solutions for boyce elementary differential equationsFull description
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Elementary Differential EquationsFull description
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Solutions to Elementary Differential Equations 10th Edition By William E Boyce and Richard C Diprima
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DIFFERENTIAL EQUATIONS
Differential Equations by (Shepley L. Ross)Full description
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Elementary Applied Partial Differential Equations -Haberman R.
Blanchard Differential Equations 3e Solutions Manual
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A set of lecture notes compiled to teach physics students at undergraduate level. Mathematical Methods in Physics Course....supplemented with examples and home work problems.
Descripción: Nonlinear Ordinary Differential Equations by jordan, smith
differential geometryDescripción completa
—————————————————————————— CHAPTER 1. ——
Chapter One Section 1.1 1.
For C "Þ& , the slopes are negative, and hence the solutions decrease. For C "Þ& , the slopes are positive, and hence the solutions increase. The equilibrium solution appears to be Ca>b œ "Þ& , to which all other solutions converge. 3.
For C "Þ& , the slopes are :9=3tive, and hence the solutions increase. For C "Þ& , the slopes are negative, and hence the solutions decrease. All solutions appear to diverge away from the equilibrium solution Ca>b œ "Þ& . 5.
For C "Î# , the slopes are :9=3tive, and hence the solutions increase. For C "Î# , the slopes are negative, and hence the solutions decrease. All solutions diverge away from ________________________________________________________________________ page 1
For C # , the slopes are :9=3tive, and hence the solutions increase. For C # , the slopes are negative, and hence the solutions decrease. All solutions diverge away from the equilibrium solution Ca>b œ # . 8. For all solutions to approach the equilibrium solution Ca>b œ #Î$ , we must have C w ! for C #Î$ , and C w ! for C #Î$ . The required rates are satisfied by the differential equation C w œ # $C .
9. For solutions other than Ca>b œ # to diverge from C œ # , C a>b must be an increasing function for C # , and a decreasing function for C # . The simplest differential equation whose solutions satisfy these criteria is C w œ C # . 10. For solutions other than Ca>b œ "Î$ to diverge from C œ "Î$ , we must have C w ! for C "Î$ , and C w ! for C "Î$ . The required rates are satisfied by the differential equation C w œ $C " . 12.
Note that C w œ ! for C œ ! and C œ & . The two equilibrium solutions are C a>b œ ! and Ca>b œ & . Based on the direction field, C w ! for C & ; thus solutions with initial values greater than & diverge from the solution Ca>b œ & . For ! C &, the slopes are negative, and hence solutions with initial values between ! and & all decrease toward the
—————————————————————————— CHAPTER 1. —— solution Ca>b œ ! . For C ! , the slopes are all positive; thus solutions with initial values less than ! approach the solution Ca>b œ ! . 14.
Observe that C w œ ! for C œ ! and C œ # . The two equilibrium solutions are C a>b œ ! and Ca>b œ # . Based on the direction field, C w ! for C # ; thus solutions with initial values greater than # diverge from Ca>b œ # . For ! C #, the slopes are also positive, and hence solutions with initial values between ! and # all increase toward the solution Ca>b œ # . For C ! , the slopes are all negative; thus solutions with initial values less than ! diverge from the solution Ca>b œ ! .
16. a+b Let Q a>b be the total amount of the drug ain milligramsb in the patient's body at any given time > a2<=b . The drug is administered into the body at a constant rate of &!! 71Î2<Þ The rate at which the drug leaves the bloodstream is given by !Þ%Q a>b Þ Hence the accumulation rate of the drug is described by the differential equation
a, b
.Q œ &!! !Þ% Q .>
a71Î2
Based on the direction field, the amount of drug in the bloodstream approaches the equilibrium level of "#&! 71 aA3>238 + 0 /A 29?<=bÞ 18. a+b Following the discussion in the text, the differential equation is
The direction field is rather complicated. Nevertheless, the collection of points at which the slope field is zero, is given by the implicit equation C$ 'C œ #># Þ The graph of these points is shown below:
The y-intercepts of these curves are at C œ ! , „È' . It follows that for solutions with initial values C È' , all solutions increase without bound. For solutions with initial values in the range C È' and ! C È' , the slopes remain negative, and hence these solutions decrease without bound. Solutions with initial conditions in the range È' C ! initially increase. Once the solutions reach the critical value, given by the equation C$ 'C œ #># , the slopes become negative and remain negative. These solutions eventually decrease without bound.
