Chapter 6 - Ordinary Differential Equation
Chapter 6 - Ordinary Differential Equation
Chapter 6 - Ordinary Differential Equation
Advanced Engineering
Mathematics
Lectures Information
Saifulnizan Jamian
E5-001-06
012-3247301
07-4537334
[email protected]
Contents
Chapter 6
Ordinary Differential Equation
Contents
Fourth-order Runge-Kutta method
Fourth-order Adams predictor-corrector method
System of differential equation by Fourth-order RungeKutta method
Boundary-value problem: linear shooting method and
finite-difference method
Introduction
Ordinary differential equations arise in many different contexts
throughout mathematics and science (social and natural) one way
or another, because when describing changes mathematically, the
most accurate way uses differentials and derivatives (related,
though not quite the same). Since various differentials,
derivatives, and functions become inevitably related to each other
via equations, a differential equation is the result, governing
dynamical phenomena, evolution and variation. Often, quantities
are defined as the rate of change of other quantities (time
derivatives), or gradients of quantities, which is how they enter
differential equations.
(Wikipedia)
Example
Newton's second law of motion
Initial-Value Problem of
First-Order Differential
Equation
Consider an IVP of the first-order differential equation:
y ' = f ( x, y ), y ( x0 ) = y0
Eq.(6.1)
Fourth-order Runge-Kutta
Method (RK4)
The solution of Eq. (6.1) by RK4 method is:
1
yi +1 = yi + ( k1 + 2k 2 + 2k3 + k 4 )
6
where:
h
k1
k1 = hf ( xi , yi ) ; k 2 = hf xi + , yi +
2
2
h
k2
k3 = hf xi + , yi + ; k 4 = hf ( xi + h, yi + k3 )
2
2
Example 6.1
Solve the IVP y= x/y, y(0)=1 at x=0(0.2)1 using
RK4 method. If the exact solution is y=(x2+1)0.5,
find the absolute errors.
Solution
x
y ' = f ( x, y ) = , h = 0.2
y
1
yi +1 = yi + ( k1 + 2k 2 + 2k3 + k 4 )
6
where:
xi
xi + 0.1
k1 = 0.2 ; k 2 = 0.2
k1
yi
yi +
2
xi + 0.1
xi + 0.2
k3 = 0.2
; k 4 = 0.2
k2
yi + k 3
yi +
2
Solution
i
xi
0
1
2
3
4
5
yi
0
0.2
0.4
0.6
0.8
1
k1
1.0000
1.0198
1.0770
1.1662
1.2806
1.4142
k2
0.0000
0.0392
0.0743
0.1029
0.1249
0.1414
k3
0.0200
0.0577
0.0898
0.1150
0.1340
0.1482
k4
0.0198
0.0572
0.0891
0.1144
0.1336
0.1478
Exact y error
0.0392 1.0000 0.E+00
0.0743 1.0198
6.E-07
0.1029 1.0770
2.E-06
0.1249 1.1662
3.E-06
0.1414 1.2806
4.E-06
0.1536 1.4142
4.E-06
Example 6.2
Solve the IVP y= x2(1-3y), y(0)=1 at x=0(0.2)1
using RK4 method. Find the absolute errors if the
exact solution is
2 x 3
1
y= e
+
3
3
Solution
y ' = f ( x, y ) = x (1 3 y ) , h = 0.2
2
1
yi +1 = yi + ( k1 + 2k 2 + 2k3 + k 4 )
6
where:
k1
k2
k3 = 0.2( xi + 0.1) 1 3 yi + ;
2
k 4 = 0.2( xi + 0.2 ) (1 3( yi + k3 ) )
2
Solution
i
xi
0
1
2
3
4
5
yi
0
0.2
0.4
0.6
0.8
1
k1
1.0000
0.9947
0.9587
0.8705
0.7329
0.5786
k2
k3
k4
Exact y error
0.0000 -0.0040 -0.0040 -0.0159 1.0000 0.E+00
-0.0159 -0.0353 -0.0348 -0.0602 0.9947
1.E-06
-0.0600 -0.0893 -0.0871 -0.1163 0.9587
3.E-06
-0.1160 -0.1409 -0.1372 -0.1536 0.8705
5.E-06
-0.1534 -0.1569 -0.1560 -0.1461 0.7329
6.E-06
-0.1472 -0.1247 -0.1328 -0.0972 0.5786
4.E-05
Fourth-order Adams
Predictor-Corrector Method
The solution of Eq. (6.1) by this method is:
h
y i +1 = yi + ( 55 f i 59 f i 1 + 37 f i 2 9 f i 3 )
24
h
C
y i +1 = yi +
9 f P i +1 + 19 f i 5 f i 1 + f i 2
24
P
Example 6.3
Solve the IVP y= x/y, y(0)=1 at x=0(0.2)1 using
Fourth-order Adams Predictor-Corrector method.
