Euler

Numerical Solutions of
Dierential Equations
0.5
1.5
0.5
.5
0.5
1.5
S. Amen P. Bilokon A. Brinley Codd M. Fofaria T. Shah
Supervised by Prof. Je Cash

Summer Term, 2004
Abstract
Dierential equations are an important part of many areas of mathematics, from uid
dynamics to celestial mechanics. They are used by applied mathematicians, physicists
and engineers to help in the designing of everything from bridges to ballistic missiles.
Except for a few special cases, dierential equations cannot normally be solved analytically. Instead, there are many numerical methods which have been developed to
provide solutions.
This report will investigate several methods, including Eulers method, Runge-Kutta
and the Trapezium rule. Concentrating on Keplers equations, we will investigate the
accuracy of the methods and nd a way to reduce the error to an acceptable tolerance
level.
Contents
0 Introduction
0.1 Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . .
0.2 Analytical Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
0.3 Numerical Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4
4
6
6
1 Classication of Dierential Equations

1.1 Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Reduction of Linear Dierential Equations to a First-order System . . .
7
7
8
2 Numerical Methods
2.1 Forward Eulers Method . . . . .
2.2 Backward Eulers Method . . . .
2.3 Trapezium Rule Method . . . . .
2.4 Errors in Numerical Methods . .
2.4.1 Forward Eulers Method .
2.4.2 Backward Eulers Method
2.4.3 Trapezium Rule Method .
2.5 Symmetric Methods . . . . . . .
2.6 Extension to Higher Order ODE
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11
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3 Periodic Solutions
21
3.1 Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.2 Application of Numerical Methods . . . . . . . . . . . . . . . . . . . . . 22
3.3 Error Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4 Developing Higher Order Methods
4.1 Developing Formulae . . . . . . . . . . . . . . .
4.2 Solving A Basic Problem . . . . . . . . . . . . .
4.3 Keplers Equations . . . . . . . . . . . . . . . .
4.4 Calculating the Earths Orbit Around the Sun
4.5 Lobatto Formulae . . . . . . . . . . . . . . . . .
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27
27
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32
CONTENTS
CONTENTS
5 Modied Trapeizum Rule

35
5.1 Modied Trapezium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.2 Comparing to other methods . . . . . . . . . . . . . . . . . . . . . . . . 36
6 Solving Sti Equations
39
6.1 An Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
7 Deriving and Using a Sixth Order Numerical Method
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.2 Deriving Constants . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.3 Deriving A, B and . . . . . . . . . . . . . . . . . . . . . . . . . .
7.4 Deriving C, D, E and F . . . . . . . . . . . . . . . . . . . . . . . .
7.5 Deriving C, D, E and F . . . . . . . . . . . . . . . . . . . . . . . .
7.6 Usage of the Sixth Order Method . . . . . . . . . . . . . . . . . . .
7.7 The Circle Problem . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.8 Keplers Equations for the Movement of the Earth About the Sun
7.9 Keplers Equations . . . . . . . . . . . . . . . . . . . . . . . . . . .
A Biographies
A.1 Sir Isaac Newton (1643-1727) . . . . .
A.2 Leonhard Euler (1707-1767) . . . . . .
A.3 Carle David Tolme Runge (1856-1927)
A.4 Martin Wilhelm Kutta (1867-1944) . .
A.5 Johannes Kepler (1571-1630) . . . . .
B Maple Worksheets
B.1 feuler.mws . . . . . . .
B.1.1 Initialization .
B.1.2 Introduction .
B.1.3 Implementation
B.1.4 Examples . . .
B.2 beuler.tex . . . . . . .
B.2.4 Examples . . .
B.3 trap.mws . . . . . . .
B.4 circle1.mws . . . . . .
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CONTENTS
B.5
B.6
B.7
B.8
B.9
B.10
CONTENTS
B.4.3 Comparison of Numerical Methods . . .

B.4.4 Conclusion . . . . . . . . . . . . . . . .
circle2.mws . . . . . . . . . . . . . . . . . . . .
B.5.1 Introduction . . . . . . . . . . . . . . .
B.5.2 Implementation . . . . . . . . . . . . . .
B.5.3 Application to Circle Problem . . . .
B.5.4 Error Assessment . . . . . . . . . . . . .
B.5.5 Conclusion . . . . . . . . . . . . . . . .
4thorder.mws . . . . . . . . . . . . . . . . . . .
B.6.1 Initialization . . . . . . . . . . . . . . .
4thorderKepler.mws . . . . . . . . . . . . . . .
modtrap.mws . . . . . . . . . . . . . . . . . . .
sti.mws . . . . . . . . . . . . . . . . . . . . . .
B.9.2 Background . . . . . . . . . . . . . . . .
B.9.4 How to Solve Analytically Using Maple
6thorder.mws . . . . . . . . . . . . . . . . . . .
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96
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227
Chapter 0
Introduction
Calculus is the study of dierential and integral equations and their solutions. It
provides a technique for modelling real-world systems in a mathematical manner, by
using dierential and integral equations that relate the state of a system to states that
neighbour it in space and time. It was the work of Leibniz and Newton in developing
calculus during the 17th century that allowed for these techniques to be invented.
0.1
Dierential Equations
An ordinary dierential equation is an equation involving a function y of x and its

derivatives, y , y , ..., y (n) . A linear ordinary dierential equation of order n takes the
following form:
an (x)
dn y
dn1 y
dy
+ a0 (x)y = f (x)
+ an1 (x) n1 + . . . + a1 (x)
n
dx
dx
dx
(0-1)
Some of the problems and questions that can be answered by modelling real-world
problems as a system of dierential equations include:
Weather Prediction.
Predicting comet behaviour.
Directing rockets into space.
Measuring rate of radioactive decay.
Many radioactive materials disintegrate at a rate proportional to the amount
present.
What will the population of a certain country be at some arbitrary time in the
future?
4
CHAPTER 0. INTRODUCTION
There are several models that have been used to study population dynamics.
One common model is the exponential model, in which the rate of change of the
population is proportional to the existing population.
Newtons Law of cooling.
This law has been determined from experimental observations and states that
the surface temperature of an object changes at a rate proportional to its relative
temperature.
These situations and others can be modelled by expressing the physical laws that
apply to the situation as a set of equations relating derivatives and integrals. These
equations commonly contain variables corresponding to time, velocity, acceleration,
mass, density, momentum, energy and the basic laws that apply to many of these
situations include conservation of mass and energy, and the balance of forces. These
equations can then be solved for some of the variables by assuming other variables to
be known. This allows us to extract information about the physical situation being
modelled.
In some cases the solution to a single dierential equation or system of dierential
equation is exact, e.g. the solution could be a power series or trigonometric function.
These solutions, if they exist, are very useful. However the group of dierential equations having exact known solutions is small and dierent techniques are required to
solve systems of equations for which an exact solution cannot be found. If an exact
solution cannot be found, the alternative is to nd an approximation of the solution.
The range of techniques used to estimate numerical solutions to dierential equations
is the main focus of this project.
A simple example of a dierential equation is
y = y
(0-2)
With initial values y(0) = 1, y (0) = 0, the solution is clearly y = cos x. We will be
using this later on to demonstrate the accuracy of some of the numerical methods of
obtaining solutions.
A more complex example we will also be using is Keplers Equations of planetary
motion. These are
y
(0-3)
y =
3
(y 2 + z 2 ) 2
z
z =
(0-4)
3
2
(y + z 2 ) 2

with initial values y(0) = 1 e, z(0) = 0, y (0) = 0, z (0) = 1+e
1e
The solution to this system is an ellipse and e denotes eccentricity.
As well as linear ordinary dierential equations, we can have non-linear dierential
equations where the derivatives may be raised to some power, and partial dierential
5
CHAPTER 0. INTRODUCTION
equations where y may be a function of several variables. We shall look at the nonlinear Keplers Equations later. These more complicated equations can then be used
for providing mathematical models of the behavior of sound or light waves or describing
how the distribution of heat in an object changes over time.
In this study we will restrict ourselves to ordinary dierential equations.
0.2
Analytical Solutions
In general, it is not possible to solve a dierential equation analytically. However there

are some special cases for relatively simple equations where certain tricks can be used to
arrive at a solution. The most obvious is the case of the simplest dierential equation
dy
= f (x)
dx
where f (x) is an integrable function. The solution is clearly

y = f (x)dx + c
(0-5)
(0-6)
and if the sample values are given for x and y, c can be calculated easily.
More complicated equations can sometimes be rearranged into a form which can be
integrated straightforwardly, or sometimes tricks such as the integrating factor can be
used.
0.3
Numerical Solutions
The remaining dierential equations which cannot be solved analytically must be solved
numerically. In general, this is done by using initial values given for y (for rst order
ODEs) and y at x = 0 (for second order ODEs) and then estimating the value of y
at x = h where h is some small value. The starting value for y is called y0 , the next
calculated value is y1 and so on, so the aim is to use a formula for yn+1 in terms of yn .
The main methods we will be using are Eulers method (both forward and backward)
and the trapezium rule.
In order to analyse how accurate these methods are, we will use the rst example
given above (equation 0-2) whose solution is known to be y = cos x.
Chapter 1
Classication of Dierential
Equations
In this chapter we introduce the terminology and notation, consider
the basic classication of dierential equations and develop a method
for reducing linear dierential equations to a rst-order system.
1.1
Terminology
2
dy d y
If all the dierential coecients in a dierential equation are ordinary (e.g. dx
, dx2 ,
etc.) then the dierential equation is an ordinary one. If partial dierential coecients
2u
are involved (such as u
x , y 2 , etc.) then it is a partial dierential equation. The
order of a dierential equation is the order of the highest dierential coecient that
it contains. Dierential equations of order greater than one are called higher-order
dierential equations. The degree of a dierential equation is the power to which
the highest order dierential coecient is raised when the equation is rationalized, that
is, converted to a form with no fractional powers. A dierential equation of order n
dy d2 y
, dx2 , . . .).
is linear if it is linear in the dependent variable y and its derivatives ( dx
Otherwise the equation is called non-linear.
In general, an ordinary dierential equation is a function of y (the dependent variable),
x (the independent variable) and the derivatives of y:

dy d2 y d3 y
(1-1)
f x, y, , 2 , 3 , . . . .
dx dx dx
Dierential equations play an extremely important role in science and engineering.

Any problem involving a rate of change of a certain value y with respect to another
value, say x, can be formulated using dierential equations. Typically the resolution
of such a problem involves solving a single linear dierential equation, or a system of
7
CHAPTER 1. CLASSIFICATION OF DIFFERENTIAL EQUATIONS
linear dierential equations; that is, a set of two or more dierential equations with an
equal number of unknown functions.
As we are often concerned with rates of change w.r.t. time (e.g. speed, velocity,
nuclear disintegrations per second, etc.), we may often refer to x as time, although
in general it does not have to represent this specic physical quantity. Therefore the
graph of y against x is often termed the time series plot (e.g. displacement-time
graphs), whereas the graph of y against y is often termed the phase plane plot (e.g.
velocity-displacement graphs).
1.2
Reduction of Linear Dierential Equations to a Firstorder System
Every initial-value problem of the form

bn (x)
dn y
dn1 y
+
b
(x)
+ . . . + b1 (x)y (x) + b0 (x)y = g(x),
n1
dxn
dxn1
(1-2)
with initial conditions y(x0 ) = c0 , y (x0 ) = c1 , . . . , y (n1) (x0 ) = cn1 where bn (x) = 0
can be reduced to the rst-order matrix system
y(x)
= A(x)y(x) + f (x),
y(x0 ) = c,
(1-3)
(1-4)
where A(x), f (x), c, and the initial x0 are known. The method of reduction is as follows.
Step 1.
Hence
Rewrite Equation 1.2 so that
dn y
dxn
appears on the left-hand side by itself.
dn y
dn1 y
=
a
+ . . . + a1 (x)y (x) + a0 (x)y = f (x),
n1
dxn
dxn1
with ai (x) = bi (x)/bn (x) for 0 i n 1 and f (x) = g(x)/bn (x).
Step 2.
(1-5)
Dene n new variables, y1 (x), y2 (x), . . . , yn (x), by the equations
y1 (x) = y(x), y2 (x) =
dy(x)
d2 y(x)
dn1 y(x)
, y3 (x) =
,
.
.
.
,
y
(x)
=
.
n
dx
dx2
dxn1
(1-6)
For these variables we have

y1 (x) = y2 (x)
(1-7)
y2 (x) = y3 (x)
..
.
(1-8)
y n1 (x) = yn (x).
(1-9)
(1-10)
Step 3.
Express dy n /dx in terms of the new variables. We have

dn y(x)
d dn1 y(x)
=
.
y n (x) =
dx
dxn1
dxn
(1-11)
Hence, by Equation 1.2,

dn1 y(x)
+ . . . + a1 (x)y(x)
+ a0 (x)y(x) + f (x)
dxn1
= an1 (x)yn (x) + . . . + a1 (x)y2 (x) + a0 (x)y1 (x) + f (x).
y n (x) = an1 (x)
(1-12)
(1-13)
Finally, reorder the terms:

y n (x) = a0 (x)y1 (x) + a1 (x)y2 (x) + . . . + an1 (x)yn (x) + f (x).
(1-14)
Step 4. Equations 1.2 and 1.2 are a system of rst-order linear dierential equations in y1 (x), y2 (x), . . . , yn (x). This system is equivalent to the single matrix equation
y(x)
= A(x)y(x) + f (x) where
y1 (x)
y2 (x)
(1-15)
y(x) = . ,
..
yn (x)
0
0
f (x) = ... ,
0
f (x)
0
0
0
..
.
1
0
0
..
.
0
1
0
..
.
0
0
1
..
.
(1-16)
y(x) =
0
0
0
0
a0 (x) a1 (x) a2 (x) a3 (x)

Step 5.
Finally, we need to take care of the
c0
c1
c= .
..
1
an1 (x)
(1-17)
initial conditions. Dene
cn1
9
0
0
0
..
.
(1-18)
Then the initial conditions can be given by the matrix (vector) equation y(x0 ) = c,
and we are done.
It is worth noting that it is trivial to adapt this procedure for reducing systems of
higher-order equations, rather than a single equation.
10
Chapter 2
Numerical Methods
There exist many numerical methods for solving dierential equations. They dier in accuracy, performance and applicability. In
this chapter we consider some of the simpler numerical methods,
namely Forward Eulers method, Backward Eulers method and the
Trapezium Rule.
Many dierential equations cannot be solved algebraically (analytically). This means
that the solution cannot be expressed as the sum of a nite number of elementary
functions (polynomials, exponentials, trigonometric and hyperbolic functions, etc.).
But even when it is possible to nd an algebraic solution, we may be faced with a
system of thousands of dierential equations. Many mathematical models, such as
weather-forecasting models or uid dynamics simulations, result in systems of dierential equations of enormous complexity and size, making the algebraic solution, if one
exists, useless for most practical purposes.
In these cases we resort to numerical approximations to the true solution. Some
numerical schemes are very simple, such as the Eulers method, others are relatively
complex. In this chapter we consider some of the simpler numerical methods.
In general, a numerical method for solving an initial-value problem is a procedure
that produces approximate solutions at particular points using only the operations of
addition, subtraction, multiplication, division, and functional evaluations.
We begin by deriving some numerical methods for solving rst-order ordinary dierential equations, i.e. equations of the form
dy
= f (x, y)
dx
describing the function y(x) in terms of its derivative.
11
(2-1)
CHAPTER 2. NUMERICAL METHODS
2.1
Forward Eulers Method
We shall derive a numerical scheme called Forward Eulers method (or simply Eulers method), which provides an approximation of the solution to a rst order dierential equation (Equation 2-1).
From a graphical perspective, a solution of rst-order dierential equation is a function whose graph is consistent with the direction eld. In other words, the graph of
the solution is tangent to the slope lines at every point. Eulers method approximates
the solution by a sequence of points which follows the slope lines.
Given Equation 2-1 and the initial condition y(x0 ) = y0 , Eulers method approximates
the solution at x1 , x2 , . . ., where the consecutive xs dier by h, so that
x1 = x0 + h,
x2 = x1 + h,
..
.
xn = xn1 + h,
..
.
The increment h is called time step. It is a parameter of the method, which determines
the accuracy of the approximation.
Let yi denote the approximated value of the solution at xi . The idea is to approximate
the solution at each step by the slope line.
Consider Figure 2.1. We start at the initial point (x0 , y0 ). The straight line segment
is the tangent line to the solution curve at (x0 , y0 ). Its slope is y (x0 ), which is, by
Equation 2-1,
(2-2)
y (x0 ) = f (x0 , y0 ).
Hence Eulers method gives us
y1 = y0 + hf (x0 , y0 ).
(2-3)
y2 = y1 + hf (x1 , y1 ).
(2-4)
yn+1 = yn + hf (xn , yn ),
(2-5)
Similarly, at (x1 , y1 ) we have

In general,
so we can summarize this numerical method by the equation
y(x + h) = y(x) + hy (1) (x).
(2-6)
Figure 2.1 illustrates the derivation for the rst two steps.
Assuming that the value at point x is correct, the Forward Eulers method computes
the value at point x + h with a local error is proportional to h2 . The Forward Eulers
method always gives overshoots on the original curve.
12
y
True solution
(x2, y2)
y2
Slope f(x1, y1)

Slope f(x0, y0)
Approximated
solution
y1
(x1, y1)
y0
(x0, y0)
x0
x1
x2
Figure 2.1: Schematic illustration of Forward Eulers method
2.2
Backward Eulers Method
The Backward Eulers method also truncates the Taylor series after two terms. The
dierence is that the derivative is evaluated at point x + h instead of at point h.
Consider Figure 2.2. We start at the initial point (x0 , y0 ). To obtain the next point,
(x1 , y1 ), we take the derivative at x1 (not at x0 !) and extrapolate it at point (x0 , y0 ).
By Equation 2-1,
y (x1 ) = f (x1 , y1 ).
(2-7)
Hence Backward Eulers method gives us
y1 = y0 + hf (x1 , y1 ).
(2-8)
y2 = y1 + hf (x2 , y2 ).
(2-9)
yn+1 = yn + hf (xn+1 , yn+1 ),
(2-10)
Similarly, at (x1 , y1 ) we have
In general,
13
y
(x2, y2)
y2
True solution
Slope f(x2, y2)

Slope f(x1, y1)
Approximated
solution
(x1, y1)
y1
y0
(x0, y0)
x0
x1
x2
Figure 2.2: Schematic illustration of Backward Eulers method

so we can summarize this numerical method by the equation
y(x + h) = y(x) + hy (1) (x + h).
(2-11)
Assuming that the value at point x is correct, the Backward Eulers method computes
the value at point x + h with a local truncation error that is proportional to h2 . The
Backward Eulers method always gives undershoots on the original curve.
Normally we do not know the derivative at point x + h, although we need it to
compute the function value at point x + h. In practice this requires a rearrangement
of the equation. We call such a numerical scheme an implicit numerical scheme, as
opposed to explicit numerical schemes, such as the Forward Euler method, where
no such rearrangement is necessary. For most equations implicit schemes are more
stable than explicit schemes because of the undershoots.
14
2.3
Trapezium Rule Method
The Trapezium Rule (also known as Trapezoidal Rule) method is a simple average
of the Forward Euler and Backward Euler schemes:
y(x + h) = y(x) + h
y (1) (x) + y (1) (x + h)

.
2
(2-12)
It can be shown that the local truncation error is proportional to h3 .
2.4
Errors in Numerical Methods
It should be remembered that numerical methods are simply approximations of the

true solution, and as such they inevitably introduce errors. We can classify the errors
into three types:
1. The local error describes the error that occurs after a single time step of the
method.
2. The global error describes the cumulative eect of the local errors after many
time steps.
3. The roundo error arises from the nite precision with which computers store
and process numbers.
We shall now provide a rigorous denition of local and global errors. Let the set
{(xn , yn ) : n = 0, . . . , N } be an approximation to the solution y(x) of the initial value
problem. The global error at time xn is the dierence between the true solution at
xn and the approximation yn :
En = y(xn ) xn .
(2-13)
The absolute error in the numerical approximation at x = xn is |En |, that is, the
absolute value of the global error at xn .
The local error, is the dierence between the true solution y(xn+1 ) and the approximation after one time step, assuming that (xn , yn ) is a point on the graph of the true
solution (i.e. assuming that yn is exact).
A numerical method is of order n, where n is a positive integer, if the method is
exact for polynomials of degree n or less. In other words, if the true solution of an
initial-value problem is a polynomial of degree n or less, then the approximate solution
and the true solution will be identical for a method of order n.
In general, the higher the order, the more accurate the method.
We shall now consider each method in turn, deriving the error term and determining
the order of the method.
15
2.4.1
Consider the Forward Eulers method. The local error at the nth step is given by
Enloc = y(xn+1 ) [xn + hf (xn , yn )].
(2-14)
By Taylors theorem1 ,
1
y(x0 + h) = y(x0 ) + hy (1) (x0 ) + h2 y (2) ()
(2-15)
2
1
= y0 + hf (x0 , y0 ) + h2 y (2) (),
2
where is a value between x0 and x0 + h.
Hence the local error in Forward Eulers method is
1
(2-16)
E loc = h2 y (2) () h2 .
2
Hence the following fact:
The local error in Forward Eulers method decreases as the square of the step size.
Thus, if the step size is cut in half, then the local error at each step is reduced by a
factor of four.
A rigorous derivation of the global error is beyond the scope of this report. We shall
restrict ourselves to a simple heuristic argument. Suppose that y(0) = y0 and we want
to nd y(X). The number of steps required is approximately X/h. If the local error is
roughly constant for 0 x X, and E(X) is the global error at x = X,
E(X) number of iterations E loc
X
h2
h
h.
(2-17)
The following fact follows:

The global error in Forward Eulers method decreases linearly with the step size.
We say that Eulers method is a rst-order method, because the global error is
proportional to h (i.e. rst-order with respect to h).
2.4.2
To determine the local error for the Backward Eulers method we expand y(x) in a
Taylor series about x1 :
1
y(x1 h) = y(x1 ) hy (1) (x1 ) + h2 y (2) ().
2
(2-18)
1
We assume that f is at least twice dierentiable. It can be shown that this holds if f is continuously
dierentiable.
16

But y(x1 h) = y(x0 ) = y0 , y(x1 ) = y(x0 + h), and y (1) (x1 ) = f (x1 , y1 ), so we can
rearrange Equation 2-18 to obtain
1
y(x0 + h) = y0 + hf (x1 , y1 ) h2 y (2) ().
2
(2-19)
Hence the local error in Backward Eulers method is

1
E loc = h2 y (2) () h2 .
2
(2-20)
This error is O(h2 ), similarly to the error for Forward Eulers method.
Hence the following fact:
The local error in Backward Eulers method decreases as the square of the step size.
By following the argument given in Section 2.4, we deduce that the global error is
O(h).
The global error in Backward Eulers method decreases linearly with the step size.
Once again, a rigorous proof of this fact is beyond the scope of this report.
2.4.3
We shall now proceed to deduce the error term for the Trapezium Rule. Geometrically, this numerical scheme corresponds to a rather crude polynomial approximation
(a straight line) between successive points xi and xi+1 = xi + h, and hence can only
be accurate for suciently small h, although, as we shall see, it is better than the
approximation produced by means of both Forward and Backward Eulers method.
We can express the Trapezium Rule as follows:
xi+1
h
f (x)dx (f (xi ) + f (xi+1 )) ,
(2-21)
2
xi
By Taylor expansion,
f (xi+1 ) = f (xi + h) = f (xi ) + hf (xi ) +
h2 (2)
f (xi ) + . . . ,
2!
(2-22)
and hence
xi+1
xi

h
h2 (2)
f (x)dx h f (xi ) + f (xi ) + f (xi ) + . . .
2
4
(2-23)
while f (x) may be in xi < x < xi+1 as

f (x) = f (xi ) + (x xi )f (xi ) +
17
(x xi )2 (2)
f (xi ) + . . .
2!
(2-24)
to arrive at the exact form:

xi+1
h
h2 (2)
f (x)dx = h f (xi ) + f (xi ) + f (xi ) + . . . .
2
6
xi
Comparison of these two forms shows that the local truncation error is

1
h3
loc
3 1
f (2) (xi ) + . . . = f (2) (xi ) + . . . .

E =h
6 4
12
(2-25)
(2-26)
We can now make the following conclusion:

The local error in Trapezium Rule method decreases as the cube of the step size.
We used a slightly dierent notation in this proof compared to that in Sections 2.4
and 1. In essence, we are trying to nd a numerical approximation to the integral of
f (x, y) with respect to x. The exact integral is the desired solution of the ordinary
dierential equation.
By following the argument given in Section 2.4, we deduce that the global error is
O(h2 ).
The global error in Trapezium Rule method decreases as the square of the step size.
We have thus demonstrated that by taking the average of the Forward and Backward
Eulers methods we obtain a new method Trapezium Rule which is, as far as
accuracy is concerned, better than the original methods. But accuracy is not the
only concern. We shall proceed to demonstrate that there are other criteria for choosing
numerical methods, such as stability and symmetricity.
2.5
Symmetric Methods
Consider the Trapezium Rule. By replacing h by h in 2-12 we obtain

y(x h) = y(x) h
y (x) + y (x h)
.
2
(2-27)
y (X + h) + y (X)
.
2
(2-28)
Now set X = x h. Then

y(X) = y(X + h) h
Hence
y (X) + y (X + h)
,
(2-29)
2
which is precisely the formula for Trapezium Rule, although this time we are obtaining
the solution at point x rather than x + h.
Thus the substitution h h does not alter the numerical scheme. Such methods
are called symmetric. In Chapter 2.6 we shall discover the importance of symmetric
y(X + h) = y(X) + h
18
methods. In general, for problems with periodic solutions asymmetric (i.e. nonsymmetric) methods fail because they lead to non-periodic solutions. Heuristically,
symmetric methods are invariant regardless of the direction (the sign of h), and
produce periodic solutions.
Neither Forward, nor Backward Euler scheme is symmetric. Substitution h h in
2-6 (Forward Eulers), for example, gives us the equation
y(x h) = y(x) hy (x).
(2-30)
On setting X = x h and rearranging we obtain

y(X + h) = y(X) + hy (X + h),
(2-31)
which is, in fact the Backward Eulers method, which is, in a sense, a mirror image
of the Forward Euler.
Note that by averaging the two mirror methods, Forward and Backward Euler, we
obtained a symmetric method, the Trapezium Rule.
2.6
Extension to Higher Order ODE
For most practical purposes the numerical analyst is required to solve a system of
dierential equations rather than a single one. For instance, in weather forecasting, air
and water ow models, the mathematical models in use rely on systems of thousands
of ODEs.
Numerical methods for solving rst-order equations are easily extended to a system
of rst-order initial-value problems. These methods are also applicable to most higherorder initial value problems, in particular those that can be transformed to a system
of rst-order dierential equations by the reduction process described in Section 1.1.
The standard form for a system of two equations is
y = f (x, y, z),
(2-32)
z = g(x, y, z),
with initial conditions y(x0 ) = y0 and z(x0 ) = z0 .
Likewise, for three equations we have
y = f (x, y, z, w),
z = g(x, y, z, w),
(2-33)
w = r(x, y, z, w),
with initial conditions y(x0 ) = y0 , z(x0 ) = z0 , w(x0 ) = w0 .
If f (x, y, z) = z in 2-32 then the system represents the second-order IV problem
y (2) = g(x, y, y ); y(x0 ) = y0 , y (x0 ) = z0 .
19
If f (x, y, z, w) = z in 2-33 then the system represents the third-order IV problem

= r(x, y, z, w); y(x0 ) = y0 , y (x0 ) = z0 , y (2) (x0 ) = w0 .
It is straightforward to generalize the numerical methods to systems of equations.
For example, Forward Eulers method for 2-32 is as follows.
y (3)
yn+1 = yn + hyn ,
zn+1 = zn +
(2-34)
hzn .
Similarly it is possible to generalize the other methods to systems of two or more

equations, as well as apply them to higher-order initial value problems.
20
Chapter 3
Periodic Solutions
Some initial value problems have periodic solutions. For such problems many of the standard numerical methods produce highly inaccurate results, failing to capture the periodic behaviour. We investigate
this phenomenon by considering a simple test equation. As a result,
we discover that, in order to produce satisfactory results on periodic
problems, the numerical method must be symmetric.
3.1
Problem
Some initial value problems have periodic solutions. Consider, for instance, the equation
d2 y
= y
dx2
(3-1)
with initial conditions1

y(0) = 1,
(3-2)
y (0) = 0.
(3-3)
It is easy to see that y = cos x is a solution, and cos is a periodic function. The time
series plot (y against x) is a cosinusoid, whereas the phase plane plot (y against y) is
a circle:
We would like to test some of our numerical methods on this equation, but before we
can apply them, we need to re-write this problem as a rst-order system:
y = z,
y(0) = 1,
z = y,
1
y (0) = 0.
(3-4)
(3-5)
The initial conditions dont really matter. We have chosen them to make the solution y = cos x.
21
CHAPTER 3. PERIODIC SOLUTIONS
0.5
10 8
2 0
10
0.5
Figure 3.1: xy plot

We now wish to integrate the above equation using various methods. We invoke
our implementations of the Forward Euler, Backward Euler, and Trapezium Rule
given in Chapter 1.2, namely GeneralForwardEuler, GeneralBackwardEuler, and
GeneralTrapezium.
In Maple, the problem can be specied as follows:
> u := [x,y,z];
> f := [1,z,-1*y];
> ic := [0,1,0];
3.2
Application of Numerical Methods
We apply each method in turn with three dierent time steps, namely h = 101 , 102 ,
and 103 , and produce the corresponding yz plots. For example, for Forward Euler
method with h = 0.1 we use the following system of Maple commands:
> fe_sol1 := GeneralForwardEuler(u, f, ic, 0.1, 10):
> plot_yz := []:
> for i from 1 by 1 to 101 do
> plot_yz := [op(plot_yz), [fe_sol1[i,2], fe_sol1[i,3]]]:
> end do:
> plot(plot_yz);
The complete Maple worksheet for this problem can be found on the Project Website:
http://www.doc.ic.ac.uk/~pb401/DE/
Figure 3.3 shows the phase plots that we obtained for each of the methods, for all
22
0.5
0.5
0.5
0.5
Figure 3.2: yz plot

values of h. The Trapezium Rule produced periodic graphs for all values of h, whereas
Forward Euler and Backward Euler methods failed to produce a satisfactory solution.
As h gets smaller, the method remains periodic for some time, but eventually spirals
outwards (Forward Euler) or inwards (Backward Euler).
Figure 3.4 shows the time series plot for h = 101 , all methods being shown on a
single set of axes. The plots for the true solution and the values obtained using the
Trapezium Rule are extremely close, as shown by the graph. The graphs for the Forward
and Backward Euler methods deviate further and further from the true solution as the
distance from the initial value point, (0, 1), increases.
3.3
Error Analysis
Figure 3.5 shows the error plot for h = 101 . For the Forward and Backward Euler
methods, the error2 oscillates with x, producing increasing maxima as x increases.
We shall now consider the error for each method at x = 2 (or the closest point
returned by the procedure). The plot in Figure 3.6 demonstrates that the error is
proportional to h, as each graph is a straight line.
The error at x is dened as |true solution at x numerical solution at x|.
23
0.5
0.5
0.5
1.5
0.5
0.5
0
1
0.5
0.5
0.5
0.5
0.5
0.5
0.5
1.5
(a) Forward Euler, h =

