Assignment 12:Numerical analysis
Course Instructor: PD+SK+GR
Department of Mathematical Sciences
Rajiv Gandhi Institute of Petroleum Technology Jais Amethi
1. Solve the IVP y ′ = 2t − y, y(0) = −1 with N = 10, to get the values of y at t = 1, using Euler method, also find the
truncation error of Euler method?
2. Use the Euler method to solve IVP
y ′ = −2ty 2 , y(0) = 1
with h = 0.2, 0.1 and 0.05 on the interval [0, 1]. Determine the bound for the Error.
3. Solve the following ODE using Modified Euler method:
(a) y ′ = 3(t − 1)2 with y(0) = 1, h = 0.1, calculate y1 y2 ,· · · y10 .
(b) y ′ = yet with y(0) = 1, h = 0.1, calculate y1 y2 ,· · · y5 .
4. Use Range-Kutta of order 2 and 4 methods to solve the IVP y ′ = 0.5(x − y) for all x ∈ [0, 3] with initial condition y(0) = 1.
−x
Compare the solutions for h = 1, 0.5, 0.25, 0.125 along with the exact solution y(x) = 3e 2 + x − 2
5. Consider the initial value problem y ′ = xy, y(0) = 1. Estimate the error at x = 1 when Euler method is used to find the
approximate solution to this problem with step size h = 0.01. (Answer: |en| ≤ 0.03).
6. Use RK-2 and RK-4 to approximate the solution of following IVPs in the interval indicated:
(a) y ′ = cos(ty),[0, 1.2] with y(0) = 2 and N = 10.
(b) y ′ = −yet ,[0, 1] with y(0) = 3 and N = 10.
(c) Given IVP y ′ = −2ty 2 with y(0) = 1 and h = 0.2 on the interval [0, 0.4] . Use Rk-2 and Rk-4 and compare with exact
1
solution y = (1+t2) .
7. When f (t, y) depends only on t, show that the RK-4 reduces to Simpson’s rule:
Z tn+1
h h
f (t)dt ≈ [f (tn ) + 4f (tn + ) + f (tn + h)] = yn+1 − yn .
tn 6 2