If the exact solution is y=(x2+1)0.5, find the
absolute errors.
Solution
Obtain y1, y2 and y3 from RK4:
x
y ' = f ( x, y ) = , h = 0.2
y
1
yi +1 = yi + ( k1 + 2k 2 + 2k3 + k 4 )
6
where:
xi
xi + 0.1
k1 = 0.2 ; k 2 = 0.2
k1
yi
yi +
2
xi + 0.1
xi + 0.2
k3 = 0.2
; k 4 = 0.2
k2
yi + k 3
yi +
2
Solution
i
xi
yi
0
1
2
3
0
0.2
0.4
0.6
k1
1.0000
1.0198
1.0770
1.1662
k2
0.0000
0.0392
0.0743
0.1029
k3
0.0200
0.0577
0.0898
0.1150
k4
0.0198
0.0572
0.0891
0.1144
Exact y error
0.0392 1.0000 0.E+00
0.0743 1.0198
6.E-07
0.1029 1.0770
2.E-06
0.1249 1.1662
3.E-06
x3
x 2 x1
0.2 x 4
9 P + 19 5 +
= y3 +
24 y 4
y3
y 2 y1
Solution
y
yC5
x3
x2
x1
0 .2 x 4
= y4 +
55 59 + 37
9
24 y 4
y3
y2
y1
x3 x 2
x4
0 .2 x 5
9 P + 19
= y4 +
5 +
24 y 5
y4
y3 y 2
xi
0
1
2
3
4
5
yp
0
0.2
0.4
0.6
0.8
1
yi=yc
Exact y error
1.0000
1.0000 0.E+00
1.0198
1.0198
4.E-06
1.0770
1.0770
3.E-05
1.1662
1.1662
1.E-05
1.2799
1.2807
1.2806
8.E-05
1.4139
1.4143
1.4142
1.E-04
Example 6.4
Solve the IVP y= x2(1-3y), y(0)=1 at x=0(0.2)1
using Fourth-order Adams Predictor-Corrector
method. Find the absolute errors if the exact
solution is
3
2
1
y' =
Solution
Obtain y1, y2 and y3 from RK4.
yP4 =
yC 4 =
y P5 =
yC5 =
Solution
i
xi
0
1
2
3
4
5
yp
0
0.2
0.4
0.6
0.8
1
yi=yc
Exact y error
1.0000 1.0000 0.E+00
0.9947 0.9947
1.E-05
0.9587 0.9587
3.E-05
0.8705 0.8705
1.E-05
0.7277 0.7337 0.7329
8.E-04
0.5800 0.5782 0.5786
4.E-04
System of First-Order
Differential Equations
Consider the initial-value problem of first-order differential
equations
dx
= f ( t , x, y )
dt
dy
= g ( t , x, y )
dt
with x( t0 ) = x0 , y ( t0 ) = y0
The solution of both ODEs using RK4 method will
be given by:
1
xi +1 = xi +
( f1 + 2 f 2 + 2 f 3 + f 4 )
6
1
yi +1 = yi + ( g1 + 2 g 2 + 2 g 3 + g 4 )
6
System of First-Order
Differential Equations
where:
fi
h
g1
f1 = hf ( ti , xi , yi ) ; f 2 = hf ti + , xi + , yi +
2
2
2
h
f2
g2
f 3 = hf ti + , xi + , yi + ; f 4 = hf ( ti + h, xi + f 3 , yi + g 3 )
2
2
2
fi
h
g1
g1 = hg ( ti , xi , yi ) ; g 2 = hg ti + , xi + , yi +
2
2
2
h
f2
g2
g 3 = hg ti + , xi + , yi + ; g 4 = hg ( ti + h, xi + f 3 , yi + g 3 )
2
2
2
7 - 25
Example 5
A simple RL-electrical circuit consists of electrical current i (in
ampheres), resistance R (in ohms), inductance L (in hengrys), and
electromotive force E(t) (in volts), as shown in Figure below.