—————————————————————————— CHAPTER 1. —— Section 1.2 1a+b The differential equation can be rewritten as .C œ .> Þ &C
Integrating both sides of this equation results in 68k& C k œ > -" , or equivalently, & C œ - /> . Applying the initial condition C a!b œ C! results in the specification of the constant as - œ & C! . Hence the solution is C a>b œ & aC! &b/> Þ
All solutions appear to converge to the equilibrium solution Ca>b œ & Þ 1a- bÞ Rewrite the differential equation as
.C œ .> Þ "! #C
Integrating both sides of this equation results in "# 68k"! #C k œ > -" , or equivalently, & C œ - /#> . Applying the initial condition C a!b œ C! results in the specification of the constant as - œ & C! . Hence the solution is C a>b œ & aC! &b/#> Þ
All solutions appear to converge to the equilibrium solution Ca>b œ & , but at a faster rate than in Problem 1a Þ 2a+bÞ The differential equation can be rewritten as
Integrating both sides of this equation results in 68kC &k œ > -" , or equivalently, C & œ - /> . Applying the initial condition C a!b œ C! results in the specification of the constant as - œ C! & . Hence the solution is C a>b œ & aC! &b/> Þ
All solutions appear to diverge from the equilibrium solution Ca>b œ & . 2a,bÞ
Rewrite the differential equation as .C œ .> Þ #C &
Integrating both sides of this equation results in "# 68k#C &k œ > -" , or equivalently, #C & œ - /#> . Applying the initial condition C a!b œ C! results in the specification of the constant as - œ #C! & . Hence the solution is C a>b œ #Þ& aC! #Þ&b/#> Þ
All solutions appear to diverge from the equilibrium solution Ca>b œ #Þ& . 2a- b. The differential equation can be rewritten as
.C œ .> Þ #C "!
Integrating both sides of this equation results in "# 68k#C "!k œ > -" , or equivalently, C & œ - /#> . Applying the initial condition C a!b œ C! results in the specification of the constant as - œ C! & . Hence the solution is C a>b œ & aC! &b/#> Þ
All solutions appear to diverge from the equilibrium solution Ca>b œ & . 3a+b. Rewrite the differential equation as
.C œ .> , , +C
which is valid for C Á , Î+. Integrating both sides results in +" 68k, +C k œ > -" , or equivalently, , +C œ - /+> . Hence the general solution is C a>b œ a, - /+> bÎ+ Þ Note that if C œ ,Î+ , then .CÎ.> œ ! , and C a>b œ ,Î+ is an equilibrium solution. a, b
a3b As + increases, the equilibrium solution gets closer to Ca>b œ ! , from above. Furthermore, the convergence rate of all solutions, that is, + , also increases. a33b As , increases, then the equilibrium solution C a>b œ ,Î+ also becomes larger. In this case, the convergence rate remains the same. a333b If + and , both increase abut ,Î+ œ constantb, then the equilibrium solution Ca>b œ ,Î+ remains the same, but the convergence rate of all solutions increases.
