APM3711/0/202

33 APM3711/201/1

It is an interesting exercise to solve equation (11) by means of methods (a) to (g). One can again use the above
program but the functions f, f 2 , f 3 and f 4 must now be de¿ned by the relations

f (x, y) = 1 + 2 cos (2x) + sin (2x)  y

f 2 (x, y) = 4 sin (2x) + 2 cos (2x)  f02

(x, y)
02
30 MAY 2022
f 3 (x, y) = 8 cos (2x)  4 sin (2x)  f 2 (x, y)

f 4 (x, y) = 16 sin (2x)  8 cos (2x)  f 3 (x, y) .

Do you get the same results as before? If not, why not? Are the errors larger or smaller?

QUESTION 51

For the equation

y ) = y sin (H x) , y(0) = 1,

get starting values by the Runge-Kutta Fehlberg method for x = 0.2, x = 0.4, x = 0.6, and then advance the
solution to x = 1.0 by

1. (a) Milne’s method,

(b) the Adams-Moulton method.

SOLUTION:
Given
y ) = y sin (H x) , y (0) = 1.

Analytical solution
Separate the variables:

dy
= y sin (H x)
dx
= =
dy dy
, = sin (H x) dx , = sin (H x) dx
y y

1
, ln |y| =  cos (H x) + c
H
r s
 H1 cos(H x)+c
, y = ±e ,

and the particular solutions which satis¿es the initial value y (0) = 1 is then
1cos H x
y (x) = e H .
 APM3711/0/202

34

Numerical solution
The Adams–Moulton method is multistep method, i.e. more than one past value is used to approximate the new
value. In Gerald four multistep methods are discussed.

(1) The 3rd order Adams method has a local error of order 4 and a global error of order 3 :
h
yi+1 = yi + (23 f i  16 f i1 + 5 f i2 )
12

where f i means f (xi , yi ) .

(2) The 4th order Adams method (also called the Adams–Bashforth method) is
h
yi+1 = yi + (55 f i  59 f i1 + 37 f i2  9 f i3 ) .
24

(3) Milne’s predictor–corrector method is

4h
y p = yi3 + (2 f i  f i1 + 2 fi 2 )
3

hb b c c
yi+1 = yi1 + f xi + h, y p + 4 f i + fi 1 .
3

(4) The Adams–Moulton method (also called the Adams predictor–corrector method) is
h
y p = yi + (55 f i  59 f i1 + 37 f i2  9 f i 3 )
24

h b b c c
yi+1 = yi + 9 f xi + h, y p + 19 fi  5 f i1 + f i2 .
24

The last three methods all have local error of order h 5 and a global error of order h 4 , but Milne’s method is
sometimes unstable, and the error constant for the Adams–Moulton method is smaller than that of the 4th order
Adams method (19/720 as opposed to 251/720).

Check a discussion of the relative merits of these multistep methods and the Runge–Kutta methods.

Milne’s method and the Adams–Moulton method both need a set of four starting values already calculated by some
other technique, usually by one of the single–step methods. The initial one–step method should be as accurate as
possible, and at the very least should not have an order of error lower than that of the multi–step method we are
planning to use!

In this problem, the initial value at x = 0 is given, and we will use the Runge–Kutta–Fehlberg method with h = 0.2
to ¿nd the additional starting values at x = 0.2, x = 0.4 and x = 0.6. (The Runge–Kutta–Fehlberg method has
a local order of error h 6 , so it is more accurate than the Adams–Moulton and Milne methods.) After that, we will
use the multi–step methods to advance the solution to x = 0.8 and x = 1.0. For comparison, we have also run the
program when the four starting values are exact values.