Given that q (in coulombs) is the charge, and R, and L are assumed
constants. Given that i = dq/dt and di/dt = d2q/dt2. According to
Kirchoffs second law, the current I satisfies the differential equation
d 2x
dq
L 2 +R
= E(t )
dt
dt
Given that R = 15, L = 3, E(t) = 120 and the initial condition q = 0 and i
= 0 when t = 0. Find i and q for 0t 2 with t = 0.25 using RK4
method. If the exact solution are q = 8(e-5t 1)/5 +8t and i = 8(1-e-5t),
find the absolute errors for i and q.
Given
becomes
Solution
dq
di d 2 q
d 2q
dq
i=
and
= 2 hence L 2 + R
= E(t )
dt
dt dt
dt
dt
di
L + Ri = E ( t )
dt
The second order differential becomes system of first ODE below:
dq
= i = f ( t , q, i )
dt
di E (t ) Ri
120 15i
=
= g ( t , q, i ) =
= 40 5i
dt
L
3
Solution
Using RK4 method,
1
1
qk +1 = qk + ( f1 + 2 f 2 + 2 f 3 + f 4 ) ; ik +1 = ik + ( g1 + 2 g 2 + 2 g 3 + g 4 )
6
6
where:
g1
g2
f1 = 0.25i; f 2 = 0.25 i + ; f 3 = 0.25 i + ; f 4 = 0.25( i + g 3 )
2
2
g1
g1 = 0.25( 40 5i ) ; g 2 = 0.25 40 5 i +
2
g2
g 3 = 0.25 40 5 i + ; g 4 = 0.25( 40 5( i + g 3 ) )
2
t
0
1
2
3
4
5
6
7
8
g3
q
0
0.25
0.5
0.75
1
1.25
1.5
1.75
2
f4
7.6563
2.3539
0.7237
0.2225
0.0684
0.0210
0.0065
0.0020
0.0006
Solution
i
0.0000
0.8919
2.5512
4.4465
6.4143
8.4044
10.4014
12.4004
14.4001
g4
1.9141
1.9736
1.9919
1.9975
1.9992
1.9998
1.9999
2.0000
2.0000
f1
0.0000
5.5404
7.2438
7.7675
7.9285
7.9780
7.9932
7.9979
7.9994
g1
f2
0.0000 10.0000
1.3851 3.0745
1.8109 0.9453
1.9419 0.2906
1.9821 0.0894
1.9945 0.0275
1.9983 0.0084
1.9995 0.0026
1.9998 0.0008
g2
1.2500
1.7694
1.9291
1.9782
1.9933
1.9979
1.9994
1.9998
1.9999
exact q exact i
error q error i
0.4297 0.0000 0.0000 0.0000
0.0000
0.1321 0.8584 5.7080 0.0335
0.1676
0.0406 2.5313 7.3433 0.0199
0.0995
0.0125 4.4376 7.8119 0.0089
0.0444
0.0038 6.4108 7.9461 0.0035
0.0176
0.0012 8.4031 7.9846 0.0013
0.0065
0.0004 10.4009 7.9956 0.0005
0.0023
0.0001 12.4003 7.9987 0.0002
0.0008
0.0000 14.4001 7.9996 0.0001
0.0003
f3
3.7500
1.1530
0.3545
0.1090
0.0335
0.0103
0.0032
0.0010
0.0003
0.4688
1.5292
1.8553
1.9555
1.9863
1.9958
1.9987
1.9996
1.9999
Boundary-Value Problem
(BVP) of Second-Order
Differential Equation
Consider a linear second-order differential equation
y ( x0 ) = y0 ; y ( xn ) = yn
Can be solved by:
a)Shooting method
b)Finite-Difference Method (FDM)
Shooting Method
Let
y ' ( x) = z ; y ( x0 ) = y0
a ( x) z ' ( x) + b( x) z + c( x) y = d ( x) ; z ( x0 ) = ?
