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APPLIED DIFFERENTIAL CALCULUS

Bachelor degree in Computer Science and Engineering


Academic Course: 20162017

Luis L. Bonilla & Sergei Iakunin

Numerical methods for first-order ODEs & Qualitative theory

1. Analyze the long time behavior of the differential equation


y 0 = c sin y,
as a function of the parameter c 0. In particular, find all the equilibrium solutions as
functions of c, classify them into attractors, repellers, etc, and discuss possible bifurca-
tions.
2. A small electronic device has a temperature y(t) at time instant t. After some experi-
ments, the velocity at which the device cools off (when it is not operating) is seen to be
proportional to its temperature at each time instant. Suppose that the proportionality
constant is given by k = 22 and that, when it switches off at t = 0, the device has a
(normalized) temperature equal to y(0) = 1.
Model by means of a differential equation the behavior of y(t) when the device is
inactive.
Calculate a numerical solution of the corresponding initial value problem at t = 0.5
using the explicit Euler method with step h = 0.1 .
Does the numerical solution approximate well the exact solution? Why?
Apply to the initial value problem the implicit Euler method and verify whether the
numerical approximation improves or not. Justify the results.

3. Approximate the solutions of the following initial value problems at t = 0.1 and t = 0.2
using the explicit Euler method with step h = 0.05 .
 0  0
y = 3+ty y = 2y 3t
(a) (b)
y(0) = 1 y(0) = 1

1
Which new step h should one consider in order to approximately reduce the error by a
factor equal to 100? Justify your answer.

4. Approximate the solutions of the following initial value problems at t = 1 considering


a step h = 0.25 and choosing the most appropriate method between explicit Euler and
implicit Euler. Draw appropriate direction fields to help you deciding.


y 0 = 5t 3 y y0 = y 0 = 12y + sin(t)
  
2y 3t
(a) (b) (c)
y(0) = 2 y(0) = 3 y(0) = 1

5. Consider the initial value problem


y0 = y2, y(0) = 3.
Use Eulers method with h = 0.1, 0.05, 0.025, and 0.01 to explore the solution of this
problem for 0 t 0.5. What is your best estimate of the value of the solution at t = 0.2?
At t = 0.4? Draw a direction field and explain whether your results are consistent with
it. Explain your results using the exact solution of the IVP.

6. Consider the initial value problem


y 0 = ty + 0.1y 3 , y(0) = ,
where is a given number.
(a) Draw a direction field for the differential equation. Observe that there is a critical
value of in the interval 2 3 that separates converging solutions from
diverging ones. Call this critical value 0 .
(b) Calculate 0 .
(c) Use Eulers method with h = 0.01 to calculate y(1) for two values above 0 and two
values below. Do this by restricting [0 0.1, 0 + 0.1]. Does the explicit Euler
method works better for > 0 or for < 0 ?

7. Let
y 0 = 1 t + 4y


y(0) = 1
where the value y(0.4) has been approximated by means of a Runge-Kutta method with
h1
steps h1 = 0.1 and h2 = 0.05 obtaining the approximations Yt=0.4 = 5.7927853 and
h2
Yt=0.4 = 5.7941198. Estimate the order of the method using the previous information and
the exact solution of the given problem.