5a+b. Consider the simpler equation .C" Î.> œ +C" . As in the previous solutions, rewrite the equation as .C" œ + .> Þ C"
Integrating both sides results in C" a>b œ - /+> Þ a,bÞ Now set Ca>b œ C" a>b 5 , and substitute into the original differential equation. We find that
—————————————————————————— CHAPTER 1. —— +C" ! œ +aC" 5 b , . That is, +5 , œ ! , and hence 5 œ ,Î+ . a- b. The general solution of the differential equation is Ca>b œ - /+> ,Î+ Þ This is exactly the form given by Eq. a"(b in the text. Invoking an initial condition Ca!b œ C! , the solution may also be expressed as Ca>b œ ,Î+ aC! ,Î+b/+> Þ
6a+b. The general solution is :a>b œ *!! - />Î# , that is, :a>b œ *!! a:! *!!b/>Î# . With :! œ )&! , the specific solution becomes :a>b œ *!! &!/>Î# . This solution is a decreasing exponential, and hence the time of extinction is equal to the number of months it takes, say >0 , for the population to reach zero. Solving *!! &!/>0 Î# œ ! , we find that >0 œ # 68a*!!Î&!b œ &Þ() months. a,b The solution, :a>b œ *!! a:! *!!b/>Î# , is a decreasing exponential as long as :! *!! . Hence *!! a:! *!!b/>0 Î# œ ! has only one root, given by >0 œ # 68Œ
*!! Þ *!! :!
a- b. The answer in part a,b is a general equation relating time of extinction to the value of the initial population. Setting >0 œ "# months , the equation may be written as *!! œ /' , *!! :! which has solution :! œ )*(Þ('*" . Since :! is the initial population, the appropriate answer is :! œ )*) mice .
7a+b. The general solution is :a>b œ :! /<> . Based on the discussion in the text, time > is measured in months . Assuming " month œ $! days , the hypothesis can be expressed as :! /<†" œ #:! . Solving for the rate constant, < œ 68a#b , with units of per month .
a,b. R days œ R Î$! months . The hypothesis is stated mathematically as :! /
.@ œ 71 .>
in which 1 is the gravitational constant measured in appropriate units. The equation can be ________________________________________________________________________ page 10
—————————————————————————— CHAPTER 1. —— written as .@Î.> œ 1 , with solution @a>b œ 1> @! Þ The object is released with an initial velocity @! .
a,b. Suppose that the object is released from a height of 2 units above the ground. Using the fact that @ œ .BÎ.> , in which B is the downward displacement of the object, we obtain the differential equation for the displacement as .BÎ.> œ 1> @! Þ With the origin placed at the point of release, direct integration results in Ba>b œ 1># Î# @! > . Based on the chosen coordinate system, the object reaches the ground when Ba>b œ 2 . Let > œ X be the time that it takes the object to reach the ground. Then 1X # Î# @! X œ 2 . Using the quadratic formula to solve for X , X œ
@! „È@! #12 Þ 1
The positive answer corresponds to the time it takes for the object to fall to the ground. The negative answer represents a previous instant at which the object could have been launched upward awith the same impact speed b, only to ultimately fall downward with speed @! , from a height of 2 units above the ground. a- b. The impact speed is calculated by substituting > œ X into @a>b in part a+bÞ That is, @aX b œ È@! #12 .
10a+,bb. The general solution of the differential equation is Ua>b œ - /<> Þ Given that Ua!b œ "!! mg , the value of the constant is given by - œ "!! . Hence the amount of thorium-234 present at any time is given by Ua>b œ "!! /<> . Furthermore, based on the hypothesis, setting > œ " results in )#Þ!% œ "!! /< Þ Solving for the rate constant, we find that < œ 68a)#Þ!%Î"!!b œ Þ"*(*'/week or < œ Þ!#)#)/day . a- b. Let X be the time that it takes the isotope to decay to one-half of its original amount. From part a+b, it follows that &! œ "!! /
11. The general solution of the differential equation .UÎ.> œ < U is Ua>b œ U! /<> , in which U! œ Ua!b is the initial amount of the substance. Let 7 be the time that it takes the substance to decay to one-half of its original amount , U! . Setting > œ 7 in the solution, we have !Þ& U! œ U! /<7 . Taking the natural logarithm of both sides, it follows that <7 œ 68a!Þ&b or <7 œ 68 # Þ ________________________________________________________________________ page 11
—————————————————————————— CHAPTER 1. ——
12. The differential equation governing the amount of radium-226 is .UÎ.> œ < U , with solution Ua>b œ Ua!b/<> Þ Using the result in Problem 11, and the fact that the half-life 7 œ "'#! years , the decay rate is given by < œ 68a#bÎ"'#! per year . The amount of radium-226, after > years, is therefore Ua>b œ Ua!b/!Þ!!!%#()'> Þ Let X be the time that it takes the isotope to decay to $Î% of its original amount. Then setting > œ X, and UaX b œ $% Ua!b , we obtain $% Ua!b œ Ua!b/!Þ!!!%#()'X Þ Solving for the decay time, it follows that !Þ!!!%#()' X œ 68a$Î%b or X œ '(#Þ$' years . 13. The solution of the differential equation, with Ua!b œ !, is Ua>b œ GZ a" />ÎGV bÞ As > p _ , the exponential term vanishes, and hence the limiting value is UP œ GZ .