y n y0
Since z = y ' =
, so we can use it as our initial
xn x0
guess of z(x0). Then, the system of IVP can be solved using
RK4 method. After the first trial, we will notice that the BC
y(xn) is not equal to yn, so we have to adjust (shoot) the initial
guess of z(x0) until it matches the BC y(xn)=yn. Therefore this
method is called shooting method.
Example 6
A simple RL-electrical circuit consists of electrical current i (in
ampheres), resistance R (in ohms), inductance L (in hengrys), and
electromotive force E(t) (in volts), as shown in Figure below.
Given that q (in coulombs) is the charge, and R, and L are assumed
constants. Given that i = dq/dt and di/dt = d2q/dt2. According to
Kirchoffs second law, the current I satisfies the differential equation
d 2x
dq
L 2 +R
= E(t )
dt
dt
Given that R = 15, L = 3, E(t) = 120 and the BCs as follow:
q = 0 at t = 0 and q = 14.4 at t = 2
Find i and q for 0t 2 with h = 0.25 using Shooting method.
Solution
STEP 1
Since the second initial condition i is unknown at t = 0, we can
dq 14.4 0
=
= 7 .2
guess this equal to i (0) =
dt
20
Solving by RK4 as in Example 5 gives the results in following
table.
7 - 33
t
0
1
2
3
4
5
6
7
8
g3
q
0
0.25
0.5
0.75
1
1.25
1.5
1.75
2
f4
0.7656
0.2354
0.0724
0.0223
0.0068
0.0021
0.0006
0.0002
0.0001
Solution
i
0.0000
1.8892
3.8551
5.8447
7.8414
9.8404
11.8401
13.8400
15.8400
g4
1.9914
1.9974
1.9992
1.9998
1.9999
2.0000
2.0000
2.0000
2.0000
0.0430
0.0132
0.0041
0.0012
0.0004
0.0001
0.0000
0.0000
0.0000
f1
7.2000
7.7540
7.9244
7.9767
7.9929
7.9978
7.9993
7.9998
7.9999
g1
1.8000
1.9385
1.9811
1.9942
1.9982
1.9995
1.9998
1.9999
2.0000
f2
1.0000
0.3075
0.0945
0.0291
0.0089
0.0027
0.0008
0.0003
0.0001
g2
1.9250
1.9769
1.9929
1.9978
1.9993
1.9998
1.9999
2.0000
2.0000
f3
0.3750
0.1153
0.0354
0.0109
0.0034
0.0010
0.0003
0.0001
0.0000
1.8469
1.9529
1.9855
1.9955
1.9986
1.9996
1.9999
2.0000
2.0000
Solution
STEP 2
Since q(2) = 15.84 is higher than the value of BC given, so we
have to reduce our initial guess of i(0). Let try i(0) = 1 and resolve
again using RK4.