101
(b) Forward Euler, h =

102
0.8
(c) Forward Euler, h =

103
0.5
0.5
0.6
0.4
0.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
0
1
0.5
0.5
0.5
0.5
0.2
0.4
0.5
0.5
0.6
0.8
(d) Backward Euler, h =

101
0.5
(e) Backward Euler, h =

102
(f) Backward Euler, h =

103
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
0.5
(g) Trapezium Rule, h =

101
(h) Trapezium Rule, h =

102
(i) Trapezium Rule, h =

103
Figure 3.3: Phase plane plots for Forward and Backward Euler and Trapezium Rule,
for dierent values of h
24
1
y
0.5
2
10
0
0.5
1
1.5
True solution
Figure 3.4: xy plots for all methods on a single set of axes
0.6
0.5
0.4
Error
0.3
0.2
0.1
10
x
Figure 3.5: Error plots for all methods on a single set of axes
25
0.35
0.3
0.25
h
0.2
0.15
0.1
0.05
0
0.02
0.04
0.06
0.08
0.1
Error
Figure 3.6: The correlation between the error and h
26
Chapter 4
Developing Higher Order

Methods
We can further develop methods to solve dierential equations numerical to reduce the order of error. We can consider several fourth
order methods (ie. those that give a local truncation error proportional to h5 and a global error proportional to h4 , quite similar in
their approach), based on Runge Kutta formulae
4.1
Developing Formulae
As before our motivation is to solve a second order system, such as

d2 y
= y
dx2
(4-1)
with initial conditions

y(0) = 1, y (0) = 0.
(4-2)
and to get a numerical answer which is periodic. As previously we need to split this
into a set of rst order dierential equations.
y = z,
y(0) = 1,
z = y,
y (0) = 0.
(4-3)
(4-4)
Let us consider, an algorithm, which introduces the concept of a half-step.

yn+1 yn =

h

yn+1 + 4yn+1/2
+ yn
6
27
(4-5)
CHAPTER 4. DEVELOPING HIGHER ORDER METHODS
and its derivative

h

yn+1 + 4yn+1/2
+ yn
6
(4-6)
1
h
yn+1/2 = [yn+1 + yn ] [yn+1
yn ]
2
8
(4-7)

yn+1
yn =
We must dene the half-step
and its derivative
1
h

yn+1/2
= [yn+1
+ yn ] [yn+1
yn ]
(4-8)
2
8
This construction is quite similar Simpsons Rule for evaluating integrals. We can

from Equation 4-5 using Equation 4-8. We choose these coecients
eliminate yn+1/2
since a Taylors Series exapansion shows it has an error proportional to h4 . We could
have done a Taylors exapnsion, on Equation 4-9

= A(yn+1 + yn ) + Bhyn + Chyn+1
yn+1/2
(4-9)

Furthermore we can re-express the half-step by replacing yn+1
yn . The algorithm for
the system can be neatly summarized into three equations below. Essentially we must
solve 4-10 and 4-12 on each iteration, then compute 4-11. For labeling, this is denoted
by method A. This method is symmetric (replacing h with h at the beginning should
result in the same algorithm). This is a symmetric fourth order Mono Implicit Runge
Kutta (MIRK) method [8].
h2
[4y
+ 2yn ]
12 n+1/2

h

yn =
+ yn
yn+1 + 4yn+1/2
yn+1
6
yn+1 = yn + hyn +

1
h2

yn+1/2 = [yn+1 + yn ]
+ yn
yn+1 + 4yn+1/2
2
48
However, we can increase the accuracy of the half-step.

yn ] + Ch2 [yn+1
yn ]
yn+1/2 = A[yn+1 + yn ] Bh[yn+1
(4-10)
(4-11)
(4-12)
(4-13)
Taylors Expansion can be used to create an initial expression. We then simplify it by

yn .
replacing yn+1 yn and yn+1
1
5h
h2
[yn+1 yn ] + [yn+1
yn ]
yn+1/2 = [yn+1 + yn ]
2
32
64
(4-14)

1
h2

2yn+1
+ 12yn+1/2
+ 14yn
yn+1/2 = yn + hyn +
2
192
(4-15)
28
Using this more accurate representation, for yn+1/2 , we can create a more accurate
algorithm. For labeling purposes we should call this method B.
Thus our aim now is to compute the numerical solution of periodic problems using
the fourth order accurate methods A (consisting of Equations 4-10, 4-11 and 4-12) and
B (consisting of Equations 4-10, 4-11 and 4-15).
The Maple procedures used are called FourthOrderFirst and FourthOrderFirstAcc for
A and B respectively.
4.2
Solving A Basic Problem
We are now ready to solve Equation 4-1 using both fourth order methods, using a
step-size h = 0.1.
Note that we substitute y = z and y = y into the formulae.
Plotting the xy plane we nd that the solutions are very close for both A and B. We
also plot the yz phase plane and do not encounter the spiralling problems found with
backward Euler and forward Euler.
0.5
10
0.5
Fourth Order A
Fourth Order B
Figure 4.1: Plotting xy plane

It is instructive to also create an error plot (Figure 4.3) to uncover how precisely the
respective solutions are with respect to the real solution, which is y = cos(x). It clearly
demonstrates the increased accuracy of using Bs better approximation for yn+1/2 .
29
0.5
0.5
0.5
y
0.5
Fourth Order A
Fourth Order B
Figure 4.2: Plotting the phase plane
1e06
8e07
Err
6e07
4e07
2e07
10
x
Fourth Order A
Fourth Order B
Figure 4.3: Error plot, notice how the error increase linearly with x and this is what
we would expect for our numerical methods
30
4.3
Keplers Equations
We can express Keplers Equations in terms of two ODEs. The solution will give us
the orbit of a body in two dimensions.
y
d2 y
= 2
2
dx
(y + z 2 )3/2
z
d2 z
= 2
2
dx
(y + z 2 )3/2
(4-16)
(4-17)
with initial conditions (e = 0.6 in our case)

y (0) = 0.
z(0) = 0, z (0) = 1+e

1e
y(0) = 1 e,
(4-18)
(4-19)
Constructing an appropriate set of rst order ODEs, we have,
y = a
y
a = 2
(y + z 2 )3/2
z = b
z
b = 2
(y + z 2 )3/2
(4-20)
(4-21)
(4-22)
(4-23)

y (0) = a(0) = 0.
z(0) = 0, z (0) = b(0) = 1+e

1e
y(0) = 1 e,
(4-24)
(4-25)
We modify the Maple procedures to create FourthOrderFirstKepler and FourthOrderFirstKeplerAcc, to enable them to handle the Kepler Equation, for A and B respectively.
Solving the problem, using h = 0.1 we create a yz plot as in Figure 4.4, which will
give us the orbit. Both A and B give us the familiar ellipse shape we associate with
orbits.
4.4
Calculating the Earths Orbit Around the Sun
We can use a similar version of Keplers Equations to nd out the orbit of the earth
around the sun, which has dierent initial conditions and is. Further details can be
found in most good Physics based mechanics books and also http://bartok.ucsc.
edu/peter/115/math_intro/node22.html. x can be considered as the independent
variable representing time.
31
0.8
0.6
0.4
0.2
0.2
z
0.4
0.6
0.8
0.5
y
1
1.5
Fourth Order A Kepler Problem

Fourth Order B Kepler Problem
Figure 4.4: Keplers Equations
d2 y
GM y
= 2
2
dx
(y + z 2 )3/2
GM z
d2 z
= 2
2
dx
(y + z 2 )3/2
(4-26)
(4-27)

y(0) = 1, y (0) = 2.
z(0) = 0,
z (0)
(4-28)
(4-29)
begin where G is the gravitational constant and M is the mass of the sun. It happens
that GM = 4 2 . Before solving using A and B methods, we must create a set of rst
order ODEs (very similar in form to the previous Keplers Equations). We use a
step-size h = 0.01 in (Figure 4.5).
4.5
Lobatto Formulae
We again create another, set of formulae, by taking a dierent approach to calculating

yn in yn+1/2
we subsitute yn+1
.
yn+1/2 so rather than substituting yn+1
This eventually results in the half-step being dened by,
yn+1/2 = yn +

h
h2

yn +
+ 3yn
yn+1 + 4yn+1/2
2
48
32
(4-30)
0.5
1
0.5
0.5
1.5
0
0.5
1.5
Fourth Order A Kepler Earth Problem

Fourth Order B Kepler Earth Problem
Figure 4.5: The earths orbit around the sun, method A is not as accurate again
0.5
1
0.5
0.5
0.5
1.5

Figure 4.6: The earths orbit around the sun now with h = 0.01
If we solve Equation 4-1, we can create an error plot (Figure 4.7), to compare it to
B. We see that B provides a better approximation for the half-step.
33
1e06
8e07
Err
6e07
4e07
2e07
10
x
Legend
Fourth Order B
Fourth Order Lobatto
Figure 4.7: Comparing dierent approximations for the half-step
34
Chapter 5
Modied Trapeizum Rule

Here we examine the modied trapezium rule and use it to solve
Keplers Equation and the circle problem. We also compare it to
fourth order method B (in Chapter 4)
5.1
Modied Trapezium
Constructing the Modied Trapezium rule is relatively straightforward. We begin with

Equation 5-1 which is the Trapezium Rule, we then take the derivative to give us
Equation 5-2.
h
+ yn ]
(5-1)
yn+1 yn = [yn+1
2
h
[y
+ yn ]
2 n+1

By eliminating yn+1
from Equation 5-1, we have,

h
h
h

yn + (yn+1 + yn ) + yn
yn+1 yn =
2
2
2

yn+1
yn =
(5-2)
(5-3)
Thus we now have Equation 5-4 for calculating yn+1 and Equation 5-5 for calculating
its derivative. These equations form the basis of the Modied Trapezium rule.
yn+1 = yn + hyn +

= yn +
yn+1
h2
[y
+ yn ]
4 n+1
h
[y
+ yn ]
2 n+1
35
(5-4)
(5-5)
CHAPTER 5. MODIFIED TRAPEIZUM RULE
5.2
Comparing to other methods
Here we compare the Modied Trapezium rule with fourth order method A, from
chapter 4. We nd that the Modied Trapezium rule produces larger errors. The two
problems we examine are Keplers Equations and also the circle problem.
0.5
0.5
0.5
y
0.5
Fourth Order A
Mod Trap
Figure 5.1: Step size h = 0.1 plot, phase plot of modied trapezium and fourth order
A. We nd that a periodic solution is generated.
36
0.5
10
0.5
Fourth Order A
Mod Trap
Figure 5.2: Step size h = 0.1 plotting both solutions generated by both methods
0.006
0.005
0.004
Err
0.003
0.002
0.001
10
x
Fourth Order A
Modified Trapezium
Figure 5.3: Step size h = 0.1, comparing the errors from both methods
37
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
0.5
1.5

Modified Trapezium Kepler Problem
Figure 5.4: Step size h = 0.1, solving Keplers Equations using both the Modied
Trapezium rule and fourth order A and plotting yz plane
38
Chapter 6
Solving Sti Equations

Certain ODEs are classied as sti. Essentially this is where solutions can change rapidly with respect to the independent variable,
yet the other solution can change a lot more slowly
6.1
An Example
We shall consider the following sti equation,

dy
d2 y
+ y = 0
+ ( + 1)
dx2
dx
(6-1)

y(0) = 1, y (0) = 1.
(6-2)
Introducing an auxillary variable z we can construct a set of rst order ODEs from
the problem.
dy
=z
(6-3)
dx
dz
= y ( + 1)z
dx
(6-4)
y(0) = 1,z(0) = y (0) = 1.
(6-5)
Solving Equation 6-1 analytically results in

y = ex
39
(6-6)
CHAPTER 6. SOLVING STIFF EQUATIONS

However we also have an unwanted solution ex , which also satises Equation 6-1.
This solution changes very rapidly around x = 0. We aim to demonstrate how under
certain circumstances Forward Euler is not stable when solving 6-1. In fact, Forward
Euler is only stable for step sizes that satisfy,
2
h<
(6-7)
We solve Equation 6-1 for = 103 using h = 0.1 numerically using both forward and
backward Eulers methods. If we have a limited range for, eg. x = [0, 1.5] it seems as
though, Forward Euler is stable (Figure 6.1). However, increasing the range slightly,
to x = [0, 1.6] and we see Forward Euler becoming unstable. If we increase the range
of x further, we nd that Forward Euler blows up towards innity.
It is only through decreasing step-size to h = 0.001, that Forward Euler appears to
produce a stable solution. This is not surprising given that, the stability condition is
satised. In all cases Backward Euler appears to produce a stable solution. However,
being an implicit method, it is computationally more demanding than Forward Euler,
an explicit method.
2
= 0.002
0.001 = h <
(6-8)
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
Real sol
Unwanted sol
Backward Euler
Forward Euler
Figure 6.1: Step size h = 0.1 plot
40
1.4
0.2
0.4
0.6
0.8
1.2
1.4
1.6
20
40
60
80
Real sol
Backward Euler
Forward Euler
Figure 6.2: Step size h = 0.1 with extended range plot, solution begins to deviate from
real solution signicantly
2
0.05
0.1
0.15
0.2
0
2
4
6
8
Real sol
Backward Euler
Forward Euler
Figure 6.3: Step size h = 0.01, Forward Euler, still exhibits lack of stability plot
41
0.8
0.6
0.4
0.2
10
Real sol
Backward Euler
Forward Euler
Figure 6.4: Step size h = 0.001, both Forward and Backward Euler produce stable plot
42
Chapter 7
Deriving and Using a Sixth

Order Numerical Method
7.1
Introduction
The objective for this part of our work was to nd a numerical method of order 6.
This would mean the local error term for such a method has as its lowest degree term
a term in h7 . Such a method then should be more accurate than any of the previous
methods outlined in this document.
The equations below were provided as a starting point. It was the constants A, B,
, C, D, E, F , C, D, E and F that had to be determined.

+ Byn+
+ Byn+
+ Ayn )
yn+1 = yn + h(Ayn+1
1
1
+
(7-1)
1

+ Dyn+
+ Eyn+
+ F yn )
yn+ 1 + = yn + ( + )hyn + h2 (Cyn+1
1
1
+
2
2
2
2
(7-2)
1

yn+ 1 = yn + ( )hyn + h2 (Cyn+1
+ Dyn+
+ Eyn+
+ F yn )
1
1
+
2
2
2
2
(7-3)
From the equations one may note two points. Firstly because of the nature of the three
equations 7-1, 7-2 and 7-3 we see that symmetricity is satised. Secondly, the terms

and yn+
mean that gradients of the curve from multiple points between
yn+
1
1
+
x and x + h are considered, as opposed to assuming the gradient staying constant in

the interval (x, x + h) (which is used by some of the earlier methods). This results in
greater accuracy.
43
CHAPTER 7. DERIVING AND USING A SIXTH ORDER NUMERICAL

METHOD
7.2
Deriving Constants
The method to derive the constants in each of the three equations is essentially identical.
For each equation both the left hand side and the right hand side of it have to be
expanded using Taylor series to the required accuracy, following which the coecients
of terms in h0 , h1 , h2 , h3 , h4 , h5 , h6 are equated. This will ensure that only terms in
h7 and higher powers of h will remain, as required; for their sum is our error.
7.3
Deriving A, B and
Now given the equation 7-1, we can use Taylor series to expand yn+1 about n to get:
yn+1 = yn + hn yn +
h2 h3 h4 (4)
h5 (5)
h6 (6)
yn + yn + yn +
yn +
y + O(h7 )
2
6
24
120
720 n
(7-4)

, yn+
and yn+
on the right hand side of equation 7-1
Next, we expand yn+1
1
1
+

:
We begin by expanding yn+1

yn+1
= yn + hyn +
h2 h3 (4) h4 (5)

h5 (6)
yn + y + yn +
y + O(h6 )
2
6
24
120 n
We only need to expand up to h5 because of the h on the outside of the brackets on

the left hand side of equation 7-1. Next we expand yn+
:
1
+
2

yn+
1
+
2
yn

+

( 1 + )2 h2 ( 12 + )3 h3 (4)
1
+ hyn + 2
yn +
yn
2
2
6
( 1 + )4 h4 (5) ( 12 + )5 h5 (6)
yn +
yn + O(h6 )
+ 2
24
120

:
and yn+
1

yn+
1
yn

+

( 1 )h2 ( 12 )h3 (4)
1
hyn + 2
yn +
yn
2
2
6
( 1 )h4 (5) ( 12 )h5 (6)
yn +
yn + O(h6 )
+ 2
24
120
When we use our method, it will have a local error of order 7, hence all terms in
up to n = 6 should should vanish. so we need to equate the coecients on the
expansion of the left hand side of 7-1 with those on the right hand side for the terms
up to h6 . This equating means we have to solve for the equations below:
hn
44

METHOD
1
= 2A + 2B
(7-5)

1
= A + B 12 + + B 12
(7-6)
2
1
B( 1 +)2
B( 1 )2
= A2 + 2 2
+ 22
(7-7)
6
1
B( 1 +)3
B( 1 )3
= A6 + 2 6
+ 26
(7-8)
24
1
B( 1 +)4
B( 1 )4
A
= 24
+ 224
+ 224
(7-9)
120
1
B( 1 +)5
B( 1 )5
A
= 120
+ 2120 + 2120
(7-10)
720
Although there are 6 equations in 3 unknowns, the system is not over-constrained
and we can nd values for A, B and that satisfy these equations.
7.4
Deriving C, D, E and F
In order to derive C, D, E and F we consider the equation 7-2. Now once again
we follow a procedure similar to that by which we found A, B and . However, on
expanding using Taylor series we want an error of order h6 as opposed to the h7 error
required above. The reason behind this is that the expression 7-2 is used to determine

term in 7-1 and there is an h outside the brackets in 7-1 which will increase
the yn+
1
+
2
the degree of the error term by 1.

So, as before, we expand the left hand side of 7-2 about n using Taylor series

2

3

h2 1
h3 1
1

+ yn +
+ yn +
+ yn
yn+ 1 + = yn + h
2
2
2 2
6 2

4

5

h4 1
h5 1
(4)
+ yn +
+ yn(5) + O h6
+
24 2
120 2
then expand each of the individual terms on the right of 7-2. Note because of the h2
outside the brackets in 7-2 we only need to expand the terms inside up to h3 .

1
h4 (4) h5 (5)

2
3
+ yn + C h yn + h yn + yn + yn
2
2
6

2

3
4
5
1
1
h
h

(4)
(5)
+ yn +
+ yn +
+ yn
2 2
6 2

2

3
h4 1
h5 1

(4)
(5)
yn +
yn +
yn
2 2
6 2

yn+ 1 + = yn + h
2

2
3 1
+D h yn + h
2

1
+E h2 yn + h3
2
+F h2 yn + O(h6 )
45

METHOD
We equate terms in hn up to n = 5 again so as to produce an error of order h6
( 12 + )2
2
( 12 + )3
6
1
( 2 + )4
24
1
( 2 + )5
120
=C +D+E+F
(7-11)
= C + D( 12 + ) + E( 12 )
(7-12)
= 12 (C + D( 12 + )2 + E( 12 )2 )
(7-13)
= 16 (C + D( 12 + )3 + E( 12 )4 )
(7-14)
Using the value of obtained previously, we have 4 equations in 4 unknowns which

again produce a solution.
7.5
Deriving C, D, E and F
Similar to before but consider 7-3. Using Taylor Series expand both sides of this
equation and equate. We want the error to be of order h6 for the same same reason as
in the derivation of C,D ,E and F . So rst expanding left hand side of 7-3:

2
1
h2 1

yn +
yn
yn+ 1 = yn + h
2
2
2 2

3

4

5
h3 1
h4 1
h5 1

(4)
yn +
yn +
yn(5)
+
6 2
24 2
120 2
and then the right hand side (again terms in the brackets of 7-3 only need to be
expanded up to h3 ):

1
h2 (4) h3 (5)

2

yn + h C yn + hyn + yn + y
yn+ 1 = yn + h
2
2
2
6

2
3
1
h2 1
h3 1

(4)
(5)
+ yn +
+ yn +
+ yn
+D yn + h
2
2 2
6 2

2

3

1
h2 1
h3 1

(4)
(5)
yn +
yn +
yn
+E yn + h
2
2 2
6 2
+F yn + O(h4 ) )
Equating both sides produces the set of equations below, for which we already have
a value for . But from these we can calculate C, D, E and F .
46

METHOD
( 12 )2
=C +D+E+F
(7-15)
2
( 12 )3
(7-16)
= C + D( 12 + ) + E( 12 )
6

( 12 )4
(7-17)
= 12 C + D( 12 + )2 + E( 12 )2
24

( 12 )5
= 12 C + D( 12 + )3 + E( 12 )3
(7-18)
120
Now we can get the values for all the constants we require, by solving the equations
produced. We used the maple function solve to get the values:
A
= .08333333333
= .4166666667
= .2236067977
C = .001490711985
D
= .02000000000
= .1815028324
= .06179127846
= .001490711985
= .00483616570
= .02000000000
= .02154205488
So we may proceed with the usage of the method.
7.6
Usage of the Sixth Order Method
The sixth order method was implemented in maple. Upon extensive usage of our
implementation we realised that, as expected, the implementation was noticeably more
computationally intensive than the implementations of our previous methods.
7.7
The Circle Problem
The sixth order method was applied to the problem we have referred to as the circle
problem. The result was that for the phase plane plot a circle was obtained and the
curve obtained did not spiral (as a result of the symmetricity property). The graph is
shown in gure 7.1.
47

METHOD
0.5
0.5
0.5
0.5
Figure 7.1: Circle Problem Phase Plot for Sixth Order
4e07
3e07
Err
2e07
1e07
10
x
6th Order
Fourth Order B
Figure 7.2: Circle Problem Comparison of Error

Notice that for a value of h = 0.1 we have a very smooth curve. The main question
to be answered is whether the sixth order method produces more accurate results than
the previous methods investigated (and so is worth the extra computation time). From
the graphical comparison (7.2) it is clear that the sixth order method is signicantly
more accurate than the best of the rest investigated (i.e. the most accurate fourth order
48

METHOD
numerical method). The gure 7.2 shows the errors for both the sixth order method
and the most accurate fourth order method:
7.8
Keplers Equations for the Movement of the Earth

About the Sun
To recap these were:

GM y
d2 y
= 2
dx2
(y + z 2 )3/2
GM z
d2 z
= 2
2
dx
(y + z 2 )3/2
(7-19)
(7-20)

y(0) = 1, y (0) = 2.
z(0) = 0,
z (0)
(7-21)
(7-22)
For Keplers equations, the equations were once again manipulated as for the fourth
order methods and the sixth order method (implemented in Maple code) was applied
to them. The results were similar to those obtained before (see gure 7.3).
0.5
Z
1
0.5
0.5
0.5
1.5
Figure 7.3: Earths Orbit around the Sun

Note for a step size of h = 0.01 we have a graph that is very smooth, smoother than
the results from the fourth order methods.
49

METHOD
7.9
Keplers Equations
Again these were:

y
d2 y
= 2
2
dx
(y + z 2 )3/2
z
d2 z
= 2
dx2
(y + z 2 )3/2
(7-23)
(7-24)

y (0) = 0.
z(0) = 0, z (0) = 1+e

1e
y(0) = 1 e,
(7-25)
(7-26)
Manipulation was performed as before to bring them into the correct form. Then a
graph was plotted with the results of the sixth order method (gure 7.4).
0.8
0.6
0.4
0.2
0.2
Z
0.4
0.6
0.5
Y
1
1.5
Figure 7.4: Z-Y Plot for Keplers Equations

Once again note the smoothness for a step size of h = 0.01.
50
0.8
Appendix A
Biographies
Mathematics in not just about equations. It is about the people who
discover or, perhaps, invent them. In this appendix we have included
the concise biographies of some of the most prominent scientists
who have contributed to the study of dierential equations and the
numerical methods for solving them.
A.1
Sir Isaac Newton (1643-1727)
Courtesy of LucidCafe
Isaac Newton was born on December 25, 1642 in Woolsthorpe, near Grantham in
Lincolnshire, England. He was born the same year Galileo died. Newton is arguably
the most inuential scientist who ever lived. His accomplishments in mathematics,
optics, and physics laid the foundations for modern science and revolutionized the
world.
Newton was educated at Trinity College, Cambridge where he lived from 1661 to
1696. During this period he produced the bulk of his work on mathematics. In 1696
he was appointed Master of the Royal Mint, and moved to London, where he resided
until his death.
As mathematician, Newton invented integral calculus, and jointly with Leibnitz, differential calculus. He also calculated a formula for nding the velocity of sound in a
gas which was later corrected by Laplace.
Newton made a huge impact on theoretical astronomy. He dened the laws of motion
and universal gravitation which he used to predict precisely the motions of stars, and
the planets around the sun. Using his discoveries in optics Newton constructed the rst
reecting telescope.
Newton found science a hodgepodge of isolated facts and laws, capable of describing
some phenomena, and predicting only a few. He left it with a unied system of laws,
51
APPENDIX A. BIOGRAPHIES
Figure A.1: Sir Isaac Newton

that could be applied to an enormous range of physical phenomena, and used to make
exact predications. Newton published his works in two books, namely Opticks and
Principia.
Newton died in London on March 20, 1727 and was buried in Westminster Abbey,
the rst scientist to be accorded this honor. A review of an encyclopedia of science will
reveal at least two to three times more references to Newton than any other individual
scientist.
A.2
Leonhard Euler (1707-1767)
Courtesy of Katerina Kechris.

Euler was one the leading mathematicians of the 18th century. Although the majority
of his work was in pure mathematics, he contributed to other disciplines, such as
astronomy and physics, as well. In his lifetime he published more than 500 books and
papers, and another 400 were published posthumously.
Euler was born in Basel, Switzerland on April 15, 1707. Although his father, a pastor,
was a gifted amateur mathematician he wanted his son to succeed him in the village
52
Figure A.2: Leonhard Euler

church. Despite his love for mathematics, Euler entered the University of Basel to
study theology. As a student, he attracted the attention of the Swiss mathematician,
Johann Bernoulli. Bernoulli was able to convince the elder Euler to allow his son to
drop his theological training and instead study mathematics. Soon after receiving his
degree he was invited by the Empress of Russia in 1727 to be a professor of physics, and
later mathematics, at the Academy of Sciences in St. Petersburg. He left for Berlin
in 1741 and became professor of mathematics at the Berlin Academy of Sciences. He
later returned to St. Petersburg at the urging of Catherine the Great in 1766. He lived
there until he suered a stroke and died in 1767. In his early 20s Euler lost his vision
in one eye due to an illness. Later in life he lost the other eye, but despite this he was
quite productive in his eld until his death.
Eulers contributions to mathematics cover a wide range, including analysis and the
theory of numbers. He also investigated many topics in geometry. For example, he
worked on the mathematics behind the Greek concept of Perfect Bodies. The Greeks
dened the perfect body as the form built from identical regular polyhedra. There
are only ve such polyhedra, the tetrahedron, cube, octahedron, dodecahedron and
icosahedron. These concepts were forgotten until the Renaissance, when Pacioli and
Leonardo da Vinci studied them. Kepler even tried to relate the perfect bodies to the
orbits of the planets. Euler was able to relate the number of faces (F ), vertices (V )
53
and edges (E) of a polyhedron by the following equation,

F +V =E+2
(A-1)
from which one can derive that there are only ve regular polyhedra.
A.3
Carle David Tolm

e Runge (1856-1927)
Courtesy of J. J. OConnor and E. F. Robertson.
Figure A.3: Carle David Tolme Runge

Carle Runge was born in Bremen, Germany, on 30 August 1856. At the age of 19,
after leaving school, Carle Runge spent 6 months with his mother visiting the cultural
centres of Italy. On his return to Germany he enrolled at the University of Munich to
study literature. However after 6 weeks of the course he changed to mathematics and
physics.
Runge attended courses with Max Planck and they became close friends. In 1877 both
went to Berlin but Runge turned to pure mathematics after attending Weierstrasss
lectures. His doctoral dissertation (1880) dealt with dierential geometry.
After taking his secondary school teachers examinations he returned to Berlin where
he was inuenced by Kronecker. Runge then worked on a procedure for the numerical
solution of algebraic equations in which the roots were expressed as innite series of
rational functions of the coecients.
Runge published little at that stage but after visiting Mittag-Leer in Stockholm in
September 1884 he produced a large number of papers in Mittag-Leers journal Acta
54
mathematica (1885).
Runge obtained a chair at Hanover in 1886 and remained there for 18 years. Within
a year Runge had moved away from pure mathematics to study the wavelengths of the
spectral lines of elements other than hydrogen (J. J. Balmer had constructed a formula
for the spectral lines of helium.)
Runge did a great deal of experimental work and published a great quantity of results.
He succeeded in arranging the spectral lines of helium in two spectral series and, until
1897, this was thought to be evidence that hydrogen was a mixture of two elements.
In 1904 Klein persuaded G
ottingen to oer Runge a chair of Applied Mathematics,
a post which Runge held until he retired in 1925.
Runge was always a t and active man and on his 70th birthday he entertained his
grandchildren by doing handstands. However a few months later he had a heart attack
and died on 3 January 1927 in G
ottingen, Germany.
A.4
Martin Wilhelm Kutta (1867-1944)
Courtesy of J. J. OConnor and E. F. Robertson.

Martin Kutta was born on 3 November 1867 in Pitschen, Upper Silesia (now Byczyna,
Poland). He studied at Breslau from 1885 to 1890. Then he went to Munich where he
studied from 1891 to 1894, later becoming an assistant to von Dyck at Munich. During
this period he spent the year 1898-99 in England at the University of Cambridge.
Kutta held posts at Munich, Jena and Aachen. He became professor at Stuttgart in
1911 and remained there until he retired in 1935.
He is best known for the Runge-Kutta method (1901) for solving ordinary dierential
equations and for the Zhukovsky-Kutta aerofoil. Runge presented Kuttas methods.
Martin Kutta died on 25 December 1944 in F
urstenfeldbruck, Germany.
A.5
Johannes Kepler (1571-1630)
Courtesy of Eric W. Weisstein.

