The function y(t) satisfies the ordinary differential equation dy = f(t, y) for t> 0. dt (4) The variable t takes discrete values, t with a constant step-size h = tn+1 − tn, for all n Є N. The approximation of y(tn) is denoted yn. (a) Derive an implicit scheme by integrating (4) over the interval [tn,tn+1], using the trapezium quadrature rule. [5] (b) Consider the case f(y) -Ay where > 0 is a constant. == (i) Find the exact solution of equation (4), subject to the initial condition y(0) = yo, and identify the behaviour of the solution as t→ +∞. [2] (ii) Write down the difference equation corresponding to the implicit scheme derived in part (a) and show that Yn+1 = 1-Xh/2 1+Xh/2 Yn. .[3] (iii) Solve the difference equation (i.e. write down y in terms of yo) and show that this implicit scheme is unconditionally stable. [5]

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
Question
The function y(t) satisfies the ordinary differential equation
dy
= f(t, y) for t> 0.
dt
(4)
The variable t takes discrete values, t with a constant step-size h = tn+1 − tn, for all n Є N.
The approximation of y(tn) is denoted yn.
(a) Derive an implicit scheme by integrating (4) over the interval [tn,tn+1], using the
trapezium quadrature rule. [5]
(b) Consider the case f(y)
-Ay where > 0 is a constant.
==
(i) Find the exact solution of equation (4), subject to the initial condition y(0) = yo,
and identify the behaviour of the solution as t→ +∞. [2]
(ii) Write down the difference equation corresponding to the implicit scheme derived
in part (a) and show that
Yn+1 =
1-Xh/2
1+Xh/2
Yn. .[3]
(iii) Solve the difference equation (i.e. write down y in terms of yo) and show that
this implicit scheme is unconditionally stable. [5]
Transcribed Image Text:The function y(t) satisfies the ordinary differential equation dy = f(t, y) for t> 0. dt (4) The variable t takes discrete values, t with a constant step-size h = tn+1 − tn, for all n Є N. The approximation of y(tn) is denoted yn. (a) Derive an implicit scheme by integrating (4) over the interval [tn,tn+1], using the trapezium quadrature rule. [5] (b) Consider the case f(y) -Ay where > 0 is a constant. == (i) Find the exact solution of equation (4), subject to the initial condition y(0) = yo, and identify the behaviour of the solution as t→ +∞. [2] (ii) Write down the difference equation corresponding to the implicit scheme derived in part (a) and show that Yn+1 = 1-Xh/2 1+Xh/2 Yn. .[3] (iii) Solve the difference equation (i.e. write down y in terms of yo) and show that this implicit scheme is unconditionally stable. [5]
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Recommended textbooks for you
Advanced Engineering Mathematics
Advanced Engineering Mathematics
Advanced Math
ISBN:
9780470458365
Author:
Erwin Kreyszig
Publisher:
Wiley, John & Sons, Incorporated
Numerical Methods for Engineers
Numerical Methods for Engineers
Advanced Math
ISBN:
9780073397924
Author:
Steven C. Chapra Dr., Raymond P. Canale
Publisher:
McGraw-Hill Education
Introductory Mathematics for Engineering Applicat…
Introductory Mathematics for Engineering Applicat…
Advanced Math
ISBN:
9781118141809
Author:
Nathan Klingbeil
Publisher:
WILEY
Mathematics For Machine Technology
Mathematics For Machine Technology
Advanced Math
ISBN:
9781337798310
Author:
Peterson, John.
Publisher:
Cengage Learning,
Basic Technical Mathematics
Basic Technical Mathematics
Advanced Math
ISBN:
9780134437705
Author:
Washington
Publisher:
PEARSON
Topology
Topology
Advanced Math
ISBN:
9780134689517
Author:
Munkres, James R.
Publisher:
Pearson,