First-order differential equations

k 2
Delta t 0.1 0.2

t Euler(0.1) t Euler(0.2) Exact Heun y* Heun (0.1) Iterations

0.00 1.0000 0 1 1.0000 1.0000

0.10 0.8000 0.20 0.6000 0.8187 0.8000 0.8200 0.8000 0.8200
0.20 0.6400 0.40 0.3600 0.6703 0.6560 0.6724 0.6545 0.6709
1.0000
0.30 0.5120 0.60 0.2160 0.5488 0.5379 0.5514 0.5355 0.5489
0.9000
0.40 0.4096 0.80 0.1296 0.4493
Exact solution 0.4411 0.4521 0.4382 0.4491
0.8000
0.50
0.7000
0.3277 1.00 0.0778 0.3679
Euler's method, step 0.2 0.3617 0.3707 0.3585 0.3675
0.60
0.6000
0.2621 1.20 0.0467
Euler's method, step 0.1 0.2966
0.3012 0.3040 0.2933 0.3006
y

0.70
0.5000 0.2097 1.40 0.0280 0.2466 0.2432 0.2493 0.2400 0.2460
0.80
0.4000 0.1678 1.60 0.0168 0.2019 0.1994 0.2044 0.1964 0.2013
0.90
0.3000 0.1342 1.80 0.0101 0.1653 0.1635 0.1676 0.1607 0.1647
1.00
0.2000 0.1074 2.00 0.0060 0.1353 0.1341 0.1374 0.1314 0.1347
1.10
0.1000 0.0859 2.20 0.0036 0.1108 0.1100 0.1127 0.1075 0.1102
1.20
0.0000 0.0687 2.40 0.0022 0.0907 0.0902 0.0924 0.0880 0.0902
1.30 0.000.0550
0.50 1.002.60
1.50 0.0013
2.00 2.50 0.0743
3.00 3.50 0.0739
4.00 0.0758 0.0720 0.0738
t
1.40 0.0440 2.80 0.0008 0.0608 0.0606 0.0621 0.0589 0.0604
1.50 0.0352 3.00 0.0005 0.0498 0.0497 0.0510 0.0482 0.0494
1.60 0.0281 3.20 0.0003 0.0408 0.0408 0.0418 0.0394 0.0404
1.70 0.0225 3.40 0.0002 0.0334 0.0334 0.0343 0.0323 0.0331
1.80 0.0180 0.0273 0.0274 0.0281 0.0264 0.0271
1.90 0.0144 0.0224 0.0225 0.0230 0.0216 0.0221
2.00 1.0000
0.0115 0.0183 0.0184 0.0189 0.0177 0.0181
2.10 0.9000
0.0092 0.0150 0.0151 0.0155 0.0145 0.0148
2.20 0.8000
0.0074 0.0123
Exact solution 0.0124 0.0127 0.0118 0.0121
2.30 0.7000
0.0059 0.0101step 0.1
Heun's method, 0.0102 0.0104 0.0097 0.0099
2.40 0.6000
0.0047 0.0082 0.0083 0.0085 0.0079 0.0081
y