Austrian mathematician and astronomer who got himself taken on as an assistant
to Brahe in order to get access to his planetary tables. Kepler1 had been trained as a
Platonist and Neopythagorean, and was given to rather mystical views, as exemplied
in his work Mysterium Cosmographicum. Nevertheless, Kepler was also a conrmed
Copernican. In fact, he wanted to use Tychos data to prove the validity of the Copernican theory. He analyzed the vast amount of data upon Brahes death. From this
data, he prepared new planetary tables (called the Rudolphine Tables). At rst, he
determined the shape of planetary orbits to be ovoid, but rejected this result for aesthetic reasons. Going back over his calculations, he found and corrected an error. The
55
Figure A.4: Martin Wilhelm Kutta

new shape turned out to be an ellipse, which t well into Keplers Pythagorean views
on nature.
Kepler tried all sorts of mystical notions to describe planetary orbits, using the Platonic solids and musical analogies. Spread out through his voluminous calculations in
Astronomia Nova, however, were three gems: Keplers laws of planetary motion. For
the formulation of these laws, Kepler is considered the founder of physical astronomy.
The rst law states that the planets move in elliptical orbits with the Sun at one focus.
The second law states that the planets sweep out equal areas in equal times (which is
equivalent to the statement of conservation of angular momentum. ) The third law
states that the period squared in proportional to the semimajor axis cubed. Kepler
believed that the planets were kept in their orbits by a anima motrix (motive soul),
1
Kepler did not develop numerical methods for solving dierential equations. However, his work
has led to some of the most famous dierential equations of all times. Therefore we think the inclusion
of this biographical note is more than justied.
56
Figure A.5: Johannes Kepler

but later modied it to vis motrix (life force). He also studied optics as an aspect of
astronomy in Astronomiae Pars Optica (1604), and developed the concept of a ray.
57
Appendix B
Maple Worksheets
Due to the computational nature of this project, most of our work
is in the form of Maple worksheets. In the body of this report we
have tried to summarize some of the most important ndings. This
appendix presents the actual Maple worksheets that we produced as
part of this project. They have been tested on Maple version 9.01.
58
APPENDIX B. MAPLE WORKSHEETS
B.1
feuler.mws

S. Amen, P.A. Bilokon, A.J. Brinley Codd, M. Fofaria, T. Shah
B.1.1
Initialization
The following commands initialize Maple. The warnings that appear have no
adverse eects on the execution, so can be safely ignored.
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
Warning, the name changecoords has been redefined
Warning, the name adjoint has been redefined
Warning, the protected names norm and trace have been redefined and
unprotected
B.1.2
Introduction
This worksheet provides several implementations of Forward Eulers Method and

demonstrates how they can be used to solve simple IV (initial value) problems.
circle.mws uses these results to analyze the circle problem and determine which of
the methods (Forward Eulers, Backward Eulers and Trapezium Rule) produces the
most satisfactory results.
B.1.3
Implementation
We provide multiple implementations of Forward Eulers Method, which dier in their

applicability to problems of dierent orders, the form of the parameters, etc. In each
specic case, the user should choose the most appropriate implementation. Here is a
brief overview:
SimpleForwardEuler is a simple, but reasonably ecient implementation for rst
order IV problems.
ForwardEuler is similar to the above, but takes the parameters in a more natural
form, then converts them for its purposes and proceeds as SimpleForwardEuler.
59
SimpleForwardEuler2 is similar to SimpleForwardEuler, but suitable for second

order problems.
ForwardEuler2 is similar to ForwardEuler, but suitable for second order problems.
GeneralForwardEuler : a less ecient but a lot more general implementation of the
method, which is applicable to problems of any order, subject to their reducibility
to the required input form.
MapleForwardEuler wrapper around Maples built-in implementation to make it
compatible with ForwardEuler and ForwardEuler2.
SimpleForwardEuler: a simple implementation for rst order IV problems
SimpleForwardEuler is a simplistic implementation of Forward Eulers Method for
solving rst-order initial value problems. It accepts the function F , the initial values
of the variables x0 and y0 , the step size h, and the number of steps N as parameters.
Please refer to the Examples subsection that follows to see how this procedure is
applied.
> SimpleForwardEuler := proc(F, x0, y0, h, N)
> local i, L, X;
> X := evalf([x0, y0]);
> L := X;
> for i from 1 to N do
> X := X + [h, h * F(op(X)) ];
> L := L, X;
> end do;
> return matrix(N + 1, 2, [L]);
> end proc:
ForwardEuler: a more convenient implementation for rst order IV problems
ForwardEuler uses a more convenient set of arguments. ode is the ordinary
dierential equation, ic is the initial condition, interval is the interval over which the
solution is to be found, and N is, as before, the number of steps. Please refer to the
Examples subsection that follows to see how this procedure is applied.
60

>
>
>
>
>
>
>
>
>
>
>
ForwardEuler := proc(ode, ic, interval, N)

local h, i, t, y, F, L, X;
t := lhs(interval);
y := op(0, lhs(ic));
h := (op(2, rhs(interval)) - op(1, rhs(interval))) / N;
F := unapply(subs(y(t) = _y, solve(ode, diff(y(t), t))),
(t, _y));
x0 := evalf(op(lhs(ic)));
y0 := evalf(rhs(ic));
return SimpleForwardEuler(F, x0, y0, h, N);
end proc:
Warning, x0 is implicitly declared local to procedure ForwardEuler

Warning, y0 is implicitly declared local to procedure ForwardEuler
SimpleForwardEuler2: a simple implementation for second order IV problems

SimpleForwardEuler2 is a simplistic implementation of Forward Eulers Method for
solving second-order initial value problems. It accepts the functions F and G, the
initial values of the variables x0 , y0 and z0 , the step size h, and the number of steps
N as parameters. Please refer to the Examples subsection that follows to see how this
procedure is applied.
> SimpleForwardEuler2 := proc(F, G, x0, y0, z0, h, N)
> local i, L, X;
> X := evalf([x0, y0, z0]);
> L := X;
> X := X + [ h, h * F(op(X)), h * G(op(X)) ];
> L := L, X;
> end do;
> end proc:
ForwardEuler2: a more convenient implementation for second order IV
problems
ForwardEuler2 uses a more convenient set of arguments. ode is the ordinary
61

>
>
>
>
>
>
>
>
>
>
>
>
>
ForwardEuler2 := proc(ode, ic1, ic2, interval, N)

local t, y, h, F, G, x0, y0, z0, X, L, i;
t := lhs(interval);
y := op(0, lhs(ic1));
F := (x, _y, _z) -> _z;
G := unapply(subs(y(t) = _y, diff(y(t), t) = _z, solve(ode,
diff(diff(y(t), t), t))), (t, _y, _z));
x0 := evalf(op(lhs(ic1)));
y0 := evalf(rhs(ic1));
z0 := evalf(rhs(ic2));
return SimpleForwardEuler2(F, G, x0, y0, z0, h, N);
end proc:
GeneralForwardEuler: a more general implementation that works for higher

order IV problems
This implementation of Forward Eulers Method technically should work for an ODE
of ANY order, subject to its reducibility to standard form, etc. The idea behind this
implementation is to produce a set of rst order equations for each of the variables
that represent the dierent order derivatives, then to simultaneously solve them to get
the new set of values for each of the derivatives and for y, then continue to get a list
of points. This procedure is used to investigate the circle problem. Please refer to
circle.mws for a comprehensive example.
62

>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
GeneralForwardEuler := proc(vars, f, init, h, interval)

local makeeqn, ans, solveEqns, assignList, diffValue,
newICSet,i,j,k, ic;
ic := init;
makeeqn := nops(u);
ans := [];
ans := [op(ans), ic];
while op(1,ic) < interval do
solveEqns := [];
assignList := [];
for j from 1 by 1 to makeeqn do
assignList := [op(assignList), op(j, u) = op(j, ic)];
end do;
for i from 1 by 1 to makeeqn do
diffValue := eval(op(i, f),assignList);
solveEqns := [op(solveEqns),op(i, u) = op(i, ic) + h *
(diffValue)];
end do;
newICSet := solve(convert(solveEqns, set), convert(u, set));
for k from 1 by 1 to makeeqn do
ic := subsop(k = eval(op(k, u), newICSet), ic);
end do;
end do;
return matrix(ans);
end proc:
MapleForwardEuler: a wrapper around Maples built-in implementation

Maple provides its own implementation of Forward Eulers Method. The following is
merely a wrapper, which takes the same parameters as ForwardEuler and returns the
results obtained by Maples native ODE solver based on Forward Eulers Method.
applied.
> MapleForwardEuler := proc(ode, ic, interval, N)
> local x0, h, x_list;
> x0 := op(1, rhs(interval));
> h := (op(2, rhs(interval)) - op(1, rhs(interval))) / N;
> x_list := vector(N + 1, i -> x0 + (i - 1) * h);
> dsolve({ode, ic}, y(x), type=numeric,
> method=classical, stepsize=h, output=x_list);
> end proc:
Supplementary procedures
The following procedure converts the x list returned by Maples dsolve to a list of
points, which can be plotted using plot.
63

>
>
>
>
>
XListToPoints := proc(x_list)
local points_array;
points_array := x_list[2, 1];
return convert(points_array, listlist);
end proc:
MatrixToPoints converts the matrix of results returned by ForwardEuler and

ForwardEuler2 to a list of points, which can be plotted using plot.
> MatrixToPoints := proc(x_list)
> return convert(x_list, listlist);
> end proc:
B.1.4
Examples
Example 1: First order IV problem

Suppose we are trying to solve the ODE
d
dx
y(x) = 3 y(x) + 5
with the initial condition given by y(0) = 7. We specify the problem as follows:
> F := (x, y) -> 3 * y + 5;
> x0 := 0;
> y0 := 7;
> h := 0.1;
> N := 10;
F := (x, y) 3 y + 5
x0 := 0
y0 := 7
h := 0.1
N := 10
Then call SimpleForwardEuler to solve the system for us:
> sol1 := SimpleForwardEuler(F, x0, y0, h, N);
64
sol1 :=
0.
7.
0.1
9.6
0.2
12.98
0.3
17.374
0.4
23.0862
0.5
30.51206
0.6 40.165678
0.7 52.7153814
0.8 69.02999582
0.9 90.23899457
1.0 117.8106929
Here is how we could use ForwardEuler to achieve the same result. Notice how the
parameters are passed in this case:
> ode := diff(y(x), x) = 3 * y(x) + 5;
> ic := y(0) = 7;
> interval := x=0..1;
> N := 10;
ode :=
d
dx
y(x) = 3 y(x) + 5
ic := y(0) = 7
interval := x = 0..1
N := 10
Now lets call ForwardEuler :
> sol2 := ForwardEuler(ode, ic, interval, N);
0.
7.
0.1000000000 9.600000000
0.2000000000 12.98000000
0.3000000000 17.37400000
0.4000000000 23.08620000
sol2 := 0.5000000000 30.51206000
0.6000000000 40.16567800
0.7000000000 52.71538140
0.8000000000 69.02999582
0.9000000000 90.23899457
1.000000000 117.8106929
The results are identical to those of SimpleForwardEuler . This is hardly surprising,

because we have not made any alterations to the procedures logic.
Let us check whether Maple comes up with the same solution:
65
>
sol_maple := MapleForwardEuler(ode, ic, interval, N);
[x, y(x)]
0
7.
1

9.59999999999999964
10

1

5 12.9800000000000004

3

10 17.3739999999999988

2

23.0861999999999981

5

1
sol maple :=
30.5120599999999982
2

3

40.1656779999999998
5

7

10 52.7153813999999984

4

69.0299958200000248

5

9

90.2389945660000308
10

1
117.810692935800034
By comparing our values to those returned by Maple, we conrm the correctness of

our implementations.
We can use Maple to obtain an analytical solution for our ODE. This is achieved by
using dsolve with dierent parameters:
> sol_true := dsolve({ode, ic});
5 26 (3 x)
e
sol true := y(x) = +
3
3
Many dierential equations do not have analytical solutions, or they are too dicult
to calculate. In this case we are lucky, as our equation is very simple.
To plot a solution that was obtained from a symbolic computation, we use plot.
However, we must extract the function rst and specify whichever parameters it
takes. In our case, x is the only parameter.
> sol_true_f := unapply(op(2,sol_true),x);
5 26 (3 x)
e
sol true f := x +
3
3
> plot(sol_true_f, 0..1);
66
160
140
120
100
80
60
40
20
0
0.2
0.4
0.6
0.8
How dierent is this solution from those obtained by Eulers Forward Method? To
answer this question, we may wish to plot the two solutions on a single graph.
odeplot provides a way of plotting the numerical solutions returned by dsolve, for
example:
> odeplot(sol_maple, [x, y(x)], 0..1);
67
120
100
80
y 60
40
20
0
0.2
0.4
0.6
0.8
However, odeplot is a lot less exible and powerful than plot, and it is dicult to
combine dierent kinds of graphs with this method. On the other hand, we need to
convert the results of our numerical solution to a set of points before they can be
plotted with plot. This is done using XListToPoints procedure:
> sol_maple_pts := XListToPoints(sol_maple);
1
1
, 9.59999999999999964], [ , 12.9800000000000004],
10
5
2
3
[ , 17.3739999999999988], [ , 23.0861999999999981],
10
5
3
1
[ , 30.5120599999999982], [ , 40.1656779999999998],
2
5
4
7
[ , 52.7153813999999984], [ , 69.0299958200000248],
10
5
9
[ , 90.2389945660000308], [1, 117.810692935800034]]
10
sol maple pts := [[0, 7.], [
We can now plot the symbolic solution and the numerical solution on the same set of
axes:
> plot([sol_true_f, sol_maple_pts], 0..1, labels=["x", "y"],
> legend=["true", "Eulers Forward Method"]);
68
160
140
120
100
y
80
60
40
20
0
0.2
0.4
0.6
0.8
true
Eulers Forward Method
As you can see, the further from the initial point, the more the numerical solution
deviates from the true one. Note that the value of y returned by Eulers Forward
Method is always less than the true value.
Example 2: Second order
d2
dx2
y(x) = 2 y(x)
d
y(0) = 5. We specify the problem
with the initial conditions given by y(0) = 7 and dx
as follows:
> ode := diff(diff(y(x), x), x) = 2 * y(x);
ode :=
d2
dx2
y(x) = 2 y(x)
Here is how we could express it in terms of the functions F and G, so that we can
apply SimpleForwardEuler2 to obtain a solution:
69

>
>
>
>
>
>
>
>
>
>
t := x;
solve(ode, diff(diff(y(t), t), t));
F := (x, _y, _z) -> _z;
x0 := 0;
y0 := 7;
z0 := 5;
h := 0.1;
N := 10;
t := x
2 y(x)
F := (x, y, z ) z
G := (x, y, z ) 2 y
x0 := 0
y0 := 7
z0 := 5
h := 0.1
N := 10
Then call SimpleForwardEuler2 to solve the system for us:

> sol1 := SimpleForwardEuler2(F, G, x0, y0, z0, h, N);
0.
7.
5.
0.1
7.5
6.4
0.2
8.14
7.90
0.3
8.930
9.528
9.8828
11.3140
0.4
11.01420
13.29056
sol1 := 0.5
15.493400
0.6 12.343256
0.7 13.8925960 17.9620512
0.8 15.68880112 20.74057040
0.9 17.76285816 23.87833062

1.0 20.15069122 27.43090225
Here is how we could use ForwardEuler2 to achieve the same result. Notice how the
> ic1 := y(0) = 7;
> ic2 := D(y)(0) = 5;
> N := 10;
ode :=
d2
dx2
y(x) = 2 y(x)
70
ic1 := y(0) = 7
ic2 := D(y)(0) = 5
N := 10
Now lets call ForwardEuler2 :
> sol2 := ForwardEuler2(ode, ic1, ic2, interval, N);
0.
7.
5.
0.1000000000 7.500000000 6.400000000
0.2000000000 8.140000000 7.900000000
0.3000000000 8.930000000 9.528000000
0.4000000000 9.882800000 11.31400000
sol2 := 0.5000000000 11.01420000 13.29056000
0.6000000000 12.34325600 15.49340000
0.7000000000 13.89259600 17.96205120
0.8000000000 15.68880112 20.74057040
0.9000000000 17.76285816 23.87833062

1.000000000 20.15069122 27.43090225
The results are identical to those of SimpleForwardEuler2.

> ic1 := y(0) = 7;
> ic2 := D(y)(0) = 5;
> sol_true := dsolve({ode, ic1, ic2});
ic1 := y(0) = 7
ic2 := D(y)(0) = 5
7 5 2 (2 x)
7 5 2 (2 x)
)e
)e
+(
sol true := y(x) = ( +
2
4
2
4
answer this question, we may wish to plot the two solutions on a single graph, just as
we did in the previous example.
> sol1_pts := MatrixToPoints(delcols(sol1, 3..3));
> plot([sol_true_f, sol1_pts], 0..1, labels=["x", "y"],
legend=["true",
> "Eulers Forward Method"]);
7 5 2 (2 x)
7 5 2 (2 x)
sol true f := x ( +
)e
)e
+(
2
4
2
4
71
sol1 pts := [[0., 7.], [0.1, 7.5], [0.2, 8.14], [0.3, 8.930], [0.4, 9.8828], [0.5, 11.01420],
[0.6, 12.343256], [0.7, 13.8925960], [0.8, 15.68880112], [0.9, 17.76285816],
[1.0, 20.15069122]]
22
20
18
16
y 14
12
10
8
0
0.2
0.4
0.6
0.8
true
Just as before, the further from the initial point, the more the numerical solution
deviates from the true one. Also, the value of y is always greater for the true solution.
72
B.2
beuler.tex

B.2.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.2.2
Introduction
This worksheet provides several implementations of Backward Eulers Method and

demonstrates how they can be used to solve simple IV (initial value) problems.
circle.mws uses these results to analyze the circle problem and determine which of
the methods (Forward Eulers, Backward Eulers and Trapezium Rule) produces the
most satisfactory results.
B.2.3
Implementation
We provide multiple implementations of Backward Eulers Method, which dier in

their applicability to problems of dierent orders, the form of the parameters, etc. In
each specic case, the user should choose the most appropriate implementation. Here
is a brief overview:
SimpleBackwardEuler : a simple, but reasonably ecient implementation for rst
order IV problems.
BackwardEuler is similar to the above, but takes the parameters in a more natural
form, then converts them for its purposes and proceeds as SimpleEuler.
73
SimpleBackwardEuler2 is similar to SimpleBackwardEuler but suitable for second

order problems.
BackwardEuler2 is similar to Euler, but suitable for second order problems.
GeneralBackwardEuler : a less ecient but a lot more general implementation
of the method, which is applicable to problems of any order, subject to their
reducibility to the required input form.
SimpleBackwardEuler: a simple implementation for rst order IV problems
SimpleBackwardEuler is a simplistic implementation of Backward Eulers Method for
solving rst-order initial value problems. It accepts the function F , the initial values
of the variables x0 and y0 , the step size h, and the number of steps N as parameters.
applied.
> SimpleBackwardEuler := proc(F, x0, y0, h, N)
> local i, L, X, xn, yn, yn1, yn1t;
> # create starting point
> X := [x0, y0];
> L := X;
> # get xn and yn from last iteration
> xn := op(1, X);
> yn := op(2, X);
> # solve for yn1 (because it is implicit)
> yn1 := solve( yn1t = yn + h*F(xn + h, yn1t), yn1t);
> X := [xn + h, yn1];
> L := L, X;
> end do;
> return matrix(N+1, 2, [L]);
> end proc:
BackwardEuler: a more convenient implementation for rst order IV problems
BackwardEuler uses a more convenient set of arguments. ode is the ordinary
74

BackwardEuler := proc(ode, ic, interval, N)
local h, i, t, y, F, x0, y0;
t := lhs(interval);
y := op(0, lhs(ic));
F := unapply(subs(y(t) = _y, solve(ode, diff(y(t), t))), (t,
_y));
> x0 := evalf(op(lhs(ic)));
> y0 := evalf(rhs(ic));
> return SimpleBackwardEuler(F, x0, y0, h, N);
> end proc:
>
>
>
>
>
>
SimpleBackwardEuler2: a simple implementation for second order IV problems

SimpleBackwardEuler2 is a simplistic implementation of Backward Eulers Method
for solving second-order initial value problems. It accepts the functions F and G, the
initial values of the variables x0 , y0 and z0 , the step size h, and the number of steps
N as parameters. Please refer to the Examples subsection that follows to see how this
procedure is applied.
> SimpleBackwardEuler2 := proc(F, G, x0, y0, z0, h, N)
> local i, L, X, xn, yn, yn1, yn1t, F1, zn, zn1, zn1t, Q;
> # create starting point
> X := evalf([x0, y0, z0]);
> L := X;
> # get xn, yn, zn from last iteration
> xn := op(1, X);
> yn := op(2, X);
> zn := op(3, X);
> # solve for yn1 (because they are implicit)
> # a tuple of the form [yn1, zn1] is returned
> Q := solve({yn1t = yn + h*F(xn + h, yn1t, zn1t), zn1t = zn +
> h*G(xn + h, yn1t,zn1t)}, {yn1t, zn1t});
> if (lhs(Q[1]) = yn1t) then
> yn1 := rhs(Q[1]);
> zn1 := rhs(Q[2]);
> else
> yn1 := rhs(Q[2]);
> zn1 := rhs(Q[1]);
> end if;
> X := [xn + h, yn1, zn1];
> L := L, X;
> end do;
> end proc:
75
BackwardEuler2: a more convenient implementation for second order IV

problems
BackwardEuler2 uses a more convenient set of arguments. ode is the ordinary
> BackwardEuler2 := proc(ode, ic1, ic2, interval, N)
> local t, y, h, F, G, x0, y0, z0, X, L, i;
> t := lhs(interval);
> y := op(0, lhs(ic1));
> h := (op(2, rhs(interval)) - op(1, rhs(interval))) / N;
> F := (x, _y, _z) -> _z;
> G := unapply(subs(y(t) = _y, diff(y(t), t) = _z, solve(ode,
> diff(diff(y(t), t), t))), (t, _y, _z));
> x0 := evalf(op(lhs(ic1)));
> y0 := evalf(rhs(ic1));
> z0 := evalf(rhs(ic2));
> return SimpleBackwardEuler2(F, G, x0, y0, z0, h, N);
> end proc:
GeneralBackwardEuler: a more general implementation that works for
higher order IV problems
This implementation of Backward Eulers Method technically should work for an
ODE of ANY order, subject to its reducibility to standard form, etc. The idea behind
this implementation is to produce a set of rst order equations for each of the
variables that represent the dierent order derivatives, then to simultaneously solve
them to get the new set of values for each of the derivatives and for y, then continue
to get a list of points. This procedure is used to investigate the circle problem.
Please refer to circle.mws for a comprehensive example.
76

>
>
GeneralBackwardEuler := proc(vars, f, init, h, interval)

local makeeqn, ans, solveEqns, assignList, diffValue, newICSet,
i,
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
j, k, ic;
ic := init;
makeeqn := nops(u);
ans := [];
solveEqns := [];
assignList := [];
end do;
diffValue := eval(op(i, f), assignList);
solveEqns := [op(solveEqns), op(i, u) = op(i, ic) + h * (op(i,
f))];
end do;
newICSet := solve(convert(solveEqns, set),convert(u, set));
end do;
end do;
return matrix(ans);
end proc:
Supplementary procedures
The following procedure converts the x list returned by Maples dsolve to a list of
points, which can be plotted using plot.
> XListToPoints := proc(x_list)
> local points_array;
> points_array := x_list[2, 1];
> return convert(points_array, listlist);
> end proc:
MatrixToPoints converts the matrix of results returned by BackwardEuler and
BackwardEuler2 to a list of points, which can be plotted using plot.
> MatrixToPoints := proc(x_list)
> return convert(x_list, listlist);
> end proc:
B.2.4
Examples
Example 1: First order IV problem

77

d
dx
y(x) = 3 y(x) + 5
with the initial condition given by y(0) = 7. We specify the problem as follows:
> F := (x, y) -> 3 * y + 5;
> x0 := 0;
> y0 := 7;
> h := 0.1;
> N := 10;
F := (x, y) 3 y + 5
x0 := 0
y0 := 7
h := 0.1
N := 10
Then call SimpleBackwardEuler to solve the system for us:
> sol1 := SimpleBackwardEuler(F, x0, y0, h, N);
0
7
0.1 10.71428571
0.2 16.02040816
0.3 23.60058309
0.4 34.42940441
sol1 := 0.5 49.89914916
0.6 71.99878451
0.7 103.5696922
0.8 148.6709889
0.9 213.1014127
1.0 305.1448753
Here is how we could use BackwardEuler to achieve the same result. Notice how the
> ode := diff(y(x), x) = 3 * y(x) + 5;
> ic := y(0) = 7;
> N := 10;
ode :=
d
dx
y(x) = 3 y(x) + 5
ic := y(0) = 7
N := 10
Now lets call BackwardEuler :
78
>
sol2 := BackwardEuler(ode, ic, interval, N);
0.
7.
0.1000000000 10.71428571
0.2000000000 16.02040816
0.3000000000 23.60058309
0.4000000000 34.42940441
sol2 := 0.5000000000 49.89914916
0.6000000000 71.99878451
0.7000000000 103.5696922
0.8000000000 148.6709889
0.9000000000 213.1014127
1.000000000 305.1448753
The results are identical to those of SimpleBackwardEuler. This is hardly surprising,

because we have not made any alterations to the procedures logic.
> sol_true := dsolve({ode, ic});
5 26 (3 x)
e
sol true := y(x) = +
3
3
Many dierential equations do not have analytical solutions, or they are too dicult
to calculate. In this case we are lucky, as our equation is very simple.
To plot a solution that was obtained from a symbolic computation, we use plot.
However, we must extract the function rst and specify whichever parameters it
5 26 (3 x)
sol true f := x +
e
3
3
> plot(sol_true_f, 0..1);
79
160
140
120
100
80
60
40
20
0
0.2
0.4
0.6
0.8
> sol1_pts := MatrixToPoints(sol1);
legend=["true",
> "Eulers Forward Method"]);
5 26 (3 x)
sol true f := x +
e
3
3
sol1 pts := [[0, 7], [0.1, 10.71428571], [0.2, 16.02040816], [0.3, 23.60058309],
[0.4, 34.42940441], [0.5, 49.89914916], [0.6, 71.99878451], [0.7, 103.5696922],
[0.8, 148.6709889], [0.9, 213.1014127], [1.0, 305.1448753]]
80
300
250
200
y 150
100
50
0
0.2
0.4
0.6
0.8
true
As you can see, the further from the initial point, the more the numerical solution
deviates from the true one. Note that the value of y returned by Eulers Backward
Method is always greater than the true value.
Example 2: Second order
d2
dx2
y(x) = 2 y(x)
d
y(0) = 5. We specify the problem
as follows:
ode :=
d2
dx2
y(x) = 2 y(x)
Here is how we could express it in terms of the functions F and G, so that we can
apply SimpleBackwardEuler2 to obtain a solution:
81

>
>
>
>
>
>
>
>
>
>
t := x;
solve(ode, diff(diff(y(t), t), t));
F := (x, _y, _z) -> _z;
x0 := 0;
y0 := 7;
z0 := 5;
h := 0.1;
N := 10;
t := x
2 y(x)
F := (x, y, z ) z
G := (x, y, z ) 2 y
x0 := 0
y0 := 7
z0 := 5
h := 0.1
N := 10
Then call SimpleBackwardEuler2 to solve the system for us:

> sol1 := SimpleBackwardEuler2(F, G, x0, y0, z0,
0.
7.
5.
0.1 7.653061224 6.530612245
0.2 8.475635152 8.225739275
0.3 9.487968448 10.12333296
0.4 10.71459362 12.26625168
sol1 := 0.5 12.18491713 14.70323511
0.6 13.93391902 17.49001891
0.7 16.00298052 20.69061501
0.8 18.44085921 24.37878685
0.9 21.30483459 28.63975377

1.0 24.66205099 33.57216397
h, N);
Here is how we could use BackwardEuler2 to achieve the same result. Notice how the
> ic1 := y(0) = 7;
> ic2 := D(y)(0) = 5;
> N := 10;
ode :=
d2
dx2
y(x) = 2 y(x)
82
ic1 := y(0) = 7
ic2 := D(y)(0) = 5
N := 10
Now lets call BackwardEuler2 :
> sol2 := BackwardEuler2(ode,
0.
0.1000000000
0.2000000000
0.3000000000
0.4000000000
sol2 := 0.5000000000
0.6000000000
0.7000000000
0.8000000000
0.9000000000
1.000000000
ic1, ic2, interval, N);
7.
5.
7.653061224 6.530612245
8.475635152 8.225739275
9.487968448 10.12333296
10.71459362 12.26625168
12.18491713 14.70323511
13.93391902 17.49001891
16.00298052 20.69061501
18.44085921 24.37878685
21.30483459 28.63975377
24.66205099 33.57216397
The results are identical to those of SimpleBackwardEuler2.

