program5

program5 - e h = | y n-y (25) | . 1 (5.1.b) Consider the...

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Program 5 Foundations of Computational Math 2 Spring 2011 Due date: 11:59 PM Friday, 4/22/11 Problem 5.1 Consider the following explicit Runge Kutta methods: Forward Euler: y n = y n - 1 + hf ( t n - 1 , y n - 1 ) Explicit Midpoint: ˆ y 1 = y n - 1 , f 1 = f ( t n - 1 , ˆ y 1 ) ˆ y 2 = y n - 1 + h 2 f 1 , f 2 = f ( t n - 1 + h 2 , ˆ y 2 ) y n = y n - 1 + hf 2 Classical Explicit Runge Kutta 4-stage 4th order: ˆ y 1 = y n - 1 , f 1 = f ( t n - 1 , ˆ y 1 ) ˆ y 2 = y n - 1 + h 2 f 1 , f 2 = f ( t n - 1 / 2 , ˆ y 2 ) ˆ y 3 = y n - 1 + h 2 f 2 , f 3 = f ( t n - 1 / 2 , ˆ y 3 ) ˆ y 4 = y n - 1 + hf 3 , f 4 = f ( t n , ˆ y 4 ) y n = y n - 1 + h p 1 6 f 1 + 1 3 f 2 + 1 3 f 3 + 1 6 f 4 P (5.1.a) Apply the methods to the initial value problem f ( t, y ) = 5 t - 1 t 2 - 5 ty 2 , y (1) = 1 The true solution is y ( t ) = 1 t Use each of the stepsizes h = 0 . 2 , h = 0 . 1 , h = 0 . 05 , h = 0 . 02 , h = 0 . 01 , h = 0 . 005 , h = 0 . 002 to integrate from t = 1 to t = 25 and determine the error
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Unformatted text preview: e h = | y n-y (25) | . 1 (5.1.b) Consider the Jacobian of f ( t, y ) and determine the inteval, 1 t t stab for which each method/stepsize combination is absolutely stable. (For this problem is a function of t .) Use the gures from the notes and textbook (p. 491) to estimate the extent of the region of absolute stability. (5.1.c) Repeat the experiments with Backward Euler and analyze the results. 2...
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This note was uploaded on 11/10/2011 for the course MAD 5404 taught by Professor Gallivan during the Spring '11 term at FSU.

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program5 - e h = | y n-y (25) | . 1 (5.1.b) Consider the...

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