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Question

Consider the first order initial value problem

y' = y + 2x − x2, y(0) = 1, (0 ≤ x < )

with exact solution y(x) = x2 + ex. For x = 0.1, the percentage difference between the exact solution and the solution obtained using a single iteration of the second-order Runge – Kutta method with step-size h = 0.1 is __________

Given y1 = y + 2x – x2 ⇒ f(x,y) = y + 2x – x2

From Runge-kutta second order method we have:

\({{\rm{y}}_1} = {{\rm{y}}_0} + \frac{1}{2}\left( {{{\rm{K}}_1} + {{\rm{K}}_2}} \right)\)

where: K1 = hf (x0, y0) and 

K2 = hf(x0 + h, y0 + K1)

Given x0 = 0, y0 = 1, h = 0.1

Then K1 = 0.1 (y0 + 2x0 - x20 = 0.1 × 1 = 0.1

\( {{\rm{K}}_2}{\rm{\;}} = {\rm{\;}}0.1{\rm{\;f}}\left( {0{\rm{\;}} + {\rm{\;}}0.1,{\rm{\;}}1{\rm{\;}} + {\rm{\;}}0.1} \right) \)

\(= {\rm{\;}}\left( {0.1} \right){\rm{\;f\;}}\left( {0.1,{\rm{\;}}1.1} \right)\)

\(= {\rm{}}\left( {0.1} \right){\rm{}}\left( {1.1{\rm{}} + {\rm{}}2\left( {0.1} \right){\rm{}}-{\rm{}}0.01} \right){\rm{}} = {\rm{}}0.129\)

\( \therefore {\rm{}}{{\rm{y}}_1}{\rm{}} = {\rm{y}}\left( {0.1} \right){\rm{}} = {\rm{\;}}{{\rm{y}}_0} + \frac{1}{2}\left( {0.1 + 0.129} \right) \)

\(= 1.1145\)    ---(1)

But the exact solution is given as:

\({\rm{y}}\left( {\rm{x}} \right){\rm{\;}} = {\rm{\;}}{{\rm{x}}^2}{\rm{\;}} + {\rm{\;}}{{\rm{e}}^{\rm{x}}}\)

\({\rm{y}}\left( {0.1} \right){\rm{}} = {\rm{}}{\left( {0.1} \right)^2}{\rm{\;}} + {\rm{}}{{\rm{e}}^{0.1}}{\rm{}} = {\rm{}}1.1152\)    ---(2)

\({\rm{\% difference}} = \frac{{1.1152 - 1.1145}}{{1.1152}} × 100 \)

\(= 0.0627{\rm{\% }} \)

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Important Questions from Solutions of Differential Equations

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  2. Consider an ordinary differential equation. \(\frac{{{\rm{dx}}}}{{{\rm{dt}}}} = 4{\rm{t}} + 4.\) If x = x0 at t = 0, the increment in x calculated using Runge-Kutta fourth order multi-step method with a step size of Δt = 0.2 is

  3. If, \(\frac{{dy}}{{dx}} = x + y,y\left( 0 \right) = 1\) using Runge’s method the value of y at x = 0.2, when h = 0.2 is

  4. A continuous function f(x) is defined. If the third derivative at xi is to be computed by using he fourth order central finite divided difference scheme (with step length = h) the correct formula is

  5. f(z) = (z − 1)−1 − 1 + (z − 1) − (z − 1)2 + ⋯ is the series expansion of

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