> ic1 := y(0) = 7;
> ic2 := D(y)(0) = 5;
ic1 := y(0) = 7
ic2 := D(y)(0) = 5
7 5 2 (2 x)
7 5 2 (2 x)
)e
)e
+(
sol true := y(x) = ( +
2
4
2
4
How dierent is this solution from those obtained by Eulers Backward Method? To
> sol1_pts := MatrixToPoints(delcols(sol1, 3..3));
legend=["true",
> "Eulers Backward Method"]);
7 5 2 (2 x)
7 5 2 (2 x)
sol true f := x ( +
)e
)e
+(
2
4
2
4
83
sol1 pts := [[0., 7.], [0.1, 7.653061224], [0.2, 8.475635152], [0.3, 9.487968448],
[0.4, 10.71459362], [0.5, 12.18491713], [0.6, 13.93391902], [0.7, 16.00298052],
[0.8, 18.44085921], [0.9, 21.30483459], [1.0, 24.66205099]]
24
22
20
18
y 16
14
12
10
8
0
0.2
0.4
0.6
0.8
true
Eulers Backward Method
Just as before, the further from the initial point, the more the numerical solution
deviates from the true one. Also, the value of y is always smaller for the true solution.
84
B.3
trap.mws
Trapezium Rule
B.3.1
Initialization
adverse eects on the execution, so can be ignored.
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.3.2
Implementation
Implementation : Trapezium rule

This implementation of the Trapezium rule technically should work for an ODE of
ANY order. The idea behind the implementation is produce a set of trapezium
equations for each of the variables that represent the dierent order derivatives, then
to simultaneously solve them to get the new set of values for each of the derivatives
and for y; then continue to get a list of y points.
85

>
>
GeneralTrapezium := proc(u, f, init, h, interval)

i,
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
j, k, ic;
ic := init;
makeeqn := nops(u);
ans := [];
ans := [op(ans),ic];
solveEqns := [];
assignList := [];
end do;
diffValue := eval(op(i, f),assignList);
solveEqns := [op(solveEqns), op(i, u) = op(i, ic) + h / 2 *
(op(i, f) + diffValue)];
end do;
end do;
end do;
return matrix(ans);
end proc:
Now to try the trapezium rule on the following ODE :

y = z, z = -y, y(0) = 1, y(0) = 0
rst to put it into a form admissible into our procedure. The procedure then
produced estimates for y and y.
This was performed three times by setting h = 0.1, 0.01, and 0.001 respectively. The
plot for h = 0.001 was not a complete circle because the number of calculations that
needed to be performed was too great.
>
>
>
>
u := [x,y,z];
f := [1,z,-1*y];
ic := [0,1,0];
soln := GeneralTrapezium(u,f,ic,0.1,10);
u := [x, y, z]
86

f := [1, z, y]
ic := [0, 1, 0]
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
0.7000000000
0.8000000000
0.9000000000
1.
1.100000000
1.200000000
1.300000000
1.400000000
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.
2.100000000
2.200000000
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.
3.100000000
3.200000000
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
1
0.9950124688
0.9800996262
0.9554102288
0.9211905548
0.8777819475
0.8256174105
0.7652172884
0.6971840762
0.6221964094
0.5410022946
0.4544116482
0.3632882173
0.2685409637
0.1711149972
0.07198214798
-0.02786872762
-0.1274416109
-0.2257432562
-0.3217930985
-0.4146330346
-0.5033369803
-0.5870201082
-0.6648476739
-0.7360433426
-0.7998969331
-0.8557715018
-0.9031096964
-0.9414393155
-0.9703780188
-0.9896371409
-0.9990245708
-0.9984466687
-0.9879091984
-0.9675172722
-0.9374743009
-0.8980799651
-0.8497272257
87
0
-0.09975062344
-0.1985062282
-0.2952817209
-0.3891117600
-0.4790603851
-0.5642303530
-0.6437720879
-0.7168921561
-0.7828611804
-0.8410211156
-0.8907918127
-0.9316768060
-0.9632682651
-0.9852510632
-0.9974059205
-0.9996115916
-0.9918460747
-0.9741868314
-0.9468100137
-0.9099887071
-0.8640902064
-0.8095723520
-0.7469789629
-0.6769344121
-0.6001373983
-0.5173539765
-0.4294099166
-0.3371824660
-0.2415915993
-0.1435908414
-0.04415775582
0.05571580615
0.1550335995
0.2528049230
0.3480545016
0.4398322149
0.5272225745
3.800000000
3.900000000
4.
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
4.800000000
4.900000000
5.
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
5.600000000
5.700000000
5.800000000
5.900000000
6.
6.100000000
6.200000000
6.300000000
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.
7.100000000
7.200000000
7.300000000
7.400000000
7.500000000
7.600000000
7.700000000
7.800000000
-0.7928984042
-0.7281603717
-0.6561588941
-0.5776121906
-0.4933037695
-0.4040746125
-0.3108147860
-0.2144545627
-0.1159551418
-0.01629906110
0.08351960374
0.1825051553
0.2796702065
0.3740455300
0.4646897261
0.5506986132
0.6312142473
0.7054334798
0.7726159694
0.8320915666
0.8832669986
0.9256317872
0.9587633410
0.9823311707
0.9961001857
0.9999330392
0.9937914983
0.9777368253
0.9519291665
0.9166259549
0.8721793423
0.8190326864
0.7577161284
0.6888413048
0.6130952462
0.5312335243
0.4440727149
0.3524822525
0.2573757577
0.1597019236
0.06043505280
88
0.6093538560
0.6854067948
0.7546227581
0.8163113123
0.8698571103
0.9147260294
0.9504704993
0.9767339667
0.9932544519
0.9998671621
0.9965061348
0.9832048968
0.9600961287
0.9274103419
0.8854735791
0.8347041621
0.7756085190
0.7087761326
0.6348736601
0.5546382833
0.4688703551
0.3784254158
0.2842056594
0.1871509339
0.08822936611
-0.01157229513
-0.1112585220
-0.2098349382
-0.3063182378
-0.3997459938
-0.4891862586
-0.5737468600
-0.6525843007
-0.7249121723
-0.7900089998
-0.8472254383
-0.8959907502
-0.9358184985
-0.9663113990
-0.9871652831
-0.9981721319
7.900000000
8.
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
8.900000000
9.
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.
-0.03943466140
-0.1389110124
-0.2370017174
-0.3327283155
-0.4251359279
-0.5133027829
-0.5963494106
-0.6734474158
-0.7438277411
-0.8067883383
-0.8617011715
-0.9080184818
-0.9452782511
-0.9731088109
-0.9912325497
-0.9994686820
-0.9977350523
-0.9860489528
-0.9645269535
-0.9333837378
-0.8929299611
-0.8435691523
89
-0.9992221519
-0.9903048682
-0.9715092317
-0.9430227300
-0.9051295178
-0.8582075823
-0.8027249727
-0.7392351314
-0.6683713735
-0.5908405695
-0.5074160940
-0.4189301113
-0.3262652746
-0.2303459215
-0.1321288535
-0.03259379192
0.06726639479
0.1664555950
0.2639843903
0.3588799249
0.4501956099
0.5370205656

>
>
>
>
>
plot_yz := []:
for i from 1 by 1 to 101 do
plot_yz := [op(plot_yz),[soln[i,2],soln[i,3]]]:
end do:
plot(plot_yz);
0.5
0.5
0.5
0.5
90
>
>
>
>
>
>
soln1 := GeneralTrapezium(u,f,ic,0.01,10):
plot_yz1 := []:
plot_yz1 := [op(plot_yz1),[soln1[i,2],soln1[i,3]]]:
end do:
plot(plot_yz1);
0.5
0.5
0.5
0.5
91
>
>
>
>
>
>
soln2 := GeneralTrapezium(u,f,ic,0.001,1):
plot_yz2 := []:
end do:
plot(plot_yz2);
0.6
0.7
0.8
0
0.2
0.4
0.6
0.8
92
0.9
Now compare the analytical solution of this problem to the solutions obtained using
the trapezium rule.
> ode := diff(diff(y(x),x),x)=-y(x);
> ic1 := y(0) = 1; ic2 := D(y)(0) = 0;
> trueSoln := dsolve({ode, ic1, ic2});
ode :=
d2
dx2
y(x) = y(x)
ic1 := y(0) = 1
ic2 := D(y)(0) = 0
>
>
>
>
>
>
>
>
trueSoln := y(x) = cos(x)

trueSoln := y(x) = cos(x);
plot_real := []:
plot_estimate := []:
plot_real := [op(plot_real),[soln[i,1], cos(soln [i,1])]]:
plot_estimate := [op(plot_estimate),[soln[i,1], soln[i,2]]]:
end do:
plot([plot_real, plot_estimate]);
0.5
10
0.5
The plots for the real values and the values obtained using the trapezium rule are
incredibly close, as shown by the graph, which contains two lines, although this is not
obvious.
93
B.4
circle1.mws
Comparison of IVP Methods I: Periodicity - Part 1

B.4.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.4.2
Introduction
Consider the dierential equation

d2
y(x) = y(x)
dx2
with initial conditions y(0) = 1 and y (0) = 0.
The solution is readily available using analytical methods, pencil and paper. In fact,
it is
y(x) = cos(x),
and hence
y (x) = sin(x).
Lets formulate this problem in Maple.

> ode := diff(diff(y(x), x), x) = -y(x);
> ic1 := y(0) = 1;
> ic2 := D(y)(0) = 0;
ode :=
d2
dx2
y(x) = y(x)
ic1 := y(0) = 1
ic2 := D(y)(0) = 0
94
Note the use of the dierential operator D(f ) for specifying the initial value
d
dx y(0) = 0.
Maple can calculate the true solution algebraically. By default, dsolve resorts to
algebraic methods.
> desol_true := dsolve({ode, ic1, ic2});
desol true := y(x) = cos(x)
We have thus veried our solution. We shall use plot to plot the true solution.
However, we must extract the function ( f ) rst and specify whichever parameters it
> f := unapply(op(2,desol_true),x);
f := cos
And here is our plot:
> plot(f, -10..10);
0.5
10 8
2 0
10
0.5
We can also use Maple to produce a plot of

> plot([f, D(f), -100..100]);
95
d
dx
y(x) against y(x):
0.5
0.5
0.5
0.5
As you can see, the graph is a circle. The solution is periodic, the graph repeatedly
retraces the same path over the range of x.
We shall use this example to evaluate the quality of solutions produced by numerical
methods. Can they capture this periodic behaviour? By comparing the plots of
d
dx y(x) against y(x) for the various numerical methods with the true solution (the
circle, as shown above), we can reason about the quality of the models that they
provide.
B.4.3
Comparison of Numerical Methods
Maple implements the following methods for solving IVPs numerically:

rkf45 - A Fehlberg fourth-fth order Runge-Kutta method with degree four interpolant. This is the default non-sti numeric method.
rosenbrock - An Implicit Rosenbrock third-fourth order Runge-Kutta method
with degree three interpolant. This is the default method when stiness is required.
96
dverk78 - A seventh-eighth order continuous Runge-Kutta method. This method

is capable of working in arbitrary precision based on the setting of Digits, and
can be used to obtain high accuracy solutions for ODE systems.
taylorseries - A Taylor Series method. This method can be used for high accuracy solutions. It usually takes more time than other methods for low accuracy
results. Therefore, it is better to use this method only when a very high degree
of accuracy is desired.
classical - May refer to one of the classical numerical methods:
foreuler (default) is the forward Euler method specied by the equation:
Y [n + 1] = Y [n] + h f (t[n], Y [n])
heunform is the Heun formula (also known as the trapezoidal rule, or the improved Euler method), as specied by the equation:
Y [n + 1] = Y [n] + (h/2) (f (t[n], Y [n]) + f (t[n + 1], Y [n + 1]))
impoly is the improved polygon method (also known as the modied Euler
method), as specied by the equation:
Y [n + 1] = Y [n] + h (f (t[n] + h/2, Y [n] + (h/2) f (t[n], Y [n])))
rk2 is the second-order classical Runge-Kutta method, as specied by:
k1 = f (t[n], Y [n])
k2 = f (t[n] + h, Y [n] + h k1)
Y [n + 1] = Y [n] + (h/2) (k1 + k2)
rk3 is the third-order classical Runge-Kutta method, as specied by:
k1 = f (t[n], Y [n])
k2 = f (t[n] + (h/2), Y [n] + (h/2) k1)
k3 = f (t[n] + h, Y [n] + (2 h/3) k2)
Y [n + 1] = Y [n] + (h/6) (k1 + 4 k2 + k3)
97
rk4 is the fourth-order classical Runge-Kutta method, as specied by:

k1 = f (t[n], Y [n])
k2 = f (t[n] + h/2, Y [n] + (h/2) k1)
k3 = f (t[n] + h/2, Y [n] + (h/2) k2)
k4 = f (t[n] + h, Y [n] + h k3)
Y [n + 1] = Y [n] + (h/6) (k1 + 2 k2 + 2 k3 + k4)
This is not to be confused with method=rkf45, which uses a Fehlberg fourth-fth
order Runge-Kutta method.
adambash is the Adams-Bashford method (a predictor method), as specied
by:
Y [n + 1] =Y [n] + (h/24) (55 f (t[n], Y [n]) 59 f (t[n 1], Y [n 1])
+ 37 f (t[n 2], Y [n 2]) 9 f (t[n 3], Y [n 3]))
abmoulton is the Adams-Bashford-Moulton method (a predictor-corrector

method), as specied by:
Y [n + 1] =Y [n] + (h/24) (9 f (t[n + 1], Y [n + 1]) + 19 f (t[n], Y [n])
5 f (t[n 1], Y [n 1]) + f (t[n 2], Y [n 2])),
where f(tn+1 , Yn+1 ) is found by rst applying the Adams-Bashford method (the predictor), then using the above Adams-Bashford-Moulton method (the corrector).
Stiness is dicult to dene because it involves both the IVP and the method applied
to solve it. A sti IVP has a solution that is very stable (some solutions that start
near it converge to it very quickly) and is slowly varying (other solutions change on
much faster time scales). Special methods allow sti problems to be solved eciently,
but they can be very inecient for problems that are not sti.
Let us apply each of these methods in turn to our problem:
> desol_rkf45 := dsolve({ode, ic1, ic2}, numeric, method=rkf45):
> desol_rosenbrock := dsolve({ode, ic1, ic2}, numeric,
> method=rosenbrock):
> desol_dverk78 := dsolve({ode, ic1, ic2}, numeric,
> method=dverk78):
98
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
desol_lsode := dsolve({ode, ic1, ic2}, numeric, method=lsode):

desol_taylorseries := dsolve({ode, ic1, ic2}, numeric,
method=taylorseries):
desol_classical_foreuler := dsolve({ode, ic1, ic2}, numeric,
method=classical[foreuler]):
desol_classical_heunform := dsolve({ode, ic1, ic2}, numeric,
method=classical[heunform]):
desol_classical_impoly := dsolve({ode, ic1, ic2}, numeric,
method=classical[impoly]):
desol_classical_rk2 := dsolve({ode, ic1, ic2}, numeric,
method=classical[rk2]):
desol_classical_adambash := dsolve({ode, ic1, ic2}, numeric,
method=classical[adambash]):
desol_classical_abmoulton := dsolve({ode, ic1, ic2}, numeric,
method=classical[abmoulton]):
We shall now plot our graphs for the short range of x (-10..10), medium range
(-100..100) and long range (-500..500).
99
Short Range of x
> odeplot(desol_rkf45, [y(x), diff(y(x), x)], x=-10..10);
0.5
0.5
0.5
y
0.5
100
>
odeplot(desol_rosenbrock, [y(x), diff(y(x), x)], x=-10..10);
0.5
0.5
0.5
y
0.5
101
>
odeplot(desol_dverk78, [y(x), diff(y(x), x)], x=-10..10);
0.5
0.5
0.5
y
0.5
102
>
odeplot(desol_lsode, [y(x), diff(y(x), x)], x=-10..10);
0.5
0.5
0.5
y
0.5
103
>
odeplot(desol_taylorseries, [y(x), diff(y(x), x)], x=-10..10);
0.5
0.5
0.5
y
0.5
104

>
>
odeplot(desol_classical_foreuler, [y(x), diff(y(x), x)],

x=-10..10);
0.5
0.5
0.5
y
0.5
105

>
>
odeplot(desol_classical_heunform, [y(x), diff(y(x), x)],

x=-10..10);
0.5
0.5
0.5
y
0.5
106

> odeplot(desol_classical_impoly, [y(x), diff(y(x), x)],
x=-10..10);
0.5
0.5
0.5
y
0.5
107
>
odeplot(desol_classical_rk2, [y(x), diff(y(x), x)], x=-10..10);
0.5
0.5
0.5
y
0.5
108
>
0.5
0.5
0.5
y
0.5
109
>
0.5
0.5
0.5
y
0.5
110

>
>
odeplot(desol_classical_adambash, [y(x), diff(y(x), x)],

x=-10..10);
0.5
0.5
0.5
y
0.5
111

>
>
odeplot(desol_classical_abmoulton, [y(x), diff(y(x), x)],

x=-10..10);
0.5
0.5
0.5
y
0.5
112
Medium Range of x
0.5
0.5
0.5
y
0.5
113
>
0.5
0.5
0.5
y
0.5
114
>
0.5
0.5
0.5
y
0.5
115
>
0.5
0.5
0.5
y
0.5
116
>
0.5
0.5
0.5
y
0.5
117

>
>

x=-100..100);
1
y
0.5
0.5
0.5
1
y
0.5
1
118

>
>

x=-100..100);
0.5
0.5
0.5
y
0.5
119

>
>
odeplot(desol_classical_impoly, [y(x), diff(y(x), x)],

x=-100..100);
0.5
0.5
0.5
y
0.5
120
>
0.5
0.5
0.5
y
0.5
121
>
0.5
0.5
0.5
y
0.5
122
>
0.5
0.5
0.5
y
0.5
123

>
>

x=-100..100);
0.5
0.5
0.5
y
0.5
124

>
>

x=-100..100);
0.5
0.5
0.5
y
0.5
125
Long Range of x
0.5
0.5
0.5
y
0.5
126
>
0.5
0.5
0.5
y
0.5
127
>
0.5
0.5
0.5
y
0.5
128
>
0.5
0.5
0.5
y
0.5
129
>
0.5
0.5
0.5
y
0.5
130

>
>

x=-500..500);
3
2
y
1
3
2
y
1
2
3
131

>
>

x=-500..500);
0.5
0.5
0.5
y
0.5
132

>
>
odeplot(desol_classical_impoly, [y(x), diff(y(x), x)],

x=-500..500);
0.5
0.5
0.5
y
0.5
133
>
0.5
0.5
0.5
y
0.5
134
>
0.5
0.5
0.5
y
0.5
135
>
0.5
0.5
0.5
y
0.5
136

>
>

x=-500..500);
0.5
0.5
0.5
y
0.5
137

>
>

x=-500..500);
0.5
0.5
0.5
y
0.5
138
B.4.4
Conclusion
For a small range of x all methods seem to be appropriate. However, as x gets further
from the initial value, Eulers forward method (classical) spirals out producing
highly inaccurate results. Other methods seem to cope well with this situation.
Please note that we have considered a single aspect of the problem, accuracy, over a
limited range of x. We did not assess any other parameters, including the
performance of the methods, which distinguish them from each other. Further work is
certainly required.
139
B.5
circle2.mws
Comparison of IVP Methods I: Periodicity - Part 2

B.5.1
Introduction
Consider the dierential equation

d2
y(x) = y(x)
dx2
with initial conditions y(0) = 1 and y (0) = 0.
The solution is readily available using analytical methods, pencil and paper. In fact,
it is
y(x) = cos(x),
and hence
y (x) = sin(x).
We now wish to integrate the above equation using Forward Eulers Method,
Backward Eulers Method and the Trapezium Rule. Our goal is to determine the
most appropriate method from this set. By most appropriate we mean, in this case,
the method that produces the smallest error and is thus closest to the true solution.
140
B.5.2
Implementation
The following procedures have been copied from feuler.mws, beuler.mws and
trap.mws. They implement the Forward Eulers Method, Backward Eulers Method
and the Trapezium Rule Method, respectively. We shall use the most general
implementations, which can be applied to the circle problem. In this case we are
indierent to their performance.
> GeneralForwardEuler := proc(vars, f, init, h, interval)
> local makeeqn, ans, solveEqns, assignList, diffValue,
> newICSet,i,j,k, ic;
> ic := init;
> makeeqn := nops(u);
> ans := [];
> ans := [op(ans), ic];
> while op(1,ic) < interval do
> solveEqns := [];
> assignList := [];
> for j from 1 by 1 to makeeqn do
> assignList := [op(assignList), op(j, u) = op(j, ic)];
> end do;
> for i from 1 by 1 to makeeqn do
> diffValue := eval(op(i, f),assignList);
> solveEqns := [op(solveEqns),op(i, u) = op(i, ic) + h *
> (diffValue)];
> end do;
> newICSet := solve(convert(solveEqns, set), convert(u, set));
> for k from 1 by 1 to makeeqn do
> ic := subsop(k = eval(op(k, u), newICSet), ic);
> end do;
> end do;
> return matrix(ans);
> end proc:
141

> GeneralBackwardEuler := proc(vars, f, init, h, interval)
> local makeeqn, ans, solveEqns, assignList, diffValue, newICSet,
i,
> j, k, ic;
> ic := init;
> ans := [];
> solveEqns := [];
> assignList := [];
> end do;
> diffValue := eval(op(i, f), assignList);
> solveEqns := [op(solveEqns), op(i, u) = op(i, ic) + h * (op(i,
> f))];
> end do;
> newICSet := solve(convert(solveEqns, set),convert(u, set));
> end do;
> end do;
> end proc:
142

> GeneralTrapezium := proc(vars, f, init, h, interval)
> local makeeqn, ans, solveEqns, assignList, diffValue, newICSet,
i,
> j, k, ic;
> ic := init;
> ans := [];
> ans := [op(ans),ic];
> solveEqns := [];
> assignList := [];
> end do;
> diffValue := eval(op(i, f), assignList);
> solveEqns := [op(solveEqns), op(i, u) = op(i, ic) + h / 2 *
> (op(i, f) + diffValue)];
> end do;
> newICSet := solve(convert(solveEqns, set),convert(u, set));
> end do;
> end do;
> end proc:
143
B.5.3
Application to Circle Problem
Now lets try the three methods on the circle problem. First to put it into a form
admissible into our procedure:
> u := [x,y,z];
> f := [1,z,-1*y];
> ic := [0,1,0];
u := [x, y, z]
f := [1, z, y]
ic := [0, 1, 0]
The procedure then produces estimates for y and y.
This was performed three times by setting h = 0.1, 0.01, and 0.001 respectively. The
plot for h = 0.001 was not a complete circle because the number of calculations that
needed to be performed was too great.
FE, h = 0.1
> plot_yz := []:
> end do:
> plot(plot_yz);
1
0.5
1.5
0.5
0.5
0
0.5
1
1.5
144
FE, h = 0.01
> plot_yz := []:
> end do:
> plot(plot_yz);
0.5
0.5
0.5
0.5
145
FE, h = 0.001
> plot_yz := []:
> end do:
> plot(plot_yz);
0.6
0.7
0.8
0
0.2
0.4
0.6
0.8
146
0.9
BE, h = 0.1
> be_sol1 := GeneralBackwardEuler(u, f, ic, 0.1, 10):
> plot_yz := []:
> plot_yz := [op(plot_yz), [be_sol1[i,2], be_sol1[i,3]]]:
> end do:
> plot(plot_yz);
0.8
0.6
0.4
0.2
0.8 0.6 0.4 0.2
0
0.2
0.2 0.4 0.6 0.8
0.4
0.6
0.8
147
FE, h = 0.01
> plot_yz := []:
> end do:
> plot(plot_yz);
0.5
0.5
0.5
0.5
148
BE, h = 0.001
> plot_yz := []:
> end do:
> plot(plot_yz);
0.6
0.7
0.8
0
0.2
0.4
0.6
0.8
149
0.9
TR, h = 0.1
> tr_sol1 := GeneralTrapezium(u, f, ic, 0.1, 10):
> plot_yz := []:
> plot_yz := [op(plot_yz), [tr_sol1[i,2], tr_sol1[i,3]]]:
> end do:
> plot(plot_yz);
0.5
0.5
0.5
0.5
150
TR, h = 0.01
> plot_yz := []:
> end do:
> plot(plot_yz);
0.5
0.5
0.5
0.5
151
TR, h = 0.001
> plot_yz := []:
> end do:
> plot(plot_yz);
0.6
0.7
0.8
0
0.2
0.4
0.6
0.8
152
0.9
B.5.4
Error Assessment
the trapezium rule.
> ic1 := y(0) = 1; ic2 := D(y)(0) = 0;
ode :=
d2
dx2
y(x) = y(x)
ic1 := y(0) = 1
ic2 := D(y)(0) = 0
plot_true := []:
plot_fe
:= []:
plot_be
:= []:
plot_tr
:= []:
plot_true := [op(plot_true), [fe_sol1[i,1], cos(fe_sol1[i,1])]]:
plot_fe
:= [op(plot_fe), [fe_sol1[i,1], fe_sol1[i,2]]]:
plot_be
:= [op(plot_be), [be_sol1[i,1], be_sol1[i,2]]]:
plot_tr
:= [op(plot_tr), [tr_sol1[i,1], tr_sol1[i,2]]]:
end do:
plot([plot_true, plot_fe, plot_be, plot_tr], labels=["y", "y"],
legend=["True solution", "Forward Eulers Method", "Backward
Eulers
> Method", "Trapezium Rule Method"]);
>
>
>
>
>
>
>
>
>
>
>
>
1
y
0.5
10
0
0.5
1
1.5
True solution
153
The plots for the real values and the values obtained using the Trapezium Rule are
extremely close, as shown by the graph, which contains two lines, although this is not
obvious.
> err_plot_fe
:= []:
> err_plot_be
:= []:
> err_plot_tr
:= []:
> err_plot_fe
:= [op(err_plot_fe), [fe_sol1[i,1],
> abs(cos(fe_sol1[i,1]) - fe_sol1[i,2])]]:
> err_plot_be
:= [op(err_plot_be), [be_sol1[i,1],
> abs(cos(be_sol1[i,1]) - be_sol1[i,2])]]:
> err_plot_tr
:= [op(err_plot_tr), [tr_sol1[i,1],
> abs(cos(tr_sol1[i,1]) - tr_sol1[i,2])]]:
> end do:
> plot([err_plot_fe, err_plot_be, err_plot_tr], labels=["x",
"Error"],
> legend=["Forward Eulers Method", "Backward Eulers Method",
> "Trapezium Rule Method"]);
0.6
0.5
0.4
Error 0.3
0.2
0.1
0
10

For the Forward and Backward Euler Method, the error oscillates with x, producing
increasing maxima as x increases. Notably it decreases to 0 for each of the methods
where the graph of y crosses the x-axis.
154
We shall now consider the error for each method at x = 2 (or the closest point
returned by the procedure).
> evalf(2 * Pi);
> fe_err1 := [0.1, abs(fe_sol1[64, 2] - cos(fe_sol1[64, 1]))];
> fe_err2 := [0.01, abs(fe_sol2[629, 2] - cos(fe_sol2[629, 1]))];
> fe_err3 := [0.001, abs(fe_sol3[6284, 2] - cos(fe_sol3[6284,
1]))];
> fe_err := [fe_err1, fe_err2, fe_err3];
> be_err1 := [0.1, abs(be_sol1[64, 2] - cos(be_sol1[64, 1]))];
> be_err2 := [0.01, abs(be_sol2[629, 2] - cos(be_sol2[629, 1]))];
> be_err3 := [0.001, abs(be_sol3[6284, 2] - cos(be_sol3[6284,
1]))];
> be_err := [be_err1, be_err2, be_err3];
> tr_err1 := [0.1, abs(tr_sol1[64, 2] - cos(tr_sol1[64, 1]))];
> tr_err2 := [0.01, abs(tr_sol2[629, 2] - cos(tr_sol2[629, 1]))];
> tr_err3 := [0.001, abs(tr_sol3[6284, 2] - cos(tr_sol3[6284,
1]))];
> tr_err := [tr_err1, tr_err2, tr_err3];
6.283185308
fe err1 := [0.1, 0.3682471926]
fe err2 := [0.01, 0.0318956901]
fe err3 := [0.001, 0.0031464292]
fe err := [[0.1, 0.3682471926], [0.01, 0.0318956901], [0.001, 0.0031464292]]
be err1 := [0.1, 0.2689330814]
be err2 := [0.01, 0.0309111282]
be err3 := [0.001, 0.0031365719]
be err := [[0.1, 0.2689330814], [0.01, 0.0309111282], [0.001, 0.0031365719]]
tr err1 := [0.1, 0.0000744028]
tr err2 := [0.01, 0.1665 106 ]
tr err3 := [0.001, 0.5 109 ]
tr err := [[0.1, 0.0000744028], [0.01, 0.1665 106 ], [0.001, 0.5 109 ]]
We shall now plot the error at x = 2 against h:
> plot([fe_err, be_err, tr_err], legend=["Forward Eulers Method",
> "Backward Eulers Method", "Trapezium Rule Method"]);
155
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
0.02
0.04
0.06
0.08
0.1

The graph demonstrates that the error is proportional to h, as each plot is a straight
line.
B.5.5
Conclusion
As h gets smaller the Forward Eulers Method remains periodic for some time, but
eventually spirals outwards, whereas the Backward Eulers Method spirals inwards.
Trapezium Rule Method remains periodic for all h. This is due to the symmetricity
property substituting h h into the method leaves it unaltered, so the result for
h is the same as the result for h. This is not the case for the Forward and Backward
Eulers method. Thus the Forward and Backward Eulers methods are not symmetric.
The error is proportional to h. The error oscillates with x, producing increasing
maxima as x increases.
156
B.6
4thorder.mws
Fourth Order Rules

B.6.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.6.2
Implementation
Implementation : Fourth Order Rules

Firstly we implement a basic fourth order method (fourth order symmetric mono
implicit Runge-Kutta method)
FourthOrderFirst := proc(vars , f, uhalves, fhalves, init, h, interval)
i, j, k, ic, icx, ynD, ynDD;
ic := init;
# get number of variable in u (typically u = [x,y,z])
makeeqn := nops(u);
ans := [];
# create first x point
icx := op(1,ic);
solveEqns := [];
157
assignList := [];
# keep looping till get to specified number of
# interval points
while icx < interval do
# icxhalf := icx + h/2;
# increment first x by h
icx := icx + h;
# generate x coordinate
solveEqns := [op(1,u) = icx];
#print(solveEqns);
assignList := [];
# give variables with their initial condition
# (or their value at the last iteration)
# eg. [x = 1, y = 0, z = 0]
assignList := [op(assignList), op(j,u) = op(j,ic)];
end do;
# evaluate each equation in f
# do not evaluate x (because weve already incremented that)
# using the values in the assign list
for i from 2 by 1 to makeeqn - 1 do
# get value for yn
ynD := eval(op(i,f), assignList);
# get value for yn
ynDD := eval(op(i+1,f), assignList);
# unlike simpler methods, we have two eqns to solve
# to find yn1
# list eqns A, B, C (as listed on handout, page 2)
solveEqns := [op(solveEqns),
op(i,u) = op(i,ic) + h*(ynD) +
(h^2/12)*(4*op(i+1,fhalves) + 2*ynDD),
op(i, uhalves) = 1/2*(op(i,u) + op(i,ic)) (h^2/48)*(op(i+1,f) +
4*op(i+1,fhalves) + ynDD),
158
op(i+1, u) = ynD + (h/6)*(op(i+1,f) +

