7.1.

Bi ton Cauchy
Bi ton Cauchy (Csi) : l bi ton dng phng trnh
vi phn vi iu kin b sung (iu kin ban u) cho
ti khng qu mt im.

Chng 7.
GII GN NG PHNG TRNH VI PHN

Bi ton Cauchy i vi phng trnh

vi phn thng cp 1

V d: Cho phng trnh vi phn cp 1:

y = 2x + 1; (a)
2
- Nghim tng qut :
y = x + x + C;
(b)
C - hng s tch phn, ph thuc iu kin ban u
- Mi gi tr ca C
1 nghim xc nh.
- Xc nh C cn bit thm 1 iu kin ban u, v d
y(1) = 2; (c)
(b)
C = 0;
Nghim ca (a) l y = x2 + x
tho mn (a) v (c).
Bi ton tm hm s y(x) tho mn p/t vi phn (a) v iu kin
ban u (c)
bi ton Csi.

7.2. Phng php Euler

y Ni dung l xp x o hm ti xi

- Cho khong [x0, X]

- Tm hm s y = y(x) xc nh trn [x0, X] tho mn:
y = f(x,y);
x0 x X
(1)
y(x0) = y0;
(2)
Trong f(x, y) hm bit; y0 l s thc cho trc
( 2 ) - iu kin Cauchy hay iu kin ban u.

= f ( xi , y i )
trong f(xi,yi) l v phi ca phng trnh vi phn ti xi v
yi. c lng ny dn ti phng trnh thay th:

yi +1 = yi + hf ( xi , yi )
y Gi tr mi ca y c d bo da trn ngoi suy tuyn
tnh bc nhy h.

Phng php Euler

Phng php Euler

yi +1 = yi + hf ( xi , yi )

Gi tr ng

h = xi +1 xi
yi

yi+1, Gi tr d bo

h
Bc nhy

xi

xi+1

V d 1

Li gii
d
= 2,2067 10 12 4 81 108
dt

Qu cu nhit 1200K c lm lnh trong khng

kh nhit phng (300K). Gi s nhit mt ch do
bc x, phng trnh vi phn nhit c cho bi

f (t , ) = 2,2067 10 12 4 81108

= 1200 + f (0;1200 )240

= 1200 + ( 4,5579 )240

= 106,09 K

h = 240 giy.

1 l nhit xp x ti t = t1 = t0 + h = 0 + 240 = 240

(240) 1 = 106,09K

))

= 1200 + 2,2067 10 12 1200 4 81 10 8 240

Tm nhit t = 480 giy theo phng php Euler. Gi s

bc h l:

i +1 = i + f (ti , i )h
1 = 0 + f (t 0 , 0 )h

d
= 2,2067 10 12 4 81 10 8 ; (0 ) = 1200 K
dt

So snh gia phng php chnh xc v

phng php Euler

Li gii
Vi i = 1, t1 = 240, 1 = 106,09
2 = 1 + f (t1 , 1 )h

= 106 ,09 + f (240 ,106 .09 )240

(K)

1400

))

N hi t ,

= 106 ,09 + 2, 2067 10 12 106 ,09 4 81 10 8 240

= 106 ,09 + (0,017595 )240
= 110 ,32 K

2 l nhit xp x ti t = t2 = t1 + h = 240 + 240 = 480

(480) 2 = 110,32K

1000

Nghim ng

800
600
400

h=240

200

Nghim chnh xc ca phng trnh c cho bi

0,92593 ln

1200

0
0

300
1,8519 tan 1 (0,00333 ) = 0,22067 10 3 t 2,9282
+ 300

100

200

300

400

500

Thi gian, t(sec)

Nghim cho phng trnh phi tuyn ti t=480 giy l:

(480) = 647,57 K
9

10

So snh gia phng php chnh xc v

phng php Euler

nh hng ca bc nhy

1500

Bc nhy, h

(480)

Et

|t|%

480
240
120
60
30

987,81
110,32
546,77
614,97
632,77

1635,4
537,26
100,80
32,607
14,806

252,54
82,964
15,566
5,0352
2,2864

N h it , (K)