7 - 35
t
0
1
2
3
4
5
6
7
8
g3
q
0
0.25
0.5
0.75
1
1.25
1.5
1.75
2
f4
6.6992
2.0597
0.6333
0.1947
0.0599
0.0184
0.0057
0.0017
0.0005
Solution
i
0.0000
1.0304
2.7323
4.6407
6.6125
8.6038
10.6012
12.6004
14.6001
g4
1.9248
1.9769
1.9929
1.9978
1.9993
1.9998
1.9999
2.0000
2.0000
0.3760
0.1156
0.0355
0.0109
0.0034
0.0010
0.0003
0.0001
0.0000
f1
1.0000
5.8478
7.3383
7.7966
7.9375
7.9808
7.9941
7.9982
7.9994
g1
0.2500
1.4620
1.8346
1.9491
1.9844
1.9952
1.9985
1.9995
1.9999
f2
8.7500
2.6902
0.8271
0.2543
0.0782
0.0240
0.0074
0.0023
0.0007
g2
1.3438
1.7982
1.9380
1.9809
1.9941
1.9982
1.9994
1.9998
1.9999
f3
3.2813
1.0088
0.3102
0.0954
0.0293
0.0090
0.0028
0.0009
0.0003
0.6602
1.5881
1.8733
1.9611
1.9880
1.9963
1.9989
1.9997
1.9999
Solution
STEP 3
Again this time, q(2) = 14.6 is still higher than the value of BC
given. If we try to reduce the initial guess of i(0) slowly, we will
achieve at one stage that the result of q(2) match the BC given.
However, a faster way rather than slowly adjusting the initial
guess is using the linear interpolation based on the data obtained
in step 1 and step 2 ( or after two trials).
j
q(2)
i(0)
f (q) =
0
15.84
7.2
1
14.6
1?
2
14.4
q q0
q q1
i0 +
i1
q0 q1
q1 q0
14.4 14.6
14.4 15.84
f (14.4) =
(7.2) +
(1)
15.84 14.6
14.6 15.84
= 0.0006
Solution
STEP 4
So in the third trial we use the initial guess of i(0) = -0.0006 and
resolve again using RK4. This time we will see the BCs is
fulfilled.
t
0
1
2
3
4
5
6
7
8
g3
q
0
0.25
0.5
0.75
1
1.25
1.5
1.75
2
f4
7.6568
2.3541
0.7238
0.2225
0.0684
0.0210
0.0065
0.0020
0.0006
Solution
i
0.0000
0.8918
2.5511
4.4464
6.4142
8.4043
10.4012
12.4003
14.4000
g4
1.9141
1.9736
1.9919
1.9975
1.9992
1.9998
1.9999
2.0000
2.0000
0.4297
0.1321
0.0406
0.0125
0.0038
0.0012
0.0004
0.0001
0.0000
f1
-0.0006
5.5402
7.2437
7.7675
7.9285
7.9780
7.9932
7.9979
7.9994
g1
f2
-0.0002 10.0008
1.3850 3.0748
1.8109 0.9454
1.9419 0.2907
1.9821 0.0894
1.9945 0.0275
1.9983 0.0084
1.9995 0.0026
1.9998 0.0008
g2
1.2499
1.7694
1.9291
1.9782
1.9933
1.9979
1.9994
1.9998
1.9999
f3
3.7503
1.1530
0.3545
0.1090
0.0335
0.0103
0.0032
0.0010
0.0003
0.4686
1.5292
1.8552
1.9555
1.9863
1.9958
1.9987
1.9996
1.9999
Example 7
The radial temperature distribution in a cylinder is governed by
d 2T 1 dT
+
=0
2
dr
r dt
Using shooting method to find the radial temperature distribution if the
inner radius is 5 units and outer radius is 10 units. The inner and outer
surface are maintained at 120C and 60 C respectively with h = 1.
Solution
STEP 1
T(5) =120, T(10) =60
dT
= s = f ( r,T , s)
dr
d 2T ds
s
=
= = g (r , T , s ) ; s (5) = ?
2
dr
dr
r
Since we do not have the information of s(5), we can guess that
dT 60 120
s (5) =
=
= 12
dr
10 5
Solving by RK4.