4*op(i+1,fhalves) + ynDD)];
end do;
# solve for eg. [y,z] and [yhalf,zhalf] etc.
newICSet := solve(convert(solveEqns,set),
convert([op(u), op(uhalves)],set));
# replace kth "initial condition" with updated value
ic := subsop(k = eval(op(k,u),newICSet),ic);
end do;
end do;
# eg. if u = [x,y,z]
# matrix returned giving values at each
return matrix(ans);
end proc:
Use Lobatto estimation for half step.
FourthOrderFirstLobatto := proc(vars , f, uhalves, fhalves, init,
h, interval)
ic := init;
makeeqn := nops(u);
ans := [];
icx := op(1,ic);
solveEqns := [];
assignList := [];
159
# interval points
icx := icx + h;
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# get value for yn
# get value for yn
# to find yn1
# gives more accurate estimate for yhalf
solveEqns := [
op(solveEqns),
(h^2/6)*(2*op(i+1,fhalves) + ynDD),
op(i, uhalves) = op(i,ic) + (1/2)*h*(ynD) + (h^2/48)*
(-op(i+1,f) + 4*op(i+1,fhalves) + 3*ynDD),
op(i+1, u) = ynD + (h/6)*(op(i+1,f) +
end do;
160
# find yn1 and ynhalf, by iterative process

convert([op(u),op(uhalves)],set));
end do;
end do;
return matrix(ans);
end proc:
Use B approximation for half-step
FourthOrderFirstAcc := proc(vars , f, uhalves, fhalves, init,
h, interval)
ic := init;
makeeqn := nops(u);
ans := [];
icx := op(1,ic);
solveEqns := [];
assignList := [];
# interval points
161

icx := icx + h;
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# get value for yn
# get value for yn
# to find yn1
# gives more accurate estimate for yhalf eqns (A, B, Z) on
# handout
solveEqns := [
op(solveEqns),
op(i, uhalves) = op(i,ic) +(1/2)*h*(ynD) +
(h^2/192)*(-2*op(i+1,f) +
12*op(i+1,fhalves) + 14*ynDD),
op(i+1, u) = ynD + (h/6)*(op(i+1,f) +
end do;
162

end do;
end do;
return matrix(ans);
end proc:
Now we can call the above procedures to solve the circle problem. Use method A.
> u := [x,y,z];
> f := [1,z,-1*y];
> ic := [0,1,0];
> # make a copy of variables that will be used to store ynhalf,
> znhalf...
> # make copy of f for the same purpose
> uh := [xhalf, yhalf, zhalf];
> fh := [1,zhalf,-1*yhalf];
> soln1 := FourthOrderFirst(u,f,uh, fh, ic,0.1,10);
u := [x, y, z]
f := [1, z, y]
ic := [0, 1, 0]
uh := [xhalf , yhalf , zhalf ]
fh := [1, zhalf , yhalf ]
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
0.7000000000
0.8000000000
1
0.9950041666
0.9800665833
0.9553365013
0.9210610155
0.8775825950
0.8253356617
0.7648422496
0.6967067887
163
0
-0.09983340284
-0.1986693036
-0.2955201669
-0.3894182912
-0.4794254777
-0.5646424047
-0.6442176130
-0.7173560136
0.9000000000
1.
1.100000000
1.200000000
1.300000000
1.400000000
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.
2.100000000
2.200000000
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.
3.100000000
3.200000000
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
3.800000000
3.900000000
4.
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
4.800000000
4.900000000
0.6216100658
0.5403024223
0.4535962572
0.3623579094
0.2674990022
0.1699673341
0.07073740906
-0.02919930059
-0.1288442605
-0.2272018516
-0.3232893175
-0.4161465844
-0.5048458533
-0.5885008707
-0.6662757835
-0.7373934909
-0.8011434082
-0.8568885677
-0.9040719822
-0.9422222109
-0.9709580692
-0.9899924382
-0.9991351329
-0.9982948023
-0.9874798427
-0.9667983137
-0.9364568582
-0.8967586380
-0.8481003043
-0.7909680351
-0.7259326768
-0.6536440413
-0.5748244124
-0.4902613295
-0.4007997188
-0.3073334509
-0.2107964097
-0.1121531610
-0.01238931529
0.08749832034
0.1865117019
164
-0.7833268320
-0.8414709098
-0.8912072908
-0.9320390256
-0.9635581371
-0.9854496969
-0.9974949718
-0.9995736094
-0.9916648407
-0.9738476875
-0.9463001728
-0.9092975422
-0.8632095136
-0.8084965833
-0.7457054247
-0.6754634260
-0.5984724219
-0.5155016809
-0.4273802189
-0.3349885161
-0.2392497198
-0.1411204200
-0.04158109197
0.05837370046
0.1577452423
0.2555406463
0.3507827733
0.4425199958
0.5298357060
0.6118574745
0.6877657670
0.7568021333
0.8182767849
0.8715754876
0.9161656986
0.9516018872
0.9775299870
0.9936909330
0.9999232505
0.9961646680
0.9824527403
5.
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
5.600000000
5.700000000
5.800000000
5.900000000
6.
6.100000000
6.200000000
6.300000000
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.
7.100000000
7.200000000
7.300000000
7.400000000
7.500000000
7.600000000
7.700000000
7.800000000
7.900000000
8.
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
8.900000000
9.
0.2836615207
0.3779770881
0.4685160345
0.5543737247
0.6346922976
0.7086692366
0.7755653888
0.8347123501
0.8855191439
0.9274781256
0.9601700549
0.9832682852
0.9965420266
0.9998586529
0.9931850240
0.9765878214
0.9502328788
0.9143835260
0.8693979578
0.8157256550
0.7539028933
0.6845473853
0.6083521080
0.5260783792
0.4385482506
0.3466362940
0.2512608631
0.1533749174
0.05395650073
-0.04600103131
-0.1454989364
-0.2435430646
-0.3391537917
-0.4313758071
-0.5192876592
-0.6020109622
-0.6787191723
-0.7486458466
-0.8110923012
-0.8654345918
-0.9111297485
165
0.9589244722
0.9258149505
0.8834549944
0.8322678505
0.7727649636
0.7055408668
0.6312672409
0.5506862031
0.4646028923
0.3738774243
0.2794162976
0.1821633365
0.08309026006
-0.01681302666
-0.1165483233
-0.2151191079
-0.3115404941
-0.4048490715
-0.4941125319
-0.5784389846
-0.6569858678
-0.7289683671
-0.7936672575
-0.8504360892
-0.8987076470
-0.9379996175
-0.9679194085
-0.9881680715
-0.9985432884
-0.9989413936
-0.9893584093
-0.9698900856
-0.9407309435
-0.9021723314
-0.8545995140
-0.7984878232
-0.7343979082
-0.6629701341
-0.5849181834
-0.5010219252
-0.4121196229
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.
-0.9477212004
-0.9748433381
-0.9922251660
-0.9996930101
-0.9971722556
-0.9846880882
-0.9623652458
-0.9304267705
-0.8891917811
-0.8390722838
-0.3190995587
-0.2228911581
-0.1244557033
-0.02477672868
0.07514980672
0.1743254703
0.2717593319
0.3664778649
0.4575346731
0.5440199474
Use method B.
> u := [x,y,z];
> f := [1,z,-1*y];
> ic := [0,1,0];
> znhalf...
> solnA1 := FourthOrderFirstAcc(u,f,uh, fh, ic,0.1,10);
u := [x, y, z]
f := [1, z, y]
ic := [0, 1, 0]
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
0.7000000000
0.8000000000
0.9000000000
1.
1.100000000
1.200000000
1.300000000
1.400000000
1
0.9950041658
0.9800665799
0.9553364937
0.9210610021
0.8775825743
0.8253356324
0.7648422106
0.6967067390
0.6216100048
0.5403023494
0.4535961722
0.3623578124
0.2674988935
0.1699672144
166
0
-0.09983342015
-0.1986693379
-0.2955202175
-0.3894183571
-0.4794255576
-0.5646424968
-0.6442177155
-0.7173561244
-0.7833269488
-0.8414710301
-0.8912074118
-0.9320391446
-0.9635582513
-0.9854498035
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.
2.100000000
2.200000000
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.
3.100000000
3.200000000
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
3.800000000
3.900000000
4.
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
4.800000000
4.900000000
5.
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
0.07073727921
-0.02919943942
-0.1288444070
-0.2272020039
-0.3232894738
-0.4161467424
-0.5048460107
-0.5885010252
-0.6662759326
-0.7373936318
-0.8011435383
-0.8568886842
-0.9040720825
-0.9422222924
-0.9709581295
-0.9899924750
-0.9991351440
-0.9982947865
-0.9874797979
-0.9667982386
-0.9364567519
-0.8967584999
-0.8481001343
-0.7909678334
-0.7259324442
-0.6536437787
-0.5748241213
-0.4902610119
-0.4007993770
-0.3073330876
-0.2107960280
-0.1121527644
-0.01238890752
0.08749873521
0.1865121196
0.2836619367
0.3779774978
0.4685164331
0.5543741076
0.6346926598
0.7086695734
167
-0.9974950680
-0.9995736926
-0.9916649083
-0.9738477370
-0.9463002020
-0.9092975492
-0.8632094969
-0.8084965415
-0.7457053567
-0.6754633312
-0.5984723001
-0.5155015323
-0.4273800441
-0.3349883162
-0.2392494961
-0.1411201744
-0.04158082669
0.05837398283
0.1577455389
0.2555409539
0.3507830884
0.4425203146
0.5298360246
0.6118577887
0.6877660726
0.7568024261
0.8182770607
0.8715757422
0.9161659279
0.9516020874
0.9775301544
0.9936910642
0.9999233424
0.9961647180
0.9824527462
0.9589244324
0.9258148637
0.8834548598
0.8322676679
0.7727647334
0.7055405899
5.600000000
5.700000000
5.800000000
5.900000000
6.
6.100000000
6.200000000
6.300000000
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.
7.100000000
7.200000000
7.300000000
7.400000000
7.500000000
7.600000000
7.700000000
7.800000000
7.900000000
8.
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
8.900000000
9.
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
0.7755656956
0.8347126226
0.8855193778
0.9274783171
0.9601702005
0.9832683816
0.9965420714
0.9998586430
0.9931849586
0.9765876994
0.9502326997
0.9143832900
0.8693976657
0.8157253082
0.7539024939
0.6845469358
0.6083516117
0.5260778401
0.4385476732
0.3466356834
0.2512602248
0.1533742573
0.05395582507
-0.04600171588
-0.1454996229
-0.2435437459
-0.3391544607
-0.4313764566
-0.5192882819
-0.6020115509
-0.6787197201
-0.7486463470
-0.8110927478
-0.8654349788
-0.9111300705
-0.9477214526
-0.9748435161
-0.9922252666
-0.9996930310
-0.9971721948
-0.9846879442
168
0.6312669188
0.5506858380
0.4646024869
0.3738769818
0.2794158218
0.1821628316
0.08308973079
-0.01681357504
-0.1165488852
-0.2151196775
-0.3115410654
-0.4048496383
-0.4941130878
-0.5784395232
-0.6569863827
-0.7289688521
-0.7936677064
-0.8504364961
-0.8987080064
-0.9379999243
-0.9679196580
-0.9881682594
-0.9985434113
-0.9989414486
-0.9893583941
-0.9698899986
-0.9407307839
-0.9021720991
-0.8545992098
-0.7984874486
-0.7343974657
-0.6629696268
-0.5849176152
-0.5010213007
-0.4121189475
-0.3190988384
-0.2228903996
-0.1244549138
-0.02477591574
0.07515063503
0.1743263056
9.700000000
9.800000000
9.900000000
10.
-0.9623650181
-0.9304264600
-0.8891913892
-0.8390718129
0.2717601655
0.3664786880
0.4575354770
0.5440207232
Use Lobatto approximation for the half-step.

> u := [x,y,z];
> f := [1,z,-1*y];
> ic := [0,1,0];
> znhalf...
> solnL1 := FourthOrderFirstLobatto(u,f,uh, fh, ic,0.1,10);
u := [x, y, z]
f := [1, z, y]
ic := [0, 1, 0]
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
0.7000000000
0.8000000000
0.9000000000
1.
1.100000000
1.200000000
1.300000000
1.400000000
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.
1
0.9950041666
0.9800665833
0.9553365013
0.9210610155
0.8775825950
0.8253356617
0.7648422496
0.6967067887
0.6216100658
0.5403024223
0.4535962572
0.3623579094
0.2674990022
0.1699673341
0.07073740906
-0.02919930059
-0.1288442605
-0.2272018516
-0.3232893175
-0.4161465844
169
0
-0.09983340284
-0.1986693036
-0.2955201669
-0.3894182912
-0.4794254777
-0.5646424047
-0.6442176130
-0.7173560136
-0.7833268320
-0.8414709098
-0.8912072908
-0.9320390256
-0.9635581371
-0.9854496969
-0.9974949718
-0.9995736094
-0.9916648407
-0.9738476875
-0.9463001728
-0.9092975422
2.100000000
2.200000000
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.
3.100000000
3.200000000
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
3.800000000
3.900000000
4.
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
4.800000000
4.900000000
5.
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
5.600000000
5.700000000
5.800000000
5.900000000
6.
6.100000000
-0.5048458533
-0.5885008707
-0.6662757835
-0.7373934909
-0.8011434082
-0.8568885677
-0.9040719822
-0.9422222109
-0.9709580692
-0.9899924382
-0.9991351329
-0.9982948023
-0.9874798426
-0.9667983136
-0.9364568581
-0.8967586379
-0.8481003042
-0.7909680350
-0.7259326767
-0.6536440412
-0.5748244123
-0.4902613294
-0.4007997187
-0.3073334508
-0.2107964096
-0.1121531609
-0.01238931521
0.08749832040
0.1865117020
0.2836615208
0.3779770882
0.4685160345
0.5543737247
0.6346922976
0.7086692366
0.7755653888
0.8347123501
0.8855191439
0.9274781256
0.9601700549
0.9832682852
170
-0.8632095136
-0.8084965832
-0.7457054246
-0.6754634259
-0.5984724218
-0.5155016808
-0.4273802188
-0.3349885160
-0.2392497197
-0.1411204199
-0.04158109188
0.05837370055
0.1577452424
0.2555406464
0.3507827734
0.4425199959
0.5298357061
0.6118574746
0.6877657671
0.7568021333
0.8182767848
0.8715754875
0.9161656985
0.9516018871
0.9775299869
0.9936909329
0.9999232503
0.9961646680
0.9824527403
0.9589244722
0.9258149505
0.8834549944
0.8322678505
0.7727649636
0.7055408668
0.6312672409
0.5506862031
0.4646028923
0.3738774243
0.2794162976
0.1821633365
6.200000000
6.300000000
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.
7.100000000
7.200000000
7.300000000
7.400000000
7.500000000
7.600000000
7.700000000
7.800000000
7.900000000
8.
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
8.900000000
9.
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.
0.9965420266
0.9998586529
0.9931850240
0.9765878214
0.9502328788
0.9143835260
0.8693979579
0.8157256551
0.7539028934
0.6845473854
0.6083521081
0.5260783794
0.4385482508
0.3466362942
0.2512608633
0.1533749176
0.05395650092
-0.04600103113
-0.1454989362
-0.2435430645
-0.3391537916
-0.4313758071
-0.5192876593
-0.6020109623
-0.6787191724
-0.7486458467
-0.8110923013
-0.8654345920
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0.5440199480
We can make a phase plot, for methods A and B for h = 0.1. We see that we do not
have any spiral shape, like with backward and forward Eulers methods.
171

plot_yz := []:
plot_yz1 := []:
plot_yzA1 := []:
# plot_yz := [op(plot_yz),[soln1[i,2], -sin(soln1 [i,1])]]:
plot_yzA1 := [op(plot_yzA1),[solnA1[i,2],solnA1[i,3]]]:
end do:
plotsetup("ps", plotoutput="h:/fourth-h01-phase.ps",
plotoptions="color");
plot([plot_yz1, plot_yzA1], labels=["y", "y"], legend=["Fourth
Order
> A","Fourth Order B"], colour=[red, black], style=[line, line]);
> plotsetup(default);
> plot([plot_yz1, plot_yzA1], legend=["Fourth Order A","Fourth
Order
> B"], colour=[red, black], style=[point, line]);
>
>
>
>
>
>
>
>
>
>
>
1
0.5
1
0.5
0.5
0.5
1
Fourth Order A
Fourth Order B
the trapezium rule.
> ic1 := y(0) = 1; ic2 := D(y)(0) = 0;
172
ode :=
d2
dx2
y(x) = y(x)
ic1 := y(0) = 1
ic2 := D(y)(0) = 0
>

ode := diff(y(x),$(x,2)) = -y(x);
>
d
ode := dx
2 y(x) = y(x)

plot_real := []:
plot_accestimate := []:
plot_real := [op(plot_real),[soln1[i,1], cos(soln1 [i,1])]]:
plot_estimate := [op(plot_estimate),[soln1[i,1], soln1[i,2]]]:
plot_accestimate := [op(plot_accestimate),[solnA1[i,1],
solnA1[i,2]]]:
end do:
# plotsetup("ps", plotoutput="h:/fourth-plot.eps",
plotsetup(default);
plot([plot_estimate, plot_accestimate], legend=["Fourth Order A",
"Fourth Order B"] , color=[red,black, green],
style=[line,point]);
>
>
>
>
>
>
>
>
>
>
>
>
>
>
The plots for the real values and the values obtained using the fourth order rule A
and fourth order (acc) B are incredibly close, as shown by the graph, which contains
two lines, although this is not obvious.
173
1
0.5
0
10
0.5
1
Fourth Order A
Fourth Order B
Error comparison between A and B methods.

> err_plot_f
:= []:
> err_plot_fa
:= []:
> err_plot_fl := []:
> err_plot_f
:= [op(err_plot_f), [soln1[i,1], abs(cos(soln1[i,1])
> soln1[i,2])]]:
> err_plot_fa
:= [op(err_plot_fa), [solnA1[i,1],
> abs(cos(solnA1[i,1]) - solnA1[i,2])]]:
> err_plot_fl
:= [op(err_plot_fl), [solnL1[i,1],
> abs(cos(solnL1[i,1]) - solnL1[i,2])]]:
> end do:
> # plotsetup("ps", plotoutput="h:/fourth-errorplot.eps",
> plotoptions="color");
> # plot([err_plot_f, err_plot_fa], labels=["x", "Err"],
color=[green,
> red], style=[line, point], legend=["Fourth Order A", "Fourth
Order
> B"]);
> plot([err_plot_f, err_plot_fa], labels=["x", "Err"],
color=[green,
> red], style=[line, point], legend=["Fourth Order A", "Fourth
Order
> B"]);
174
1e06
8e07
Err 6e07
4e07
2e07
0
10
Fourth Order A
Fourth Order B
Error comparison between Lobatto and B.

> err_plot_f
:= []:
> err_plot_fa
:= []:
> err_plot_fl := []:
> err_plot_f
:= [op(err_plot_f), [soln1[i,1], abs(cos(soln1[i,1])
> soln1[i,2])]]:
> err_plot_fa
:= [op(err_plot_fa), [solnA1[i,1],
> abs(cos(solnA1[i,1]) - solnA1[i,2])]]:
> err_plot_fl
:= [op(err_plot_fl), [solnL1[i,1],
> abs(cos(solnL1[i,1]) - solnL1[i,2])]]:
> end do:
> # plotsetup("ps", plotoutput="h:/fourth-error2plot.eps",
> # plot([err_plot_fa, err_plot_fl], labels=["x", "Err"],
color=[green,
> red], style=[line, point], legend=["Fourth Order B", "Fourth
Order
> Lobatto"]);
> plot([err_plot_fa, err_plot_fl], labels=["x", "Err"],
color=[green,
> red], style=[line, point], legend=["Fourth Order B", "Fourth
Order
> Lobatto"]);
175
1e06
8e07
Err 6e07
4e07
2e07
0
10
Fourth Order B
Fourth Order Lobatto
176
B.7
4thorderKepler.mws
Fourth Order Rules For Solving Keplers Equation

B.7.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.7.2
Implementation
Implementation : Solving Keplers Equation using two Fourth Order Rules

We have modied the various rules, as we wish to solve Keplers equation, which
consists of two simultaneous second order dierential equations. Essentially it takes in
pairs of equations, creating equations for each pair, and then moving on to the next
pair. First implement rule A.
FourthOrderFirstKepler := proc(vars , f, uhalves, fhalves, svars, init,
h, interval)
i, j, k, ic, icx, ynD, ynDD, so_far;
ic := init;
makeeqn := nops(u);
ans := [];
177
icx := op(1,ic);
solveEqns := [];
assignList := [];
# interval points
# not really needed
icx := icx + h;
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# the idea is to examine each pair of equations in turn, adding
# them to a list and then solving simultaneously
# get value for yn differentiated once
# get value for yn differentiated twice
# to find yn1
178

solveEqns := [
op(solveEqns),
op(i, uhalves) = 1/2*(op(i,u) + op(i,ic)) (h^2/48)*(op(i+1,f) + 4*op(i+1,fhalves) + ynDD),
op(i+1, u) = ynD + (h/6)*(op(i+1,f) +
end do;
# find yn1 and ynhalf, numerically, ie. using fsolve
# using solve, to find "exact" solutions takes too long
# print(solveEqns);
newICSet := fsolve(convert(solveEqns,set),
convert([op(u),op(svars)],set));
end do;
end do;
return matrix(ans);
end proc:
We can modify the above to get a better estimation for yhalf, by using a fourth
order method, method B.
FourthOrderFirstKeplerAcc := proc(vars , f, uhalves, fhalves, svars, init,
h, interval)
ic := init;
179

makeeqn := nops(u);
ans := [];
icx := op(1,ic);
solveEqns := [];
assignList := [];
# interval points
icx := icx + h;
# print(solveEqns);
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
180

# to find yn1
# gives more accurate estimate for yhalf eqns A, B, Z
solveEqns := [
op(solveEqns),
op(i, uhalves) = op(i,ic) +(1/2)*h*(ynD) +
(h^2/192)*(-2*op(i+1,f) + 12*op(i+1,fhalves) + 14*ynDD),
op(i+1, u) = ynD + (h/6)*(op(i+1,f) +
end do;
convert([op(u),op(svars)],set));
end do;
end do;
return matrix(ans);
end proc:
Let us begin by describing Keplers Equation. We consider y(x) and z(x) to be
components of direction as functions of x which is essentially time. Thus solving the
ODE and getting y(x) and z(x) will enable us to plot the orbit of an object as time
varies.
y(x)
d2
y(x) =
3
2
2
dx
(y(x) + z(x)2 )( 2 )
z(x)
d2
z(x) =
3
2
dx
(y(x)2 + z(x)2 )( 2 )
181

with the initial conditions (where we choose e = 0.6) y(0) = 1 e,

d
z(0) = 1+e
z(0) = 0, dx
1e .
d
dx y(0)
= 0,
We can use the same trick that we used earlier to make into a set of four rst order
dierential equations.
d
y(x) = a(x)
dx
y(x)
d
a(x) =
3
dx
(y(x)2 + z(x)2 )( 2 )
d
z(x) = b(x)
dx
z(x)
d
b(x) =
3
2
dx
(y(x) + z(x)2 )( 2 )
with the initial conditions being modied to take into account
new vars (where we

1+e
choose e = 0.6) y(0) = 1 e, a(0) = 0, z(0) = 0, b(0) = 1e .
We can then adjust h as too increase accuracy.
Try to solve analytically. Maple does not produce a solution! We could solve using
polar coordinates though.
> ode1 := diff(diff(y(x),x),x)=-y(x)/(y(x)^2+z(x)^2)^(3/2):
> ode2 := diff(diff(z(x),x),x)=-z(x)/(y(x)^2+z(x)^2)^(3/2):
> ecc := 0.6:
> ic1 := y(0) = 1-ecc; ic2 := D(y)(0) = 0; ic3 := z(0) = 0; ic4 :=
> D(z)(0) = sqrt((1+ecc)/(1-ecc)):
> trueSoln := dsolve({ode1, ode2, ic1, ic2, ic3, ic4}, {y(x),
> z(x)}):
Solve Keplers Equation using consts (problem described on
http://bartok.ucsc.edu/peter/115/math intro/node22.html) - this problem nd the
rotation of the earth around the sun
182

u := [x,y,a,z,b]:
ecc := 0.5:
GM := 4*Pi^2:
f := [1,a,-GM*y/((y^2+z^2)^(3/2)),b,-GM*z/((y^2+z^2)^(3/2))]:
# initial conditions
ic := [0,0,2*Pi,1,-Pi]:
# make a copy of variables that will be used to store ynhalf,
znhalf...
# make copy of f for the same purpose
uh := [xhalf, yhalf, ahalf, zhalf, bhalf]:
sv := [yhalf, zhalf]:
fh :=
[1,ahalf,-GM*yhalf/((yhalf^2+zhalf^2)^(3/2)),bhalf,-GM*zhalf/((yhalf^2
+zhalf^2)^(3/2))]:
solnKsA1 := FourthOrderFirstKeplerAcc(u,f,uh, fh, sv, ic, 0.1,
10):
> solnKs1 := FourthOrderFirstKepler(u,f,uh, fh, sv, ic, 0.1, 10):
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
We now attempt to solve Keplers Equations as described in our project.

> u := [x,y,a,z,b]:
> ecc := 0.6:
> f := [1,a,-y/((y^2+z^2)^(3/2)),b,-z/((y^2+z^2)^(3/2))]:
> # initial conditions
> ic := [0,1-ecc,0,0,((1+ecc)/(1-ecc))^(1/2)]:
> znhalf...
> uh := [xhalf, yhalf, ahalf, zhalf, bhalf]:
> sv := [yhalf, zhalf]:
> fh :=
> [1,ahalf,-yhalf/((yhalf^2+zhalf^2)^(3/2)),bhalf,-zhalf/((yhalf^2+zhalf
> ^2)^(3/2))]:
> solnKA1 := FourthOrderFirstKeplerAcc(u, f, uh, fh, sv, ic, 0.1,
10);
> solnK1 := FourthOrderFirstKepler(u, f, uh, fh, sv, ic, 0.1, 10);
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-0.03576499348
-0.1035113737
-0.1609483192
-0.2100645021
-0.2523668068
-0.2890131062
-0.3209047385
-0.3487516766
-0.3731190642
-0.3944608925
-0.4131446874
-0.4294698281
-0.4436812892
-0.4559800503
-0.4665310444
-0.4754692646
-0.4829044709
-0.4889248169
-0.4935996298
-0.4969815099
-0.4991078726
-0.5000020185
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.00000000
-1.598834009
-1.593916454
-1.585080191
-1.572307975
-1.555574671
-1.534847047
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
0.7000000000
0.8000000000
0.9000000000
1.000000000
1.100000000
1.200000000
1.300000000
1.400000000
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.000000000
2.100000000
2.200000000
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.000000000
3.100000000
3.200000000
0.4
0.3698428971
0.2898942069
0.1807716631
0.05898930502
-0.06584176971
-0.1887725482
-0.3073859472
-0.4205628666
-0.5278445773
-0.6291091298
-0.7244051552
-0.8138648694
-0.8976577725
-0.9759657795
-1.048969898
-1.116843241
-1.179747570
-1.237831799
-1.291231586
-1.340069522
-1.384455622
-1.424487949
-1.460253272
-1.491827723
-1.519277396
-1.542658888
-1.562019779
-1.577399032
-1.588827324
-1.596327310
-1.599913818
-1.599593974
0.02962010894
-0.03842859650
0.06874683410
-0.08832854243
0.1080071415
-0.1380111702
0.1474790471
-0.1873508442
0.1872423745
-0.2362181709
0.2273794361
-0.2844784782
Table B.5: solnKA1
0
-0.5833124717
-0.9790517251
-1.175738236
-1.244292312
-1.244380162
-1.210370035
-1.160115696
-1.102700158
-1.042752454
-0.9826310247
-0.9235159195
-0.8659641363
-0.8101988724
-0.7562638640
-0.7041074699
-0.6536291927
-0.6047056398
-0.5572049956
-0.5109949723
-0.4659470141
-0.4219383366
-0.3788527143
-0.3365805516
-0.2950185508
-0.2540691634
-0.2136399337
-0.1736427962
-0.1339933622
-0.09461021404
-0.05541421242
-0.01632782030
0.02272556072
186
0
0.1950018222
0.3649265445
0.4998122390
0.6016514225
0.6762127663
0.7291107362
0.7648512954
0.7868670136
0.7977529863
0.7994880708
0.7936030495
0.7813011723
0.7635434060
0.7411089500
0.7146386677
0.6846666876
0.6516437368
0.6159546256
0.5779315379
0.5378642743
0.4960082529
0.4525908405
0.4078164272
0.3618705474
0.3149232696
0.2671320258
0.2186440069
0.1695982253
0.1201273230
0.07035918865
0.02041843665
-0.02957220702
-0.4996737872
-0.4981198319
-0.4953235274
-0.4912545072
-0.4858678055
-0.4791025583
2.000000000
1.855569226
1.527311820
1.175001023
0.8718778324
0.6287990827
0.4366524852
0.2838437542
0.1607646399
0.06022976603
-0.02299324058
-0.09271339254
-0.1517307906
-0.2021317977
-0.2454935350
-0.2830250892
-0.3156656971
-0.3441537921
-0.3690761988
-0.3909036538
-0.4100167920
-0.4267253897
-0.4412827760
-0.4538967325
-0.4647378066
-0.4739456929
-0.4816341500
-0.4878947914
-0.4927999950
-0.4964051085
-0.4987500796
-0.4998606015
-0.4997488364
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
3.800000000
3.900000000
4.000000000
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
4.800000000
4.900000000
5.000000000
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
5.600000000
5.700000000
5.800000000
5.900000000
6.000000000
6.100000000
6.200000000
6.300000000
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.000000000
7.100000000
7.200000000
7.300000000
7.400000000
-1.595367264
-1.587225527
-1.575152892
-1.559125636
-1.539111984
-1.515071839
-1.486956437
-1.454707939
-1.418258948
-1.377531956
-1.332438739
-1.282879708
-1.228743249
-1.169905124
-1.106228015
-1.037561424
-0.9637422105
-0.8845963348
-0.7999427543
-0.7096011747
-0.6134067463
-0.5112374382
-0.4030650108
-0.2890509526
-0.1697302183
-0.04636978295
0.07832501786
0.1988553329
0.3046729674
0.3782192283
0.3992589567
0.3602573370
0.2744157688
0.1623774477
0.03956597123
-0.08528516342
-0.2077274666
-0.3256043948
-0.4379304378
-0.5443157816
-0.6446742076
-0.7390727085
0.06182224549
0.1010389176
0.1404532852
0.1801447451
0.2201950603
0.2606890531
0.3017153104
0.3433668936
0.3857420333
0.4289447694
0.4730854683
0.5182810999
0.5646550716
0.6123362775
0.6614567834
0.7121471527
0.7645276910
0.8186925790
0.8746814563
0.9324284856
0.9916701539
1.051775613
1.111427706
1.168008416
1.216386610
1.246493255
1.238560769
1.154853459
0.9318791780
0.5027401064
-0.09621835176
-0.6590997527
-1.021450907
-1.193645548
-1.248430946
-1.241453535
-1.203945818
-1.152024984
-1.093884123
-1.033698652
-0.9735918460
-0.9146191842
187
-0.07949057168
-0.1292137244
-0.1786166313
-0.2275707599
-0.2759425825
-0.3235919334
-0.3703701663
-0.4161180470
-0.4606632984
-0.5038176957
-0.5453735770
-0.5850995941
-0.6227354692
-0.6579854407
-0.6905099654
-0.7199150735
-0.7457385295
-0.7674315889
-0.7843345978
-0.7956438780
-0.8003661190
-0.7972547154
-0.7847199919
-0.7607023547
-0.7224962312
-0.6665224538
-0.5881018424
-0.4814974664
-0.3411598210
-0.1663274240
0.03055772795
0.2230524798
0.3878426702
0.5173326803
0.6145423640
0.6853734912
0.7352990182
0.7686531958
0.7887274014
0.7980111930
0.7984064297
0.7913876840
-0.4984137538
-0.4958411036
-0.4920030192
-0.4868572335
-0.4803458638
-0.4723937009
-0.4629059060
-0.4517649802
-0.4388268208
-0.4239156068
-0.4068171596
-0.3872702865
-0.3649554187
-0.3394795678
-0.3103562075
-0.2769780599
-0.2385798247
-0.1941864639
-0.1425404748
-0.08199829099
-0.01038109390
0.07524128451
0.1788615619
0.3059682427
0.4640841006
0.6631803485
0.9149206298
1.226996009
1.582411168
1.894120406
1.996349026
1.812610620
1.471786622
1.124200149
0.8302230921
0.5955851755
0.4101252139
0.2624080453
0.1431953608
0.04562819878
-0.03528147879
-0.1031681394
7.500000000
7.600000000
7.700000000
7.800000000
7.900000000
8.000000000
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
8.900000000
9.000000000
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.00000000
-0.8276525791
-0.9105873577
-0.9880602374
-1.060251998
-1.127334727
-1.189468748
-1.246801361
-1.299466558
-1.347585283
-1.391265958
-1.430605124
-1.465688107
-1.496589672
-1.523374614
-1.546098299
-1.564807130
-1.579538938
-1.590323306
-1.597181828
-1.600128287
-1.599168777
-1.594301755
-1.585518028
-1.572800677
-1.556124908
-1.535457844
-0.8572704308
-0.8017320512
-0.7480276691
-0.6960947657
-0.6458271731
-0.5970987852
-0.5497767504
-0.5037286828
-0.4588264342
-0.4149478792
-0.3719775534
-0.3298066368
-0.2883325712
-0.2474584842
-0.2070925170
-0.1671471155
-0.1275383144
-0.08818503032
-0.04900837097
-0.009930959485
0.02912372806
0.06823201726
0.1074706877
0.1469176291
0.1866525065
0.2267574390
Table B.6: solnK1
188
0.7781167541
0.7595236188
0.7363639760
0.7092606126
0.6787335702
0.6452224661
0.6091032552
0.5707009973
0.5302997169
0.4881501191
0.4444757074
0.3994776969
0.3533390109
0.3062275767
0.2582990807
0.2096993077
0.1605661602
0.1110314335
0.06122240843
0.01126331337
-0.03872330030
-0.08861522990
-0.1382893030
-0.1876200324
-0.2364782058
-0.2847293703
-0.1607083399
-0.2099005172
-0.2522584846
-0.2889451017
-0.3208653480
-0.3487318944
-0.3731119112
-0.3944609326
-0.4131476759
-0.4294724519
-0.4436809744
-0.4559748179
-0.4665194026
-0.4754501275
-0.4828770982
-0.4888887701
-0.4935547406
-0.4969278603
-0.4990457840
-0.4999320487
-0.4995967360
-0.4980367547
-0.4952357570
-0.4911636852
-0.4857759249
-0.4790120191
We can plot the yz plane.

