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Module 3
Systems of equations and higher order equations
(3.1)
In (3.1) t is independent variable and m dependent variables are y1,y 2 ,y 3 ,...y m . Introducing
column vector Y as (y1, y 2 , y 3 ,...y m )T , F as (f1,f2 ,f3 ,...fm )T and Y0 as (y 01, y 02 , y 03 ,...y 0m )T , the
system (3.1) in matrix form is written as
Y(t) F(t,Y);Y(0) Y0 ;0 t b
(3.2)
The form (3.2) is similar to the IVP (1.2) with scalars being replaced by vectors.
Let the interval (a,b) is divided into N subintervals of width h=(b-a)/N such that the grid
points are tj=a+jh and tj+1=tj+h. Let yi,j ; i=1,2,m and
(3.3)
h
h
h
h
h
h
K1,i 2K 2,i 2K 3,i K 4,i
6
(3.4)
Example 3.1 Solve the system of differential equations with given initial conditions
Solution:
x(0)=6
y(0)=4
The Euler method given in (3.3) is used for solving given system of two
equations (m=2):
f1(x,y)=x+2y
x(0)=6
f2 (x,y)=3x+2y
y(0)=4
xj
yj
f1
f2
0.02
14
26
0.02
0.02
6.28
4.52
15.32
27.88
0.02
0.04
6.5864
5.0776
16.7416
29.9144
0.02
0.06
6.921232
5.675888
18.273008
32.115472
0.02
0.08
7.28669216
6.31819744
19.923087
34.49647136
0.02
0.1
7.685153901
7.00812687
21.7014076
37.07171544
0.02
0.12
8.119182054
7.74956118
23.6183044
39.85666851
0.02
0.14
8.591548142
8.54669455
25.6849372
42.86803352
0.02
0.16
9.105246886
9.40405522
27.9133573
46.12385109
0.02
0.18
9.663514033
10.3265322
30.3165785
49.64360657
10
0.02
0.2
10.2698456
11.3194044
32.9086543
53.44834555
11
0.02
0.22
10.92801869
12.3883713
35.7047613
57.56079863
Example 3.2 Solve the following system of differential equations with given initial
conditions using fourth order Runge Kutta method in the interval (0, 2) taking h=0. 5
x=x-xy
y=-y+xy
x(0)=4
y(0)=1
x(0)=4
f2 (x,y)=-y+xy
y(0)=1
The Runge-Kutta formulae given in (3.4) are used to compute solution. The
computations are shown in the table 3.2 [Ref. system_of_equations.xls]
t
0
x
4
y
1
k11=f1(x,y)
0
k12=f2(x,y)
3
t+h/2
x+h*k11/2
y+h*k12/2
k21=f1(x,y)
k22=f2(x,y)
0.25
1.75
-3
5.25
t+h/2
x+h*k21/2
y+h*k22/2
k31=f1(x,y)
k32=f2(x,y)
0.25
3.25
2.3125
-4.265625
5.203125
t+h
x+h*k31
y+h*k32
k41=f1(x,y)
k42=f2(x,y)
0.5
1.8671875
3.6015625
-4.85760498
3.12322998
phi1
phi2
-1.61573792
2.25245667
t1
x+phi1
y+phi2
0.5
2.384262085
3.252456665
t1
x
0.5
t1+h/2
2.384262085
x+h*k11/2
0.75
t1+h/2
1.041650329
x+h*k21/2
0.75
t1+h
1.504583232
x+h*k31
0.655463485
k11=f1(x,y)
3.252456665
y+h*k12/2
4.378019776
y+h*k22/2
3.298043156
y+h*k32
4.084525303
-5.37044702
k21=f1(x,y)
-3.51871541
k31=f1(x,y)
-3.4575972
k41=f1(x,y)
-2.02179371
phi1
-1.77873883
t2
x+phi1
1
0.605523256
y+phi2
3.818119233
k12=f2(x,y)
4.50225244
k22=f2(x,y)
0.18234596
k32=f2(x,y)
1.66413728
k42=f2(x,y)
-1.40726811
phi2
0.56566257
t2
k11=f1(x,y)
k12=f2(x,y)
0.605523256
3.818119233
-1.70643673
-1.50615924
t2+h/2
x+h*k11/2
y+h*k12/2
k21=f1(x,y)
k22=f2(x,y)
1.25
0.178914073
3.441579422
-0.43683292
-2.82583243
t2+h/2
x+h*k21/2
y+h*k22/2
k31=f1(x,y)
k32=f2(x,y)
1.25
0.496315026
3.111661125
-1.04804915
-1.56729695
t2+h
x+h*k31
y+h*k32
k41=f1(x,y)
k42=f2(x,y)
1.5
0.081498682
3.034470757
-0.16580669
-2.78716539
phi1
phi2
-0.40350063
-1.08996528
t3
x+phi1
y+phi2
1.5
0.202022627
2.728153949
t3
k11=f1(x,y)
k12=f2(x,y)
1.5
0.202022627
2.728153949
-0.3491262
-2.17700512
x+h*k11/2
y+h*k12/2
k21=f1(x,y)
k22=f2(x,y)
1.25
0.114741077
2.183902669
-0.13584227
-1.93331933
t3+h/2
x+h*k21/2
y+h*k22/2
k31=f1(x,y)
k32=f2(x,y)
0.25
0.16806206
2.244824118
-0.20920771
-1.86755435
t3+h
x+h*k31
y+h*k32
k41=f1(x,y)
k42=f2(x,y)
0.097418774
1.794376773
-0.07738721
-1.61957079
phi1
x+phi1
phi2
y+phi2
-0.94986027
1.778293677
t3+h/2
-0.09305111
0.108971514
Accordingly,
the
first
part
of
the
table
gives
x(0.5)=2.384262085,
y(0.5)=
3.252456665.The solution at t=1.0,1.5 and 2.0 are computed in the subsequent parts of
the table