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Bloque IV.

Ecuaciones Diferenciales de primer orden


Tema 4 Métodos de Aproximación Numérica
Ejercicios resueltos
IV.4-1 Usar el método de Euler para aproximar la solución del P.V.I. dado en los puntos
x = 0.1, 0.2, 0.3, 0.4, 0.5 usando tamaño de paso h = 0.1.

dy x ü
üï dy = x + y ï
=- b) d ï
a) dx y 
ïï x
y (0) = 4 y (0) = 1 ï
ï
ï
Solución

yn+1 = yn + h ⋅ f (xn,yn )

dy x
üï
=-
a) dx y
ïï
y (0) = 4
ï y0 = 4

x0 = 0

x = 0,1 f) = 4 + 0,1 0 ö
÷ =4
y = ,y h ⋅ f (x
+
ç
1 1 0 0 0
⋅ -
çè 4 ÷ø
2x = 0, 0,1ö÷
f+ h ⋅ f (x ,y ) = 4 + 0,1 = 3, 9975
y = ç
2 2 1 1 1
⋅ çè-
4 ø÷ ö
f) = 3, 9975 + 0,1 ÷
3x = 0, y = ,y h ⋅ f (x
+ ç 0,
2
= 3, 9925

3 3 2 2 2
⋅ è - 3, 9975ø÷
ç ö
f) = 3, 9925 + 0,1 ÷
x4 = 0, y = ,y h ⋅ f (x
+ ç 0,
3
= 3, 2411

4 4 3 3 3
⋅ è - 3, 9925ø÷
çf
ç
x5 = 0, y = ,y h ⋅ f (x
+ ) = 3, 2411 + 0,1 0, 4
Matemáticas. Primer curso del Grado de CTA Bloque IV. E. D. de primer orden. Tema 4. Métodos de Aproximación
Ana Isabel Allueva Pinilla – José Luis Alejandre Marco Numérica

Ejercicios resueltos 1
ö
÷
= 3, 2288
5 5 4 4 4
⋅ è - 3, 2411ø÷
ç

dy üï
b) d = x + y
ïï

x
y (0) = 1
ï
x0 = 0 y0 = 1

x1 = 0,1 y1 = y0 + h ⋅ f (x0,y0 ) = 1 + 0,1 ⋅ (0 + 1) = 1,1

x2 = 0, 2 y2 = y1 + h ⋅ f (x1,y1 ) = 1,1 + 0,1 ⋅ (0,1 + 1,1) = 1, 22

x3 = 0, 3 y3 = y2 + h ⋅ f (x2,y2 ) = 1, 22 + 0,1 ⋅ (0,2 + 1, 22) = 1, 362

x4 = 0, 4 y4 = y3 + h ⋅ f (x3,y3 ) = 1, 362 + 0,1 ⋅ (0, 3 + 1, 362) = 1, 5282

x5 = 0, 5 y5 = y4 + h ⋅ f (x4,y4 ) = 1, 5282 + 0,1 ⋅ (0, 4 + 1, 5282) = 1, 72102

IV.4-2 Usar el método de Euler para aproximar la solución del P.V.I. dado en x = 1.
Tomar diferentes pasos, h = 1, 0.5, 0.25.

dy üï
= 1 + xsen (xy)
ï
dx
ï
y (0) = 0
ï
Solución
h=1

x0 = 0 y0 = 0

x1 = 1 y1 = y0 + h ⋅ f (x0,y0 ) = 0 + 1 ⋅ (1 + 0) = 1

h = 0.5

x0 = 0 y0 = 0

x1 = 0, y1 = y0 + h ⋅ f (x0,y0 ) = 0 + 0, 5 ⋅ (1 + 0) = 0, 5
5

Matemáticas. Primer curso del Grado de CTA Bloque IV. E. D. de primer orden. Tema 4. Métodos de Aproximación
Ana Isabel Allueva Pinilla – José Luis Alejandre Marco Numérica

Ejercicios resueltos 2
x2 = 1
y2 = y1 + h ⋅ f (x1,y1 ) = 0, 5 + 0, 5 ⋅ (1 + 0, 5 ⋅ sen (0, 5 ⋅ 0, 5)) = 1,06185

h = 0.25

x0 = 0 y0 = 0

x1 = 0, y1 = y0 + h ⋅ f (x0,y0 ) = 0 + 0, 25 ⋅ (1 + 0) = 0, 25
25

Matemáticas. Primer curso del Grado de CTA Bloque IV. E. D. de primer orden. Tema 4. Métodos de Aproximación
Ana Isabel Allueva Pinilla – José Luis Alejandre Marco Numérica