> # nb: includes commented out subsections to
> facilitate creation of EPS files for graphs
> plot_real := []:
> plot_Kestimate := []:
> plot_Kaccestimate := []:
> plot_Ksestimate := []:
> plot_Ksaccestimate := []:
> # to plot Earth Kepler problem
> plot_Ksestimate := [op(plot_Ksestimate),[solnKs1[i,4],
> solnKs1[i,2]]]:
> plot_Ksaccestimate := [op(plot_Ksaccestimate),[solnKsA1[i,4],
> solnKsA1[i,2]]]:
> # to plot Kepler Equation (described in project, without
equations)
> plot_Kestimate := [op(plot_Kestimate),[solnK1[i,4],
solnK1[i,2]]]:
> plot_Kaccestimate := [op(plot_Kaccestimate),[solnKA1[i,4],
> solnKA1[i,2]]]:
> end do:
> # plot Earth Kepler
> # plotsetup("ps", plotoutput="h:/fourth-kepler-earth001.eps",
> plot([plot_Ksestimate, plot_Ksaccestimate],labels=["z","y"],
> legend=["Fourth Order A Kepler Earth Problem", "Fourth Order B
Kepler
> Earth Problem"], style=[line, line]);
> # plot Kepler problem described in notes
> # plotsetup("ps", plotoutput="h:/fourth-kepler.eps",
> plot([plot_Kestimate, plot_Kaccestimate], labels=["z","y"],
> legend=["Fourth Order A Kepler Problem", "Fourth Order B Kepler
> Problem"], style=[line, line]);
189
0.5
0.5
0.5
1.5
0
0.5
y
1
1.5
2
0.8 0.6 0.4 0.2
0.2
z
0.4
0.6
0.8
0
0.5
y
1
1.5

Fourth Order B Kepler Problem
190
B.8
modtrap.mws
Modied Trapezium Rule (with comparison with Fourth

Order A)
Version 1.0
Version History
10 October 2004. Version 1.0. Complete Functionality
B.8.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.8.2
Implementation
Implementation : Modied Trapezium Rule

We rst implement a modied trapezium rule, then follow with a fourth order rule
(A) that we can use for comparison.
ModTrap := proc(vars , f, init, h, interval)
ic := init;
191
makeeqn := nops(u);
ans := [];
icx := op(1,ic);
solveEqns := [];
assignList := [];
# interval points
icx := icx + h;
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# get value for yn
# get value for yn
# to find yn1
# now solve
192
solveEqns := [
op(solveEqns),
(h^2/4)*(op(i+1,f) + ynDD),
op(i+1, u) = ynD + (h/2)*(op(i+1,f) + ynDD)];
end do;
convert([op(u)],set));
end do;
end do;
return matrix(ans);
end proc:
ModTrapKepler := proc(vars , f, init, h, interval)
ic := init;
makeeqn := nops(u);
ans := [];
icx := op(1,ic);
193
solveEqns := [];
assignList := [];
# interval points
# not really needed
icx := icx + h;
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# to find yn1
solveEqns := [
op(solveEqns),
194
op(i,u) = op(i,ic) + h*(ynD) + (h^2/4)*(op(i+1,f) + ynDD),

op(i+1, u) = ynD + (h/2)*(op(i+1,f) + ynDD)];
end do;
# find yn1 and ynhalf, numerically, ie. using fsolve
# using solve, to find "exact" solutions takes too long
newICSet := fsolve(convert(solveEqns,set),convert([op(u)],set));
end do;
end do;
return matrix(ans);
end proc:
Fourth order A, for Kepler
FourthOrderFirstKepler := proc(vars , f, uhalves, fhalves, svars, init,
h, interval)
ic := init;
makeeqn := nops(u);
ans := [];
icx := op(1,ic);
solveEqns := [];
195
assignList := [];
# interval points
# not really needed
icx := icx + h;
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# to find yn1
solveEqns := [
op(solveEqns),
196

op(i+1, u) = ynD + (h/6)*(op(i+1,f) +
end do;
convert([op(u), op(svars)],set));
end do;
end do;
return matrix(ans);
end proc:
FourthOrderFirst := proc(vars , f, uhalves, fhalves, init,
h, interval)
ic := init;
makeeqn := nops(u);
ans := [];
icx := op(1,ic);
solveEqns := [];
197
assignList := [];
# interval points
icx := icx + h;
#print(solveEqns);
assignList := [];
# eg. [x = 1, y = 0, z = 0]
end do;
# get value for yn
# get value for yn
# to find yn1
solveEqns := [
op(solveEqns),
op(i+1, u) = ynD + (h/6)*(op(i+1,f) +
198
4*op(i+1,fhalves) + ynDD)
];
end do;
# print(solveEqns);
#print(newICSet);
end do;
end do;
return matrix(ans);
end proc:
Try solving circle problem using fourth order A.
> u := [x,y,z]:
f := [1,z,-1*y]:
ic := [0,1,0]:
znhalf...
uh := [xhalf, yhalf, zhalf]:
fh := [1,zhalf,-1*yhalf]:
solnF1 := FourthOrderFirst(u,f,uh, fh, ic,0.1,10);
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
1
0.9950041666
0.9800665833
0.9553365013
0.9210610155
0.8775825950
0.8253356617
199
0
-0.09983340284
-0.1986693036
-0.2955201669
-0.3894182912
-0.4794254777
-0.5646424047
0.7000000000
0.8000000000
0.9000000000
1.
1.100000000
1.200000000
1.300000000
1.400000000
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.
2.100000000
2.200000000
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.
3.100000000
3.200000000
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
3.800000000
3.900000000
4.
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
0.7648422496
0.6967067887
0.6216100658
0.5403024223
0.4535962572
0.3623579094
0.2674990022
0.1699673341
0.07073740906
-0.02919930059
-0.1288442605
-0.2272018516
-0.3232893175
-0.4161465844
-0.5048458533
-0.5885008707
-0.6662757835
-0.7373934909
-0.8011434082
-0.8568885677
-0.9040719822
-0.9422222109
-0.9709580692
-0.9899924382
-0.9991351329
-0.9982948023
-0.9874798427
-0.9667983137
-0.9364568582
-0.8967586380
-0.8481003043
-0.7909680351
-0.7259326768
-0.6536440413
-0.5748244124
-0.4902613295
-0.4007997188
-0.3073334509
-0.2107964097
-0.1121531610
-0.01238931529
200
-0.6442176130
-0.7173560136
-0.7833268320
-0.8414709098
-0.8912072908
-0.9320390256
-0.9635581371
-0.9854496969
-0.9974949718
-0.9995736094
-0.9916648407
-0.9738476875
-0.9463001728
-0.9092975422
-0.8632095136
-0.8084965833
-0.7457054247
-0.6754634260
-0.5984724219
-0.5155016809
-0.4273802189
-0.3349885161
-0.2392497198
-0.1411204200
-0.04158109197
0.05837370046
0.1577452423
0.2555406463
0.3507827733
0.4425199958
0.5298357060
0.6118574745
0.6877657670
0.7568021333
0.8182767849
0.8715754876
0.9161656986
0.9516018872
0.9775299870
0.9936909330
0.9999232505
4.800000000
4.900000000
5.
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
5.600000000
5.700000000
5.800000000
5.900000000
6.
6.100000000
6.200000000
6.300000000
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.
7.100000000
7.200000000
7.300000000
7.400000000
7.500000000
7.600000000
7.700000000
7.800000000
7.900000000
8.
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
0.08749832034
0.1865117019
0.2836615207
0.3779770881
0.4685160345
0.5543737247
0.6346922976
0.7086692366
0.7755653888
0.8347123501
0.8855191439
0.9274781256
0.9601700549
0.9832682852
0.9965420266
0.9998586529
0.9931850240
0.9765878214
0.9502328788
0.9143835260
0.8693979578
0.8157256550
0.7539028933
0.6845473853
0.6083521080
0.5260783792
0.4385482506
0.3466362940
0.2512608631
0.1533749174
0.05395650073
-0.04600103131
-0.1454989364
-0.2435430646
-0.3391537917
-0.4313758071
-0.5192876592
-0.6020109622
-0.6787191723
-0.7486458466
-0.8110923012
201
0.9961646680
0.9824527403
0.9589244722
0.9258149505
0.8834549944
0.8322678505
0.7727649636
0.7055408668
0.6312672409
0.5506862031
0.4646028923
0.3738774243
0.2794162976
0.1821633365
0.08309026006
-0.01681302666
-0.1165483233
-0.2151191079
-0.3115404941
-0.4048490715
-0.4941125319
-0.5784389846
-0.6569858678
-0.7289683671
-0.7936672575
-0.8504360892
-0.8987076470
-0.9379996175
-0.9679194085
-0.9881680715
-0.9985432884
-0.9989413936
-0.9893584093
-0.9698900856
-0.9407309435
-0.9021723314
-0.8545995140
-0.7984878232
-0.7343979082
-0.6629701341
-0.5849181834
8.900000000
9.
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.
-0.8654345918
-0.9111297485
-0.9477212004
-0.9748433381
-0.9922251660
-0.9996930101
-0.9971722556
-0.9846880882
-0.9623652458
-0.9304267705
-0.8891917811
-0.8390722838
-0.5010219252
-0.4121196229
-0.3190995587
-0.2228911581
-0.1244557033
-0.02477672868
0.07514980672
0.1743254703
0.2717593319
0.3664778649
0.4575346731
0.5440199474
Solve using modied trapezium rule.

> u := [x,y,z]:
> f := [1,z,-1*y]:
> ic := [0,1,0]:
> solnMT1 := ModTrap(u,f, ic,0.1,10);
0
0.1000000000
0.2000000000
0.3000000000
0.4000000000
0.5000000000
0.6000000000
0.7000000000
0.8000000000
0.9000000000
1.
1.100000000
1.200000000
1.300000000
1.400000000
1.500000000
1.600000000
1.700000000
1.800000000
1.900000000
2.
2.100000000
2.200000000
1
0.9950124688
0.9800996262
0.9554102287
0.9211905546
0.8777819473
0.8256174104
0.7652172884
0.6971840762
0.6221964094
0.5410022947
0.4544116483
0.3632882174
0.2685409639
0.1711149975
0.07198214832
-0.02786872728
-0.1274416106
-0.2257432560
-0.3217930983
-0.4146330344
-0.5033369800
-0.5870201079
202
0
-0.09975062344
-0.1985062282
-0.2952817209
-0.3891117600
-0.4790603851
-0.5642303530
-0.6437720879
-0.7168921561
-0.7828611804
-0.8410211156
-0.8907918127
-0.9316768060
-0.9632682651
-0.9852510632
-0.9974059205
-0.9996115916
-0.9918460747
-0.9741868314
-0.9468100137
-0.9099887071
-0.8640902064
-0.8095723520
2.300000000
2.400000000
2.500000000
2.600000000
2.700000000
2.800000000
2.900000000
3.
3.100000000
3.200000000
3.300000000
3.400000000
3.500000000
3.600000000
3.700000000
3.800000000
3.900000000
4.
4.100000000
4.200000000
4.300000000
4.400000000
4.500000000
4.600000000
4.700000000
4.800000000
4.900000000
5.
5.100000000
5.200000000
5.300000000
5.400000000
5.500000000
5.600000000
5.700000000
5.800000000
5.900000000
6.
6.100000000
6.200000000
6.300000000
-0.6648476736
-0.7360433423
-0.7998969328
-0.8557715015
-0.9031096962
-0.9414393154
-0.9703780187
-0.9896371407
-0.9990245706
-0.9984466683
-0.9879091980
-0.9675172719
-0.9374743006
-0.8980799648
-0.8497272254
-0.7928984039
-0.7281603715
-0.6561588940
-0.5776121905
-0.4933037694
-0.4040746125
-0.3108147861
-0.2144545628
-0.1159551419
-0.01629906126
0.08351960354
0.1825051551
0.2796702064
0.3740455300
0.4646897261
0.5506986132
0.6312142473
0.7054334799
0.7726159696
0.8320915668
0.8832669987
0.9256317872
0.9587633409
0.9823311705
0.9961001856
0.9999330394
203
-0.7469789629
-0.6769344121
-0.6001373984
-0.5173539767
-0.4294099168
-0.3371824662
-0.2415915995
-0.1435908416
-0.04415775603
0.05571580592
0.1550335992
0.2528049227
0.3480545013
0.4398322145
0.5272225740
0.6093538555
0.6854067943
0.7546227576
0.8163113118
0.8698571098
0.9147260289
0.9504704988
0.9767339662
0.9932544514
0.9998671616
0.9965061348
0.9832048968
0.9600961287
0.9274103419
0.8854735791
0.8347041621
0.7756085190
0.7087761326
0.6348736601
0.5546382833
0.4688703551
0.3784254158
0.2842056594
0.1871509339
0.08822936612
-0.01157229513
6.400000000
6.500000000
6.600000000
6.700000000
6.800000000
6.900000000
7.
7.100000000
7.200000000
7.300000000
7.400000000
7.500000000
7.600000000
7.700000000
7.800000000
7.900000000
8.
8.100000000
8.200000000
8.300000000
8.400000000
8.500000000
8.600000000
8.700000000
8.800000000
8.900000000
9.
9.100000000
9.200000000
9.300000000
9.400000000
9.500000000
9.600000000
9.700000000
9.800000000
9.900000000
10.
0.9937914986
0.9777368256
0.9519291668
0.9166259552
0.8721793425
0.8190326865
0.7577161285
0.6888413048
0.6130952462
0.5312335243
0.4440727148
0.3524822524
0.2573757575
0.1597019234
0.06043505263
-0.03943466156
-0.1389110126
-0.2370017176
-0.3327283157
-0.4251359281
-0.5133027831
-0.5963494108
-0.6734474160
-0.7438277412
-0.8067883383
-0.8617011715
-0.9080184818
-0.9452782511
-0.9731088109
-0.9912325496
-0.9994686823
-0.9977350514
-0.9860489519
-0.9645269526
-0.9333837369
-0.8929299602
-0.8435691514
-0.1112585220
-0.2098349382
-0.3063182378
-0.3997459939
-0.4891862588
-0.5737468602
-0.6525843009
-0.7249121725
-0.7900090000
-0.8472254385
-0.8959907504
-0.9358184987
-0.9663113992
-0.9871652833
-0.9981721321
-0.9992221519
-0.9903048682
-0.9715092317
-0.9430227300
-0.9051295178
-0.8582075822
-0.8027249725
-0.7392351312
-0.6683713733
-0.5908405693
-0.5074160938
-0.4189301111
-0.3262652744
-0.2303459213
-0.1321288533
-0.03259379171
0.06726639498
0.1664555952
0.2639843904
0.3588799248
0.4501956096
0.5370205652
We can make a phase plot, for both methods for h =0.1, alongside phase plot from
the exact solution. We see that we do not have any spiral shape, like with backward
and forward Eulers methods.
204

plot_yz := []:
plot_yz1 := []:
plot_yzMT1 := []:
#plot_yz := [op(plot_yz),[soln1[i,2], -sin(soln1 [i,1])]]:
plot_yz1 := [op(plot_yz1),[solnF1[i,2],solnF1[i,3]]]:
plot_yzMT1 := [op(plot_yzMT1),[solnMT1[i,2],solnMT1[i,3]]]:
end do:
#plotsetup("ps", plotoutput="h:/modtrap-phase.ps",
#plot([plot_yz1, plot_yzMT1], labels=["y", "y"], legend=["Fourth
Order A","Mod Trap"], colour=[red, black], style=[line, line]);
plotsetup(default);
plot([plot_yz1, plot_yzMT1], legend=["Fourth Order A","Mod
Trap"],
> colour=[red, black], style=[line, line]);
>
>
>
>
>
>
>
>
>
>
>
>
>
>
1
0.5
1
0.5
0.5
0.5
1
Fourth Order A
Mod Trap
the trapezium rule.
> ode := diff(diff(y(x),x),x)=-y(x):
> ic1 := y(0) = 1; ic2 := D(y)(0) = 0:
ic1 := y(0) = 1
205
>

ode := diff(y(x),$(x,2)) = -y(x);
>
d
ode := dx
2 y(x) = y(x)

plot_real := []:
plot_MTestimate := []:
plot_real := [op(plot_real),[solnF1[i,1], cos(solnF1 [i,1])]]:
plot_estimate := [op(plot_estimate),[solnF1[i,1], solnF1[i,2]]]:
plot_MTestimate := [op(plot_MTestimate),[solnMT1[i,1],
solnMT1[i,2]]]:
end do:
#plotsetup("ps", plotoutput="h:/modtrap-fourth-plot.eps",
plotsetup(default);
plot([plot_real, plot_estimate, plot_MTestimate], legend=["Real
Sol",
> "Fourth Order A", "Mod Trap"] , color=[red,black, green],
> style=[line,line,point]);
>
>
>
>
>
>
>
>
>
>
>
>
>
The plots for the real values and the values obtained using the fourth order rule A
and modied trapezium rule are incredibly close, as shown by the graph, which
contains two lines, although this is not obvious.
1
0.5
0
0.5
1
Real Sol
Fourth Order A
Mod Trap
206
10
Comparing errors between modied trapezium and fourth order A. We see fourth
order A produces a far smaller error.
> err_plot_f
:= []:
> err_plot_f4
:= []:
> err_plot_fMT := []:
> #err_plot_f
:= [op(err_plot_f), [soln1[i,1],
abs(cos(soln1[i,1]) > soln1[i,2])]]:
> err_plot_f4
:= [op(err_plot_f4), [solnF1[i,1],
> abs(cos(solnF1[i,1]) - solnF1[i,2])]]:
> err_plot_fMT
:= [op(err_plot_fMT), [solnMT1[i,1],
> abs(cos(solnMT1[i,1]) - solnMT1[i,2])]]:
> end do:
> # plotsetup("ps", plotoutput="mt-errorplot.eps",
> # plot([err_plot_f4, err_plot_fMT], labels=["x", "Err"],
color=[green,
> red], style=[line, point], legend=["Fourth Order A", "Modified
> Trapezium"]);
> plot([err_plot_f4, err_plot_fMT], labels=["x", "Err"],
color=[green,
> red], style=[point, point], legend=["Fourth Order A", "Modified
> Trapezium"]);
0.006
0.005
0.004
Err
0.003
0.002
0.001
0
Fourth Order A
Modified Trapezium
207
10
Solve Keplers Equation problem as described in notes using Modied Trapezium

Rule.
> u := [x,y,a,z,b];
> ecc := 0.6;
> f := [1,a,-y/((y^2+z^2)^(3/2)),b,-z/((y^2+z^2)^(3/2))];
> ic := [0,1-ecc,0,0,((1+ecc)/(1-ecc))^(1/2)]:
> ic := [0,1-ecc,0,0,((1+ecc)/(1-ecc))^(1/2)]:
> solnMTK1 := ModTrapKepler(u, f, ic, 0.1, 10);
u := [x, y, a, z, b]
ecc := 0.6
y
z
f := [1, a, 2
, b, 2
]
(3/2)
2
(y + z )
(y + z 2 )(3/2)
0 , 0.4 , 0 , 0 , 2.000000000
0.1000000000 , 0.3717461794 , -0.5650764113 , 0.1934289064 , 1.868578127
0.2000000000 , 0.2954734956 , -0.9603772650 , 0.3649025651 , 1.560895046
0.3000000000 , 0.1892688510 , -1.163715628 , 0.5041069212 , 1.223192076
0.4000000000 , 0.06912615463 , -1.239138300 , 0.6118008007 , 0.9306855150
0.5000000000 , -0.05511826243 , -1.245750041 , 0.6931618727 , 0.6965359268
0.6000000000 , -0.1783235145 , -1.218355001 , 0.7536046312 , 0.5123192433
0.7000000000 , -0.2979920172 , -1.175015052 , 0.7975492753 , 0.3665736390
0.8000000000 , -0.4129844678 , -1.124833959 , 0.8283644842 , 0.2497305393
0.9000000000 , -0.5228458659 , -1.072394002 , 0.8485836330 , 0.1546524370
1.000000000 , -0.6274654111 , -1.019996902 , 0.8601246637 , 0.07616817656
1.100000000 , -0.7269040261 , -0.9687753985 , 0.8644597702 , 0.01053395236
1.200000000 , -0.8213054183 , -0.9192524448 , 0.8627370569 , -0.04498821867
1.300000000 , -0.9108494994 , -0.8716291768 , 0.8558661873 , -0.09242917303
1.400000000 , -0.9957277982 , -0.8259367988 , 0.8445788149 , -0.1333182744
1.500000000 , -1.076130555 , -0.7821183497 , 0.8294716716 , -0.1688245928
1.600000000 , -1.152240141 , -0.7400733803 , 0.8110377154 , -0.1998545312
1.700000000 , -1.224227937 , -0.6996825433 , 0.7896889817 , -0.2271201431
1.800000000 , -1.292253118 , -0.6608210863 , 0.7657735946 , -0.2511876002
1.900000000 , -1.356462479 , -0.6233661195 , 0.7395886113 , -0.2725120662
2.000000000 , -1.416990803 , -0.5872003563 , 0.7113898509 , -0.2914631405
2.100000000 , -1.473961513 , -0.5522138484 , 0.6813995102 , -0.3083436711
2.200000000 , -1.527487435 , -0.5183045857 , 0.6498121346 , -0.3234038398
2.300000000 , -1.577671588 , -0.4853784655 , 0.6167993509 , -0.3368518341
2.400000000 , -1.624607957 , -0.4533489245 , 0.5825136582 , -0.3488620218
2.500000000 , -1.668382222 , -0.4221364040 , 0.5470914933 , -0.3595812771
2.600000000 , -1.709072429 , -0.3916677479 , 0.5106557334 , -0.3691339215
2.700000000 , -1.746749596 , -0.3618755896 , 0.4733177564 , -0.3776256179
208
2.800000000 , -1.781478263 , -0.3326977574 ,

2.900000000 , -1.813316987 , -0.3040767166 ,
3.000000000 , -1.842318776 , -0.2759590529 ,
3.100000000 , -1.868531478 , -0.2482949994 ,
3.200000000 , -1.891998128 , -0.2210380065 ,
3.300000000 , -1.912757246 , -0.1941443511 ,
3.400000000 , -1.930843102 , -0.1675727815 ,
3.500000000 , -1.946285950 , -0.1412841947 ,
3.600000000 , -1.959112226 , -0.1152413413 ,
3.700000000 , -1.969344721 , -0.08940855527 ,
3.800000000 , -1.977002725 , -0.06375150446 ,
3.900000000 , -1.982102148 , -0.03823695827 ,
4.000000000 , -1.984655625 , -0.01283257028 ,
4.100000000 , -1.984672588 , 0.01249332751 ,
4.200000000 , -1.982159326 , 0.03777192148 ,
4.300000000 , -1.977119025 , 0.06303410643 ,
4.400000000 , -1.969551786 , 0.08831067138 ,
4.500000000 , -1.959454629 , 0.1136324831 ,
4.600000000 , -1.946821472 , 0.1390306697 ,
4.700000000 , -1.931643098 , 0.1645368064 ,
4.800000000 , -1.913907102 , 0.1901831051 ,
4.900000000 , -1.893597816 , 0.2160026098 ,
5.000000000 , -1.870696216 , 0.2420294002 ,
5.100000000 , -1.845179806 , 0.2682988043 ,
5.200000000 , -1.817022485 , 0.2948476222 ,
5.300000000 , -1.786194386 , 0.3217143620 ,
5.400000000 , -1.752661694 , 0.3489394882 ,
5.500000000 , -1.716386436 , 0.3765656823 ,
5.600000000 , -1.677326247 , 0.4046381138 ,
5.700000000 , -1.635434106 , 0.4332047170 ,
5.800000000 , -1.590658046 , 0.4623164659 ,
5.900000000 , -1.542940840 , 0.4920276328 ,
6.000000000 , -1.492219658 , 0.5223960076 ,
6.100000000 , -1.438425705 , 0.5534830406 ,
6.200000000 , -1.381483860 , 0.5853538482 ,
6.300000000 , -1.321312318 , 0.6180769849 ,
6.400000000 , -1.257822278 , 0.6517238278 ,
6.500000000 , -1.190917720 , 0.6863673254 ,
6.600000000 , -1.120495368 , 0.7220797079 ,
6.700000000 , -1.046444958 , 0.7589284999 ,
6.800000000 , -0.9686500460 , 0.7969697388 ,
6.900000000 , -0.8869897317 , 0.8362365464 ,
209
0.4351791524 , -0.3851464624
0.3963331565 , -0.3917734571
0.3568658587 , -0.3975724997
0.3168572340 , -0.4025999934
0.2763820266 , -0.4069041549
0.2355105148 , -0.4105260799
0.1943091801 , -0.4135006129
0.1528412966 , -0.4158570568
0.1111674562 , -0.4176197502
0.06934604201 , -0.4188085337
0.02743365921 , -0.4194391224
-0.01451446677 , -0.4195233973
-0.05644411792 , -0.4190696256
-0.09830173008 , -0.4180826177
-0.1400340521 , -0.4165638243
-0.1815878122 , -0.4145113797
-0.2229093857 , -0.4119200902
-0.2639444586 , -0.4087813687
-0.3046376827 , -0.4050831135
-0.3449323147 , -0.4008095279
-0.3847698348 , -0.3959408750
-0.4240895365 , -0.3904531599
-0.4628280810 , -0.3843177295
-0.5009190064 , -0.3775007763
-0.5382921817 , -0.3699627293
-0.5748731937 , -0.3616575098
-0.6105826505 , -0.3525316242
-0.6453353846 , -0.3425230576
-0.6790395336 , -0.3315599219
-0.7115954696 , -0.3195587987
-0.7428945445 , -0.3064226989
-0.7728176063 , -0.2920385369
-0.8012332324 , -0.2762739850
-0.8279956081 , -0.2589735280
-0.8529419584 , -0.2399534766
-0.8758894129 , -0.2189956118
-0.8966311440 , -0.1958390101
-0.9149315657 , -0.1701694246
-0.9305203042 , -0.1416053445
-0.9430845457 , -0.1096794870
-0.9522592165 , -0.07381393017
-0.9576142271 , -0.03328628290
7.000000000 , -0.8013419112 , 0.8767198650 , -0.9586376948 , 0.01281692970