The program and results follow. You should make sure that you can reproduce the table of results by using a
calculator.
 APM3711/0/202
35 APM3711/201/1

PROGRAM AS00_2_2(output);

(* SOLVES INITIAL VALUE PROBLEMS WITH MILNE’S AND *)

(* ADAMS-MOULTON METHODS, INITIAL 3 STEPS WITH *)
(* RUNGE-KUTTA-FEHLBERG *)

CONST
xstart = 0.0;
ystart = 1.0;
xend = 1.0;
h = 0.2;
i_end = round((xend - xstart)/h);
TYPE
result = array[0..i_end] of real;
VAR
x, y, exact, ff: result;
fst : text;

FUNCTION yexact(x : real) : real;

BEGIN
yexact := exp((1-cos(Pi*x))/pi);
END; {yexact}

FUNCTION f(x, y : real) : real;

BEGIN
f := y*sin(Pi*x);
END; {f}

FUNCTION RKF(x, y : real) : real;

VAR
k1, k2, k3, k4 , k5, k6: real;
BEGIN
k1 := h*f(x,y);
k2 := h*f(x + h/4, y + k1/4);
k3 := h*f(x + 3*h/8, y + 3*k1/32 + 9*k2/32);
k4 := h*f(x + 12*h/13, y + 1932*k1/2197 - 7200*k2/2197
+ 7296*k3/2197);
k5 := h*f(x + h, y + 439*k1/216 - 8*k2 + 3680*k3/513
- 845*k4/4104);
k6 := h*f(x + h/2, y - 8*k1/27 + 2*k2 - 3544*k3/2565
+ 1859*k4/4104 - 11*k5/40);
RKF := y + (16/135)*k1 + (6656/12825)*k3 + (28561/56430)*k4
- (9/50)*k5 + (2/55)*k6;
 APM3711/0/202

36

END; {RKF}

PROCEDURE Initialise(VAR x, y, ff : result);

VAR
i : integer;
BEGIN
writeln(fst); writeln(fst);
writeln(fst,’ ***** ASSIGNMENT 2,’,
’ QUESTION 12 *****’);
writeln(fst);
writeln(fst,’ Solves: dy/dx = y*sin(pi*x)’);
writeln(fst,’ y(0) = 1’);
writeln(fst);
writeln(fst,’ First three steps by’,
’ Runge-Kutta-Fehlberg’);
{ writeln(fst,’ First three steps are exact’); }
writeln(fst,’ Step length h = ’,h:4:2);

FOR i := 0 to i_end DO
BEGIN
x[i] := xstart + i*h;
exact[i] := yexact(x[i]);
END;
y[0] := ystart;
ff[0] := f(xstart,ystart);

FOR i := 1 to 3 DO
BEGIN
y[i] := RKF(x[i - 1], y[i - 1]);
{ y[i] := exact[i]; }
ff[i] := f(x[i],y[i]);
END; {For i}

FOR i := 4 to i_end DO
BEGIN
y[i] := 0.0;
ff[i] := 0.0;
END; {For i}
END; {Initialise}

PROCEDURE MILNE(x, exact : result; VAR y, ff:result);

VAR
i : integer;
 APM3711/0/202

37 APM3711/201/1

f_pred, y_pred : real;

error:real;
BEGIN

writeln(fst);
writeln(fst, ’ MILNE METHOD:’);writeln(fst);
writeln(fst,’ x exact y y_pred ’,
’ y error’);
writeln(fst,’ ’,xstart:3:1,
’ ’,ystart:14:11);
FOR i := 1 to 3 DO
BEGIN
error := exact[i] - y[i];
writeln(fst,’ ’,x[i]:3:1,
’ ’,exact[i]:14:11,
’ ’,y[i]:14:11, ’ ’, error:14:11);
END;

FOR i := 4 to i_end DO
BEGIN
y_pred := y[i - 4] + (4*h/3)*
(2*ff[i - 1] - ff[i - 2]
+ 2*ff[i - 3]);
f_pred := f(x[i], y_pred);
y[i] := y[i - 2] + (h/3)*(f_pred +
4*ff[i - 1] + ff[i - 2]);
ff[i] := f(x[i], y[i]);
error := exact[i] - y[i];
writeln(fst,’ ’,x[i]:3:1,’ ’,
exact[i]:14:11,
’ ’, y_pred:14:11,’ ’, y[i]:14:11,
’ ’,error:14:11);
END; {For i}
END; {A_M}

PROCEDURE A_M(x, exact : result; VAR y, ff:result);

VAR
i : integer;
f_pred, y_pred : real;
error:real;
BEGIN
 APM3711/0/202

38

writeln(fst);
writeln(fst, ’ ADAMS-MOULTON METHOD:’);writeln(fst);
writeln(fst,’ x exact y y_pred ’,
’ y error’);
writeln(fst,’ ’,xstart:3:1,
’ ’,ystart:14:11);