2.50 0.5000
0.0038 0.0067 0.0068 0.0070 0.0065 0.0066
2.60 0.4000
0.0030 0.0055 0.0056 0.0057 0.0053 0.0054
2.70 0.3000
0.0024 0.0045 0.0046 0.0047 0.0043 0.0044
2.80 0.0019 0.0037 0.0038 0.0039 0.0035 0.0036
0.2000
2.90 0.0015 0.0030 0.0031 0.0032 0.0029 0.0030
0.1000
3.00 0.0012 0.0025 0.0025 0.0026 0.0024 0.0024
0.0000
3.10 0.0010 0.0020 0.0021 0.0021 0.0019 0.0020
0.00 0.50 1.00 1.50 2.00 2.50 3.00 3.50
3.20 0.0008 t 0.0017 0.0017 0.0017 0.0016 0.0016
3.30 0.0006 0.0014 0.0014 0.0014 0.0013 0.0013
 #1st.dat
Iterations #1st Results for plotting
#t Euler(0.1) Exact Heun
1.0000 0.0000 1.0000 1.0000 1.0000
0.8180 0.8182 0.8182 0.1000 0.8000 0.8187 0.8200
0.6693 0.6694 0.6694 0.2000 0.6400 0.6703 0.6724
0.5476 0.5477 0.5477 0.3000 0.5120 0.5488 0.5514
0.4480 0.4481 0.4481 0.4000 0.4096 0.4493 0.4521
0.3666 0.3667 0.3666 0.5000 0.3277 0.3679 0.3707
0.2999 0.3000 0.3000 0.6000 0.2621 0.3012 0.3040
0.2454 0.2454 0.2454 0.7000 0.2097 0.2466 0.2493
0.2008 0.2008 0.2008 0.8000 0.1678 0.2019 0.2044
0.1643 0.1643 0.1643 0.9000 0.1342 0.1653 0.1676
0.1344 0.1344 0.1344 1.0000 0.1074 0.1353 0.1374
0.1100 0.1100 0.1100 1.1000 0.0859 0.1108 0.1127
0.0900 0.0900 0.0900 1.2000 0.0687 0.0907 0.0924
0.0736 0.0736 0.0736 1.3000 0.0550 0.0743 0.0758
0.0602 0.0602 0.0602 1.4000 0.0440 0.0608 0.0621
0.0493 0.0493 0.0493 1.5000 0.0352 0.0498 0.0510
0.0403 0.0403 0.0403 1.6000 0.0281 0.0408 0.0418
0.0330 0.0330 0.0330 1.7000 0.0225 0.0334 0.0343
0.0270 0.0270 0.0270 1.8000 0.0180 0.0273 0.0281
0.0221 0.0221 0.0221 1.9000 0.0144 0.0224 0.0230
0.0181 0.0181 0.0181 2.0000 0.0115 0.0183 0.0189
0.0148 0.0148 0.0148 2.1000 0.0092 0.0150 0.0155
0.0121 0.0121 0.0121 2.2000 0.0074 0.0123 0.0127
0.0099 0.0099 0.0099 2.3000 0.0059 0.0101 0.0104
0.0081 0.0081 0.0081 2.4000 0.0047 0.0082 0.0085
0.0066 0.0066 0.0066 2.5000 0.0038 0.0067 0.0070
0.0054 0.0054 0.0054 2.6000 0.0030 0.0055 0.0057
0.0044 0.0044 0.0044 2.7000 0.0024 0.0045 0.0047
0.0036 0.0036 0.0036 2.8000 0.0019 0.0037 0.0039
0.0030 0.0030 0.0030 2.9000 0.0015 0.0030 0.0032
0.0024 0.0024 0.0024 3.0000 0.0012 0.0025 0.0026
0.0020 0.0020 0.0020 3.1000 0.0010 0.0020 0.0021
0.0016 0.0016 0.0016 3.2000 0.0008 0.0017 0.0017
0.0013 0.0013 0.0013 3.3000 0.0006 0.0014 0.0014

#t Euler(0.1)

0.0000 1.0000
0.2000 0.6000
0.4000 0.3600
0.6000 0.2160
0.8000 0.1296
1.0000 0.0778
1.2000 0.0467
1.4000 0.0280
1.6000 0.0168
1.8000 0.0101
2.0000 0.0060
2.2000 0.0036
2.4000 0.0022
2.6000 0.0013
2.8000 0.0008
3.0000 0.0005
3.2000 0.0003
3.4000 0.0002
Second-order differential equations - two first-order equations

Delta t 0.10472

Euler Exact Heun

t u y u* y* u y
0 1 0 0 1 0
0.10472 1 0.10472 0.104528 1 0.10472 0.994517 0.1047
0.20944 0.989034 0.20944 0.207912 0.983551 0.208865 0.978098 0.2083
0.314159 0.967101 0.313011 0.309017 0.956285 0.310717 0.950922 0.3096
0.418879 0.934323 0.414285 0.406737 0.918504 0.409156 0.91329 0.4075
0.523599 0.890939 0.512128 0.5 0.870621 0.503098 0.865613 0.5009
0.628319 0.837309 0.605426 0.587785 0.813163 0.59151 0.808417 0.5888
0.733038 0.773909 0.693109 0.669131 0.746761 0.673421 0.742329 0.6702
0.837758 0.701327
1.2
0.774153 0.743145 0.672146 0.747929 0.668076 0.7443
0.942478 0.620258 0.847596 0.809017 0.590138 0.814215 0.586475 0.8101
Euler
1.047198 0.531498 0.912549 0.866025 0.501638 0.87155 0.498422 0.8671
1.151917 1
0.435936 0.968207 0.913545 0.407619 0.919303 Heun
0.404886 0.9145
1.256637 0.334545 1.013858 0.951057 0.309114 0.956948 Exact
0.306894 0.9519
1.361357 0.228374
0.8 1.048892 0.978148 0.207208 0.984071 0.205525 0.9789
1.466077 0.118535 1.072807 0.994522 0.10302 1.000374 0.101893 0.9950
1.570796 0.006191 1.08522 1 -0.002303 1.005677 -0.002862 1.0002
y

0.6
1.675516 -0.107453 1.085868 0.994522 -0.107605 0.999922 -0.107589 0.9944
1.780236 -0.221165 1.074616 0.978148 -0.211727 0.983171 -0.211137 0.9777
0.4
1.884956 -0.333699 1.051455 0.951057 -0.313523 0.955608 -0.312365 0.9502
1.989675 -0.443807 1.016511 0.913545 -0.411875 0.917536 -0.410162 0.9123
0.2
2.094395 -0.550256 0.970035 0.866025 -0.505701 0.869374 -0.503452 0.8644
2.199115 -0.651837 0.912413 0.809017 -0.593969 0.81165 -0.591208 0.8069
2.303835 -0.747385
0 0.844152 0.743145 -0.675708 0.744999 -0.672466 0.7406
2.408554 -0.835785
0 0.765886
0.5 0.669131
1 -0.750019
1.5
t
2 0.670154
2.5 -0.746332
3 3.50.6661