7 - 41
Solution
Using RK4 method,
1
1
Ti +1 = Ti + ( f1 + 2 f 2 + 2 f 3 + f 4 ) ; si +1 = si + ( g1 + 2 g 2 + 2 g 3 + g 4 )
6
6
where:
g1
g2
f1 = s ; f 2 = s + ; f 3 = s + ; f 4 = s + g 3
2
2
g1
g2
s+
s+
s
s + g1
2
2
g1 = ; g 2 =
; g3 =
; g4 =
h
h
r
r
+
h
r+
r+
2
2
Solution
i
r
0
1
2
3
4
5
g3
T
s
f1
g1
f2
g2
f3
5 120.0000 -12.0000 -12.0000 2.4000 -10.8000 1.9636 -11.0182
6 109.0612 -10.0000 -10.0000 1.6667 -9.1667 1.4103 -9.2949
7 99.8123 -8.5714 -8.5714 1.2245 -7.9592 1.0612 -8.0408
8 91.8005 -7.5000 -7.5000 0.9375 -7.0313 0.8272 -7.0864
9 84.7336 -6.6667 -6.6667 0.7407 -6.2963 0.6628 -6.3353
10 78.4120 -6.0000 -6.0000 0.6000 -5.7000 0.5429 -5.7286
f4
2.0033
1.4300
1.0721
0.8337
0.6669
0.5456
g4
-9.9967
-8.5700
-7.4993
-6.6663
-5.9998
-5.4544
1.6661
1.2243
0.9374
0.7407
0.6000
0.4959
Solution
STEP 2
Since T(10) = 78.412 is higher than the value of BC given, so we
have to reduce our initial guess of s(5). Let try s(5) = -15 and
resolve again using RK4.
7 - 44
Solution
i
r
0
1
2
3
4
5
g3
T
s
f1
g1
f2
g2
f3
5 120.0000 -15.0000 -15.0000 3.0000 -13.5000 2.4545 -13.7727
6 106.3264 -12.5000 -12.5000 2.0833 -11.4583 1.7628 -11.6186
7 94.7654 -10.7143 -10.7143 1.5306 -9.9490 1.3265 -10.0510
8 84.7506 -9.3750 -9.3750 1.1719 -8.7891 1.0340 -8.8580
9 75.9170 -8.3333 -8.3333 0.9259 -7.8704 0.8285 -7.9191
10 68.0150 -7.5000 -7.5000 0.7500 -7.1250 0.6786 -7.1607
f4
g4
2.5041 -12.4959 2.0826
1.7875 -10.7125 1.5304
1.3401 -9.3741 1.1718
1.0421 -8.3329 0.9259
0.8336 -7.4997 0.7500
0.6820 -6.8180 0.6198
Solution
STEP 3
Again this time, T(10) = 68.015 is still higher than the value of
BC given. Use a faster way rather than slowly adjusting the initial
guess, using the linear interpolation based on the data obtained in
step 1 and step 2 ( or after two trials).
j
T
s
f (T ) =
0
78.412
-12
1
68.015
-15 ?
2
60
T T0
T T1
s0 +
s1
T0 T1
T1 T0
60 68.015
60 78.412
f (60) =
( 12) +
(15)
78.412 68.015
68.015 78.412
= 17.3127
Solution
STEP 4
So in the third trial we use the initial guess of s(5) = -17.3127 and
resolve again using RK4. This time we will see the BCs is
fulfilled.
Solution
i
r
0
1
2
3
4
5
g3
T
s
f1
g1
f2
g2
f3
5 120.0000 -17.3127 -17.3127 3.4625 -15.5814 2.8330 -15.8962
6 104.2183 -14.4273 -14.4273 2.4045 -13.2250 2.0346 -13.4099
7 90.8747 -12.3662 -12.3662 1.7666 -11.4829 1.5311 -11.6007
8 79.3159 -10.8204 -10.8204 1.3526 -10.1442 1.1934 -10.2237
9 69.1203 -9.6182 -9.6182 1.0687 -9.0838 0.9562 -9.1401
10 59.9999 -8.6564 -8.6564 0.8656 -8.2235 0.7832 -8.2648
f4
g4
2.8902 -14.4225 2.4037
2.0631 -12.3642 1.7663
1.5468 -10.8195 1.3524
1.2028 -9.6176 1.0686
0.9621 -8.6561 0.8656
0.7871 -7.8692 0.7154
Example 8
Solve the BVP of exy+xy-5(1 + x)y = x3
with the following BCs
y(0) = 2 , y(2) = 5
At x = 0(0.5)2 using shooting method.