7.100000000 , -0.7115891305 , 0.9183357498 , -0.9547135828 , 0.06566531028
7.200000000 , -0.6176288871 , 0.9608691181 , -0.9450914973 , 0.1267764005
7.300000000 , -0.5193916668 , 1.003875288 , -0.9288453572 , 0.1981464003
7.400000000 , -0.4168727101 , 1.046503846 , -0.9048162037 , 0.2824366702
7.500000000 , -0.3101887377 , 1.087175603 , -0.8715325483 , 0.3832364390
7.600000000 , -0.1996812468 , 1.122974216 , -0.8270999739 , 0.5054150491
7.700000000 , -0.08610890714 , 1.148472577 , -0.7690530193 , 0.6555240432
7.800000000 , 0.02898679944 , 1.153441554 , -0.6941774736 , 0.8419868716
7.900000000 , 0.1425834185 , 1.118490829 , -0.5983772598 , 1.074017405
8.000000000 , 0.2489036508 , 1.007913817 , -0.4768896105 , 1.355735579
8.100000000 , 0.3375229254 , 0.7644716751 , -0.3257672192 , 1.666712246
8.200000000 , 0.3924386206 , 0.3338422294 , -0.1462290487 , 1.924051164
8.300000000 , 0.3969599624 , -0.2434153920 , 0.04922997932 , 1.985129396
8.400000000 , 0.3454005357 , -0.7877731407 , 0.2377580465 , 1.785431948
8.500000000 , 0.2489165615 , -1.141906343 , 0.3986385918 , 1.432178957
8.600000000 , 0.1267080668 , -1.302263553 , 0.5238914962 , 1.072879129
8.700000000 , -0.005482678215 , -1.341551348 , 0.6162326017 , 0.7739429804
8.800000000 , -0.1385515180 , -1.319825448 , 0.6819855344 , 0.5411156742
8.900000000 , -0.2680664600 , -1.270473393 , 0.7271326902 , 0.3618274417
9.000000000 , -0.3920886763 , -1.209970934 , 0.7563517665 , 0.2225540842
9.100000000 , -0.5098957360 , -1.146170259 , 0.7731159655 , 0.1127298981
9.200000000 , -0.6213415986 , -1.082746992 , 0.7799894189 , 0.02473917173
9.300000000 , -0.7265468540 , -1.021358117 , 0.7788856697 , -0.04681415628
9.400000000 , -0.8257485462 , -0.9626757282 , 0.7712562944 , -0.1057733507
9.500000000 , -0.9192267953 , -0.9068892543 , 0.7582219770 , -0.1549129966
9.600000000 , -1.007268979 , -0.8539544133 , 0.7406628752 , -0.1962690397
9.700000000 , -1.090152639 , -0.8037188059 , 0.7192813973 , -0.2313605180
9.800000000 , -1.168137875 , -0.7559859053 , 0.6946464168 , -0.2613390913
9.900000000 , -1.241464550 , -0.7105475806 , 0.6672249104 , -0.2870910364
10.00000000 , -1.310351942 , -0.6672002575 , 0.6374049669 , -0.3093078341
Solve Keplers Equation using Fourth Order A.
210

>
>
>
>
>
>
>
>
>
>
>
>
>
>
u := [x,y,a,z,b];
ecc := 0.6;
f := [1,a,-y/((y^2+z^2)^(3/2)),b,-z/((y^2+z^2)^(3/2))];
ic := [0,1-ecc,0,0,((1+ecc)/(1-ecc))^(1/2)];
znhalf...
# sv is the vars we are interested in plotting
uh := [xhalf, yhalf, ahalf, zhalf, bhalf];
sv := [yhalf, zhalf];
fh :=
[1,ahalf,-yhalf/((yhalf^2+zhalf^2)^(3/2)),bhalf,-zhalf/((yhalf^2+zhalf
^2)^(3/2))];
solnK1 := FourthOrderFirstKepler(u, f, uh, fh, sv, ic, 0.1, 10):
u := [x, y, a, z, b]
ecc := 0.6
z
y
, b, 2
]
f := [1, a, 2
(3/2)
2
(y + z )
(y + z 2 )(3/2)
ic := [0, 0.4, 0, 0, 2.000000000]
uh := [xhalf , yhalf , ahalf , zhalf , bhalf ]
sv := [yhalf , zhalf ]
fh := [1, ahalf ,
zhalf
yhalf
]
2 (3/2) , bhalf ,
2
(yhalf + zhalf )
(yhalf + zhalf 2 )(3/2)
2
Plot Keplers Equation result from modied Trapezium and from fourth order A.
> plot_real := []:
> plot_Kestimate := []:
> plot_Ktrapestimate := []:
> # plot_real := [op(plot_real),[soln[i,1], cos(soln [i,1])]]:
> plot_Kestimate := [op(plot_Kestimate),[solnK1[i,4],
solnK1[i,2]]]:
> plot_Ktrapestimate := [op(plot_Ktrapestimate),[solnMTK1[i,4],
> solnMTK1[i,2]]]:
> end do:
> # plot second problem as described in notes
> # plotsetup("ps", plotoutput="h:/fourth-kepler.eps",
> plot([plot_Kestimate, plot_Ktrapestimate], labels=["z","y"],
> legend=["Fourth Order A Kepler Problem", "Modified Trapezium
Kepler
> Problem"], style=[line, line]);
211
z
0.2 0.4 0.6 0.8
0.8 0.6 0.4 0.2

0
0.5
1
1.5
2
Modified Trapezium Kepler Problem
212
B.9
sti.mws
Solving Sti Equations

B.9.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.9.2
Background
Introduction
The equation we wish to solve a second order ODE
d
d2
y(x)) + ( + 1) ( y(x)) + y = 0
2
dx
dx
with the initial conditions y(0) = 1,
d
dx
y(0) = 1.
By introducing auxillary variables we can convert it into a set of rst order ODEs,
where is a constant. We shall investigate how varying aects the numerical
solution.
.
d
y(x) = z(x)
dx
d
z(x) = y(x) ( + 1) z(x)
dx
213
The above is an example of a sti equation. Essentially this is where solutions can
change rapidly with the respect to the independent variable (here x), yet the other
solution changes a lot more slowly. Thus a very small. If we solve the above
analytically, we nd that:
y(x) = e(x)
We also have an unwanted solution where
y(x) = e( x)
Issues
We aim to demonstrate that under certain circumstances forward Euler fails to
converge to the real solution, and instead blows up to innity. In fact forward Euler is
only stable for the step sizes that satisfy
h<
B.9.3
Implementation
Solving the a sti equation with Forward and Backward Euler

We can use our implementations of forward and backward Euler to model the sti
equation. We can investigate how varying the value of changes the nature of the
numerical solution.
Firstly we try = 103
We shall rst let h = .1.
> u := [x,y,z];
> f := [1,z,-la103*y - (la103 + 1)*z];
> ic := [0,1,-1];
u := [x, y, z]
f := [1, z, 1000 y 1001 z]
ic := [0, 1, 1]
>
la103 := 10^3;
la103 := 1000
If we limit the range for x = [0, 1.5], there doesnt seem to be a problem, until x = 1.5
where we have a sudden jump in value.
214

soln1h01x15 := GeneralBackwardEuler(u,f,ic,0.1,1.5):
soln2h01x15 := GeneralForwardEuler(u,f,ic,0.1,1.5):
plot_yz := []:
plot_yzLa := []:
plot_yz1 := []:
plot_yz2 := []:
plot_yz := [op(plot_yz),[soln1h01x15[i,1], exp(-soln1h01x15
[i,1])]]:
plot_yzLa := [op(plot_yzLa),[soln1h01x15[i,1],
exp(-la103*(soln1h01x15 [i,1]))]]:
plot_yz1 := [op(plot_yz1),[soln1h01x15[i,1], soln1h01x15[i,2]]]:
plot_yz2 := [op(plot_yz2),[soln2h01x15[i,1],soln2h01x15[i,2]]]:
end do:
plotsetup("ps", plotoutput="h:\stiff-ploth01.eps",
plot([plot_yz, plot_yzLa, plot_yz1, plot_yz2], legend=["Real
sol",
> "Unwanted sol", "Backward Euler","Forward Euler"], colour=[green,
> brown, red, black], style=[line,line,line, point]);
> plot([plot_yz, plot_yzLa, plot_yz1, plot_yz2], legend=["Real
sol",
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
1
0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1.2
Real sol
Unwanted sol
Backward Euler
215
1.4
However, when increasing the range to x = 1.6, we nd that forward Euler breaks
down far more signicantly. Increasing x further, and forward Euler becomes very
unstable, blowing up to innity.
> soln1h01x16 := GeneralBackwardEuler(u,f,ic,0.1,1.6):
> soln2h01x16 := GeneralForwardEuler(u,f,ic,0.1,1.6):
> plot_yz := []:
> plot_yzLa := []:
> plot_yz1 := []:
> plot_yz2 := []:
> plot_yz := [op(plot_yz),[soln1h01x16[i,1], exp(-soln1h01x16
> [i,1])]]:
> plot_yzLa := [op(plot_yzLa),[soln1h01x16[i,1],
exp(-la*(soln1h01x16
> [i,1]))]]:
> plot_yz1 := [op(plot_yz1),[soln1h01x16[i,1], soln1h01x16[i,2]]]:
> plot_yz2 := [op(plot_yz2),[soln2h01x16[i,1],soln2h01x16[i,2]]]:
> end do:
> plotsetup("ps", plotoutput="h:\stiff-ploth0116.eps",
sol",
sol",
216
0.2
0.4
0.6
0.8
1.2
1.4
1.6
0
20
40
60
80
Real sol
Backward Euler
Forward Euler
Now we can try h = 0.01.

Here we nd that forward Euler breaks down far quicker, inspite of having a step size.
217

soln1h001x15 := GeneralBackwardEuler(u,f,ic,0.01,0.2):
soln2h001x15 := GeneralForwardEuler(u,f,ic,0.01,0.2):
plot_yz := []:
plot_yzLa := []:
plot_yz1 := []:
plot_yz2 := []:
plot_yz := [op(plot_yz),[soln1h001x15[i,1], exp(-soln1h001x15
[i,1])]]:
plot_yzLa := [op(plot_yzLa),[soln1h001x15[i,1],
exp(-la*(soln1h001x15 [i,1]))]]:
plot_yz1 := [op(plot_yz1),[soln1h001x15[i,1],
soln1h001x15[i,2]]]:
> end do:
sol",
sol",
>
>
>
>
>
>
>
>
>
>
>
>
0.05
0.1
0.15
0
2
4
6
8
Real sol
Backward Euler
Forward Euler
218
0.2
Now we can try h = .1e-2

Here we nd that forward Euler is stable. This is not surprising as h < 2 where
2
= .2e-2
> soln1h0001x15 := GeneralBackwardEuler(u,f,ic,0.001,10):
> soln2h0001x15 := GeneralForwardEuler(u,f,ic,0.001,10):
> plot_yz := []:
> plot_yzLa := []:
> plot_yz1 := []:
> plot_yz2 := []:
> plot_yz := [op(plot_yz),[soln1h0001x15[i,1], exp(-soln1h0001x15
> [i,1])]]:
> plot_yzLa := [op(plot_yzLa),[soln1h0001x15[i,1],
> exp(-la*(soln1h0001x15 [i,1]))]]:
> plot_yz1 := [op(plot_yz1),[soln1h0001x15[i,1],
> soln1h0001x15[i,2]]]:
> end do:
> #print(plot_yz);
sol",
sol",
219
1
0.8
0.6
0.4
0.2
0
10
Real sol
Backward Euler
Forward Euler
Next we can try = 106

We shall rst let h = .1.
> u := [x,y,z];
> f := [1,z,-la106*y - (la106 + 1)*z];
> ic := [0,1,-1];
u := [x, y, z]
f := [1, z, la106 y (la106 + 1) z]
ic := [0, 1, 1]
>
la106 := 10^6;
la106 := 1000000
If we limit the range for x = [0, .8], there are no sudden jumps.
220

soln1Ah01x15 := GeneralBackwardEuler(u,f,ic,0.1,0.8):
soln2Ah01x15 := GeneralForwardEuler(u,f,ic,0.1,0.8):
plot_yz := []:
plot_yzLa := []:
plot_yz1 := []:
plot_yz2 := []:
plot_yz := [op(plot_yz),[soln1Ah01x15[i,1], exp(-soln1Ah01x15
[i,1])]]:
plot_yzLa := [op(plot_yzLa),[soln1Ah01x15[i,1],
exp(-la*(soln1Ah01x15 [i,1]))]]:
plot_yz1 := [op(plot_yz1),[soln1Ah01x15[i,1],
soln1Ah01x15[i,2]]]:
> plot_yz2 := [op(plot_yz2),[soln2Ah01x15[i,1],soln2Ah01x15[i,2]]]:
> end do:
sol",
>
>
>
>
>
>
>
>
>
>
>
>
1
0.9
0.8
0.7
0.6
0.5
0
0.2
0.4
0.6
0.8
Real sol
Backward Euler
Forward Euler
However, when increasing the range to x = .9, we encounter the same problem seen
earlier with forward Euler.
221

plot_yz := []:
plot_yzLa := []:
plot_yz1 := []:
plot_yz2 := []:
[i,1])]]:
exp(-la*(soln1Ah01x16 [i,1]))]]:
soln1Ah01x16[i,2]]]:
> plot_yz2 := [op(plot_yz2),[soln2Ah01x16[i,1],soln2Ah01x16[i,2]]]:
> end do:
sol",
>
>
>
>
>
>
>
>
>
>
>
>
1000
800
600
400
200
0
0.2
0.4
0.6
0.8
Real sol
Backward Euler
Forward Euler
Now we can try h = .1e-1

The solution generated by forward Euler very quickly becomes unstable.
222

plot_yz := []:
plot_yzLa := []:
plot_yz1 := []:
plot_yz2 := []:
[i,1])]]:
exp(-la*(soln1Ah001x15 [i,1]))]]:
soln1Ah001x15[i,2]]]:
plot_yz2 := [op(plot_yz2),[soln2Ah001x15[i,1],soln2Ah001x15[i,2]]]:
end do:
sol",
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
1
0.98
0.96
0.94
0
0.02
0.04
0.06
0.08
Real sol
Backward Euler
Forward Euler
We could try a step size that satises the rule for stability say h = .1e-5
However, this is computationally very demanding, if we could run this, it would be
stable. Note that h < 2 where 2 = .2e-5
223

# procedure for running with a "stable" stepsize
# in practice to takes too long to deliver a result
stepsize := 0.000001:
soln1Ah0001x15 := GeneralBackwardEuler(u,f,ic,stepsize,0.1):
soln2Ah0001x15 := GeneralForwardEuler(u,f,ic,stepsize,0.1):
plot_yz := []:
plot_yzLa := []:
plot_yz1 := []:
plot_yz2 := []:
[i,1])]]:
exp(-la*(soln1Ah0001x15 [i,1]))]]:
soln1Ah0001x15[i,2]]]:
plot_yz2 :=
[op(plot_yz2),[soln2Ah0001x15[i,1],soln2Ah0001x15[i,2]]]:
end do:
sol",
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
B.9.4
How to Solve Analytically Using Maple
Comparing to the analytical solution

d
d2
y(x)) + ( + 1) ( y(x)) + y(x) = 0
2
dx
dx
d
y(0) = 1. We specify the
problem as follows:
> ode := diff(diff(y(x), x), x) +(lambda + 1)*diff(y(x), x) +
> lambda*y(x) = 0;
2
d
d
ode := ( dx
2 y(x)) + ( + 1) ( dx y(x)) + y(x) = 0
> ic1 := y(0) = 1;
> ic2 := D(y)(0) = -1;
224
ic1 := y(0) = 1
ic2 := D(y)(0) = 1
sol true := y(x) = e(x)
Appendix (required) Forward and Backward Euler methods
> GeneralForwardEuler := proc(vars, f, init, h, interval)
> local makeeqn, ans, solveEqns, assignList, diffValue,
> newICSet,i,j,k, ic;
> ic := init;
> ans := [];
> solveEqns := [];
> assignList := [];
> end do;
> diffValue := eval(op(i, f),assignList);
> solveEqns := [op(solveEqns),op(i, u) = op(i, ic) + h *
> (diffValue)];
> end do;
> newICSet := solve(convert(solveEqns, set), convert(u, set));
> end do;
> end do;
> end proc:
225

>
>
GeneralBackwardEuler := proc(vars, f, init, h, interval)

i,
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
j, k, ic;
ic := init;
makeeqn := nops(u);
ans := [];
solveEqns := [];
assignList := [];
end do;
diffValue := eval(op(i, f), assignList);
solveEqns := [op(solveEqns), op(i, u) = op(i, ic) + h * (op(i,
f))];
end do;
end do;
end do;
return matrix(ans);
end proc:
226
B.10
6thorder.mws
6th Order Numerical Method

B.10.1
Initialization
> restart;
> with(DEtools):
> with(plots):
> with(linalg):
unprotected
B.10.2
Implementation
Implementation : 6th Order Method

sixthOrder := proc(vars , f, init, h, interval)
#Declaration of variables
local nvars, ic, solveEqns, j,k,p,
A,B,C,D,E,F,C_,D_,E_,F_,al,
n_plus_half, n_minus_half,
eq_plus_half,eq_minus_half,newICSet,
variables,ans,
eq1,eq2,eq3,eq4,
eqn1,eqn2,eqn3,eqn4,eqn5,
eqnA1,eqnA2,eqnA3,eqnA4,eqnA5,eqnA6,
values, oldICSet;
#What follows is the determination of the constants in the equations
#provided (see report)
eq1 := ((1/2+al)^2)/2 = C + D + E + F;
227
eq2 := ((1/2+al)^3)/6 = C + D*(1/2+al) + E*(1/2 - al);

eq3 := ((1/2+al)^4)/24 = 1/2*(C + D*(1/2+al)^2 + E*(1/2 - al)^2);
eq4 := ((1/2+al)^5)/120 = 1/6*(C + D*(1/2+al)^3 + E*(1/2 - al)^3);
eqn1 := ((1/2-al)^2)/2 = C_ + D_ + E_ + F_;
eqn2 := ((1/2-al)^3)/6 = C_ + D_*(1/2+al) + E_*(1/2 - al);
eqn3 := ((1/2-al)^4)/24 = 1/2*(C_ + D_*(1/2+al)^2 + E_*(1/2 - al)^2);
eqn4 := ((1/2-al)^5)/120 = 1/6*(C_ + D_*(1/2+al)^3 + E_*(1/2 - al)^3);
eqnA1 := 1-2*A - 2*B = 0;
eqnA2 := 1/2 - A - (B*(1/2+al)^1)/1 - (B*(1/2-al)^1)/1 = 0;
eqnA3 := 1/6 - A/2 - (B*(1/2+al)^2)/2 - (B*(1/2-al)^2)/2 = 0;
eqnA4 := 1/24 - A/6 - (B*(1/2+al)^3)/6 - (B*(1/2-al)^3)/6 = 0;
eqnA5 := 1/120 - A/24 - (B*(1/2+al)^4)/24 - (B*(1/2-al)^4)/24 = 0;
eqnA6 := 1/720 - A/120 - (B*(1/2+al)^5)/120 - (B*(1/2-al)^5)/120 = 0;
values :=
evalf(solve(
{eqnA1,eqnA2,eqnA3,eqnA4,eqnA5,eqnA6,eqn1,eqn2,eqn3,eqn4,eq1,eq2,
eq3,eq4}));
A := eval(A, values);
B := eval(B, values);
C := eval(C, values);
D := eval(D, values);
E := eval(E, values);
F := eval(F, values);
C_ := eval(C_, values);
D_ := eval(D_, values);
E_ := eval(E_, values);
F_ := eval(F_, values);
al := eval(al, values);
# determines the number of variables to solve for

nvars := nops(vars);
#some initialization
ic := init;
eq_plus_half := [];
eq_minus_half := [];
solveEqns := [];
variables := [];
ans := [];
n_plus_half := [seq(plhlf[i],i=1..nvars)];
n_minus_half := [seq(minhlf[g],g=1..nvars)];
228
oldICSet := {};
#more initialization, initialising the vectors of y_n+1/2+alpha and
#y_n+1/2-alpha
for k from 1 by 1 to nvars do
eq_plus_half := [op(eq_plus_half),op(2,op(k,vars)) =
op(k,n_plus_half)];
eq_minus_half := [op(eq_minus_half),op(2,op(k,vars)) =
op(k,n_minus_half)];
oldICSet := oldICSet union {op(2,op(k,vars)) = op(2,op(k,ic))};
variables := [op(variables), op(2,op(k,vars))];
ans := [op(ans), [op(k,ic)]];
end do;
#main iteration loop
while op(1,op(1,ic)) < interval do
#create simultaneous equations for y_n+1 etc
for j from 1 by 1 to nvars do
solveEqns := [op(solveEqns),
op(2,op(j,vars)) = op(2,op(j,ic)) + h*op(3,op(j,ic))
+
(h^2)*(B*(1/2-al)*subs(convert(eq_plus_half,set),op(3,op(j,f)))
+
B*(1/2+al)*subs(convert(eq_minus_half,set),op(3,op(j,f)))
+ A*eval(op(3,op(j,f)),oldICSet)),
op(j,n_plus_half) = op(2,op(j,ic)) + (1/2 +
al)*h*op(3,op(j,ic))
+
(h^2)*(C*op(3,op(j,f))+D*subs(convert(eq_plus_half,set),op(3,op(j,f)))
+ E*subs(convert(eq_minus_half,set),op(3,op(j,f)))
+ F*eval(op(3,op(j,f)),oldICSet)),
op(j,n_minus_half) = op(2,op(j,ic)) + (1/2 al)*h*op(3,op(j,ic))
+ (h^2)*(C_*op(3,op(j,f))+
D_*subs(convert(eq_plus_half,set),op(3,op(j,f)))
+ E_*subs(convert(eq_minus_half,set),op(3,op(j,f)))
+ F_*eval(op(3,op(j,f)),oldICSet))
];
229
end do;
#solve the equations we have created - NOTE fsolve is used because
#it works a lot quicker than solve but the results are not
different to the decimal
#precision we used.
newICSet := fsolve(convert(solveEqns,set),convert(n_plus_half,set)
union convert(n_minus_half,set) union convert(variables,set));
#updating the variables to the new values

for p from 1 by 1 to nvars do
ic[p,3] := eval(op(3,op(p,ic)) + h*(A*op(3,op(p,f)) +
B*subs(convert(eq_plus_half,set),
op(3,op(p,f))) +
B*subs(convert(eq_minus_half,set),op(3,op(p,f)))
+ A*eval(op(3,op(p,f)),oldICSet) ), newICSet );
ic[p,1] := op(1,op(p,ic)) + h;
ic[p,2] := eval(op(2,op(p,vars)),newICSet);
ans[p] := [op(ans[p]), op(p,ic)];
end do;
#resetting values before next iteration
solveEqns := [];
oldICSet := newICSet;
end do;
return ans;
end proc:
Now to try the sixth order method on the following ODE :
y = y , y = -y, y(0) = 1, y (0) = 0
rst to put it into a form admissible into our procedure:
>
>
>
>
u := [[x,y,y_]];
f := [[1,y_,-1*y]];
ic := [[0,1,0]];
soln := sixthOrder(u,f,ic,0.1,10);
230
u := [[x, y, y ]]
f := [[1, y , y]]
ic := [[0, 1, 0]]
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.1
3.2
3.3
3.4
3.5
3.6
1
0.9950041656
0.9800665784
0.9553364899
0.9210609950
0.8775825632
0.8253356164
0.7648421888
0.6967067110
0.6216099700
0.5403023076
0.4535961231
0.3623577561
0.2674988303
0.1699671445
0.07073720312
-0.02919952105
-0.1288444933
-0.2272020940
-0.3232895665
-0.4161468366
-0.5048461050
-0.5885011181
-0.6662760226
-0.7373937172
-0.8011436175
-0.8568887558
-0.9040721447
-0.9422223436
-0.9709581685
-0.9899925003
-0.9991351535
-0.9982947792
-0.9874797734
-0.9667981962
-0.9364566909
-0.8967584200
231
0
-0.09983341664
-0.1986693308
-0.2955202067
-0.3894183424
-0.4794255388
-0.5646424737
-0.6442176877
-0.7173560915
-0.7833269104
-0.8414709857
-0.8912073611
-0.9320390872
-0.9635581868
-0.9854497316
-0.9974949884
-0.9995736050
-0.9916648125
-0.9738476330
-0.9463000898
-0.9092974290
-0.8632093688
-0.8084964058
-0.7457052140
-0.6754631822
-0.5984721457
-0.5155013732
-0.4273798814
-0.3349881510
-0.2392493298
-0.1411200083
-0.04158066230
0.05837414390
0.1577456950
0.2555411032
0.3507832292
0.4425204452
3.7
3.8
3.9
4.0
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
5.0
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
6.0
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
7.0
7.1
7.2
7.3
7.4
7.5
7.6
7.7
-0.8481000354
-0.7909677156
-0.7259323077
-0.6536436243
-0.5748239498
-0.4902608243
-0.4007991747
-0.3073328723
-0.2107958014
-0.1121525284
-0.01238866442
0.08749898304
0.1865123696
0.2836621862
0.3779777440
0.4685166732
0.5543743387
0.6346928792
0.7086697781
0.7755658829
0.8347127898
0.8855195225
0.9274784368
0.9601702932
0.9832684453
0.9965421047
0.9998586445
0.9931849270
0.9765876340
0.9502326002
0.9143831564
0.8693974983
0.8157251077
0.7539022616
0.6845466732
0.6083513206
0.5260775228
0.4385473324
0.3466353219
0.2512598458
0.1533738644
232
0.5298361431
0.6118578935
0.6877661621
0.7568024986
0.8182771147
0.8715757764
0.9161659410
0.9516020784
0.9775301225
0.9936910087
0.9999232628
0.9961646144
0.9824526182
0.9589242802
0.9258146877
0.8834546610
0.8322674472
0.7727644922
0.7055403299
0.6312666418
0.5506855461
0.4646021824
0.3738766671
0.2794154999
0.1821625053
0.08308940319
-0.01681390089
-0.1165492061
-0.2151199902
-0.3115413665
-0.4048499244
-0.4941133557
-0.5784397697
-0.6569866047
-0.7289690467
-0.7936678710
-0.8504366284
-0.8987081041
-0.9379999855
-0.9679196811
-0.9881682431
>
>
>
>
>
>
7.8
0.05395542200
-0.9985433547
7.9 -0.04600212515 -0.9989413513
8.0
-0.1455000343
-0.9893582561
8.1
-0.2435441553
-0.9698898203
8.2
-0.3391548635
-0.9407305660
8.3
-0.4313768485
-0.9021718428
8.4
-0.5192886586
-0.8545989167
8.5
-0.6020119083
-0.7984871208
8.6
-0.6787200539
-0.7343971055
8.7
-0.7486466531
-0.6629692371
8.8
-0.8110930225
-0.5849171991
8.9
-0.8654352184
-0.5010208618
9.0
-0.9111302718
-0.4121184896
9.1
-0.9477216127
-0.3190983657
9.2
-0.9748436326
-0.2228899164
9.3
-0.9922253370
-0.1244544247
9.4
-0.9996930540 -0.02477542552
9.5
-0.9971721683
0.07515112163
9.6
-0.9846878680
0.1743267836
9.7
-0.9623648920
0.2717606300
9.8
-0.9304262842
0.3664791340
9.9
-0.8891911645
0.4575358997
10.0 -0.8390715405
0.5440211180
#plot the phase plane plot then the error with the real solution
plot_yz := []:
err_plot_sixth := []:
plot_yz := [op(plot_yz),[soln[1,i,2],soln[1,i,3]]]:
err_plot_sixth := [op(err_plot_sixth),[soln[1,i,1],abs(soln[1,i,2]
>
>
>
>
cos(soln[1,i,1]))]]:
end do:
plot(plot_yz, labels=["y", "y"]);
plot(err_plot_sixth,labels=["x", "error"]);
233
0.5
0.5
0.5
y
0.5
1.2e08
1e08
8e09
error 6e09
4e09
2e09
0
6
x
234
10

#Now solve Keplers equations for movement of sun around Earth
#Note we use a stepsize of 0.1 here but we have also calculated
with a
> #stepsize of 0.01 but do not include it here due to space
constraints.
> u := [[x,y,y_],[x,z,z_]];
> f := [[1,y_,-1*4*Pi^2*y/(y^2 + z^2)^(3/2)],[1,z_,-1*4*Pi^2*z/(z^2
+
> y^2)^(3/2)]];
> ic := [[0,0,2*Pi],[0,1,-1*Pi]];
> soln2 := sixthOrder(u,f,ic,0.1,10);
u := [[x, y, y ], [x, z, z ]]
>
>
f := [[1, y ,
4 2 y
4 2 z
],
[1,
z
,
]]
(y 2 + z 2 )(3/2)
(y 2 + z 2 )(3/2)
ic := [[0, 0, 2 ], [0, 1, ]]
soln2 := [[0, 0, 2*Pi],
[.1, .5605799939, 2*Pi-.2374104392*Pi^2],
[.2, .5644782548, 2*Pi-1.029627099*Pi^2],
[.3, .6653334426e-2, 2*Pi-1.272781521*Pi^2],
[.4, -.5949377183, 2*Pi-1.202015944*Pi^2],
[.5, -1.096332140, 2*Pi-1.085886587*Pi^2],
[.6, -1.482294470, 2*Pi-.9704724664*Pi^2],
[.7, -1.757514234, 2*Pi-.8615296079*Pi^2],
[.8, -1.927999161, 2*Pi-.7578808130*Pi^2],
[.9, -1.997844072, 2*Pi-.6571792502*Pi^2],
[1.0, -1.968738125, 2*Pi-.5569525968*Pi^2],
[1.1, -1.839929424, 2*Pi-.4547255302*Pi^2],
[1.2, -1.608225155, 2*Pi-.3480464866*Pi^2],
[1.3, -1.268178990, 2*Pi-.2349751997*Pi^2],
[1.4, -.8136410995, 2*Pi-.1169827847*Pi^2],
[1.5, -.2468823068, 2*Pi-.1514189210e-1*Pi^2],
[1.6, .3674082279, 2*Pi-.6775558585e-1*Pi^2],
[1.7, .6624812407, 2*Pi-.7259298174*Pi^2],
[1.8, .2513570909, 2*Pi-1.246717527*Pi^2],
[1.9, -.3672584132, 2*Pi-1.242135037*Pi^2],
[2.0, -.9131431529, 2*Pi-1.132695990*Pi^2],
[2.1, -1.344369231, 2*Pi-1.014980786*Pi^2],
[2.2, -1.662020521, 2*Pi-.9030881391*Pi^2],
[2.3, -1.872379246, 2*Pi-.7972865015*Pi^2],
[2.4, -1.980466214, 2*Pi-.6954369625*Pi^2],
[2.5, -1.988966499, 2*Pi-.5950676657*Pi^2],
[2.6, -1.898117058, 2*Pi-.4936992155*Pi^2],
235
[2.7,
[2.8,
[2.9,
[3.0,
[3.1,
[3.2,
[3.3,
[3.4,
[3.5,
[3.6,
[3.7,
[3.8,
[3.9,
[4.0,
[4.1,
[4.2,
[4.3,
[4.4,
[4.5,
[4.6,
[4.7,
[4.8,
[4.9,
[5.0,
[5.1,
[5.2,
[5.3,
[5.4,
[5.5,
[5.6,
[5.7,
[5.8,
[5.9,
[6.0,
[6.1,
[6.2,
[6.3,
[6.4,
[6.5,
[6.6,
[6.7,
[6.8,
-1.705708978, 2*Pi-.3888584200*Pi^2],
-1.407160586, 2*Pi-.2782982392*Pi^2],
-.9962903398, 2*Pi-.1615342521*Pi^2],
-.4700742039, 2*Pi-.4824854347e-1*Pi^2],
.1438324164, 2*Pi-.8037857570e-2*Pi^2],
.6336353554, 2*Pi-.3981561885*Pi^2],
.4613555201, 2*Pi-1.146343012*Pi^2],
-.1380933150, 2*Pi-1.268416572*Pi^2],
-.7217771751, 2*Pi-1.176749008*Pi^2],
-1.196909161, 2*Pi-1.058989368*Pi^2],
-1.556899677, 2*Pi-.9448606717*Pi^2],
-1.807550640, 2*Pi-.8373039445*Pi^2],
-1.954645252, 2*Pi-.7346278581*Pi^2],
-2.001819294, 2*Pi-.6344092359*Pi^2],
-1.950276618, 2*Pi-.5341749008*Pi^2],
-1.798783774, 2*Pi-.4314562525*Pi^2],
-1.543687496, 2*Pi-.3238537984*Pi^2],
-1.179238202, 2*Pi-.2097727572*Pi^2],
-.6998839932, 2*Pi-.9257925803e-1*Pi^2],
-.1135170122, 2*Pi-.4203319996e-2*Pi^2],
.4800749223, 2*Pi-.1434952173*Pi^2],
.6242670188, 2*Pi-.9044337678*Pi^2],
.1198407323, 2*Pi-1.268578366*Pi^2],
-.4932055554, 2*Pi-1.221723399*Pi^2],
-1.015489269, 2*Pi-1.107332083*Pi^2],
-1.421959967, 2*Pi-.9904610301*Pi^2],
-1.716118727, 2*Pi-.8799750056*Pi^2],
-1.904221392, 2*Pi-.7752186676*Pi^2],
-1.990835803, 2*Pi-.6739056253*Pi^2],
-1.978136939, 2*Pi-.5735544172*Pi^2],
-1.865851072, 2*Pi-.4716869838*Pi^2],
-1.651262327, 2*Pi-.3658440094*Pi^2],
-1.329346628, 2*Pi-.2539387822*Pi^2],
-.8939341549, 2*Pi-.1364642042*Pi^2],
-.3445907445, 2*Pi-.2862277887e-1*Pi^2],
.2731938609, 2*Pi-.3316682164e-1*Pi^2],
.6650751167, 2*Pi-.5790086680*Pi^2],
.3469040908, 2*Pi-1.215638587*Pi^2],
-.2699593345, 2*Pi-1.256292476*Pi^2],
-.8335746530, 2*Pi-1.152285248*Pi^2],
-1.283952584, 2*Pi-1.033916358*Pi^2],
-1.619678151, 2*Pi-.9208058036*Pi^2],
236
[6.9, -1.847057395, 2*Pi-.8141370002*Pi^2],

