数值计算

D. Hiebeler
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引用次数: 1

摘要

初始条件y(0) = 1。[这个例子在2015年4月23日的课上提到过,出现在第22讲的讲义中。](a)确切的解决方案是什么?(b)给出应用于该问题的正演(显式)欧拉法的一步代数公式。编写(并运行)代码,执行应用于给定函数的前向欧拉方法的四个步骤,使用h = 0.6,从t0 = 0开始。(d)给出应用于该问题的倒推(隐式)欧拉法的一步公式。(e)用后向欧拉法求解该问题时,求解得到yk+1所需要求解的非线性方程ξ(η) = 0,用代数表示。(f)(代数地)指定一个牛顿迭代,可用于求解(e)部分的非线性方程。(g)编写(并运行)代码,可能作为(b)部分编写的程序的一部分,执行应用于该函数的向后欧拉方法的四个步骤,h = 0.6,从t0 = 0开始。请包括一个简短的讨论,你的实现零查找方法,用于解决非线性方程的每一步。(h)使用您的代码生成精确解的一个(或多个)图,最好是重叠的,正向欧拉迭代和向后欧拉迭代。请评论一下结果——它们是你所期望的吗?
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Numerical Computing
with initial condition y(0) = 1. [This example was mentioned in class on April 23, 2015, and appears in the notes for Lecture 22.] (a) What is the exact solution? (b) Give the algebraic formula for one step of the forward (explicit) Euler method applied to this problem. Write (and run) code that executes four steps of the forward Euler method applied to the given function, using h = 0.6 and starting with t0 = 0. (d) Give the formula for one step of the backward (implicit) Euler method applied to this problem. (e) State (algebraically) the nonlinear equation ξ(η) = 0 that needs to be solved to obtain yk+1 when the backward Euler method is used to solve this problem. (f) Specify (algebraically) a Newton iteration that could be used to solve the nonlinear equation from part (e). (g) Write (and run) code, possibly as part of the program written in part (b), that executes four steps of the backward Euler method applied to this function, with h = 0.6, starting with t0 = 0. Please include a short discussion of your implementation of the zero-finding method used to solve the nonlinear equation at each step. (h) Use your code(s) to produce a plot (or plots), preferably superimposed, of the exact solution, the forward Euler iterates, and the backward Euler iterates. Please comment on the results—are they what you expected?
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