Ejercicios resueltos 3
x2 = 0, 5
y2 = y1 + h ⋅ f (x1,y1 ) = 0, 25 + 0, 25 ⋅ (1 + 0, 25 ⋅ sen (0, 25 ⋅ 0, 25)) = 0,503904

x3 = 0, 75
y3 = y2 + h ⋅ f (x2,y2 ) = 0, 503904 + 0, 25 ⋅ (1 + 0, 5 ⋅ sen (0, 5 ⋅ 0, 503904)) =
0,785066

x4 = 1
y4 = y3 + h ⋅ f (x3,y3 ) = 0, 785066 + 0, 25 ⋅ (1 + 0, 75 ⋅ sen (0, 75 ⋅ 0, 785066)) =
1,1392

IV.4-3 con tamaño de paso h = 0.1 para aproximar la solución del P.V.I. dado en los puntos
étodo de E uler mejorado
dy = x - y2üï

dx
ï ï
y (1) = 0

Solución

y = y + ⋅ f (x ) + f (x + h,y + hf (x , y ))ù
,y h
é
úû
2Ië
n+1 n n n n n n

n
y0 = 0
x0 = 1
x 1 = 1,1 y = 0 + 0, 05 ⋅ é1 + 1,1 - 0.1
2
ù = 0.1045
1 ë
x2 = 1, y = 0,1045 + 0, 05 ⋅ é1,1 - (0,1045)2 + f (1, 2; 0, 213408)ù
Ië úû
y = 0,1045 + 0, 05 ⋅ é1,1 - (0,1045)2 + 1, 2 - (0, 213408)2 ù = 0,216677
2 2

2 Ië úû
x3 = 1, y = 0, 216677 + 0, 05 ⋅ é1, 2 - (0, 216677 )2 + f (1, 3; 0,331982)ù
Ië úû
y = 0, 216677 + 0, 05 ⋅ é1, 2 - (0, 216677)2 + 1, 3 - (0,331982)2 ù = 0,333819
3 3

3 Ië úû
x4 = 1, y = 0, 333819 + 0, 05 ⋅ é1, 3 - (0, 333819)2 + f (1, 4; 0,452675)ù
Ië úû
y = 0, 333819 + 0, 05 ⋅ é1, 3 - (0, 333819)2 + 1, 4 - (0,452675)2 ù = 0,453002
4 4

4 Ië úû
x = 1, 5
y = 0, 453002 + 0, 05 ⋅ é1, 4 - (0, 453002)2 + f (1, 5; 0, 46495)ù
Ië úû
y = 0, 453002 + 0, 05 ⋅ é1, 4 - (0, 453002)2 + 1, 5 - (0, 46495)2 ù = 0,465395
5 5

5 Ië úû
IV.4-4 de Euler mejorado para aproximar la solución del P.V.I. dado en x = 1 con tamaño de p
Usar el algoritmo
dy = 1 - y - y 3üï

dx
ï ï
y ( 0) = 0

Solución

y = y + ⋅ f (x ) + f (x + h,y + hf (x , y ))ù
,y h
é
n+1
I2ë n n n n n n úû
n
y0 = 0
x0 = 0

x1 = 0, 25 0, 25
y =0+ ⋅ [1 + f (0, 25; 0, 25)] = 0,125 ⋅ é1 + 1 - 0, 25 - (0, 25)3 ù =
0,216797
1
2 ëI ûú
0, 25 é
x = 0, 5 y = 0, 216797 + ⋅ 1 - 0, 216797 - 0, 216797 3 + f (0, 5; 0,41005)ù
2 ë û
2 2

0, 25
y = 0, 216797 + ⋅ é1 - 0, 216797 - 0, 216797 3 + 1 - 0,41005 - 0,410053 ù =
0.378549
2
2 ë û
0, 25 é
x = 0, 75 y = 0, 378549 + ⋅ 1 - 0, 378549 - 0, 3785493 + f (0, 75; 0,52035)ù
2 ë û
3 3

0, 25
y = 0, 378549 + ⋅ é1 - 0, 378549 - 0, 3785493 + 1 - 0,52035 - 0,520353 ù =
0,491794
3
2 ë û

x = 0, 25
1 y = 0, 491794 + ⋅ é1 - 0, 491794 - 0, 491794 3 + f (1; 0,589109)ù
2 ë û
4 4
0, 25
y = 0, 491794 + ⋅ 1 - 0, 491794 - 0, 491794 + 1 - 0,589109 - 0,5891093 ù =
é 3

