Differential Equations week 11
Differential Equations week 11
Equations and
Applications
Lecture 11
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The Laplace transform of a unit step:
1 𝑡≥0
𝑢 𝑡 =ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 −𝑠𝑡 1
𝑒 =
𝑠 𝑠
Notes:-
𝑓 𝑡 𝑢 𝑡 =𝑓 𝑡 f(t) u(t)
𝑓 𝑡 𝑢 𝑡 − 𝑡0 = 𝑓(𝑡 − 𝑡0 )
𝑳 𝒇 𝒕 − 𝒕𝟎 = 𝑭(𝒔)𝒆−𝒕𝟎 𝒔 0 t0
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NU, MATH 203, A. G. Radwan 4
Example:
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Part 2
NUMERICAL METHOD
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NUMERICAL METHOD
Euler’s Method
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A NUMERICAL METHOD
Euler’s Method
Euler’s Method
Is the simplest method in find approximate solutions to first order equations
𝑦 ′ = 𝑓 𝑥, 𝑦 , 𝑦(𝑥0 )=𝑦0
𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓(𝑥𝑛 , 𝑦𝑛 )
At n=0
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
At n=1
𝑦2 = 𝑦1 + ℎ𝑓 𝑥1 , 𝑦1
At n=2
𝑦3 = 𝑦2 + ℎ𝑓(𝑥2 , 𝑦2 )
Q1) Solve 𝒚′=𝒚 − 𝒚𝒆𝒙 , 𝒚 (𝟎) = 1 analytically then use Euler method
to obtain an approximation of 𝒚 (0.5) with 𝒉 = 𝟎.𝟏 and their errors.
Solution
Analytical Solution:- By separation
𝒅𝒚
= 𝒚 𝟏 − 𝒆𝒙
𝒅𝒙
𝒅𝒚
𝟏 = 𝒚 − 𝒆𝒙 𝒅𝒙
𝒍𝒏𝒚 = 𝒙 − 𝒆𝒙 + 𝑪
At x=0, y=1 C=1
𝒙−𝒆 𝒙 +𝟏
𝒚= 𝒆
𝒙−𝒆 𝒙 +𝟏
𝒚= 𝒆
𝑦0 = 1
0.4 𝑥𝑓 = 0.5
𝑥0 = 0 0.1 0.2 0.3
• 𝒚𝟎 = 𝟏
𝟎.𝟏−𝒆𝟎.𝟏 +𝟏
• 𝒚𝟏 = 𝒆 = 𝟎. 𝟗𝟗𝟒𝟖𝟒
𝟎.𝟐−𝒆𝟎.𝟐 +𝟏
• 𝒚𝟐 = 𝒆 = 𝟎. 𝟗𝟕𝟖𝟖
𝟎.𝟑−𝒆𝟎.𝟑 +𝟏
• 𝒚𝟑 = 𝒆 = 𝟎. 𝟗𝟓𝟏𝟑
𝟎.𝟒−𝒆𝟎.𝟒 +𝟏
• 𝒚𝟒 = 𝒆 = 𝟎. 𝟗𝟏𝟐𝟐𝟔
𝟎.𝟓−𝒆𝟎.𝟓 +𝟏
• 𝒚𝟓 = 𝒆 = 𝟎. 𝟖𝟔𝟏𝟖
Numerical Solution: Euler method
𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉 𝒇 𝒙𝒏 , 𝒚𝒏 = 𝒚𝒏 + 𝒉(𝒚𝒏 − 𝒚𝒏 𝒆𝒙𝒏 )
𝑦0 = 1 𝑦1 = 1 𝑦2 = 0.9894 𝑦3 = 0.96749 𝑦4 = 0.93364 𝑦5 = 0.88772
𝒚𝟏 = 𝟏 + 𝟎. 𝟏 ∗ (𝟏 − 𝒆𝟎 ) = 𝟏
𝒚𝟐 = 𝟏 + 𝟎. 𝟏 ∗ (𝟏 − 𝒆𝟎.𝟏 ) = 𝟎. 𝟗𝟖𝟗𝟒
𝑥2 𝑥2
+𝑥+𝑐 +𝑥
𝑦=𝑒 2 = 𝑐1 𝑒 2
at 𝑥 = 0, 𝑦 = 2 then 𝑐1 = 2
𝒙𝟐
𝒚(𝒙) = 𝟐𝒆 𝟐 +𝒙
Euler Method:-
𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓 𝑥𝑛 , 𝑦𝑛 = 𝑦𝑛 + ℎ 𝑦𝑛 𝑥𝑛 + 1
n = 0 (𝑓𝑖𝑟𝑠𝑡 𝑠𝑡𝑒𝑝): ➔ 𝑥0 = 0, 𝑦0 = 2
𝑦1 = 𝑦 0.01 = 2 + 0.01(2 0 + 1 ) = 2.02
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Example 3:-
Find approximate to 𝑥 1 𝑖𝑓 𝑥 ′ (𝑡) = 𝑡 2 − 𝑒 𝑥 sin 𝑡 through the interval [0, 1] that divided to equally
four steps starting with x(0)=1.
𝑥1 𝑥2 𝑥3 𝑥4
𝑥0 = 1
1 2 3 4
𝒕𝟎 = 𝟎 𝒕𝒇 =
1
1−0
h= 4
= 0.25
𝑥𝑛+1 = 𝑥𝑛 + ℎ 𝑓 𝑥𝑛 , 𝑡𝑛
➔𝑥0 = 1, 𝑡0 = 0
➔ 𝑥1 = 1 + 0.25 02 − 𝑒 1 0 = 1
➔ 𝑥2 = 1 + 0.25 0.252 − 𝑒 1 sin(0.25) = 0.8475
➔ 𝑥3 = 0.6303
➔ 𝑥4 = 0.4508
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Example 4:- try to solve
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