Solving ODEs with Matlab Instructors Manual - L.F. Shampine.pdf

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SolvingODEswithMatlab:
Instructor’sManual
L.F.ShampineandI.Gladwell
MathematicsDepartment
SouthernMethodistUniversity
Dallas,TX75275
S.Thompson
DepartmentofMathematics&Statistics
RadfordUniversity
Radford,VA24142
c 2002,L.F.Shampine,I.Gladwell&S.Thompson
2
Contents
1GettingStarted 5
1.1Introduction......................................... 5
1.2Existence,Uniqueness,andWell-Posedness ....................... 5
1.3StandardForm....................................... 7
1.4ControloftheError.................................... 10
1.5QualitativeProperties................................... 11
2InitialValueProblems 13
2.1Introduction......................................... 13
2.2NumericalMethodsforIVPs ............................... 13
2.2.1One–StepMethods................................. 13
LocalErrorEstimation.............................. 13
Runge–KuttaMethods............................... 13
ExplicitRunge–KuttaFormulas.......................... 13
ContinuousExtensions............................... 14
2.2.2MethodswithMemory............................... 15
AdamsMethods.................................. 15
BDFmethods.................................... 15
ErrorEstimationandChangeofOrder...................... 15
ContinuousExtensions............................... 15
2.3SolvingIVPsinMatlab ................................. 20
2.3.1EventLocation................................... 21
2.3.2ODEsInvolvingaMassMatrix.......................... 22
2.3.3LargeSystemsandtheMethodofLines..................... 22
2.3.4Singularities..................................... 23
3BoundaryValueProblems 25
3.1Introduction......................................... 25
3.2BoundaryValueProblems................................. 25
3.3BoundaryConditions.................................... 25
3.3.1BoundaryConditionsatSingularPoints..................... 25
3.3.2BoundaryConditionsatInfinity......................... 26
3.4NumericalMethodsforBVPs............................... 28
3.5SolvingBVPsinMatlab ................................. 29
4DelayDi‹erentialEquations 33
4.1Introduction......................................... 33
4.2DelayDi‹erentialEquations................................ 33
4.3NumericalMethodsforDDEs............................... 34
4.4SolvingDDEsinMatlab ................................. 34
4.5OtherKindsofDDEsandSoftware............................ 36
3
4
CONTENTS
Chapter1
GettingStarted
1.1Introduction
1.2Existence,Uniqueness,andWell-Posedness
SolutionforExercise1.1. Itiseasilyverifiedthatbothsolutionsreturnedby dsolve aresolutions
oftheIVP.Thisfactdoesnotconflictwiththebasicexistenceanduniquenessresultbecausethat
resultisforIVPswritteninthestandard(explicit)form
y
0
= f ( t;y ) ; y ( t 0 )= y 0
Infact,whenwewritethegivenIVPinthisform,weobtaintwoIVPs,
y
0
= f 1 ( t;y )=
p
1 y 2 ; y (0)=0
and
y
0
= f 2 ( t;y )=
p
1 y 2 ; y (0)=0
Itiseasilyverifiedthatbothfunctions, f 1 and f 2 ,satisfyaLipschitzconditiononaregioncontaining
theinitialcondition,hencebothIVPshaveauniquesolution.Forexample,
@f 1
@y
=
y
p
1 y 2
0 : 5
0 : 75
for 0 : 5 y 0 : 5andforall t .InthiswaywefindthatthegivenIVPhasexactlytwosolutions.
SolutionforExercise1.2. Bydefinition, f ( t;y )satisfiesaLipschitzconditionwithconstant L in
aregionif
jf ( t;u ) f ( t;v ) jLjuvj
forall( t;u ) ; ( t;v )intheregion.Ifthisfunction f ( t;y )satisfiesaLipschitzconditionon jtj 1 ;jyj
1,then
p
p
p
j
juj
j 0 jj =
jujLjuj = Lju 0 j
Thisimpliesthat
1
p
juj
L
5
p
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