FOR i := 1 to 3 DO
BEGIN
error := exact[i] - y[i];
writeln(fst,’ ’,x[i]:3:1,
’ ’,exact[i]:14:11,
’ ’,y[i]:14:11, ’ ’, error:14:11);
END;

FOR i := 4 to i_end DO
BEGIN
y_pred := y[i - 1] + (h/24)*
(55*ff[i - 1] - 59*ff[i - 2]
+ 37*ff[i - 3] - 9*ff[i - 4]);
f_pred := f(x[i], y_pred);
y[i] := y[i - 1] + (h/24)*(9*f_pred +
19*ff[i - 1] - 5*ff[i - 2] + ff[i-3]);
ff[i] := f(x[i], y[i]);
error := exact[i] - y[i];
writeln(fst,’ ’,x[i]:3:1,’ ’,
exact[i]:14:11,
’ ’, y_pred:14:11,’ ’, y[i]:14:11,
’ ’,error:14:11);
END; {For i}
END; {A_M}

BEGIN {Program}
assign(fst,’c:\tp\work\A00_2_2a.DAT’);
rewrite(fst);
Initialise(x, y, ff);
Milne(x, exact, y, ff);
A_M(x, exact, y, ff);
close(fst);
END. {Program}
 APM3711/0/202

39 APM3711/201/1

***** ASSIGNMENT 21, QUESTION 1

5 *****

Solves: dy/dx = y*sin(pi*x)

y(0) = 1

First three steps by Runge-Kutta-Fehlberg

Step length h = 0.20

MILNE METHOD:

x exact y y_pred y error

0.0 1.00000000000
0.2 1.06267761910 1.06267833950 -0.00000072037
0.4 1.24601034370 1.24601166880 -0.00000132505
0.6 1.51690648000 1.51690841590 -0.00000193592
0.8 1.77860258890 1.78654854990 1.77973146490 -0.00112887595
1.0 1.89008116460 1.86790213060 1.89204610030 -0.00196493577

ADAMS-MOULTON METHOD:

x exact y y_pred y error

0.0 1.00000000000
0.2 1.06267761910 1.06267833950 -0.00000072037
0.4 1.24601034370 1.24601166880 -0.00000132505
0.6 1.51690648000 1.51690841590 -0.00000193592
0.8 1.77860258890 1.78808485440 1.77998529320 -0.00138270431
1.0 1.89008116460 1.86874201490 1.89540556270 -0.00532439815

***** ASSIGNMENT 21, QUESTION 1

5 *****

Solves: dy/dx = y*sin(pi*x)

y(0) = 1

First three steps are exact

Step length h = 0.20

MILNE METHOD:

x exact y y_pred y error

0.0 1.00000000000
0.2 1.06267761910 1.06267761910 0.00000000000
 APM3711/0/202

40

0.4 1.24601034370 1.24601034370 0.00000000000

0.6 1.51690648000 1.51690648000 0.00000000000
0.8 1.77860258890 1.78654767810 1.77972953070 -0.00112694174
1.0 1.89008116460 1.86790062270 1.89204373850 -0.00196257394

ADAMS-MOULTON METHOD:

x exact y y_pred y error

0.0 1.00000000000
0.2 1.06267761910 1.06267761910 0.00000000000
0.4 1.24601034370 1.24601034370 0.00000000000
0.6 1.51690648000 1.51690648000 0.00000000000
0.8 1.77860258890 1.78808256370 1.77998301380 -0.00138042486
1.0 1.89008116460 1.86873966980 1.89540313730 -0.00532197277

QUESTION 63

(a) The function e x is to be approximated by a ¿fth-order polynomial over the interval [1, 1]. Why is a Cheby-
shev series a better choice than a Taylor (or Maclaurin) expansion?

(b) Given the power series

f (x) = 1  x  2x 3  4x 4

and the Chebyshev polynomials

T0 (x) = 1
T1 (x) = x
T2 (x) = 2x 2  1
T3 (x) = 4x 3  3x
T4 (x) = 8x 4  8x 2 + 1,

economize the power series f (x) twice.

(c) Find the Padé approximation R3 (x), with numerator of degree 2 and denominator of degree 1, to the function
f (x) = x 2 + x 3 .

