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E D O. Grafica Euler
Se quiere solucionar problema de EDO de 1 Orden de la forma
dy
= f ( x, y )
dx
yi+1= yi + h
yi+1= yi + h
Predicho
yi+1
Error
yi
Pendiente =
Verdadero
h
h
xi-1
xi
h= paso
xi+1
Mtodo de Euler:
Es un mtodo sencillo para la integracin de ecuaciones diferenciales
de primer orden.
Sea:
dy
= f (x,y)
dx
y(x 0 ) = y0
x1 = x 0 + h
y1 y0 + f (x0 ,y 0 ) h
dy
= 2x + y ; y(0) = 1
dx
h = 0.2
x1 = x 0 + h = 0 + 0.2 = 0.2
y1 y0 + f (x0 ,y 0 ) h = 1 + 1 0.2 = 1.2
x2 = x1 + h = 0.2 + 0.2 = 0.4
y2 y1 + f (x1, y1 ) =h 1.2 + 1.6 0.2 = 1.52
h = 0.1
x1 = x 0 + h = 0 + 0.1 = 0.1
y1 y0 + f (x0 ,y 0 ) h = 1 + 1 0.1 = 1.1
x2 = x1 + h = 0.1 + 0.1 = 0.2
y2 y1 + f (x1, y1 ) =h 1.1 + 1.3 0.1 = 1.23
x3 = x2 + h = 0.2 + 0.1 = 0.3
y3 y2 + f (x 2 , y2 ) h = 1.23 + 1.63 0.1 = 1.393
x4 = x 3 + h = 0.3 + 0.1 = 0.4
y4 y3 + f (x 3 , y3 ) h = 1.393 + 2.3923 0.1 = 1.83153
y(x) = -2(x+1)+3e
h = 0.1
h = 0.2
0
0
0.2
0.4
0.6
0.8
1.2
dy
= f (x,y) ; y(x 0 ) = y0
dx
en el punto x1 vendra dada por la siguiente expresin:
x1
si f (x,y) = f (x0 ,y 0 )
(x1 x0 )
f (x0 ,y 0 ) + f (x1 , y1 )
si f (x,y) =
2
Sin embargo, de esa manera, nos encontraramos con el problema de
que, para calcular y1 necesitamos saber su valor para evaluar f(x1,y1).
y1 (0) y 0 + f (x 0 , y0 ) h
a continuacin, se usa esta aproximacin sencilla para calcular f(x1,y1(0))
y as poder tomar la siguiente nueva estimacin para el valor de y1 :
y1 (1)
f (x 0 , y0 ) + f (x1 ,y1(0) )
= y0 +
h
2
y1 (2)
f (x 0 , y0 ) + f (x1 ,y1(1) )
= y0 +
h
2
y2
(0)
y2 (1)
y2 (2)
y1 + f (x1 , y1 ) h
f (x1 , y1 ) + f (x 2 , y2 (0) )
= y1 +
h
2
f (x1 , y1 ) + f (x 2 , y2 (1) )
= y1 +
h
2
M
dy
= 2x + y ; y(0) = 1
dx
h = 0.2
x1 = x 0 + h = 0 + 0.2 = 0.2
y1
y1
(1)
(0)
y 0 + f (x 0 , y0 ) h = 1 + 1 0.2 = 1.2
1+ 2 0.2 + 1.2
f (x 0 , y0 ) + f (x1 ,y1(0) )
0.2 = 1.26
= y0 +
h =1+
2
2
y1 (2)
y1
(3)
y1
(4)
1+ 2 0.2 + 1.26
f (x 0 , y0 ) + f (x1 ,y1(1) )
0.2 = 1.266
= y0 +
h=1+
2
2
f (x0 , y0 ) + f (x1 , y1(2) )
1+ 2 0.2 + 1.266
= y0 +
h =1+
0.2 = 1.2666
2
2
f (x 0 , y0 ) + f (x1 , y1 (3) )
1+ 2 0.2 + 1.2666
= y0 +
h =1+
0.2 = 1.26666
2
2
y1 1.267
y2 (2)
y2
(2)
y2
y2
y2
y2
= 1.267 +
(3)
(2)
0.2 = 1.681074
= 1.267 +
(4)
(4)
f (x1 , y1 ) + f (x 2 , y2 (1) )
= y1 +
h
2
0.2 = 1.6818074
= 1.267 +
0.2 = 1.6818807
y2 1.682
y(x) = -2(x+1)+3e
h = 0.1
h = 0.2
h = 0.2
Euler modificado
0
0
0.2
0.4
0.6
0.8
1.2
dy
= f (x,y) ; y(x 0 ) = y0
dx
x1 = x 0 + h ; x2 = x1 + h ; etc
con muy buena precisin, sin que, para ello, sea necesario que los h sean
muy pequeos.
El procedimiento consta de los siguientes pasos:
k1 = h f (x 0 ,y0 )
h
k1
k 2 = h f (x0 + , y0 + )
2
2
k2
h
k3 = h f (x 0 + , y0 + )
2
2
k 4 = h f (x0 + h, y0 + k3 )
1
K0 = (k1 + 2k 2 + 2k 3 + k4 )
6
y entonces se toma:
y1 = y0 + K0
k1 = h f (x1 , y1 )
h
k1
k 2 = h f (x1 + , y1 + )
2
2
k2
h
k3 = h f (x1 + , y1 + )
2
2
k 4 = h f (x1 + h, y1 + k3 )
1
K0 = (k1 + 2k 2 + 2k 3 + k4 )
6
y2 = y1 + K0
k1 = h f (x n1 , yn1 )
h
k1
k 2 = h f (xn1 + , yn1 + )
2
2
k2
h
k3 = h f (x n1 + ,y n1 + )
2
2
k 4 = h f (xn1 + h, yn1 + k3 )
1
K0 = (k1 + 2k 2 + 2k 3 + k4 )
6
yn = yn1 + K0
dy
= 2x + y ; y(0) = 1
dx
h = 0.2:
x1 = x 0 + h = 0 + 0.2 = 0.2
k2
h
k3 = h f (x1 + , y1 + ) = 0.2 f (0.3, 1.46726) = 0.41345
2
2
dy
= x 2 + y2
dx
h = 0.1:
; y(0) = 1
x1 = x 0 + h = 0 + 0.1 = 0.1
1
K0 = (k1 + 2k 2 + 2k 3 + k4 ) = 0.1114628
6
y1 = y0 + K0 1.1115
x2 = x1 + h = 0.1+ 0.1 = 0.2
k1 = h f (x1 , y1 ) = 0.1 (0.12 + 1.11152 ) = 0.1245432
h
k1
k 2 = h f (x1 + , y1 + ) = 0.1 f (0.15, 1.1737716) = 0.1400239
2
2
k2
h
k3 = h f (x1 + , y1 + ) = 0.1 f (0.15, 1.181512) = 0.141847
2
2
1
K0 = (k1 + 2k 2 + 2k 3 + k4 ) = 0.1415621
6
y2 = y1 + K0 1.2531