0,566257
4
2 ë û

IV.4-5 Determinar las fórmulas recursivas del método de Taylor de orden 2 para el P.V.I.

dy = cos (x + y)üï
dx
y (0) = p ï ï
Solución

h2 hp
y n +1 = yn + h ⋅ f (x n ,yn ) + ⋅ f2 (x n ,yn ) +  + ⋅ fp (x n ,yn )
2! p!
¢
f2 (x n ,yn ) = y ¢¢ (x ) = (cos(x + y)) = - (1 + y ¢) sen (x + y) =
= -(1 + cos(x + y))sen (x + y) = -sen (x + y)- cos(x + y)sen (x + y)

yn +1 = yn + h ⋅ cos (x n + yn ) h 2
(1 + cos (x n + yn ))sen (x n + yn )
- 2!

IV.4-6 Usar el método de Taylor de orden 2 con h = 0.25 para aproximar la solución
del P.V.I. dado en x = 1.
dy üï
=x +1-y
ï

dx
ï
y (0) = 1
ï
Comparar esta aproximación con la solución y = x + e-x , evaluada en
verdadera,
x = 1.

Solución
2
h
y n +1 = yn + h ⋅ f (x n ,yn ) + ⋅ f2 (x n ,yn )
2!

f2 (xn,yn ) = y ¢¢ (x ) = (x + 1 - y )¢ = (1 - y ¢) = -x + y

x0 =0 y0 = 1

x1 = 0, h
2

25 y1 = y0 + h ⋅ f (x0,y0 ) + ⋅ f2 (x0,y0 ) = 1, 03125


2!

x2 = 0, h
2

5 y2 = y1 + h ⋅ f (x1,y1 ) + ⋅ f2 (x1,y1 ) = 1,11035


2!

x3 = 0, h
2

75 y3 = y2 + h ⋅ f (x2,y2 ) + ⋅ f2 (x2,y2 ) = 1, 22684


2!

x4 = 1 h
2

y4 = y3 + h ⋅ f (x3,y3 ) + ⋅ f2 (x3,y3 ) = 1, 37253


2!
y = x + e-x  y (1) = 1 + e-1 = 1, 36788
IV.4-7 Usar el método de Runge-Kutta de cuarto orden con h = 0.25 para aproximar la
solución del P.V.I. dado en x = 1:
dy üï
= 2y - 6
ï

dx
ï
y (0) = 1
ï
Comparar esta aproximación con la solución verdadera, y = 3 - 2e2x , evaluada en
x = 1.
Solución

k1 = h ⋅ f (xn,yn ) ïü
ï
f h k öï
xn +1 = xn + h ,y n + 1 ֕
ïü k2 = h ⋅ f è x n
1 ç 2 2 ï ï
+ 
ï h
yn+1 = yn + ⋅ (k1 + 2k2 + 2k3 + k = + k 2 öï
k4 )ï , + ÷
6 ⋅ 3 h f xn y
ç n
֕
ï
è 2 2 øï
k4 = h ⋅ f + + ï
)ï
n

n=0 (x h,yn k3

x0 = 0 y0 = 1
n=1
x = 0, y = + ⋅ + + + k ) = -0, 296875
25 y (k 1 2k 2k
1 1 0 1 2 3 4
6
k1 = h ⋅ f (x0,y0 ) = -1 ïü
ï
ö = -1, 25 ï
k2 = h ⋅ f çf xç0 + h ,y 0 + k1 ÷
è ÷ ï
2 2 ø ï
f h k ö ï
k3 = h ⋅ f è x0 + ,y + ÷ = -1, 3125ï
2
0
ç 2
k = h ⋅ f (x + h,y + k ) = -
2 ïï
4 0 0 1, 65625
3 ï
n=2
x = 0, y = + ⋅ + + + k ) = -2, 434692
5 y (k 1 2k 2k
2 2 1 1 2 3 4
6
k1 = h ⋅ f (x1,y1 ) = -1, 6484375 üï
ï
f h kö ï
k2 = h ⋅ f x1 + 2 ,y 1 + 2 ÷ = -2, 06055ï
1
çè ï
f h k 2ö ï
k3 = h ⋅ f çx1 + ,y1 + ÷ = -2,1636 ï
èç ÷
2 2 ø ï
k = h ⋅ f (x + h,y + k ) = -2, 7302
4 1 1 3
ï
n=3
x = 0, 1
y = + ⋅ + + + k ) = -5, 95875
75 y (k 2k 2k
3 3 2 1 2 3 4
6
k1 = h ⋅ f (x2,y2 ) = -2, 71735 üï
ï
f h kö ï
k2 = h ⋅ f x2 + 2 ,y 2 + 2 ÷ = -3, 39668ï
1
çè ï
f h k2 ö ï
÷ k3 = h ⋅ f çx2 + ,y2 + ÷ = -3, 5665 ï
èç 2 2 ø ï
ï
k = h ⋅ f (x + h,y + k ) = -4, 5006
4 2 2 3
ï
n=4
x =1 1
y = + ⋅ + + + k ) = -11, 7679
y (k 2k 2k
4 4 3 1 2 3 4
6
k1 = h ⋅ f (x3,y3 ) = -4, 47938 ïü
ï
f h kö ï
k2 = h ⋅ f x3 + 2 ,y + 2 ÷ = -5, 5992ï
1
3
çè ï
f h k ö ï
k3 = h ⋅ f è x3 + ,y + ÷ = -5, 8792ï
2
3
ç 2 2 ïï
k = h ⋅ f (x + h,y + k ) = -7, 4189
4 3 3 3
ï