SOLUTION

(a) The maximum error over the whole interval is smaller. The Taylor series has zero error at x = 0, but
the error can be quite large at x = ±1.
 APM3711/0/202

SEMESTER 1
ASSIGNMENT 02

2
QUESTION 1

Solve the boundary–value problem

y 00 + x2 y 0 − 4xy = 2x3 + 6x2 − 2, y(0) = 0, y(1) = 2

by using the shooting method. Use the modified Euler method (with only one correction at each step),
and take h = 0.2. Start with an initial slope of y 0 (0) = 1.9 as a first attempt and y 0 (0) = 2.1 as a second
attempt. Then interpolate.
Compare the result with the analytical solution y = x4 − x2 + 2x.

SOLUTION
To solve the following boundary–value problem by using the shooting method:

y 00 + x2 y 0 − 4xy = 2x3 + 6x2 − 2 ((1))

y (0) = 0, y (1) = 2,

we use the modified Euler method with h = 0.2 and compare the result with the analytic solution

y = x4 − x2 + 2x.

Set
dy
z= = y0
dx
then
dz
z0 =
= y 00 .
dx
The second–order differential equation (1) can thus be written as a system of two coupled first–order
differential equations:

y0 = z ((2))
z 0 = 4xy − x2 z + 2x3 + 6x2 − 2 = g (x, y, z) ((3))

with boundary conditions

y (0) = 0, y (1) = 2.

To solve (2) – (3) we must estimate z (0) = y 0 (0). For a chosen estimate z0 the algorithm is

Predictor Corrector
zp = zi + hzi0 zi+1 = zi + h [zi0 + z 0 (xi + h, yp , zp )] /2
yp = yi + hyi0 yi+1 = yi + h [yi0 + y 0 (xi + h, yp , zp )] /2
 APM3711/0/202

3 APM3711/202

Sequence of calculations

x0 = 0
y0 = 1
z0 = estimate
zi0 = g (xi , yi , zi )
zp = zi + hzi0
yi0 = zi
yp = yi + hyi0
zp0 = g (xi + h, yp , zp )
zi+1 = zi + h zi0 + zp0 /2

yp0 = zp
yi+1 = yi + h yi0 + yp0 /2

xi+1 = xi + h

Note that one could improve the algorithm slightly by using the corrected value zi+1 instead of zp to
calculate yp0 .

The program below uses the estimates

z0 = 1.9 (first attempt)

z0 = 2.1 (second attempt)

The third estimate is calculated by using the extrapolation formula:

G2 − G1
z0 = G1 + (D − R1 )
R2 − R1
where

G1 = 1.9, G2 = 2.1, D = 2.0

R1 = y (1) calculated when z0 = 1.9
R2 = y (1) calculated when z0 = 2.1.

This procedure is repeated, each time using the previous two estimates, until the difference of 2.0 and the
value of y (1) calculated for the last extrapolated estimate z0 is less than a chosen tolerance.

Since (1) is a linear boundary–value problem we expect the problem to be solved after only one extrapola-
tion. This is confirmed by the results. Note that although the exact values for y (0) and y (1) are obtained
the intermediate values are not very accurate. This is due to the inaccuracy of the modified Euler method
for the large step size h = 0.2.

PROGRAM A3 1(output);
uses printer;
 APM3711/0/202

CONST
xinitial = 0.0;
xfinal = 1.0;
yinitial = 0.0;
yfinal = 2.0;
zinit1 = 1.9;
zinit2 = 2.1;
h = 0.2;
tolerance = 1e-7;
jmax = 10;
VAR
x, y, z : real;
i, imax : integer;
j : 1..jmax;
zi, yf : array[1..jmax] of real;
fst : text;

FUNCTION fy(x,y,z : real) : real;

(* calculates y’ *)
BEGIN
fy := z;
END; {fy}

FUNCTION fz(x,y,z : real) : real;

(* calculates z’ *)
BEGIN
fz := 4*x*y + sqr(x)*(2*x + 6 - z) - 2;
END; {fz}

PROCEDURE Calculate(zinitial : real;

VAR yend : real);
(* solves the differential equation
using modified Euler, using the estimate
zinitial for the initial value of z *)
VAR
x, y, z, yp, zp, fy0, fz0 : real;
i : integer;