Nhit ti t = 480 giy tnh theo bc nhy

1000
500

-500
-1000

11

nghim ng

12

h=120

-1500

(480) = 647,57K

Nghim ng

100

200

Thi gian, t (sec)

h=240

300

h=480

400

500

Sai s ca phng php Euler

Kt lun: Phng php Euler

y Phng php Euler gii bi tan Cauchy i vi phng
trnh vi phn thng cp 1:
y Chia [x0, X] thnh n on bng nhau:

Phng php Euler c sai s tng i ln, xt chui Taylor

1
1
y( xi +1) = y( xi ) + y' ( xi ).( xi +1 xi ) + . y' ' ( xi )( xi +1 xi )2 + . y(3) ( xi )( xi +1 xi )3 + ...
2!
3!
y i +1 = y i + f ( xi , y i )( xi +1 xi ) +

X x0
;
n
xn = X

h=

1
1
2
3
f ' ( xi , y i )( xi +1 xi ) + f ' ' ( xi , y i )( xi +1 xi ) + ...
2!
3!

yi +1 = yi + hf ( xi , yi ),

Ta c th thy hai s hng u tin trong khai trin

yi +1 = yi + f ( xi , yi )h

i = 0, n 1

chnh l phng php Euler

y Phng php Euler l mt phng php hin.

T , sai s 1 bc l:

Et =

xi = x0 + ih, i = 0, n

f (xi , yi ) 2 f ( xi , yi ) 3
h +
h + ...
2!
3!

y Sai s ti xi l: |Ei| = O(h) ( chnh xc cp 1)

Et = O(h 2 )

y h c gi l bc (hay bc nhy).

13

7.3. Phng php Euler ci tin

V d 2
Qu cu nhit 1200K c lm lnh trong khng
kh nhit phng (300K). Gi s nhit mt ch do
bc x, phng trnh vi phn nhit c cho bi

H s gc f ( xi + h, yi + k1h )

H s gc f ( xi , yi )

yi+1, (d on)

d
= 2,2067 10 12 4 81 10 8 ; (0 ) = 1200 K
dt

1
H s gc trung bnh = [f (xi + h, yi + k1h )+ f (xi , yi )]
2

yi

xi+1

xi

yi+1 = yi +
15

h
(k1 + k2 )
2

vi

Tm nhit t = 480 giy theo phng php Euler ci tin.

Gi s bc nhy l h = 240 giy.

d
= 2,2067 10 12 4 81 108
dt

k1 = f ( x i , y i )

k2 = f ( xi + h, yi + k1h )
16

) f (t , ) = 2,2067 10 (
12

81 108

Li gii

Li gii
i = 1, t1 = t0 + h = 0 + 240 = 240, 1 = 655,16 K

i = 0, t0 = 0, 0 = (0) = 1200 K

k 2= f (t1 + h,1 + k1h )

k1 = f (t1 ,1 )

12

(1200

8110

= f (240;106,09 )

= 2,2067 10 12 106,09 4 81 108

= f (240 + 240;655,16 + ( 0,38869)240)

= 2,2067 1012 655,164 81108

= f (0 + 240;1200 + ( 4,5579 )240 )

= f (0,1200)
= 2,2067 10
= 4,5579

= f (240;655.16)

k 2 = f (t0 + h; 0 + k1h )

k1 = f (t0 , o )

= 0,38869

= 0,017595

= f (480;561,87 )

= 2,2067 1012 561,87 4 81108

= 0,20206

h
(k1 + k2 )
2
= 584,27 K

2 = 1 +
h
(k1 + k2 )
2
= 655,16 K

1 = 0 +

17

18

So snh vi phng php chnh xc

nh hng ca bc nhy

Tem perature, (K)

1200
h=120

Exact

800

h=240
400

h=480

0
0

100

200

300

400

500

Bc nhy,
h

(480)

Et

|t|%

480
240
120
60
30

393,87
584,27
651,35
649,91
648,21

1041,4
63,304
3,7762
2,3406
0,63219

160,82
9,7756
0,58313
0,36145
0,097625

-400

nghim ng

Time, t(sec)

