8.

31
Today

Given the second order

Dvp
11 if ix
y
Eb
y y1
161
flats 1
Generate a
seeuence
th such that

E.io Cbithl ylb1 p

21 y fcx.y.ly
e b Cal tu
a ex
Hated y
1 has is the
solution
yfx.tn
to the 121
Ivp
with t.tn
We determine Eu
by a root finding
applying
 problem
F It
ylb.tl P
Z
options
a secant meth.J
61 The dewton method

deed initialization of
two to t
points
to solve 2

k ta lylbituil rfftu.it
ylb.tn tae
yc6 4
k 2,3
 The Newton method
the iteration
step
has
the form

tu ta ylb.tw
d
Cb tu i

Given that we want to

rewrite h and solve

using
two second orede IVP
ul
 situate have a solution that
T and X
depends on

we have to replace approximate

d
Cb th i

in a form that we know

how to solve

cx.tl flx.yfx.tk
y cx.tfaEXE6
yCa.t1 a.y'ca.tl t
d
To find bit
tn

IIcx.tl 3tIfx.ycxthyix.tD
the chain rule
Using
3 x
ylx.tl ytx.tl
3Itt3yIlx.ycx.tl.y4x.t1
lx.t1t3yI.lx.ylx.tl y ex.tl 3
Cx.tl
 l
X and T are
intenpendent
31 0

Thus

If lx.ylx.tt ilx.tf
3Iy.Cx.ylx.tl.yYx.tH3fIHH
The initial conditions
become

Cattle lattes
The trick is to
take
zcx.tl 3 ix t
and we will assume
that the order of
differentiation between
X and t can be

replaced
we obtain

z fx.tl
of x 2 ix t
y y
Ty
x ZTxt
y y
II

for x Eb

2 fa.tl o Ela.tl L
 Newton's method
Using
we need to solve

two initial value

problems
the th ylb.tn
PZC6
tn i

Example
solve the
Dvp
132 125 yy
y
Lex E3 17
414 yep
fcx.y.li f 32t2x
yy
f t
y fyi
 8
We solve a

of 2 second
system
order
Ivp
problems
Ysexes f 321 2 X
yy
th
yeah 17 yal
using we obtain
2 fy Z t fy Z

li
nIoY
it

Let U
y Ury
Us Z Uu Z

We solve a
system
of 4 first order
Ivp
problems
 We obtain
U Uz
132 1 2X V Uz
Uz
Iii

mutual
U.CI 17
k

Finish at home
 Finite Difference Methods

Shootings method are

considered unstable
For linear Brp
Y paly't ytray
Select H2o and
divide tea 6 into Ntl

eeual sub intervals

X Atih is 0,1 Ntl

b
hi
Let Xi be the interior
mesh
points
 The differential
Cfaation we
approximate

Y lxil pcxilyyxiltflxilycx.it
rail
Expanding in
Taylor

yfxi.ci yCXith
ycxilthy'Cxi ttiyYxil

thy exile y I
Xi E Ti E Xix

ycxi.it Cxi h1

ycxi hy'CxilthIy exit

 HI y cxiltzh y
ll
Xi E Xi
for some
Ey
Adding
ycxi.tl tYCXi i

2yCxilth'yYxi
Ealy nititil

for fxi
Solving y
we have

y t xif hr ylxi.fr lxi

y hitHykid
tycxi
i
 1
We use the intermediate
value theorem

Y cxil nt ylxi.it 2Ylxi

ycxi iD
E
Ey Gil
Xi Xi
Eli 11

In similar
way
a

we obtain a centered
difference formula
for
y'lXi
Y'lxiln zn ylxi.ie Yaa
for
HI y Yi
some

