25) = 4.771, y(1.5) = 5.9834, y(1.75) = 6.1867.
We start by dividing the interval into 4 pieces so that

x0 = 1, x1 = 1.25, x2 = 1.5, x3 = 1.75, x4 = 2,

and then we define the grid values

y0 = y(x0 ) = 1; y1 ≈ y(x1 ), y2 ≈ y(x2 ), y3 ≈ y(x3 ), y4 = y(x4 ) = 6.

12
 We also define the two finite difference approximations
1 1
• y ′′ (xj ) =
2
(yj−1 − 2yj + yj+1 ), y ′ (xj ) = (yj+1 − yj−1 ).
h 2h
To simplify notation define y1 = A, y2 = B and y3 = C.
The difference approximations at the point x1 = 1.25 are y ′ (xj ) ≈ B−1
0.5 =
2B − 2 and y ′′ (xj ) ≈ B−2A+1
0.252
= −32A + 16B + 16. Substituting these
expressions into the ODE gives
1.252 (−32A + 16B + 16) + 4 × 1.25 (2B − 2) + 4A = 1.253
that is, −46A + 35B = −13.046875.
The difference approximations at the point x2 = 1.5 are y ′ (xj ) ≈ C−A
0.5 =
2C − 2A and y ′′ (xj ) ≈ C−2B+A
0.252 = 16A − 32B + 16C. Substituting these
expressions into the ODE gives
1.52 (16A − 32B + 16C) + 4 × 1.5 (2C − 2A) + 4B = 1.53
that is, 24A − 68B + 48C = 3.375.
The difference approximations at the point x3 = 1.75 are y ′ (xj ) ≈ 6−B
0.5 =
12 − 2B and y ′′ (xj ) ≈ 6−2C+B
0.252
= 96 − 32C + 16B. Substituting these
expressions into the ODE gives
1.752 (96 − 32C + 16B) + 4 × 1.75 (12 − 2B) + 4C = 1.753
that is 35B − 94C = −372.640625.
Solving the 3 linear equations gives the results A = 4.90892(= y1 ), B =
6.07895(= y2 ) and C = 6.2277(= y3 ). Comparing with the exact values
we see that the errors are of order of 0.1.
17. Compute a centered difference approximation to the BVP
d2 y π2
+ y = ǫy 3 , x ∈ (0, 1); y(0) = 1, y(1) = 0,
dx2 4
for the value ǫ = 0.1, using a grid of size h = 0.5. Compare your computed
result with the exact solution at the interior grid point.
Dividing the interval into 2 pieces we introduce the unknown grid point
value y1 ≈ y(0.5). To simplify notation we let A = y1 .
0−1
The difference approximations at the point x1 = 0.5 are y ′ (xj ) ≈ 2×0.5 =
0−2A+1
−1 and y ′′ (xj ) ≈ 0.52 = 4 − 8A. Substituting these expressions into
the ODE gives
4 − 8A + (π 2 /4)A = 0.1A3 .
This is a nonlinear equation. To solve it we set up a Newton iteration
with f (A) = 4 + (π 2 /4 − 8)A − 0.1A3 so that f ′ (A) = π 2 /4 − 8 − 0.3A2 .
The iteration converges to the solution A = 0.7163 (= y1 ).
A |f (A)| f ′ (A)
0.0000 4.0000 −5.5326
0.7230 0.0377 −5.6894
0.7163 0.0000 −5.6865

13
 The exact solution solution to the BVP when ǫ = 0 is the function
y(x) = cos( πx2 ) so that y(0.5) = 0.7071. The difference approximation
is surprisingly accurate.

