13. Intro to Differential Equations

Euler’s method on more general grids Suppose the solution of the initial value problem y'(t)=f(t,y),y(a)=A is to be approximated on the interval [a, b].

b. Write the first step of Euler’s method to compute u1.

Euler’s metho d Consider the initial value problem y′(t)=1/2y,y(0)=1. 

a. Use Euler’s method with Δt=0.1 to compute approximations to y(0.1) and y(0.2). 

Euler’s method Consider the initial value problem y′(t)=1/2y,y(0)=1. 

b. Use Euler’s method with Δt=0.05 to compute approximations to y(0.1) and y(0.2). 

Convergence of Euler's method Suppose Euler's method is applied to the initial value problem y′(t) = ay, y(0) = 1, which has the exact solution y(t) = eᵃᵗ. For this exercise, let h denote the time step (rather than Δt). The grid points are then given by tₖ = kh. We let uₖ be the Euler approximation to the exact solution y(tₖ), for k = 0, 1, 2, ...

b. Show by substitution that uₖ = (1 + ah)ᵏ is a solution of the equations in part (a), for k = 0, 1, 2, ...

Stability of Euler's method Consider the initial value problem y′(t) = −ay, y(0) = 1 where a > 0; it has the exact solution y(t) = e⁻ᵃᵗ, which is a decreasing function.

a. Show that Euler's method applied to this problem with time step h can be written u₀ = 1, uₖ₊₁ = (1 − ah)uₖ for k = 0, 1, 2, ...

b. Show by substitution that uₖ = (1 − ah)ᵏ is a solution of the equations in part (a), for k = 0, 1, 2, ...