Given

Ivp

y Hl Hy T oates

yeol I
since this is a linear
ODE

y 7

ency f eat 1C

f Cet
ye
 I 1
substituting the initial
condition

yHl s

to
By chopping
1 101 0.3333
4

to
c

2 Ct I Ig'ext
error
is not
significant
If X o
then the
error can be come

t
significant as
grows

The al of well
g
posedness is to make
sure that the round off
error is
neglible
is well
Ivp posed

4.2.21
Friday
The of introducing
goal
well is to male
posedless
sun that the round off
is
error
insignificant
 conditions
Lipschitz
f Ct satisfies a
Lipschitz
y
condition in set
y on a

DEN if a constant Lso

exists with
Ifct y fct.gr lELlYi y
V f
y Ct.gr ED

A sufficient condition
for a function f
to
satisfy
condition
a
Lipschitz
is if a constant L o exists
such that

i I let fit b
p
 Theorem 5 6

suppose
that D Let.pl If's
If f is continuous and
satisfies a
Lipschitz condition

in the variable the set

y
on

D then the Ivp

ftp.flt.y d
a Eb

yeah
is well posed

Example
dy
It thy 11 octet

11101 1
show that the
Ivp
problem above is well posed

Solution
The function is continuous

of
t
Ty
of
t'ed
So Kyl f satisfies
5.6
a
Lipschitz
condition

B y theorem
well
the
Ivp is
posed
continuous
Lipschitz
For
example
Fey ysincty
 I I
sinfy f
1 1 cos

let then
ye z h

I Fyffe l Zahl Zak

Encer
The
simplest numerical
method for solving IVP
It is based on a

first order
Taylor approximation

The first step with

Euler method is
using
to define a
computational
grid
For Ntt
grid points
the width f each subitewal
a Eb
is

he be
N

h is the step size

The grid points

tie at ih

In Matlab a b Ntl

Derivation of the
Euler method for
the
solving Ivp problem
Flt y
y Ctt L
Mat
 the
We Taylor series
to approximate
expansion
the solution to the next
grid point
Yeltiti yctiltlti i.fi y'Hi
ti n fi
2 y al
ti tis
E
I E

ylti.it yftifthy'HiHhIyY
yftilthflti ylti thIyYl
first order
In Euler our
approximation
removes the reminder in

Dente the approximation of

ti Wi
y as
 and we have

wit Wi th f Iti Wi

i o l N