2.513274 -0.915988 0.678363 0.587785 -0.816085 0.587938 -0.811992 0.5843

2.617994 -0.987026 0.582441 0.5 -0.873179 0.499254 -0.868727 0.4961
2.722714 -1.048019 0.47908 0.406737 -0.920673 0.405078 -0.915909 0.4024
2.827433 -1.098188 0.369332 0.309017 -0.958044 0.306444 -0.953022 0.3042
2.932153 -1.136865 0.25433 0.207912 -0.984882 0.204438 -0.979656 0.2028
3.036873 -1.163498 0.135278 0.104528 -1.00089 0.10018 -0.995519 0.0991
3.141593 -1.177664 0.013436 -8E-016 -1.005893 -0.005182 -1.000435 -0.0057
# 2nd.dat - data for plotting on lecture notes
#t Euler Exact Heun
0.0000 0.0000 0.0000 0.0000
0.1047 0.1047 0.1045 0.1047
0.2094 0.2094 0.2079 0.2083
0.3142 0.3130 0.3090 0.3096
0.4189 0.4143 0.4067 0.4075
0.5236 0.5121 0.5000 0.5009
0.6283 0.6054 0.5878 0.5888
0.7330 0.6931 0.6691 0.6702
0.8378 0.7742 0.7431 0.7443
0.9425 0.8476 0.8090 0.8101
1.0472 0.9125 0.8660 0.8671
1.1519 0.9682 0.9135 0.9145
1.2566 1.0139 0.9511 0.9519
1.3614 1.0489 0.9781 0.9789
1.4661 1.0728 0.9945 0.9950
1.5708 1.0852 1.0000 1.0002
1.6755 1.0859 0.9945 0.9944
1.7802 1.0746 0.9781 0.9777
1.8850 1.0515 0.9511 0.9502
1.9897 1.0165 0.9135 0.9123
2.0944 0.9700 0.8660 0.8644
2.1991 0.9124 0.8090 0.8069
2.3038 0.8442 0.7431 0.7406
2.4086 0.7659 0.6691 0.6661
2.5133 0.6784 0.5878 0.5843
2.6180 0.5824 0.5000 0.4961
2.7227 0.4791 0.4067 0.4024
2.8274 0.3693 0.3090 0.3042
2.9322 0.2543 0.2079 0.2028
3.0369 0.1353 0.1045 0.0991
3.1416 0.0134 0.0000 -0.0057
Boundary value problem - differential equations using a spectral method

Delta t 0.2618

Coefficients

a[0] 0.0000
a[1] 0.9995
a[2] 0.0025
a[3] -0.1724
a[4] 0.0060
a[5] 0.0058

t Exact y y'' DE or BC Errors squared

Boundary condition 0 0.0000 0.0000 0.0000 -1.2E-05 1.4E-10

1 0.2618 0.2588 0.2588 -0.2587 3.7E-05 1.4E-09
2 0.5236 0.5000 0.5000 -0.5001 -1.9E-04 3.6E-08
Inner points - satisfy 3 0.7854 0.7071 0.7071 -0.7068 2.9E-04 8.4E-08
differential equation
4 1.0472 0.8660 0.8660 -0.8661 -1.7E-04 2.9E-08
5 1.3090 0.9659 0.9659 -0.9659 2.9E-05 8.7E-10
Boundary condition 6 1.5708 1.0000 1.0000 -2.6E-07 6.8E-14

Sum of squares of errors 1.5E-07

Plotting both solutions

t Exact Computed

0 0.0000 0.0000 0.0000

1 0.0654 0.0654 0.0654
2 0.1309 0.1305 0.1305
3 0.1963 0.1951 0.1950
4 0.2618 0.2588 0.2588
5 0.3272 0.3214 0.3214
6 0.3927 0.3827 0.3826
7 0.4581 0.4423 0.4422
8 0.5236 0.5000 0.5000
9 0.5890 0.5556 0.5555
10 0.6545 0.6088 0.6087
11 0.7199 0.6593 0.6593
12 0.7854 0.7071 0.7071
13 0.8508 0.7518 0.7518
14 0.9163 0.7934 0.7933
15 0.9817 0.8315 0.8314
16 1.0472 0.8660 0.8660
17 1.1126 0.8969 0.8968
18 1.1781 0.9239 0.9238
19 1.2435 0.9469 0.9469
20 1.3090 0.9659 0.9659
21 1.3744 0.9808 0.9807
22 1.4399 0.9914 0.9914
23 1.5053 0.9979 0.9978
24 1.5708 1.0000 1.0000
 1.2000

1.0000

Errors squared
0.8000
y

0.6000

Collocation
0.4000 points

0.2000

0.0000
0.0000 0.2000 0.4000 0.6000 0.8000 1.0000 1.2000 1.4000 1.6000 1.8000
t