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Monash University

School of Mathematical Sciences (Semester 2, 2012)

MTH2032 Dierential Equations with Modelling Assignment 1 (due Friday 17 August)

This assignment is due in week 4 and counts 5% of your nal mark. Carefully presented solutions must be submitted by 12 noon on Friday 17 August exclusively in your demonstrators assignment box located on the ground oor of Building 28. Late assignments may be accepted, but must be date stamped by the General Oce of the School of Mathematical Sciences (Building 28, 4th oor) before being placed in your demonstrators assignment box. Late assignments will generally incur a 10% penalty per day late. Make sure an Assessment Cover Sheet is attached to your submission. 1. We consider the equation y = (y 2 + 1)x. (a) Find explicit formulas for the solutions of this equation (remember that arctan(s) is 1 an antiderivative of 1+s2 ). (b) Plot, on the same graph and for 1 x 1, the isoclines corresponding to slopes m = 1 , 1, 1.5 and the solutions corresponding to y(0) = 0 and to y(0) = 1. 2 2. The Runge-Kutta numerical method of order 2 (RK2) for y = f (y) consists in approximating y on [xn , xn+1 ] = [xn , xn + h] by rst predicting a value at xn + h, for a given (0, 1]: yn+1 = y(xn ) + hf (y(xn )) and then correct this prediction by taking a weighted average of the slopes at xn and xn + h as an approximation of y at the middle point xn + h of [xn , xn+1 ]: 2 y xn + h 2 1 1 2 f (y(xn )) + 1 f (yn+1 ). 2

To summarise, a step of the RK2 method can be written

yn+1 = yn + hf (yn ) 1 yn+1 = yn + h 1 2 f (yn ) + 1 f (yn+1 ) 2

(a) What method do we get if we take = 1? (b) For a generic (0, 1], nd a function (y, h) such that the RK2 method can be written yn+1 = yn + h(yn , h). (c) Show that if f is twice dierentiable with continuous derivatives then RK2 is indeed a method with a truncation order at least 2. 3. We consider the following initial value problem: dy 1 y 2 ex = dx 2yex y with y(0) = 1.

(a) Explain why the general theory ensures the existence of a unique solution on some interval around 0. (b) Noting that the ODE can be written (1 y 2 ex )dx + (y 2yex )dy = 0, solve it. (c) On which interval around 0 is your solution dened? Could it be expected, from the ODE, that it is not dened for all x?