UiECXi Xiii
The calculations
will
previous
result in a

matrix algorithm
Tale and
nd use them in

Ax 6

ycxitf
2ylx.lt

fxi i

plxil nycxi.it
ycxitilz

1 fail ya thx hI zpcxi

Y Kil y ll
A finite difference method
truncation error

fifty focal
with boundary
conditions 1 61 2

Nets
Wed Wat P
and

Witi 2W twin

tplxilfwitiz nwi 1
fcxilwii rcx.fr
for each
i l N
we can write as

wi
it
Epcxi I

2th'ecxif wi

Ct E pH wi.tt

h r Cx

A U b
 A will be
composed
of the coefficients
as above

Aw 6
 A we b

th h th pKil
I o
z
Ix
I I pay 2
that It pcx1 o.ro
Ail

l
L o it t

an

In
I

h r Cx f I pay u
Theorem suppose
that

17 I are continuous on ca.ly

Then the tri diagonal

Aw b has
system a

lenieue solution provided That

I
h L
L

L mail
GEXE 6
pull
Note that the
a
theorem guarantees
Unida solution to the
but not
system the local truncation
about
error
Proof main idea
Need to show
that
1PCxh 121 implies

I I hzplx.it tHthzpcxil
2
Observe the matrix
N

A airs I

show that for A

he have

I Aii l Z lai.it t aiijti

for it 2,3 d l
a an
17 I am a
il
 this will
imply A
has solution
a
anifle

Finite difference methods

Lineart
forhon
Given the non linear DVP
fix
y yy
yal 1 seat
years
similar to the linear
case we divide Ea 6

into Ntl Equally spaced

sub intervals and use
finite difference formulas for
we have
Y Y
 y Kit I 2ycx.tt Cxi

ffxi.ycxi1 Ylxitilz
Hi
hyca
HE
y nil
We solve the system of
N equation with Wo L

Was
p
Witi 2W 1W wi
so
1 f
Xi wi jh
0

2W Wath fi w Wz
L to

Wi it 2W wit thtffxi.wi.wiInwi 1 i ro

Wa 12W th fcxn.wn.Pzwna 1p.io

i
We
resolve that f
and its derivatives will
be continuous and that
fylx y y't S on
a Exe 6
D laxity'll p X S
Fy fy are bounded
in D
Then we can use

Theorem ll l in the
book to ensure lenigueness

can be cast
as a roof finding
problem
 Fix 1 0

Iterative methods
Linear
for solving
non

Dvp
Newtons meth.J
If intial estimation
is close ekoadh
then the method provides
fuadratic convergence
 Fix o

x'mix IJfx THE

where J is the Jacobian
matrix of F

F Ix't f.ci f.cxT fnEIj

a
Calculating J can

take a lot of effort

JNeu

i
 Quasi Newton method
avoids
J
explicitly computing

zf fjlktseatfcx.se
In
n
X
Ts

if he i
u i
otherwise

makes the method easier

to
implement

ok but we still
need many evaluations
of FCI

r
The number of
evaluation increases
as Ocn as the
number of etuations
grows
T
ydenImet
Generalization of the
secant method

fix
effxtf

X X
Writing 42 in the multiple
variable cage

I t
A f HE t Fai t
A is to
suppose
replace JCI
we need to make
sure A is unite
We need that
it and X will
be known
To find a matrix A
which is
knife
Recall that any
Zero vector
non
yea
can be written as

a sum of IX x
and the
orthogonal
of X
complement
E I 2

A 2 JCx Z
when
12
Ic
01 0

Combine 130 1190

to make sure A
is
knifed
 X
updating using
Jfk will not
influence vectors orthogonal
to X I

kH tJlx Yix ix
H
A ytIFH a X Hi

A instead J CX

Ai will be the

approximation for Jai t

 method has
Broy dens
the
following form
i
Updating
sit
Ai Ai it Ai.is
Tsi
it i

Ici
It FCI t F
I
Cii Updating
join I Ajax t

I
 0cal
Improved Broydens
methot

Sherman Morrison
formula
that A
suppose
matrix
is singular
non

satisfy that
yell
A I't l Then
f't
I'ta
ixytj.at
CA A x

t
Ttx
f transpose
inverse
 ro o f
p t
A I A
y
I
j't Iff
ix

FA t

I y.it A.Y
A A
I
f't t't x'ly ta i'I yti
Tix
I t ni
if ta t
x'y
I na
A faint

i
f

taking
it Yi
Ai Si

Tsi
j Si

Applying the Sherman

Morrison formula
sittin
A
A titis
sit itA
titis
Ai A
yi s sit A

iAy it
 A y
Csi A yilsitA
Titty
1 T
Ai
so we can find
A i from A
without the need to
invert the matrix
at each iteration
Which will be much were

effective
Instead of 0cm
we have 0 NZ