A Numerical Technique for Building a Solution to a DE or system of DE’s.

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Presentation transcript:

A Numerical Technique for Building a Solution to a DE or system of DE’s

Slope Fields This is the slope field for We get an approx. graph for a solution by starting at an initial point and following the arrows.

Euler’s Method tt We can also accomplish this by explicitly computing the values at these points. Here’s how it works.... then we project a small distance along the tangent line to compute the next point,... We start with a point on our solution and repeat!... and a fixed small step size  t.

Projecting Along a Little Arrow tt yy

tt slope = f (t 0,y 0 )  t  y = slope  t

Projecting Along a Little Arrow tt slope = (t 0 +  t, y 0 +  y) = (t 0 +  t, y 0 +f (t 0,y 0 )  t)

Projecting Along a Little Arrow = (t old +  t, y old +  y) = (t old +  t, y 0 + f (t old, y old )  t)

Summarizing Euler’s Method and a fixed step size  t. an initial condition (t 0,y 0 ), A smaller step size will lead to more accuracy, but will also take more computations. You need a differential equation of the form, t new = t old +  t y new = y 0 + f (t old, y old )  t

For instance, if and (1,1) lies on the graph of y, then 1000 steps of length.01 yield the following graph of the function y. This graph is the anti-derivative of sin(t 2 ); a function which has no elementary formula!

Exercise Start with the differential equation, the initial condition, and a step size of  t = 0.5. Compute the next two (Euler) points on the graph of the solution function.

Exercise Start with the differential equation, the initial condition, and a step size of  t = 0.5.