MATH 5620: Homework # 2
Professor Guevara Vasquez

MATH 5620 (Professor Guevara Vasquez ): Homework # 2

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MATH 5620 (Professor Guevara Vasquez ): Homework # 2

Problem 1

Problem 1
(B&F 5.1.4 a,b.) Use Theorem 5.4 to show that each of the following initial-value problems has a unique solution, and nd the solution. (b) y H = Notes: - Theorem 5.3 is a sucient condition for a function satisfying a Lipschitz condition. It is not a necessary condition as there are functions that are not di erentiable but that are Lipschitz continuous. - Theorem 5.6 gives a sucient condition for well-posedness of an IVP. This condition is not necessary, so Theorem 5.6 does not rule out well-posedness if the Lipschitz condition is not satis ed. (a) y H = y cos(t); 0
2y
t
t

1;
t

y

(0) = 1:
y

+ t2 et ;

1

2;

(1) = 0:

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MATH 5620 (Professor Guevara Vasquez ): Homework # 2

Problem 2

Problem 2
(K&C 8.2.2) Consider the initial value problem:

(

y' = y y(0) = 0:

p

(a) Verify that the function y (t) = t2 =4 is a solutions to this IVP. (b) Apply Euler's method to this IVP by hand (i.e with h > 0 and ti = ih nd yi for i = 0; 1; : : : ). (c) Explain why the numerical solution di ers from the solution t2 =4. (no proof necessary)

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MATH 5620 (Professor Guevara Vasquez ): Homework # 2

Problem 3

Problem 3
In the following problems you need to compare several numerical methods for initial value problems on two problems. Compare the results to the actual values (the true solutions are given in B&F 5.2.3) B&F 5.2.1 a,c (Euler's method) B&F 5.3.1 a,c (Taylor's method of order 2) B&F 5.4.1 a,c (Modi ed Euler's method) B&F 5.4.9 a,c (Heun's method, use def in p287 of B&F 9th ed. The 8th ed and the class notes de ne Heun's method di erently!) B&F 5.4.13 a,c (Runge-Kutta method of order four)

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MATH 5620 (Professor Guevara Vasquez ): Homework # 2

Problem 4

Problem 4
(B&F 5.5.3 a,b) Use the Runge-Kutta-Fehlberg method with TOL = 10  6, hmax = 0:5, and hmin = 0:05 to approximate the solutions to the following initial-value problems. Compare the results to the actual values. (b) y H =  (y + 1)(y + 3); (a) y H = 1 + y=t   (y=t)2 , 1 0
t t

3, 3;

y y

(1) = 0;

actual solution y (t) = t tan(ln t):

1 (0) = 3 ;

actual solution y (t) =  3 + 2(1 + e 2t ) 1 .

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