Chapter 4: Problem 8
A hand-held calculator will suffice for Problems 1 through \(8 .\) In each problem an initial value problem and its exact solution are given. Approximate the values of \(x(0.2)\) and \(y(0.2)\) in three ways: (a) by the Euler method with two steps of size \(h=0.1 ;\) (b) by the improved Euler method with a single step of size \(h=0.2 ;\) and \((c)\) by the Runge-Kutta method with \(a\) single step of size \(h=0.2\). Compare the approximate values with the actual values \(x(0.2)\) and \(y(0.2)\) $$ \begin{aligned} &x^{\prime}=5 x-9 y, x(0)=0 \\ &y^{\prime}=2 x-y, y(0)=-1 \\ &x(t)=3 e^{2 t} \sin 3 t, y(t)=e^{2 t}(\sin 3 t-\cos 3 t) \end{aligned} $$
Short Answer
Step by step solution
Understand the Problem
Calculate Exact Values
Euler Method (Two Steps of h=0.1)
Improved Euler Method (Single Step of h=0.2)
Runge-Kutta Method (Single Step of h=0.2)
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Euler method
In our original problem, the Euler method with two steps of a step size, or "h," of 0.1 was used. Initial values were given as \( x_0 = 0 \) and \( y_0 = -1 \). During the first step, we estimated the derivative at this starting point, which allowed us to predict the values at \( x_1 \) and \( y_1 \), as shown below:
- \( x_1 = x_0 + h(5x_0 - 9y_0) = 0 + 0.1(5 \cdot 0 - 9(-1)) = 0.9 \)
- \( y_1 = y_0 + h(2x_0 - y_0) = -1 + 0.1(2 \cdot 0 - (-1)) = -0.9 \)
While effective, the Euler method has a downside: accuracy decreases with larger step sizes. It's a trade-off between simplicity and precision. Despite this, the Euler method remains a useful introductory tool for numerical solutions to differential equations.
Runge-Kutta method
In our example, a single step of the RK4 method was applied with a step size of 0.2. The process involves calculating four "k" values for \( x \) and four "l" values for \( y \). These represent predictions made at different parts of the interval, leading to a much more precise approximation. Here’s a glimpse of those calculations:
- \( k_1 = h(5x_0 - 9y_0) = 0.2(5 \cdot 0 - 9(-1)) = 1.8 \)
- \( l_1 = h(2x_0 - y_0) = 0.2(2 \cdot 0 - (-1)) = 0.2 \)
- Further adjustments are made using \( k_2, k_3, k_4 \) and similarly calculated \( l \) values.
Runge-Kutta balances complexity and precision, making it a favored choice in computational simulations.
Improved Euler method
In our case, a single step of size \( h = 0.2 \) was used. This method involves an initial predictor step, where an initial estimate is made using an Euler-like calculation. This is followed by a corrector step to refine this estimate. Consider the calculations in our scenario:
- Predictor Step: \( x_{p} = x_0 + h(5x_0 - 9y_0) = 0 + 0.2(5 \cdot 0 - 9(-1)) = 1.8 \) \( y_{p} = y_0 + h(2x_0 - y_0) = -1 + 0.2(0 - (-1)) = -0.8 \)
- Corrector Step: Using the predictor values, a more accurate correction is done:
\( x_1 = x_0 + \frac{h}{2}[(5x_0 - 9y_0) + (5x_{p} - 9y_{p})] = 1.57 \)
\( y_1 = y_0 + \frac{h}{2}[(2x_0 - y_0) + (2x_{p} - y_{p})] = -0.52 \)