Solution Oblig 2 - Spring 2009 MAT260 BEREGNINGSALGORITMER...

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Unformatted text preview: Spring 2009 MAT260 BEREGNINGSALGORITMER 2 Suggested solution Obligatory Exercise 2 Problem 1 Given x ( t ) = x (1- x ) f ( t, x ) , Put x = 0 . 5. Step 1 is an Euler step, while step 2 , 3 , and 4 are Leap-frog a) steps. Use h = 1 / 2 in all steps. The Leap-frog method x n = x n 2 + 2 hf n 1 , n = 2 , 3 , . . ., giving x 1 = x + h f = 0 . 625 x 2 = x + 2 h f 1 = 0 . 734375 x 3 = x 1 + 2 h f 2 = 0 . 820068359375 x 4 = x 2 + 2 h f 3 = 0 . 881931245326996 The approximation with stepsize h in 2 is x h (2) . 88193 . Using eight b) steps gives x h/ 2 (2) . 88110. The method is second order implying that x h (2)- exact C h 2 and x h/ 2 (2)- exact C ( h/ 2) 2 . Taking the diffe- rence we get x h (2)- x h/ 2 (2) 3 C ( h/ 2) 2 implying that the error in the best approximation is C ( h/ 2) 2 ( x h (2)- x h/ 2 (2)) / 3 . 00083 / 3 3 10 4 which turns out to be a quite good estimate of this error. The analysis is based on the assumption that h is small enough such that the second order approximation is valid. 1 Solution Problem 1c): function [t,x]=Leap_frog(f,ts,te,xs,N) %define the step-length h=(te-ts)/N; x(1)=xs; t=linspace(ts,te,N+1); %Evaluate f(t,x) fs=feval(f,ts,xs); %Take an Euler-step x(2)=xs+h*fs; %Then N-1 Leap-Frog steps for i=2:N ft=feval(f,t(i),x(i)); x(i+1)=x(i-1)+2*h*ft; end The method d) x n- (1 + ) x n 1 + x n 2 = h ( 3- 2 f n 1- 1 + 2 f n 2 ) , n = 2 , 3 , . . . . is explicit and twostep. Two polynomials are associated with this method: p ( z ) = z 2- (1 + ) z + and q ( z ) = 3 2 z- 1+ 2 . Consistency implies that p (1) = 0 which is obviously satisfied. Furthermore we need to have(1) = 0 which is obviously satisfied....
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Solution Oblig 2 - Spring 2009 MAT260 BEREGNINGSALGORITMER...

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