14a+b. The accumulation rate of the chemical is Ð!Þ!"Ña$!!b grams per hour . At any given time > , the concentration of the chemical in the pond is Ua>bÎ"!' grams per gallon . Consequently, the chemical leaves the pond at a rate of a$ ‚ "!% bUa>b grams per hour . Hence, the rate of change of the chemical is given by .U œ $ !Þ!!!$ Ua>b gm/hr . .>
Since the pond is initially free of the chemical, Ua!b œ ! .
a,b. The differential equation can be rewritten as
.U œ !Þ!!!$ .> Þ "!!!! U
Integrating both sides of the equation results in 68k"!!!! Uk œ !Þ!!!$> G . Taking the natural logarithm of both sides gives "!!!! U œ - /!Þ!!!$> . Since Ua!b œ ! , the value of the constant is - œ "!!!! . Hence the amount of chemical in the pond at any time is Ua>b œ "!!!!a" /!Þ!!!$> b grams . Note that " year œ )('! hours . Setting > œ )('! , the amount of chemical present after one year is Ua)('!b œ *#((Þ(( grams , that is, *Þ#(((( kilograms . a- b. With the accumulation rate now equal to zero, the governing equation becomes .UÎ.> œ !Þ!!!$ Ua>b gm/hr . Resetting the time variable, we now assign the new initial value as Ua!b œ *#((Þ(( grams .
a. b. The solution of the differential equation in Part a- b is Ua>b œ *#((Þ(( /!Þ!!!$> Þ Hence, one year after the source is removed, the amount of chemical in the pond is Ua)('!b œ '(!Þ" grams .
—————————————————————————— CHAPTER 1. —— a/b. Letting > be the amount of time after the source is removed, we obtain the equation "! œ *#((Þ(( /!Þ!!!$> Þ Taking the natural logarithm of both sides, !Þ!!!$ > œ œ 68a"!Î*#((Þ((b or > œ ##ß ((' hours œ #Þ' years .
a0 b
15a+b. It is assumed that dye is no longer entering the pool. In fact, the rate at which the dye leaves the pool is #!! † c; a>bÎ'!!!!d kg/min œ #!!a'!Î"!!!bc; a>bÎ'!d gm per hour . Hence the equation that governs the amount of dye in the pool is .; œ !Þ# ; .>
a gm/hrb .
The initial amount of dye in the pool is ; a!b œ &!!! grams .
a,b. The solution of the governing differential equation, with the specified initial value, is ; a>b œ &!!! /!Þ# > Þ
a- b. The amount of dye in the pool after four hours is obtained by setting > œ % . That is, ; a%b œ &!!! /!Þ) œ ##%'Þ'% grams . Since size of the pool is '!ß !!! gallons , the concentration of the dye is !Þ!$(% grams/gallon . a. b. Let X be the time that it takes to reduce the concentration level of the dye to !Þ!# grams/gallon . At that time, the amount of dye in the pool is "ß #!! grams . Using the answer in part a,b, we have &!!! /!Þ# X œ "#!! . Taking the natural logarithm of both sides of the equation results in the required time X œ (Þ"% hours . a/b. Note that !Þ# œ #!!Î"!!! . Consider the differential equation .; < œ ;. .> "!!! Here the parameter < corresponds to the flow rate, measured in gallons per minute . Using the same initial value, the solution is given by ; a>b œ &!!! /< >Î"!!! Þ In order to determine the appropriate flow rate, set > œ % and ; œ "#!! . (Recall that "#!! gm of ________________________________________________________________________ page 13
—————————————————————————— CHAPTER 1. —— dye has a concentration of !Þ!# gm/gal ). We obtain the equation "#!! œ &!!! /< Î#&! Þ Taking the natural logarithm of both sides of the equation results in the required flow rate < œ $&( gallons per minute .
