Numerical

Analysis
Lecture 41
Examples of
Differential
Equations
 Recall
EULER
METHOD
We considered the
differential equation of first
order with the initial
condition y(t0) = y0.

dy
 f (t , y )
dt
We obtained the solution
of the given differential
equation in the form of a
recurrence relation

ym 1  ym  hf (tm , ym )
In fact Euler’s method
constructs wi ~ y(ti ) for each
i = 0, 1,…, N-1 by deleting
the remainder term. Thus
the Euler’s Method is
w0   ,
wi 1  wi  hf (ti , wi )
for each i  0,1,..., N  1
Euler’s algorithm
Let us try to approximate the
solution of the given IVP at
(N+1) equally spaced numbers
in the interval [a ,b]
y  f (t , y ),
a  t  b, y (a )  
INPUT endpoints a, b; integer
N, initial condition (alpha)

OUTPUT approximate w to y
at the (N+1) values of t
Step 1
Set h=(b-a) / N
t=a
w = (alpha)
OUTPUT (t , w)
Step 2
For i = 0,1,…N do Step 3, 4.
Step 3
Set w = w + h f (t , w); (compute wi ).
t = a + i h (compute ti )
Step 4 OUTPUT (t , w)
Step 5 STOP
Example
Use Euler’s method to
approximate the solution of
IVP
y’= y - t + 1, 0 < t < 2,
2

y ( 0 ) = 0.5 with N = 10.

Solution
Here, h = 0.2, ti = 0.2i, w0= 0.5
and wi+1 = wi + h (wi - ti2 + 1)
= wi+0.2[wi - 0.04i +1]
2

=1.2 wi - 0.008i + 0.2

2

for i = 0,1,…,9.
The exact solution is
y ( t )= (t+1) -0.5 e
2 t
> alg051();
This is Euler's Method.
Input the function F(t,y) in
terms of t and y
For example: y-t^2+1
> y-t^2+1
Input left and right endpoints separated
by blank
>02
Input the initial condition
> 0.5
Input a positive integer for the number
of subintervals
> 10
Choice of output method:
1. Output to screen
2. Output to text file
Please enter 1 or 2
>1
Output
t w
0.000 0.5000000
0.200 0.8000000
0.400 1.1520000
0.600 1.5504000
0.800 1.9884800
1.000 2.4581760
> alg051();
This is Euler's Method.
Input the function F (t,y) in
terms of t and y
For example: y-3*t^2+4
> y-3*t^2+4
Input left and right hand points separated
by a blank
>0 1
Input the initial condition
> 0.5
Input a positive integer for the number of
subintervals
> 10
Choice of output method:
1. Output to screen
2. Output to text file
Please enter 1 or 2
>1
Output
t w
0.000 0.5000000
0.100 0.9500000
0.200 1.4420000
0.300 1.9742000
0.400 2.5446200
0.500 3.1510820
0.600 3.7911902
0.700 4.4623092
0.800 5.1615401
0.900 5.8856942
1.000 6.6312636
 Recall
Runge-Kutta
(Order Four)
METHOD
The fourth-order R-K
method was described as

1
yn 1  yn  (k1  2k2  2k3  k4 )
6
where
k1  hf (tn , yn )
 h k1 
k2  hf  tn  , yn  
 2 2
 h k2 
k3  hf  tn  , yn  
 2 2
k4  hf (tn  h, yn  k3 )
Example
Solve the following differential
equation dy  t  y
dt
with the initial condition y(0) = 1,
using fourth- order Runge-Kutta
method from t = 0 to t = 0.4
taking h = 0.1
Solution
The fourth-order Runge-Kutta
method is described as
1
y  y  ( k  2k  2k  k )
n 1
6
n 1 2 (1) 3 4

where k1  hf (tn , yn )
h k 

k2  hf  tn  , yn  1 
 2 2
 h k 
k3  hf  tn  , yn  2 
 2 2
k4  hf (tn  h, yn  k3 )
In this problem,
f (t , y )  t  y, h  0.1, t0  0, y0  1.