18. An iron bar is kept at temperatures T0 and T1 at its two ends. The
radiation of heat at point x is proportional its temperature −AT (x) and
2
this effect is balanced by thermal diffusion, that is, −κ ddxT2 . Thus, when
the temperature T (x) has reached equilibrium, it satisfies the BVP

d2 T
−κ = −AT, x ∈ (0, 1); T (0) = T0 , T (1) = T1 .
dx2
Write down a centered difference approximation to T (x) for values of x of
0.25, 0.5 and 0.75 and solve the resulting linear system in the case where
A = 1, κ = 1, T0 = 1 and T1 = 2.
Multiplying by minus one and substituting parameter values gives

d2 T
−T =0 with T (0) = 1 and T (1) = 2.
dx2
Let’s define grid values so that T (0.25) ≈ P , T (0.5) ≈ Q and T (0.75) ≈ R.
The difference approximation at the point x1 = 0.25 is T ′′ (xj ) ≈ Q−2P +1
0.252
=
16Q − 32P + 16. Substituting this expression into the ODE gives

16Q − 33P + 16 = 0. (a)

The difference approximation at the point x2 = 0.5 is T ′′ (xj ) ≈ R−2Q+P

0.252
=
16R − 32Q + 16P . Substituting this expression into the ODE gives

16P − 33Q + 16R = 0. (b)

The difference approximation at the point x3 = 0.75 is T ′′ (xj ) ≈ 2−2R+Q

0.252
=
32 − 32R + 16Q. Substituting this expression into the ODE gives

16Q − 33R + 32 = 0. (c)

Solving the 3 linear equations (a)–(c) gives the results P = 1.13019, Q =

1.33102 and R = 1.61504.
Note that the exact solution to the BVP is
2e − 1 x e2 − 2e −x
T = e + 2 e .
e2 − 1 e −1
Thus the exact values are T (0.25) = 1.12963, T (0.5) = 1.33023, T (0.75) =
1.61440 so the numerical values are in good agreement.

14
19. Imagine two metal bars, one with ends maintained at temperature T =
600 and the other with a temperature maintained at T = 400. As well
as thermal diffusion and general radiation, there is heat transferred from
one bar to the other. The bars thus satisfy a coupled system of ODEs

d2 T1
−0.01 + 0.01 T1 + 0.005 (T1 − T2 ) = 0,
dx2
d2 T2
−0.01 + 0.01 T2 + 0.005 (T2 − T1 ) = 0,
dx2
subject to T1 (0) = T1 (1) = 600 and T2 (0) = T2 (1) = 400.
Take a grid with points x0 = 0, x1 = 0.25, x2 = 0.5, x3 = 0.75 and x4 = 1
and compute a centered difference approximation to T1 and T2 .
First we introduce new functions y = 0.01T1 and z = 0.01T2 and substi-
tute into the ODEs. This gives the rescaled equations:

y ′′ − 1.5y + 0.5z = 0
z ′′ + 0.5y − 1.5z = 0

subject to y(0) = y(1) = 6 and z(0) = z(1) = 4.

Let’s define grid values so that A ≈ y(0.25), B ≈ y(0.5), C ≈ y(0.75),
D ≈ z(0.25), E ≈ z(0.5) and F ≈ z(0.75).
Substituting the second derivative difference approximation into the ODEs
evaluated at the grid points gives a system of 6 algebraic equations:
6 − 2A + B
− 1.5A + 0.5D = 0 ⇐⇒ −67A + 32B + D + 192 = 0
0.252
C − 2B + A
− 1.5B + 0.5E = 0 ⇐⇒ 32A − 67B + 32C + E = 0
0.252
B − 2C + 6
− 1.5C + 0.5F = 0 ⇐⇒ 32B − 67C + F + 192 = 0
0.252
4 − 2D + E
− 1.5D + 0.5A = 0 ⇐⇒ A − 67D + 32E + 128 = 0
0.252
D − 2E + F
− 1.5E + 0.5B = 0 ⇐⇒ B + 32D − 67E + 32F = 0
0.252
E − 2F + 4
− 1.5F + 0.5C = 0 ⇐⇒ C + 32E − 67F + 128 = 0
0.252
Solving these equations gives A = 5.42, B = 5.23, C = 5.42, D = 3.73,
E = 3.64, F = 3.73. The corresponding temperature estimates are

x = 0 x = 0.25 x = 0.5 x = 0.75 x = 1

Bar 1 600 542 523 542 600
Bar 2 400 373 364 373 400

15