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UNIT NUMBER
17.7
NUMERICAL MATHEMATICS 7
(Numerical solution)
of
(ordinary differential equations (B))
by
A.J.Hobson
Thus,
Z
dy =
y0
3x2 dx.
x0
In other words,
x
x0
Z x
dy
dx =
3x2 dx.
dx
x0
The rule, in future, therefore, will be to integrate both sides of the given differential equation
with respect to x, from x0 to x.
EXAMPLES
1. Given that
dy
= x + y2,
dx
and that y = 0 when x = 0, determine the value of y when x = 0.3, correct to four
places of decimals.
Solution
To begin the solution, we proceed as follows:
Z
x0
Z x
dy
dx =
(x + y 2 )dx,
dx
x0
where x0 = 0.
Hence,
y y0 =
(x + y 2 )dx,
x0
where y0 = 0.
That is,
y=
(x + y 2 )dx.
xdx =
x2
' 0.0450
2
dy
x4
= x + y12 = x + .
dx
4
Therefore,
Z
0
Z x
dy
x4
x+
dx =
dx,
dx
4
0
!
which gives
y0=
x2 x5
+ .
2
20
x2 x5
+
' 0.0451
2
20
at x = 0.3.
(c) Third Iteration
Now we use
dy
= x + y22
dx
x4 x7
x10
=x+
+
+
.
4
20 400
Therefore,
Z
0
Z x
dy
x4 x7
x10
dx =
x+
+
+
dx,
dx
4
20 400
0
!
which gives
y0=
x2 x5
x8
x11
+
+
+
.
2
20 160 4400
x2 x5
x8
x11
+
+
+
' 0.0451 at x = 0.3
2
20 160 4400
dy
y
=2
dx
x
and y = 2 when x = 1, perform three iterations of Picards method to estimate a value
for y when x = 1.2. Work to four places of decimals throughout and state how accurate
is the result of the third iteration.
3
Solution
(a) First Iteration
Z
Z x
y
dy
dx =
2
dx,
dx
x
x0
x0
where x0 = 1.
That is,
y y0 =
x0
where y0 = 2.
Hence,
y
dx,
x
y
y2=
2
dx.
x
1
Replacing y by y0 = 2 in the function being integrated, we have
y2=
2
2
dx.
x
Therefore,
y = 2 + [2x 2 ln x]x1
= 2 + 2x 2 ln x 2 + 2 ln 1 = 2(x ln x).
The result of the first iteration is thus given by
y1 = 2(x ln x) ' 2.0354,
when x = 1.2.
(b) Second Iteration
In this case we use
dy
y1
2(x ln x)
2 ln x
=2
=2
=
.
dx
x
x
x
Hence,
Z
1
Z x
dy
2lnx
dx =
dx.
dx
x
1
That is,
h
y 2 = (ln x)2
ix
1
= (ln x)2 .
when x = 1.2.
(c) Third Iteration
Finally, we use
dy
y2
2 (ln x)2
=2
=2
.
dx
x
x
x
Hence,
Z
1
Z x
dy
2 (lnx)2
dx =
2
dx.
dx
x
x
1
"
That is,
(ln x)3
y 2 = 2x 2 ln x
3
"
= 2x 2 ln x
#x
1
(ln x)3
2.
3
(ln x)3
' 2.0293,
3
when x = 1.2.
The results of the last two iterations are identical when rounded off to two places of
decimals, namely 2.03. Hence, the accuracy of the third iteration is two decimal place
accuracy.
17.7.2 EXERCISES
1. Use Picards method to solve the differential equation
dy
= y + ex
dx
at x = 1, correct to two significant figures, given that y = 0 when x = 0.
2. Use Picards method to solve the differential equation
dy
y
= x2 +
dx
2
at x = 0.5, correct to two decimal places, given that y = 1 when x = 0.
x3 x5
x7
x9
+
+
......
3
15 105 945
y(1) ' 0.72