iastebwite.ge if - ucsd mathematicsrsaab/teaching/2019spring170c...theoremge let d a b x r and let f...
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Initial Value Problemsfor ODE'sTEupWe want numericalmethods for
solving ODES of the form 3
IF f toy
Iastebwite.gey3T
i e we want numerical methods to
approxiethe solution yLt of
Moregenerally3 gnth order ODE
andSystem of ODES
One basic idea we will follow is toapproximate the solin at certainpts Ct Ctm
and use interpolation to get thefunction jangleBefouwedineinweneedsomembackgroundtheorgs
Definm Ht g is Lietz in y
i
Exampleme Hey Hy D EDxE3Bis Lipschitz bee
I fl t y Ht g I Itt Ily I YallE 21 y y 1
Lipschitz Inst TB
VI E fo D
wIn It
set
ic
Sufficient cand for a ft tobe Lipschitz
VPExistenc.vn EenessofSotnsiTheoremIo Existence
i
a a
y f singglo 3
has a sokn on te E bi
Solinmi The function f singis conti's on R g i
ytsf.geThis is true for all 4 0
andffgyz.pefLtiyXEECdtD2sguTfo
Chooseµ themlaterso the IVP has a Solh for
Ittf mink y Pick 2 1f 4
IVP has a Solh for ITI ElBy Theorem 1
y
Theorem 2 uniqueness2
If f andy
are cont's in
i
has a unique Solin for
It tote mink n
MEE.gg fH a
Note that the interval maybesmaller than the base ofthe rectangle TLHere is a different theorem
Theoremge Let D a b x R andlet f be continuous on D If
has a unique Solin ylt for teca.bzExamp1emo Use the theorem to show
that F a unique solution toYEE It t silty 0 52
yesSolum The function 8ft g Htsityis continuous on 6,2 xDhas f yf costly l E 4 on teCory
f is Lipschitz with const 4
so by the theorem the IVP has a
unique sofa
Well PosednessMtn
The JVP oo daff fly t EEG b
year 2is well posed if
i
also has a unique solution2 Ct with IZLE YG CLE
V continuous Sct with 1843ICEECE
C La b
Why well pose dresswe
Modeling errorsRound off errorsMeasurement errors
theorem If f is cont on Dwhere D La b xD and if
isis well posed
Euler's Methodmmmm
IV P e deft fl t g EE Casb
yeas L
y
Pick Ntl equispaced pointsto e o Ev C mesh points
withte at Ci Dh for h b
Tstepsizeand note that ectitia
ytti d yttisthytt.at fuzzy
I d b bWi ti Wi h f ti Wi approx
tE
Difference Eq'm
Now we have approx values offat Eo stir so we can
interpolate to find an approx
gig
Example y y Eti te Lo DY o 0.5
Pick he 1 use Euler's methodsto _o t e l Ez 2
Wo O S
w Wot h f to Wo015 t l o 8 02 1 2
Wz W t hf ti Wi2 t Ix 2 12 11 4
Error Bounds
Theory If f is Lipschitz continuouson D Casts xR with const Land if
i w
then lyctis we.ch Ce4ti a2
Nighecorder ayloemethodinMr
Local Truncation error2
3
In Euler's method we computed
wit Wi t h fCti Wi
MoU we maybe an
iteration of the form
ihhTwith0tiwDEweFfose.Thelocal truncation error can be
defiedpredicted value at tixylti DJFI.IT utESi
Titi 6 Fit fyi hottie
Example s Euler's method has
C it h Yin Zi h8Hi yytti
HE esest titis
Ochix
This suggests improvingupon Euler'smethod by using higher orderTaylor approximations
gait D y Lte 1 E h y ti
Ln 11 y si
g fE Egin fee Ct ykD
D
Git yCte t tf f ti yLtiD
ih f Gi yesDCtoget our numericalmeth
If we ignore the error term we have
Taylormethodsofordnnof.no
IIwi hTMti w
fCti wD t Ez f Cti w En ft Ctiw
Euler Taylor of order I
Exampling DevineTaylor's method oforder 2 with h 1 for the IVP
y y Eti tear
Y o Oo 8
Solin we have flt g g Etland we need to computefifty adz yet Eti
alwaysgilt 2Tremember that
Y is a of TEDt y Eti 2T
So Tatti wif fltiswD hzftti.io
Wi Eiti the Wi Ei 2 titi4th Wi titi Lte
no as iWiti Wi t the Wi Ex Etf
theorem Taylor's method of order n
hfron.hn nFca9ffi
Advantages high order local
truncation error
Disadvantage Must computeevaluate derivatives
of 8 Lt g