y = 3 - 2e2x  y (1) = 3 - 2e2 = -11, 7781

IV.4-8 Usar el método de Runge-Kutta de cuarto orden con h = 0.25 para aproximar la
solución del P.V.I. dado en x = 1.
dy üï
=x +1- y
ï

dx
y (0) = ï
ï
1
Solución
k1 = h ⋅ f (xn,yn ) üï
ï
f h k öï
xn +1 = xn + h ïü k2 = h ⋅ f è x n ,y + 1
1 ç 2 n 2 ø÷ï
+ f
ï
yn+1 = yn + ⋅ (k1 + 2k2 + 2k3 + hk = ⋅ ç + k2 ö
k4 )ï 6 h f çx n ,yn + ÷ ï
3
֕
ï
è 2 2 øï
x0 = 0 y kn +
 h,yn
n=1 = h
n=0 1 (
+ k3 ï
) ï
x = 0, y = + ⋅ + + + k ) = 1, 0288
25 y (k 1 2k 2k
1 1 0 1 2 3 4
6
k1 = h ⋅ f (x0,y0 ) = 0 ïü
ï
f h kö ï
k2 = h ⋅ f x0 + 2 ,y 0 + 2 ÷ = 0, 03125ï
1
çè ï
f h k ö ï
k3 = h ⋅ f è x0 + ,y + ÷ = 0, 02734ï
2
0
ç 2 2 ïï
k = h ⋅ f (x + h,y + k ) = 0, 05566
4 0 0 3
ï
n=2
x = 0, 1
y = + ⋅ + + + k ) = 1,10654
5 y (k 2k 2k
2 2 1 1 2 3 4
6
k1 = h ⋅ f (x1,y1 ) = 0, 05529 üï
ï
f h kö ï
k2 = h ⋅ f x1 + 2 ,y + 2 ÷ = 0, 07963ï
1
1
çè ï
f h k ö ï
k3 = h ⋅ f èx1 + ,y + ÷ = 0, 07659ï
2
1
ç 2 2 ïï
k = h ⋅ f (x + h,y + k ) = 0, 09864
4 1 1 3
ï
n=3
x = 0, 1
y = + ⋅ + + + k ) = 1, 22238
75 y (k 2k 2k
3 3 2 1 2 3 4
6
k1 = h ⋅ f (x2,y2 ) = 0, 098364 üï
ï
f h kö ï
k2 = h ⋅ f x2 + 2 ,y 2 + 2 ÷ = 0,117318ï
1
çè ï
f h k ö ï
k3 = h ⋅ f è x2 + ,y + ÷ = 0,114949ï
2
2
ç 2 2 ïï
k = h ⋅ f (x + h,y + k ) = 0,122126
4 2 2 3
ï
n=4
x =1 1
y = + ⋅ + + + k ) = 1, 36789
y (k 2k 2k
4 4 3 1 2 3 4
6
k1 = h ⋅ f (x3,y3 ) = 0,1319 üï
ï
f h kö ï
k2 = h ⋅ f x3 + 2 + 1
=
2÷ ï
,y 3 0,14666
çè ï
f h k ö ï
k3 = h ⋅ f è x3 + ,y + ÷ = 0,14482ï
2
3
ç 2 2 ï
ï
k = h ⋅ f (x + h,y + k ) = 0,15819
4 3 3 3
ï

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