—————————————————————————— CHAPTER 1. —— Section 1.3 1. The differential equation is second order, since the highest derivative in the equation is of order two. The equation is linear, since the left hand side is a linear function of C and its derivatives. 3. The differential equation is fourth order, since the highest derivative of the function C is of order four. The equation is also linear, since the terms containing the dependent variable is linear in C and its derivatives. 4. The differential equation is first order, since the only derivative is of order one. The dependent variable is squared, hence the equation is nonlinear. 5. The differential equation is second order. Furthermore, the equation is nonlinear, since the dependent variable C is an argument of the sine function, which is not a linear function. 7. C" a>b œ /> Ê C"w a>b œ C"ww a>b œ /> . Hence C"ww C" œ ! Þ Also, C# a>b œ -9=2 > Ê C"w a>b œ =382 > and C#ww a>b œ -9=2 > . Thus C#ww C# œ ! Þ
9. Ca>b œ $> ># Ê C w a>b œ $ #> . Substituting into the differential equation, we have >a$ #>b a$> ># b œ $> #># $> ># œ ># . Hence the given function is a solution.
10. C" a>b œ >Î$ Ê C"w a>b œ "Î$ and C"ww a>b œ C"www a>b œ C"wwww a>b œ ! Þ Clearly, C" a>b is a solution. Likewise, C# a>b œ /> >Î$ Ê C#w a>b œ /> "Î$ , C#ww a>b œ /> , C#www a>b œ /> , C#wwww a>b œ /> . Substituting into the left hand side of the equation, we find that /> %a /> b $a/> >Î$b œ /> %/> $/> > œ > . Hence both functions are solutions of the differential equation. 11. C" a>b œ >"Î# Ê C"w a>b œ >"Î# Î# and C"ww a>b œ >$Î# Î% . Substituting into the left hand side of the equation, we have #># ˆ >$Î# Î% ‰ $>ˆ>"Î# Î# ‰ >"Î# œ >"Î# Î# $ >"Î# Î# >"Î# œ!
Likewise, C# a>b œ >" Ê C#w a>b œ ># and C#ww a>b œ # >$ . Substituting into the left hand side of the differential equation, we have #># a# >$ b $>a ># b >" œ % >" $ >" >" œ ! . Hence both functions are solutions of the differential equation. 12. C" a>b œ ># Ê C"w a>b œ #>$ and C"ww a>b œ ' >% . Substituting into the left hand side of the differential equation, we have ># a' >% b &>a #>$ b % ># œ ' ># "! ># % ># œ ! . Likewise, C# a>b œ >2 68 > Ê C#w a>b œ >$ #>$ 68 > and C#ww a>b œ & >% ' >% 68 >. Substituting into the left hand side of the equation, we have ># a & >% ' >% 68 >b &>a>$ #>$ 68 >b %a>2 68 >b œ & >2 ' >2 68 > ________________________________________________________________________ page 15
—————————————————————————— CHAPTER 1. —— & >2 "! >2 68 > % >2 68 > œ ! Þ Hence both functions are solutions of the differential equation. 13. Ca>b œ a-9= >b68 -9= > > =38 > Ê C w a>b œ a=38 >b68 -9= > > -9= > and C ww a>b œ a-9= >b68 -9= > > =38 > =/- > . Substituting into the left hand side of the differential equation, we have a a-9= >b68 -9= > > =38 > =/- >b a-9= >b68 -9= > > =38 > œ a-9= >b68 -9= > > =38 > =/- > a-9= >b68 -9= > > =38 > œ =/- > . Hence the function Ca>b is a solution of the differential equation.