[7.0, -1.971545179, 2*Pi-.7119030540*Pi^2],
[7.1, -1.996307329, 2*Pi-.6116356749*Pi^2],
[7.2, -1.922060097, 2*Pi-.5108563388*Pi^2],
[7.3, -1.747079675, 2*Pi-.4070987113*Pi^2],
[7.4, -1.467252725, 2*Pi-.2980483262*Pi^2],
[7.5, -1.076625669, 2*Pi-.1826683812*Pi^2],
[7.6, -.5708883379, 2*Pi-.6736665542e-1*Pi^2],
[7.7, .3268095960e-1, 2*Pi-.1754572195e-2*Pi^2],
[7.8, .5795569555, 2*Pi-.2690989753*Pi^2],
[7.9, .5442662449, 2*Pi-1.059680228*Pi^2],
[8.0, -.2615007433e-1, 2*Pi-1.274012817*Pi^2],
[8.1, -.6251321810, 2*Pi-1.197173344*Pi^2],
[8.2, -1.121081457, 2*Pi-1.080001613*Pi^2],
[8.3, -1.501161124, 2*Pi-.9644985199*Pi^2],
[8.4, -1.770527927, 2*Pi-.8556529475*Pi^2],
[8.5, -1.935269812, 2*Pi-.7521171522*Pi^2],
[8.6, -1.999472103, 2*Pi-.6515031892*Pi^2],
[8.7, -1.964793651, 2*Pi-.5513309684*Pi^2],
[8.8, -1.830451521, 2*Pi-.4491306564*Pi^2],
[8.9, -1.593235545, 2*Pi-.3424762620*Pi^2],
[9.0, -1.247734027, 2*Pi-.2295226079*Pi^2],
[9.1, -.7880366725, 2*Pi-.1121344125*Pi^2],
[9.2, -.2175973750, 2*Pi-.1333049459e-1*Pi^2],
[9.3, .3926241938, 2*Pi-.8188096132e-1*Pi^2],
[9.4, .6576682978, 2*Pi-.7651764285*Pi^2],
[9.5, .2234966729, 2*Pi-1.254351920*Pi^2],
[9.6, -.3958792047, 2*Pi-1.238957304*Pi^2],
[9.7, -.9373985160, 2*Pi-1.127558567*Pi^2],
[9.8, -1.363339047, 2*Pi-1.009511312*Pi^2],
[9.9, -1.675577397, 2*Pi-.8976084412*Pi^2],
[10.0, -1.880546995, 2*Pi-.7918456882*Pi^2]],
[[0,
[.1,
[.2,
[.3,
[.4,
[.5,
[.6,
[.7,
[.8,
1, -Pi],
.4512244308, -Pi-.4959786788*Pi^2],
-.4437144412, -Pi-.5005407941*Pi^2],
-.9973464448, -Pi-.422715980e-2*Pi^2],
-1.153922018, -Pi+.2917477049*Pi^2],
-1.094154972, -Pi+.4506172138*Pi^2],
-.9146167716, -Pi+.5417965370*Pi^2],
-.6652030097, -Pi+.5954112560*Pi^2],
-.3755066960, -Pi+.6248898790*Pi^2],
237
[.9, -.6594681436e-1, -Pi+.6362848867*Pi^2],

[1.0, .2469185786, -Pi+.6316826950*Pi^2],
[1.1, .5471158182, -Pi+.6102249333*Pi^2],
[1.2, .8162604593, -Pi+.5676961972*Pi^2],
[1.3, 1.029347741, -Pi+.4943011044*Pi^2],
[1.4, 1.146668564, -Pi+.3684165993*Pi^2],
[1.5, 1.095194277, -Pi+.1400105723*Pi^2],
[1.6, .7283543005, -Pi-.2866884376*Pi^2],
[1.7, -.9386788847e-1, -Pi-.6299477800*Pi^2],
[1.8, -.8370609858, -Pi-.1826729322*Pi^2],
[1.9, -1.124284657, -Pi+.1980818695*Pi^2],
[2.0, -1.133219377, -Pi+.3998455252*Pi^2],
[2.1, -.9920256065, -Pi+.5126561156*Pi^2],
[2.2, -.7647316164, -Pi+.5787399571*Pi^2],
[2.3, -.4871715589, -Pi+.6165105033*Pi^2],
[2.4, -.1826189828, -Pi+.6343343494*Pi^2],
[2.5, .1312352199, -Pi+.6356424344*Pi^2],
[2.6, .4384526233, -Pi+.6206900854*Pi^2],
[2.7, .7218857584, -Pi+.5866801188*Pi^2],
[2.8, .9596264929, -Pi+.5263615274*Pi^2],
[2.9, 1.118855396, -Pi+.4237659910*Pi^2],
[3.0, 1.142452045, -Pi+.2426429051*Pi^2],
[3.1, .9174780817, -Pi-.9818486116e-1*Pi^2],
[3.2, .2565888697, -Pi-.5897939440*Pi^2],
[3.3, -.6146985965, -Pi-.3824276333*Pi^2],
[3.4, -1.059285967, -Pi+.8201129865e-1*Pi^2],
[3.5, -1.152996255, -Pi+.3375063628*Pi^2],
[3.6, -1.058989831, -Pi+.4764985709*Pi^2],
[3.7, -.8596470118, -Pi+.5570177709*Pi^2],
[3.8, -.5986823060, -Pi+.6040427023*Pi^2],
[3.9, -.3028886775, -Pi+.6288199687*Pi^2],
[4.0, .8593783536e-2, -Pi+.6363224077*Pi^2],
[4.1, .3196491828, -Pi+.6279460542*Pi^2],
[4.2, .6141091639, -Pi+.6021849174*Pi^2],
[4.3, .8726529092, -Pi+.5539057957*Pi^2],
[4.4, 1.068087772, -Pi+.4715550191*Pi^2],
[4.5, 1.155834682, -Pi+.3294569724*Pi^2],
[4.6, 1.051572760, -Pi+.6804147613e-1*Pi^2],
[4.7, .5894164639, -Pi-.4023250794*Pi^2],
[4.8, -.2888880795, -Pi-.5775045772*Pi^2],
[4.9, -.9316775324, -Pi-.8084008120e-1*Pi^2],
[5.0, -1.143519583, -Pi+.2524949572*Pi^2],
238
[5.1,
[5.2,
[5.3,
[5.4,
[5.5,
[5.6,
[5.7,
[5.8,
[5.9,
[6.0,
[6.1,
[6.2,
[6.3,
[6.4,
[6.5,
[6.6,
[6.7,
[6.8,
[6.9,
[7.0,
[7.1,
[7.2,
[7.3,
[7.4,
[7.5,
[7.6,
[7.7,
[7.8,
[7.9,
[8.0,
[8.1,
[8.2,
[8.3,
[8.4,
[8.5,
[8.6,
[8.7,
[8.8,
[8.9,
[9.0,
[9.1,
[9.2,
-1.112410709, -Pi+.4295782443*Pi^2],
-.9486353343, -Pi+.5299550342*Pi^2],
-.7080879494, -Pi+.5888624613*Pi^2],
-.4230318160, -Pi+.6218384093*Pi^2],
-.1151152613, -Pi+.6359277819*Pi^2],
.1986185220, -Pi+.6338043744*Pi^2],
.5022272587, -Pi+.6151093010*Pi^2],
.7779051565, -Pi+.5762818504*Pi^2],
1.002096411, -Pi+.5087297465*Pi^2],
1.138354222, -Pi+.3935537158*Pi^2],
1.121277299, -Pi+.1873831861*Pi^2],
.8199168239, -Pi-.2008580031*Pi^2],
.6142804843e-1, -Pi-.6335323644*Pi^2],
-.7484432935, -Pi-.2675956188*Pi^2],
-1.099863951, -Pi+.1518542295*Pi^2],
-1.142336746, -Pi+.3753605379*Pi^2],
-1.019563206, -Pi+.4986519321*Pi^2],
-.8030149510, -Pi+.5704673819*Pi^2],
-.5317133484, -Pi+.6118748512*Pi^2],
-.2303494078, -Pi+.6324179100*Pi^2],
.8282210742e-1, -Pi+.6361719580*Pi^2],
.3918398474, -Pi+.6238885178*Pi^2],
.6800492239, -Pi+.5933597342*Pi^2],
.9267849213, -Pi+.5383379024*Pi^2],
1.101931618, -Pi+.4449985061*Pi^2],
1.154461074, -Pi+.2822940785*Pi^2],
.9852957363, -Pi-.2099682400e-1*Pi^2],
.4120886512, -Pi-.5188006246*Pi^2],
-.4819342769, -Pi-.4767448263*Pi^2],
-1.011175171, -Pi+.1637749707e-1*Pi^2],
-1.152209765, -Pi+.3035061864*Pi^2],
-1.083381691, -Pi+.4577014550*Pi^2],
-.8982814277, -Pi+.5461959422*Pi^2],
-.6454556873, -Pi+.5980258184*Pi^2],
-.3538717957, -Pi+.6261480024*Pi^2],
-.4365344015e-1, -Pi+.6363795234*Pi^2],
.2687546077, -Pi+.6306578619*Pi^2],
.5673572920, -Pi+.6079912873*Pi^2],
.8336013331, -Pi+.5639877188*Pi^2],
1.042080322, -Pi+.4885329677*Pi^2],
1.152210297, -Pi+.3593024227*Pi^2],
1.088995996, -Pi+.1246554165*Pi^2],
239
[9.3, .7024176002, -Pi-.3106833270*Pi^2],

[9.4, -.1340893897, -Pi-.6234253252*Pi^2],
[9.5, -.8574700739, -Pi-.1601212513*Pi^2],
[9.6, -1.127182380, -Pi+.2113890134*Pi^2],
[9.7, -1.125934376, -Pi+.4077614331*Pi^2],
[9.8, -.9785084571, -Pi+.5176286832*Pi^2],
[9.9, -.7472831966, -Pi+.5818513852*Pi^2],
[10.0, -.4673512590, -Pi+.6182606986*Pi^2]]]
> #Plotting y against z
> #notice the graph here is not a clear curve. But when we used
> #a stepsize of 0.01 we got a well defined curve (see sixth order
> #method chapter in report).
> plot_yz := []:
> plot_yz := [op(plot_yz),[soln2[2,i,2],soln2[1,i,2]]]:
> end do:
> plot(plot_yz,labels=["Z", "Y"]);
0.5
1
Z
0.5
0.5
0
0.5
Y
1
1.5
2
240

#This is the solution to the Keplers Equation problem posed by
professor Cash
#Note we use a stepsize of 0.1 here but we have also calculated
with a
> #stepsize of 0.01 but do not include it here due to space
constraints.
> u := [[x,y,y_],[x,z,z_]];
> f := [[1,y_,-1*y/(y^2 + z^2)^(3/2)],[1,z_,-1*z/(z^2 +
y^2)^(3/2)]];
> ic := [[0,1-0.6,0],[0,0,((1+0.6)/(1-0.6))^(1/2)]];
> soln3 := sixthOrder(u,f,ic,0.1,10);
u := [[x, y, y ], [x, z, z ]]
y
z
f := [[1, y , 2
], [1, z , 2
]]
(3/2)
2
(y + z )
(y + z 2 )(3/2)
>
>
>
ic := [[0, 0.4, 0], [0, 0, 2.000000000]]

soln3 := [[[0, .4, 0],
[.1, .3698264891, -.5830974346],
[.2, .2898770734, -.9788160158],
[.3, .1807788640, -1.175483264],
[.4, .5902691976e-1, -1.244028812],
[.5, -.6577535598e-1, -1.244129868],
[.6, -.1886807494, -1.210145482],
[.7, -.3072723729, -1.159920919],
[.8, -.4204308881, -1.102534655],
[.9, -.5276972046, -1.042613764],
[1.0, -.6289489894, -.9825160250],
[1.1, -.7242345070, -.9234214177],
[1.2, -.8136856375, -.8658871153],
[1.3, -.8974715796, -.8101365757],
[1.4, -.9757739797, -.7562138084],
[1.5, -1.048773606, -.7040674264],
[1.6, -1.116643360, -.6535971580],
[1.7, -1.179544811, -.6046798039],
[1.8, -1.237626696, -.5571837117],
[1.9, -1.291024518, -.5109767292],
[2.0, -1.339860724, -.4659304122],
[2.1, -1.384245192, -.4219220663],
[2.2, -1.424275857, -.3788355378],
[2.3, -1.460039369, -.3365612859],
[2.4, -1.491611742, -.2949960533],
[2.5, -1.519058957, -.2540423189],
[2.6, -1.542437503, -.2136076420],
241
[2.7,
[2.8,
[2.9,
[3.0,
[3.1,
[3.2,
[3.3,
[3.4,
[3.5,
[3.6,
[3.7,
[3.8,
[3.9,
[4.0,
[4.1,
[4.2,
[4.3,
[4.4,
[4.5,
[4.6,
[4.7,
[4.8,
[4.9,
[5.0,
[5.1,
[5.2,
[5.3,
[5.4,
[5.5,
[5.6,
[5.7,
[5.8,
[5.9,
[6.0,
[6.1,
[6.2,
[6.3,
[6.4,
[6.5,
[6.6,
[6.7,
[6.8,
-1.561794848, -.1736039606],
-1.577169845, -.1339468792],
-1.588593061, -.9455496221e-1],
-1.596087036, -.5534904207e-1],
-1.599666482, -.1625154259e-1],
-1.599338403, .2281418488e-1],
-1.595102159, .6192451745e-1],
-1.586949456, .1011562135],
-1.574864280, .1405870698],
-1.558822756, .1802965869],
-1.538792947, .2203666486],
-1.514734580, .2608822165],
-1.486598700, .3019320379],
-1.454327261, .3436093582],
-1.417852637, .3860126177],
-1.377097070, .4292460947],
-1.331972063, .4734204249],
-1.282377722, .5186528800],
-1.228202099, .5650672002],
-1.169320583, .6127926393],
-1.105595452, .6619616361],
-1.036875763, .7127051121],
-.9629978997, .7651436607],
-.8837873272, .8193715716],
-.7990625149, .8754282092],
-.7086427458, .9332466827],
-.6123629276, .9925608856],
-.5101011940, 1.052734338],
-.4018303277, 1.112438191],
-.2877146044, 1.169030477],
-.1682953837, 1.217330862],
-.4485346768e-1, 1.247168884],
.7987700894e-1, 1.238571398],
.2003406708, 1.153424813],
.3058956236, .9277881792],
.3788897678, .4952863805],
.3991194705, -.1047499349],
.3593366706, -.6650924545],
.2730504559, -1.024068658],
.1608769623, -1.193980660],
.3810113392e-1, -1.247617556],
-.8663831348e-1, -1.240166002],
242
[6.9, -.2089417001, -1.202520883],

[7.0, -.3266755180, -1.150618844],
[7.1, -.4388645638, -1.092564441],
[7.2, -.5451232317, -1.032490685],
[7.3, -.6453666116, -.9725007552],
[7.4, -.7396616437, -.9136408398],
[7.5, -.8281489574, -.8563966810],
[7.6, -.9110011776, -.8009533014],
[7.7, -.9884005154, -.7473341296],
[7.8, -1.060526784, -.6954770315],
[7.9, -1.127551159, -.6452764660],
[8.0, -1.189633122, -.5966070253],
[8.1, -1.246919196, -.5493365447],
[8.2, -1.299542666, -.5033332738],
[8.3, -1.347623830, -.4584696332],
[8.4, -1.391270517, -.4146239959],
[8.5, -1.430578720, -.3716813272],
[8.6, -1.465633259, -.3295331721],
[8.7, -1.496508423, -.2880772784],
[8.8, -1.523268564, -.2472170254],
[8.9, -1.545968624, -.2068607573],
[9.0, -1.564654598, -.1669210776],
[9.1, -1.579363927, -.1273141365],
[9.2, -1.590125814, -.8795892715e-1],
[9.3, -1.596961474, -.4877659618e-1],
[9.4, -1.599884316, -.968976918e-2],
[9.5, -1.598900059, .2937811134e-1],
[9.6, -1.594006779, .6850344074e-1],
[9.7, -1.585194894, .1077631059],
[9.8, -1.572447081, .1472351426],
[9.9, -1.555738128, .1869994038],
[10.0, -1.535034719, .2271382411]],
[[0,
[.1,
[.2,
[.3,
[.4,
[.5,
[.6,
[.7,
[.8,
0, 2.000000000],
.1950361828, 1.855667313],
.3649597191, 1.527446218],
.4998455628, 1.175137257],
.6016951835, .8720416440],
.6762738355, .6289954578],
.7291929672, .4368728508],
.7649566910, .2840775736],
.7869964056, .1610032350],
243
[.9, .7979064339, .6046678468e-1],

[1.0, .7996651134, -.2276224050e-1],
[1.1, .7938028752, -.9249145101e-1],
[1.2, .7815227326, -.1515199564],
[1.3, .7637854944, -.2019334272],
[1.4, .7413702573, -.2453085000],
[1.5, .7149178202, -.2828539216],
[1.6, .6849622743, -.3155086880],
[1.7, .6519543290, -.3440110608],
[1.8, .6162787908, -.3689477404],
[1.9, .5782678499, -.3907893734],
[2.0, .5382113207, -.4099165269],
[2.1, .4963646408, -.4266389259],
[2.2, .4529552009, -.4412098588],
[2.3, .4081874186, -.4538370735],
[2.4, .3622468587, -.4646910879],
[2.5, .3153036233, -.4739115685],
[2.6, .2675151804, -.4816122458],
[2.7, .2190287600, -.4878847036],
[2.8, .1699834166, -.4928012864],
[2.9, .1205118378, -.4964173041],
[3.0, .7074196202e-1, -.4987726601],
[3.1, .2079845813e-1, -.4998929954],
[3.2, -.2919588766e-1, -.4997904098],
[3.3, -.7911883762e-1, -.4984637982],
[3.4, -.1288473835, -.4958988204],
[3.5, -.1782564063, -.4920675012],
[3.6, -.2272172764, -.4869274421],
[3.7, -.2755963545, -.4804206004],
[3.8, -.3232533454, -.4724715715],
[3.9, -.3700394518, -.4629852768],
[4.0, -.4157952616, -.4518439219],
[4.1, -.4603482871, -.4389030374],
[4.2, -.5035100513, -.4239863445],
[4.3, -.5450725893, -.4068790887],
[4.4, -.5848041842, -.3873193469],
[4.5, -.6224441069, -.3649866158],
[4.6, -.6576960379, -.3394866997],
[4.7, -.6902197374, -.3103314955],
[4.8, -.7196203566, -.2769116418],
[4.9, -.7454345393, -.2384590503],
[5.0, -.7671120929, -.1939949017],
244
[5.1,
[5.2,
[5.3,
[5.4,
[5.5,
[5.6,
[5.7,
[5.8,
[5.9,
[6.0,
[6.1,
[6.2,
[6.3,
[6.4,
[6.5,
[6.6,
[6.7,
[6.8,
[6.9,
[7.0,
[7.1,
[7.2,
[7.3,
[7.4,
[7.5,
[7.6,
[7.7,
[7.8,
[7.9,
[8.0,
[8.1,
[8.2,
[8.3,
[8.4,
[8.5,
[8.6,
[8.7,
[8.8,
[8.9,
[9.0,
[9.1,
[9.2,
-.7839914696, -.1422564900],
-.7952664771, -.8159298257e-1],
-.7999404197, -.981526657e-2],
-.7967620635, .7602159441e-1],
-.7841353162, .1799316545],
-.7599915991, .3074340444],
-.7216127723, .4660937243],
-.6654026130, .6659320022],
-.5866613066, .9186392812],
-.4796365805, 1.231778514],
-.3388007210, 1.587681249],
-.1635108539, 1.897689980],
.3356385267e-1, 1.995603434],
.2258101951, 1.808374776],
.3901027883, 1.466791250],
.5191159120, 1.120021842],
.6159610339, .8271742013],
.6865368678, .5934973222],
.7362917267, .4087556551],
.7695365385, .2615536243],
.7895449088, .1427060209],
.7987936345, .4539690902e-1],
.7991755309, -.3533072483e-1],
.7921587362, -.1030897102],
.7789004221, -.1605415789],
.7603271993, -.2096742593],
.7371922816, -.2519941275],
.7101166020, -.2886587077],
.6796188028, -.3205690980],
.6461374358, -.3484351068],
.6100476374, -.3728217655],
.5716738352, -.3941829903],
.5312995628, -.4128862585],
.4891751438, -.4292309197],
.4455237852, -.4434619329],
.4005464731, -.4557802725],
.3544259555, -.4663508741],
.3073300282, -.4753087391],
.2594142826, -.4827636406],
.2108244390, -.4888037490],
.1616983624, -.4934984110],
.1121678341, -.4969002494],
245
[9.3, .6236014301e-1, -.4990467044],

[9.4, .1239954686e-1, -.4999611030],
[9.5, -.3759135260e-1, -.4996533138],
[9.6, -.8749028049e-1, -.4981200212],
[9.7, -.1371739689, -.4953446329],
[9.8, -.1865168091, -.4912968177],
[9.9, -.2353894382, -.4859316474],
[10.0, -.2836572188, -.4791882982]]]
> plot_yz := []:
> plot_yz := [op(plot_yz),[soln3[2,i,2],soln3[1,i,2]]]:
> end do:
> plot(plot_yz,labels=["Z", "Y"] );
0.8 0.6 0.4 0.2
0.2
0
0.5
Y
1
1.5
246
Z
0.4
0.6
0.8
Bibliography
[1] H. G. Press B. P. Flannery S. A. Teukolsky W. T. Vetterling. Numerical Recipes
in C: The Art of Scientic Computing. Cambridge University Press, 2nd edition,
1992.
[2] E. J. Kostelich D. Armbruster. Introductory Dierential Equations: From Linearity to Chaos. Addison Wesley Longman, 1996.
[3] K. A. Stroud D. J. Booth. Engineering Mathematics. PALGRAVE, 5th edition,
2001.
[4] D. W. Jordan P. Smith. Nonlinear Ordinary Dierential Equations. Clarendon
Press, Oxford, 2nd edition, 1987.
[5] H. G. Press S. A. Teukolsky S. A. Vetterling B. P. Flannery. Numerical Recipes in
C++. Cambridge University Press, 2nd edition, 2002.
[6] H.G. Press S. A. Teukolsky W. T. Vetterling B. P. Flannery. Numerical Recipes
in Fortran 90. Cambridge University Press, 2nd edition, 1996.
[7] R. Bronson. Schaums Outline of Theory and Problems of Dierential Equations.
Schaums Outlines. McGraw-Hill, 2nd edition, 1993.
[8] J. R. Cash. A variable step runge-kutta-nystr
om integrator for reversible systems
of second order initial value problems. 2003.
[9] E. Kreyszig. Advanced Engineering Mathematics. Wiley Text Books, 8th edition,
1998.
[10] J. D. Lambert. Computational Methods in Ordinary Dierential Equations. John
Wiley Sons, 1973.
[11] R. Redheer. Dierential Equations: Theory and Applications. Jones Bartlett
Publishers, 1991.
[12] G. Stephenson. Mathematical Methods for Science Students. Longman, 2nd edition, 1973.
247
Index
implementation
of numerical method
sixth order, 47
implicit numerical method, 14
absolute error, 15
Backward Eulers method, 13
circle problem, 47
Keplers Equations, 6, 31, 32, 36, 49, 50

Kepler, Johannes, 55
Kutta, Martin Wilhelm, 55
degree
of dierential equation, 7
dierential equation
degree of, 7
higher order, 7
linear, 7
non-linear, 7
order, 7
ordinary, 7
partial, 7
system, 7
dierential equations
rst order, 27, 31, 39
second order system, 27
local error, 15
Newton, Sir Isaac, 51
numerical method, 11
asymmetric, 19
Backward Eulers, 13
BackwardEuler, 40
Eulers, see Frward Eulers12
explicit, 14
Forward Euler, 40
Forward Eulers, 12
implicit, 14
order of, 15
symmetric, 18
Trapezium Rule, 15
Trapezoidal Rule, see Trapezium
Rule
error
absolute, 15
global, 15
local, 15, 43, 44
roundo, 15
Eulers method, see Frward Eulers
method12
Euler, Leonhard, 52
explicit numerical method, 14
order
of dierential equation, 7
of numerical method, 15, 43
sixth order, 43
Forward Euler, 40
Forward Eulers method, 12
phase plane plot, 8
global error, 15
roundo error, 15
Runge, Carle David Tolme, 54
248
INDEX
INDEX
Simpsons Rule, 28
sti equation, 39
symmetric, 28
symmetricity, 43
symmetry, 18
system of dierential equations, 7
Taylor series, 4446
time, 8
time series plot, 8
Trapeizum Rule, 35
Trapezium Rule, 15
Trapezoidal Rule, see Trapezium Rule
249

Euler

Uploaded by

Euler

Uploaded by

Numerical Solutions of

S. Amen P. Bilokon A. Brinley Codd M. Fofaria T. Shah

Supervised by Prof. Je Cash

1 Classication of Dierential Equations

5 Modied Trapeizum Rule

B.4.3 Comparison of Numerical Methods . . .

An ordinary dierential equation is an equation involving a function y of x and its

In general, it is not possible to solve a dierential equation analytically. However there

Dierential equations play an extremely important role in science and engineering.

CHAPTER 1. CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Reduction of Linear Dierential Equations to a Firstorder System

Every initial-value problem of the form

Rewrite Equation 1.2 so that

appears on the left-hand side by itself.

Dene n new variables, y1 (x), y2 (x), . . . , yn (x), by the equations

y1 (x) = y(x), y2 (x) =

For these variables we have

CHAPTER 1. CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Express dy n /dx in terms of the new variables. We have

Hence, by Equation 1.2,

y n (x) = an1 (x)

Finally, reorder the terms:

= A(x)y(x) + f (x) where

a0 (x) a1 (x) a2 (x) a3 (x)

Finally, we need to take care of the

initial conditions. Dene

CHAPTER 1. CLASSIFICATION OF DIFFERENTIAL EQUATIONS

CHAPTER 2. NUMERICAL METHODS

Forward Eulers Method

Similarly, at (x1 , y1 ) we have

CHAPTER 2. NUMERICAL METHODS

Slope f(x1, y1)

Figure 2.1: Schematic illustration of Forward Eulers method

Backward Eulers Method

yn+1 = yn + hf (xn+1 , yn+1 ),

Similarly, at (x1 , y1 ) we have

CHAPTER 2. NUMERICAL METHODS

Slope f(x2, y2)

Figure 2.2: Schematic illustration of Backward Eulers method

CHAPTER 2. NUMERICAL METHODS

Trapezium Rule Method

y (1) (x) + y (1) (x + h)

It can be shown that the local truncation error is proportional to h3 .

Errors in Numerical Methods

It should be remembered that numerical methods are simply approximations of the

CHAPTER 2. NUMERICAL METHODS

Forward Eulers Method

The following fact follows:

Backward Eulers Method

CHAPTER 2. NUMERICAL METHODS

Hence the local error in Backward Eulers method is

Trapezium Rule Method

while f (x) may be in xi < x < xi+1 as

CHAPTER 2. NUMERICAL METHODS

to arrive at the exact form:

f (2) (xi ) + . . . = f (2) (xi ) + . . . .

We can now make the following conclusion:

Consider the Trapezium Rule. By replacing h by h in 2-12 we obtain

Now set X = x h. Then

CHAPTER 2. NUMERICAL METHODS

On setting X = x h and rearranging we obtain

Extension to Higher Order ODE

CHAPTER 2. NUMERICAL METHODS

If f (x, y, z, w) = z in 2-33 then the system represents the third-order IV problem

Similarly it is possible to generalize the other methods to systems of two or more

with initial conditions1

CHAPTER 3. PERIODIC SOLUTIONS

Figure 3.1: xy plot

Application of Numerical Methods

CHAPTER 3. PERIODIC SOLUTIONS

Figure 3.2: yz plot

The error at x is dened as |true solution at x numerical solution at x|.

CHAPTER 3. PERIODIC SOLUTIONS

(a) Forward Euler, h =

(b) Forward Euler, h =

(c) Forward Euler, h =