BEGIN
x := xinitial;
y := yinitial;
z := zinitial;
writeln(fst);
 APM3711/0/202

5 APM3711/202

writeln(fst,’ zinitial = ’,zinitial:10:6);

writeln(fst,’ x y z’);
writeln(fst,x:12:6, y:12:6, z:12:6);
FOR i := 1 to imax DO
BEGIN
fy0 := fy(x,y,z);
yp := y + h*fy0;
fz0 := fz(x,y,z);
zp := z + h*fz0;
x := x + h;
y := y + h*(fy0 + fy(x,yp,zp))/2;
z := z + h*(fz0 + fz(x,yp,zp))/2;
writeln(fst,x:12:6, y:12:6, z:12:6);
END; {for i}
yend := y;
writeln(fst,’ error in final y = ’,
(yfinal - yend):10:6);
END; {Calculate}

PROCEDURE PrintExact;
VAR i:integer;
BEGIN
writeln(fst);
writeln(fst,’ Exact solution’);
writeln(fst,’ x y z’);
FOR i := 0 to imax DO
BEGIN
x := xinitial + i*h;
y := sqr(x)*(sqr(x) - 1) + 2*x;
z := x*(4*sqr(x) - 2) + 2;
writeln(fst,x:12:6, y:12:6, z:12:6);
END; {for i}
END; {PrintExact}

BEGIN {program}
assign(fst,’c:\apm311\as00 3 1.dat’);
rewrite(fst);
writeln(fst); writeln(fst);
writeln(fst,’ ***** ASSIGNMENT 3, QUESTION 1’,
’ *****’);
imax := round((xfinal - xinitial)/h);
zi[1] := zinit1;
 APM3711/0/202
6

Calculate(zi[1], yf[1]);
zi[2] := zinit2;
Calculate(zi[2], yf[2]);
j := 2;
REPEAT
(* Interpolate the previous two initial values of z
to find the next estimate of zinitial: *)
zi[j + 1] := zi[j - 1] + (zi[j] - zi[j - 1])*
(yfinal - yf[j - 1])/(yf[j] - yf[j - 1]);
j := j + 1;
Calculate(zi[j], yf[j]);
UNTIL (abs(yf[j] - yfinal) < tolerance) or (j = jmax);
writeln(fst,’ number of iterations = ’,j);
PrintExact;
close(fst);
END.

***** ASSIGNMENT 2, QUESTION 12 *****

zinitial = 1.900000
x y z
0.000000 0.000000 1.900000
0.200000 0.340000 1.550000
0.400000 0.619320 1.389509
0.600000 0.894354 1.600711
0.800000 1.257740 2.361848
1.000000 1.837653 3.847881
error in final y = 0.162347

zinitial = 2.100000
x y z
0.000000 0.000000 2.100000
0.200000 0.380000 1.752400
0.400000 0.700278 1.603861
0.600000 1.020087 1.845904
0.800000 1.436781 2.665891
1.000000 2.085070 4.247728
error in final y = -0.085070

zinitial = 2.031233
x y z
 APM3711/0/202

7 APM3711/202

0.000000 0.000000 2.031233

0.200000 0.366247 1.682808
0.400000 0.672442 1.530160
0.600000 0.976856 1.761599
0.800000 1.375221 2.561351
1.000000 2.000000 4.110248
error in final y = 0.000000
number of iterations = 3

Exact solution
x y z
0.000000 0.000000 2.000000
0.200000 0.361600 1.632000
0.400000 0.665600 1.456000
0.600000 0.969600 1.664000
0.800000 1.369600 2.448000
1.000000 2.000000 4.000000

QUESTION 2

Consider the following boundary–value problem:

y 00 = 2x2 y 0 + xy + 2, 1 ≤ x ≤ 4.

Taking h = 1, set up the set of equations required to solve the problem by the finite difference method in
each of the following cases of boundary conditions:

1. (a) y(1) = −1, y(4) = 4;

(b) y 0 (1) = 2, y 0 (4) = 0;
(c) y 0 (1) = y(1), y 0 (4) = −2y(4).
(Do not solve the equations!).