15. Let Ca>b œ /<> . Then C ww a>b œ <# /<> , and substitution into the differential equation results in <# /<> # /<> œ !. Since /<> Á ! , we obtain the algebraic equation <# # œ !Þ The roots of this equation are <"ß# œ „ 3È# Þ 17. Ca>b œ /<> Ê C w a>b œ < /<> and C ww a>b œ <# /<> . Substituting into the differential equation, we have <# /<> <> ' /<> œ ! . Since /<> Á ! , we obtain the algebraic equation <# < ' œ ! , that is, a< #ba< $b œ ! . The roots are <"ß# œ $ , # .
—————————————————————————— CHAPTER 8. —— In this problem, 08" œ È>8" C8" Þ Since the ODE is 898linear, an equation solver must be implemented in order to approximate the solution of C8" œ C8
2 *È>8" C8" "* 08 & 08" 08# ‘ #%
at each time step. >8 C8
8 œ "! !Þ& $Þ*'#")'
8 œ #! "Þ! &Þ"!)*!$
8 œ $! "Þ& 'Þ%$"$*!
8 œ %! #Þ! (Þ*#$$)&
a- b. The fourth order backward differentiation formula is C8" œ
—————————————————————————— CHAPTER 8. —— 10a+b. The predictor formula is C8" œ C8
2 a&& 08 &* 08" $( 08# * 08$ bÞ #%
With 08" œ 0 a>8" ß C8" b, the corrector formula is C8" œ C8
2 a* 08" "* 08 & 08" 08# b Þ #%
We use the starting values generated by the Runge-Kutta method À >8 C8
8œ! !Þ! "Þ!
8 œ "! !Þ& "Þ'"#'##
>8 C8
8œ" !Þ!& "Þ!&"#$!
8 œ #! "Þ! #Þ%)!*!*
8œ# !Þ" "Þ"!%)%$
8œ$ !Þ"& "Þ"'!(%!
8 œ $! "Þ& $Þ(%&"%(*
8 œ %! #Þ! &Þ%*&)(#
a,b. With 08" œ 0 a>8" ß C8" b, the fourth order Adams-Moulton formula is C8" œ C8
2 a* 08" "* 08 & 08" 08# b Þ #%
In this problem, 08" œ # >8" /B:a >8" C8" b Þ Since the ODE is 898linear, an equation solver must be implemented in order to approximate the solution of C8" œ C8
The exact solution of the IVP is Ca>b œ a$ ># bÎa' >b Þ
8 œ %! #Þ! "Þ(&!!!"
13. Both Adams methods entail the approximation of 0 a> ß C b, on the interval c>8 ß >8" d, by a polynomial. Approximating 9 w a>b œ T" a>b ´ E , which is a constant polynomial, we have 9a>8" b 9a>8 b œ (
>8"
E .>
œ Ea>8" >8 b œ E2 Þ >8
Setting E œ - 08 a" -b08" , where ! Ÿ - Ÿ " , we obtain the approximation C8" œ C8 2c- 08 a" -b08" dÞ
An appropriate choice of - yields the familiar Euler formula. Similarly, setting E œ - 08 a" -b08" ,
where ! Ÿ - Ÿ " , we obtain the approximation ________________________________________________________________________ page 484
—————————————————————————— CHAPTER 8. —— C8" œ C8 2c- 08 a" -b08" dÞ 14. For a third order Adams-Bashforth formula, we approximate 0 a> ß C b, on the interval c>8 ß >8" d, by a quadratic polynomial using the points a>8# ß C8# b , a>8" ß C8" b and a>8 ß C8 bÞ Let T$ a>b œ E># F> G Þ We obtain the system of equations E>#8# F>8# G œ 08# E>#8" F>8" G œ 08" E>#8 F>8 G œ 08 . For computational purposes, assume that >! œ ! , and >8 œ 82 Þ It follows that 08 #08" 08# # 2# a$ #8b08 a%8 %b08" a" #8b08# Fœ #2 8# $8 # 8# 8 Gœ 08 ˆ#8 8# ‰08" 08# Þ # # Eœ
We then have C8" C8 œ (
>8" >8
E># F> G ‘.>
" " œ E2$ Œ8# 8 F2 # Œ8 G2 , $ #
which yields C8" C8 œ
2 a#$ 08 "' 08" & 08# b Þ "#
15. For a third order Adams-Moulton formula, we approximate 0 a> ß C b, on the interval c>8 ß >8" d, by a quadratic polynomial using the points a>8" ß C8" b , a>8 ß C8 b and a>8" ß C8" bÞ Let T$ a>b œ !># " > # Þ This time we obtain the system of algebraic equations !>#8" " >8" # œ 08" !>#8 " >8 # œ 08 !>#8" " >8" # œ 08" . For computational purposes, again assume that >! œ ! , and >8 œ 82 Þ It follows that
—————————————————————————— CHAPTER 8. —— Section 8.5 1a+b. The general solution of the ODE is Ca>b œ - /> # > Þ Imposing the initial condition, Ca!b œ # , the solution of the IVP is 9" a>b œ # > .
