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MIT18 03SCF11 Rec 03s3 Sol

The document provides an example of using Euler's method to estimate the solution to a differential equation at a given point. Specifically, it uses Euler's method with a step size of 0.5 to estimate the value of y(1.5) for the differential equation dy/dx = y^2 - x^2 with the initial condition y(0) = -1. It finds that the estimate is y(1.5) ≈ -0.875. It then explains that this estimate is likely too large based on the concavity of the solution curve through the initial point.

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33 views3 pages

MIT18 03SCF11 Rec 03s3 Sol

The document provides an example of using Euler's method to estimate the solution to a differential equation at a given point. Specifically, it uses Euler's method with a step size of 0.5 to estimate the value of y(1.5) for the differential equation dy/dx = y^2 - x^2 with the initial condition y(0) = -1. It finds that the estimate is y(1.5) ≈ -0.875. It then explains that this estimate is likely too large based on the concavity of the solution curve through the initial point.

Uploaded by

Bild Luca
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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18.

03SC Practice Problems 3

Euler’s method

Solution Suggestions

dy
1. Use Euler’s method to estimate the value at x = 1.5 of the solution of dx = y� =
F ( x, y) = y2 − x2 for which y(0) = −1. Use step size h = 0.5. Recall the notation
x0 = 0, y0 = −1, xn+1 = xn + h, yn+1 = yn + mn h, mn = F ( xn , yn ). Make a table with
columns n, xn , yn , mn , mn h. Draw the Euler polygon.
1.5−0
We are estimating y(1.5) using Euler’s method with step size 0.5. This takes 0.5 =
3 steps, as outlined in the following table.

n xn yn mn mn h
0 0 -1 1 0.5
1 0.5 -0.5 0 0
2 1.0 -0.5 -0.75 -0.375
3 1.5 -0.875

Thus, Euler’s method gives the estimate

y(1.5) ≈ y3 = −0.875.

The corresponding Euler polygon for this estimation is

Euler polygon and actual integral curve for Question 1.


2. Is the estimate found in Question 1 likely to be too large or too small?
It is likely to be too large. One way to see this is to use the second derivative test to
d2 y
check the concavity of solutions around the inital point. That is, find dx2
= y�� by
taking the derivative of the differential equation

d d 2
y�� = ( F ( x, y)) = (y − x2 ) = 2yy� − 2x,
dx dx
18.03SC Practice Problems 3 OCW 18.03SC

and evaluate the second derivative at the initial point ( x0 , y0 ) to get y�� |(0,−1) =
2(−1)(1) − 2(0) = −2 < 0. This means the solution that goes through the initial
point is concave down. The tangent to a concave down function lies above the
function in a small neighborhood, so the Euler estimate for one step is likely to
overshoot. Running the same check for the next two endpoints shows that the
second derivative is negative at each endpoint of the Euler polygon, so each of the
three steps is likely to overshoot. This suggests the estimate found is likely to be
greater than the actual value of our solution y = y( x ) at x = 1.5.

2
MIT OpenCourseWare
http://ocw.mit.edu

18.03SC Differential Equations��


Fall 2011 ��

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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