Solution
BVP: Finite-Difference
Method
yi +1 2 yi + yi 1
yi +1 yi 1
y" ( x) =
and y ' ( x) =
2
h
2h
Example 9
Solve the BVP of exy+xy-5(1 + x)y = x3
with the following BCs
y(0) = 2 , y(2) = 5
At x = 0(0.5)2 using FDM.
Solution
STEP 1
5
1
+
x
y
=
x
i
i
i
i
2
h
2
h
xi
7 - 53
Solution
STEP 2
Put in the BCs in the table below
l
xi
yi
0.5
y1
1.0
y2
1.5
y3
Solution
STEP 3
Obtain the equations by inserting value of x based on i
i
(exi
0.25xi)
yi- +
1
(-2exi1.25(1+xi)
yi
(exi
0.25xi)
Yi+1
0.25xi3
1.524
y0
-5.172
y1 +
1.774
y2
0.031
2.468
y1
-7.937
y2 +
2.968
y3
0.250
4.107
y2
-12.088
y3 +
4.857
y4
0.844
Solution
STEP 4
Substituting BCs, y(0)=2=y0; y(2)=5=y4
i
(exi
0.25xi)
yi- +
1
(-2exi1.25(1+xi)
yi
(exi
0.25xi)
yi+1
0.25xi3
1.524
-5.172
y1 +
1.774
y2
0.031
2.468
y1
-7.937
y2 +
2.968
y3
0.250
4.107
y2
-12.088
y3 +
4.857
0.844
(exi
0.25xi)
(exi
0.25xi)
yi+1
0.25xi3
yields
yi- +
1
(-2exi1.25(1+xi)
yi
-5.172
y1 +
1.774
y2
-3.017
y2 +
2.968
y3
0.250
-23.441
2.468
y1 +
-7.937
4.107
y2 +
-12.088
y3
Solution
0 y1 3.017
5.172 1.774
2.468 7.937
y = 0.250
2
.
968
0
4.107 12.088 y 3 23.441
STEP 5
Solve by Gauss-Seidel Iteration method
( k +1)
1
y 2( k +1)
y 3( k +1)
3.107 1.774 y 2( k )
=
5.172
0.250 2.468 y1( k +1) 2.968 y1( k )
=
7.937
23.441 4.107 y 2( k +1)
=
12.088
Solution
k
y1
0
1
2
3
4
5
6
y2
0.000
0.583
0.635
0.895
0.956
0.971
0.974
y3
0.000
0.150
0.910
1.088
1.129
1.139
1.141
0.000
1.990
2.248
2.309
2.323
2.326
2.327
Exercise
7 - 59
Solution
STEP 3
Obtain the equations by inserting value of x based on i
i
yi- +
yi
Yi+1
0.976
y0
-1.7681
y1 +
0.888
y2
0.9924
1.0814
y1
-1.8589
y2 +
0.8894
y3
0.0135
1.1556
y2
-1.8711
y3 +
0.8436
y4
0.0112
1.1978
y3
-1.8037
y4
-1.4902
Solution
STEP 3
Obtain the equations by inserting value of x based on i
i
yi- +
yi
Yi+1
y0
-1.7681
y1 +
0.888
y2
0.9924
1.0814
y1
-1.8589
y2 +
0.8894
y3
0.0135
1.1556
y2
-1.8711
y3 +
0.8436
y4
0.0112
1.1978
y3
-1.8037
y4
-1.4902