a,b. If instead, the initial condition Ca!b œ #Þ!!" is given, the solution of the IVP is 9# a>b œ !Þ!!" /> # > . We then have 9# a>b 9" a>b œ !Þ!!" /> Þ 3. The solution of the initial value problem is 9a>b œ /"!! > > Þ
a+ß ,bÞ Based on the exact solution, the local truncation error for both of the Euler methods is k/69- k Ÿ
"!% "!! >8 # / 2 Þ #
Hence k/8 k Ÿ &!!! 2# , for all ! >8 " . Furthermore, the local truncation error is greatest near > œ ! . Therefore k/" k Ÿ &!!! 2# !Þ!!!& for 2 !Þ!!!$ Þ Now the truncation error accumulates at each time step. Therefore the actual time step should be much smaller than 2 ¸ !Þ!!!$ . For example, with 2 œ !Þ!!!#& , we obtain the data > œ !Þ!& > œ !Þ"
Euler !Þ!&'$#$ !Þ"!!!%!
B.Euler !Þ!&("'& !Þ"!!!&"
9a>b !Þ!&'($) !Þ"!!!%&
Note that the total number of time steps needed to reach > œ !Þ" is R œ %!! . a- b. Using the Runge-Kutta method, comparisons are made for several values of 2 À 2 œ !Þ" À > œ !Þ!& > œ !Þ"
9a>b !Þ!&'($) !Þ"!!!%&
C8 !Þ!&(%"' !Þ"!!!&&
C8 9 a> 8 b !Þ!!!'() !Þ!!!!"!
> œ !Þ!& > œ !Þ"
9a>b !Þ!&'($) !Þ"!!!%&
C8 !Þ!&'('' !Þ"!!!%'
C8 9 a> 8 b !Þ!!!!#( !Þ!!!!!!%
2 œ !Þ!!& À
6a+b. Using the method of undetermined coefficients, it is easy to show that the general solution of the ODE is Ca>b œ - /-> ># Þ Imposing the initial condition, it follows that - œ ! and hence the solution of the IVP is 9a>b œ ># Þ a,b. Using the Runge-Kutta method, with 2 œ !Þ!" , numerical solutions are generated
The following table shows the calculated value, C" , at the first time step À 9a>b "!%
C" a- œ "b *Þ***** ‚ "!&
C" a- œ "!b *Þ***(* ‚ "!&
C" a- œ #!b *Þ**)$$ ‚ "!&
C" a- œ &!b *Þ*($*' ‚ "!&
a- b. Referring back to the exact solution given in Parta+b, if a nonzero initial condition, say Ca!b œ & , is specified, the solution of the IVP becomes 9& a>b œ & /-> ># .
We then have k9a> b 9& a>bk œ k&k /-> Þ It is evident that for any > ! , ________________________________________________________________________ page 488
This implies that virtually any error introduced early in the calculations will be magnified as - p _ . The initial value problem is inherently unstable.
—————————————————————————— CHAPTER 8. —— Section 8.6 1. In vector notation, the initial value problem can be written as . B BC> " Œ œŒ , xa!b œ Œ Þ .> C %B #C !