19

20

(480) = 647,57K

Kt lun: Phng php Euler ci tin

y Tm gn ng nghim ca bi tan Cauchy ti im xi vi
chnh xc bng phng php Euler ci tin:

y Tnh yi+1 theo qu trnh lp sau:

yi(+k1+1) = yi +
yi +1 = yi +

k = 0,1,2,....

h
[ f ( xi , yi ) + f ( xi +1 , yi +1 )]
2

y Sai s ti xi: |Ei| = O(h2)

h
f ( xi , yi ) + f ( xi +1 , yi(+k1) )
2

yi(+01) = yi + hf ( xi , yi )

( chnh xc cp 2)

y Qu trnh lp dng khi:

y Phng php Euler ci tin l mt phng php n

| yi(+k1+1) yi(+k1) |

7.4. Phng php Runge-Kutta cp bn (RK4)

yi +1 = yi +
vi

V d 2
Qu cu nhit 1200K c lm lnh trong khng
kh nhit phng (300K). Gi s nhit mt ch do
bc x, phng trnh vi phn nhit c cho bi

1
(k1 + 2k2 + 2k3 + k4 )
6

d
= 2,2067 10 12 4 81 10 8 ; (0 ) = 1200 K
dt

k1 = hf ( xi , yi )

Tm nhit t = 480 giy theo phng php RK4

1
1

k2 = hf xi + h, yi + k1
2
2

Gi s bc nhy l h = 240 giy.

1
1

k3 = hf xi + h, yi + k2
2
2

d
= 2,2067 10 12 4 81 108
dt

k4 = hf ( xi + h, yi + k3 )
23

i +1 = i +
24

) f (t , ) = 2,2067 10 (

1
(k1 + 2k2 + 2k3 + k4 )
6

12

81108

Li gii

Li gii
i = 1, t1 = 240,1 = 675,65K

i = 0, t0 = 0, 0 = (0) = 1200
k1 = hf (t0 ,o )

k1 = hf (t1 ,1 )

1
1

k3 = hf t0 + h, 0 + k2
2
2

1
1

k2 = hf t0 + h,0 + k1
2
2

1
1

k2 = hf t1 + h,1 + k1
2
2

k4 = hf (t0 + h, 0 + k3 )

1
(k1 + 2k2 + 2k3 + k4 )
6
= 594,91K

2 = 1 +

1
1 = 0 + (k1 + 2k2 + 2k3 + k4 )
6
= 675,65 K

l nhit xp x ti

1
1

k3 = hf t1 + h,1 + k2
2
2

k4 = hf (t1 + h,1 + k3 )

2 l xp x ca nhit ti

t = t1 = t0 + h = 0 + 240 = 240

(480) 2 = 594,91K

(240) 1 = 675,65K
25

t2 = t1 + h = 240 + 240 = 480

26

So snh vi li gii ng

nh hng ca bc nhy

Temperature, (K)

1600
1200
h=120

800

(480)

Et

|t|%

480
240
120
60
30

90,278
594,91
646,16
647,54
647,57

737,85
52,660
1,4122
0,033626
0,00086900

113,94
8,1319
0,21807
0,0051926
0,00013419

h=240
400
h=480

0
0

200

400

600

-400
Time,t(sec)
27

Bc nhy, h

Exact

(480) = 647,57 K
28

nghim ng

V d 3
y = y

2x
y

trong khong 0 x 1
( x0 = 0; X = 1 )

vi

y(0) = 1.

- Nghim ng ca phng trnh trn l: y = 2 x + 1

- Tnh vi h = 0,2.
xi

Euler

Euler ci tin

RK4

Nghim ng

0,0
0,2
0,4
0,6
0,8
1,0

1,
1,2
1,37333
1,53150
1,68108
1,82695

1,
1,18667
1,34832
1,49372
1,62888
1,75438

1,
1,1832292
1,3416668
1,4832847
1,6124665
1,7320713

1,
1,1832160
1,3416407
1,4832397
1,6124516
1,7320508