SOLUTION
Given
y 00 = 2x2 y 0 + xy + 2, 1 ≤ x ≤ 4, ((1))

with the boundary condition

(a) y (1) = −1, y (4) = 4;

(b) y 0 (1) = 2, y 0 (4) = 0;
(c) y 0 (1) = y (1) , y 0 (4) = −2y (4) .
 APM3711/0/202

40

0.4 1.24601034370 1.24601034370 0.00000000000

0.6 1.51690648000 1.51690648000 0.00000000000
0.8 1.77860258890 1.78654767810 1.77972953070 -0.00112694174
1.0 1.89008116460 1.86790062270 1.89204373850 -0.00196257394

ADAMS-MOULTON METHOD:

x exact y y_pred y error

0.0 1.00000000000
0.2 1.06267761910 1.06267761910 0.00000000000
0.4 1.24601034370 1.24601034370 0.00000000000
0.6 1.51690648000 1.51690648000 0.00000000000
0.8 1.77860258890 1.78808256370 1.77998301380 -0.00138042486
1.0 1.89008116460 1.86873966980 1.89540313730 -0.00532197277

QUESTION 63

(a) The function e x is to be approximated by a ¿fth-order polynomial over the interval [1, 1]. Why is a Cheby-
shev series a better choice than a Taylor (or Maclaurin) expansion?

(b) Given the power series

f (x) = 1  x  2x 3  4x 4

and the Chebyshev polynomials

T0 (x) = 1
T1 (x) = x
T2 (x) = 2x 2  1
T3 (x) = 4x 3  3x
T4 (x) = 8x 4  8x 2 + 1,

economize the power series f (x) twice.

(c) Find the Padé approximation R3 (x), with numerator of degree 2 and denominator of degree 1, to the function
f (x) = x 2 + x 3 .

SOLUTION

(a) The maximum error over the whole interval is smaller. The Taylor series has zero error at x = 0, but
the error can be quite large at x = ±1.
 APM3711/0/202

41 APM3711/201/1

(b)
f (x) = 1  x  2x 3  4x 4

Economize once: we add/subtract T4 suitably scaled, such that the x 4 –term disappears. Here, we must
add 12 T4 = 4x 4  4x 2 + 12 , and will get the economized series

1
f ` (x) = f (x) + T4
2
3
=  x  4x 2  2x 3 .
2

Economize again: Add T3 suitably scaled, such that the x 3 –term disappears. We must add

1 3
T3 (x) = 2x 3 + x,
2 2
and will get

1
f `` (x) = f ` (x) + T3 (x)
2
3 1
= + x  4x 2 .
2 2

(c) The Padé approximation is

a0 + a1 x + a2 x 2
R3 (x) = .
1 + b1 x
This gives
a0 + a1 x + a2 x 2 b 2 c
R3 (x)  f (x) =  x + x3
1 + b1 x
which simpli¿es to:
b c b c
a0 + a1 x + a2 x 2  (1  b1 x) x 2 + x 3
= a0 + a1 x + (a2  1) x 2  (1 + b1 ) x 3  b1 x 4 .

To ¿nd the four unknown values a0 , a1 , a3 , b1 , we must set the coef¿cients of x 0 , x 1 , x 2 , x 3 to zero. This
give us the equation  
!
! a0 = 0 !
! a0 = 1
!
! !
!
 a =0  a =0
1 1
,
!
! a  1 = 0 !
! a 2 =1
!
!
2 !
!
 1+b =0  b = 1
1 1

Hence the Padé approximation is

x2
R3 (x) = .
1x

[Remarks:

• Note that we should not also set the coef¿cient of x 4 . to zero! To ¿nd the four coef¿cients, we need 4
equations. To add one more equation would either be unnecessary or else lead to a contradiction.
 APM3711/0/202

42

• Please make sure that you can write down the general form of a Padé approximation Rn (x) with the
numerator and/or the denominator of a given degree! Remember that if the numerator (above the line)
is of degree n (i.e. a polynomial of degree n) and if the denominator (below the line) is of degree m,
then the Padé approximation is denoted by R N where N = m + n. The constant term of the denominator
(the “b0 " term) is always taken to be equal to 1, to ensure that R N (0) is well de¿ned. The number
of constants to be determined is then equal to N + 1 in the Padé approximation R N (x) . To uniquely
determine those N + 1 constants, we need N +1 equations which are obtained by setting the coef¿cients
of the powers of x, of orders 0 to N, to be equal to zero in the numerator of f (x)  R N (x) .]