As a first step, we calculate

k1  hf (t0 , y0 )  0.1(1)  0.1
k2  hf (t0  0.05, y0  0.05)
 hf (0.05,1.05)  0.1[0.05  1.05]
 0.11
k3  hf (t0  0.05, y0  0.055)
 0.1(0.05  1.055)
 0.1105
k4  0.1(0.1  1.1105)  0.12105
Now, we compute from
1
y1  y0  (k1  2k2  2k3  k4 )
6
1
 1  (0.1  0.22  0.2210  0.12105)
6
 1.11034
Therefore y(0.1) = y1=1.1103
In the second step, we have
to find y2 = y(0.2)
We compute
k1  hf (t1 , y1 )  0.1(0.1  1.11034)  0.121034
 h k1 
k2  hf  t1  , y1  
 2 2
 0.1[0.15  (1.11034  0.060517)]  0.13208
 h k2 
k3  hf  t1  , y1  
 2 2
 0.1[0.15  (1.11034  0.06604)]  0.132638
k4  hf (t1  h, y1  k3 )
 0.1[0.2  (1.11034  0.132638)]  0.1442978
From Equation (1), we see that
1
y2  1.11034  [0.121034  2(0.13208)
6
2(0.132638)  0.1442978]  1.2428

Similarly we calculate,
k1  hf (t2 , y2 )  0.1[0.2  1.2428]  0.14428
 h k1 
k2  hf  t2  , y2    0.1[0.25  (1.2428  0.07214)]  0.156494
 2 2
 h k2 
k3  hf  t1  , y1    0.1[0.3  (1.2428  0.078247)]  0.1571047
 2 2
k4  hf (t2  h, y2  k3 )  0.1[0.3  (1.2428  0.1571047)]  0.16999047
Using equation (1), we compute
1
y (0.3)  y3  y2  (k1  2k 2  2k3  k 4 )  1.399711
6
Finally, we calculate
k1  hf (t3 , y3 )  0.1[0.3  1.3997]  0.16997
 h k 
k2  hf  t3  , y3  1   0.1[0.35  (1.3997  0.084985)]  0.1834685
 2 2
 h k 
k3  hf  t3  , y3  2   0.1[0.35  (1.3997  0.091734)]  0.1841434
 2 2
k4  hf (t3  h, y3  k3 )  0.1[0.4  (1.3997  0.1841434)]  0.19838434
Using them in equation (1),
we get
y (0.4)  y4
1
 y3  (k1  2k2  2k3  k4 )
6
 1.58363

which is the required result.

Runge-Kutta Order Four
w0  
k1  hf (ti , wi )
 h k1 
k2  hf  ti  , wi  
 2 2
 h k2 
k3  hf  ti  , wi  
 2 2
k4  hf (ti  h, wi  k3 )

1
wi 1  wi  (k1  2k 2  2k3  k 4 )
(1)
6
RK4 algorithm
Let us try to approximate the
solution of the given IVP at
(N+1) equally spaced numbers
in the interval [a ,b]
y  f (t , y ),
a  t  b, y (a )  
INPUT endpoints a, b; integer
N, initial condition (alpha)

OUTPUT approximate w to y
at the (N+1) values of t
Step 1
Set h=(b-a) / N
t=a
w = (alpha)
OUTPUT (t , w)
Step 2
For i = 0,1,…N do Step 3 - 5.
Step 3
K1  hf (t , w)
Set
 h K1 
K 2  hf  t  , w  
 2 2 
 h K2 
K 3  hf  t  , w  
 2 2 
K 4  hf (t  h, w  K 3 )

1
wi 1  wi  (k1  2k 2  2k3  k 4 )
6
Step 3
Set w = w + h f (t , w); (compute wi ).
t = a + i h (compute ti )
Step 4 OUTPUT (t , w)
Step 5 STOP
> alg052();
This is the Runge-Kutta
Order Four Method.
Input the function F(t,y) in
terms of t and y
For example: y-t^2+1
> y-t^2+1
Input left and right endpoints
separated by blank
>02
Input the initial condition
> 0.5
Input a positive integer for the
number of subintervals
> 10
Choice of output method:
1. Output to screen
2. Output to text file
Please enter 1 or 2
>1
Output
t w
0.000 0.5000000
0.200 0.8292933
0.400 1.2140762
0.600 1.6489220
0.800 2.1272027
1.000 2.6408227
1.200 3.1798942
1.400 3.7323401
1.600 4.2834095
1.800 4.8150857
2.000 5.3053630
Numerical
Analysis
Lecture 41