Math 128A Spring 2003

Week 11 Solutions
Burden & Faires §5.6: 1b, 3b, 7, 9, 12
Burden & Faires §5.7: 1b, 3b, 5
Burden & Faires §5.8: 1b, 3b, 4

Burden & Faires §5.6. Multistep Methods

1. Use all the Adams-Bashforth methods to approximate the solutions to the following initial-value
problem. In each case use exact starting values, and compare the results to the actual values.
b.
y 0 = 1 + (t − y)2 , 2 ≤ t ≤ 3, y(2) = 1, with h = 0.2;
1
actual solution y(t) = t + .
1−t

Solution. b. The exact starting values are given by:

y(t0 ) = 1.0000000
y(t1 ) = 1.1909091
y(t2 ) = 1.3666667
y(t3 ) = 1.5307692
y(t4 ) = 1.6857143

For the Adams-Bashforth two-step method, we have:

w0 = 1.0000000
w1 = 1.1909091
h
wi+1 = wi + [3f (ti , wi ) − f (ti−1 , wi−1 )]
2
for i ≥ 1. Thus we get:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3648760
w3 = 1.5281685
w4 = 1.6826555
w5 = 1.8300568
w6 = 1.9716512
w7 = 2.1084333
w8 = 2.2411849
w9 = 2.3705285
w10 = 2.4969658.

For the Adams-Bashforth three-step method, we have:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3666667
h
wi+1 = wi + [23f (ti , wi ) − 16f (ti−1 , wi−1 ) + 5f (ti−2 , wi−2 )]
12

1
for i ≥ 2. Thus we get:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3666667
w3 = 1.5312423
w4 = 1.6863578
w5 = 1.8341075
w6 = 1.9758148
w7 = 2.1125880
w8 = 2.2452510
w9 = 2.3744624
w10 = 2.5007431.

For the Adams-Bashforth four-step method, we have:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3666667
w3 = 1.5307692
h
wi+1 = wi + [55f (ti , wi ) − 59f (ti−1 , wi−1 ) + 37f (ti−2 , wi−2 ) − 9f (ti−3 , wi−3 )]
24
for i ≥ 3. Thus we get:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3666667
w3 = 1.5307692
w4 = 1.6855637
w5 = 1.8331397
w6 = 1.9747539
w7 = 2.1115202
w8 = 2.2441958
w9 = 2.3734479
w10 = 2.4997728

For the Adams-Bashforth five-step method, we have:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3666667
w3 = 1.5307692
w4 = 1.6857143
h
wi+1 = wi + [1901f (ti , wi ) − 2774f (ti−1 , wi−1 ) + 2616f (ti−2 , wi−2 )
720
−1274f (ti−3 , wi−3 ) + 251f (ti−4 , wi−4 )]

2
 for i ≥ 4. Thus we get:

w0 = 1.0000000
w1 = 1.1909091
w2 = 1.3666667
w3 = 1.5307692
w4 = 1.6857143
w5 = 1.8333882
w6 = 1.9750671
w7 = 2.1118568
w8 = 2.2445255
w9 = 2.3737733
w10 = 2.5000769

The actual results are as follows:

y(t0 ) = 1.0000000
y(t1 ) = 1.1909091
y(t2 ) = 1.3666667
y(t3 ) = 1.5307692
y(t4 ) = 1.6857143
y(t5 ) = 1.8333333
y(t6 ) = 1.9750000
y(t7 ) = 2.1117647
y(t8 ) = 2.2444444
y(t9 ) = 2.3736842
y(t10 ) = 2.5000000

3. Use each of the Adams-Bashforth methods to approximate the solution to the following initial-value
problem. In each case use starting values obtained from the Runge-Kutta method of order four.
Compare the results to the actual values.
b.
y 0 = 1 + y/t + (y/t)2 , 1 ≤ t ≤ 3, y(1) = 0, with h = 0.2;
actual solution y(t) = t tan(ln t).

Solution. b. The Runge-Kutta method starting values are given by:

y(t0 ) = 0.0000000
y(t1 ) = 0.2212428
y(t2 ) = 0.4896817
y(t3 ) = 0.8127527
y(t4 ) = 1.1994386

Thus applying the methods, we get the results:

3
 ti 2-step 3-step 4-step 5-step exact
1.0 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000
1.2 0.2212457 0.2212457 0.2212457 0.2212457 0.2212428
1.4 0.4867550 0.4896842 0.4896842 0.4896842 0.4896817
1.6 0.8054881 0.8124317 0.8127522 0.8127522 0.8127527
1.8 1.1856931 1.1982110 1.1990422 1.1994320 1.1994386
2.0 1.6377944 1.6584313 1.6603060 1.6613179 1.6612818
2.2 2.1753785 2.2079987 2.2117448 2.2134792 2.2135018
2.4 2.8163947 2.8667672 2.8735320 2.8762776 2.8765514
2.6 3.5849181 3.6617484 3.6733266 3.6777236 3.6784753
2.8 4.5138420 4.6305275 4.6498937 4.6570033 4.6586651
3.0 5.6491203 5.8268008 5.8589944 5.8706101 5.8741000

7. The initial-value problem

y 0 = ey , 0 ≤ t ≤ 0.20, y(0) = 1
has solution
y(t) = 1 − ln(1 − et).
Applying the three-step Adams-Moulton method to this problem is equivalent to finding the fixed
point wi+1 of
h
g(w) = wi + [9ew + 19ewi − 5ewi−1 + ewi−2 ] .
24
a. With h = 0.01, obtain wi+1 by functional iteration for i = 2, . . . , 19 using exact starting
values w0 , w1 , and w2 . At each step use wi to initially approximate wi+1 .
b. Will Newton’s method speed the convergence over functional iteration?

Proof. a. Using functional iteration we get:

ti wi iterations y(ti )
0.00 1.0000000 0 1.0000000
0.01 1.0275591 0 1.0275591
0.02 1.0558993 0 1.0558993
0.03 1.0850661 4 1.0850661
0.04 1.1151093 4 1.1151093
0.05 1.1460831 4 1.1460831
0.06 1.1780471 4 1.1780470
0.07 1.2110665 4 1.2110664
0.08 1.2452136 4 1.2452135
0.09 1.2805681 4 1.2805679
0.10 1.3172184 4 1.3172182
0.11 1.3552633 4 1.3552631
0.12 1.3948131 4 1.3948128
0.13 1.4359917 4 1.4359913
0.14 1.4789390 4 1.4789386
0.15 1.5238140 4 1.5238134
0.16 1.5707977 4 1.5707970
0.17 1.6200982 4 1.6200973
0.18 1.6719560 4 1.6719548
0.19 1.7266507 4 1.7266493
0.20 1.7845111 4 1.7845092
b. Using Newton’s method, we get:

4
 ti wi iterations y(ti )
0.00 1.0000000 0 1.0000000
0.01 1.0275591 0 1.0275591
0.02 1.0558993 0 1.0558993
0.03 1.0850661 3 1.0850661
0.04 1.1151093 3 1.1151093
0.05 1.1460831 3 1.1460831
0.06 1.1780471 3 1.1780470
0.07 1.2110665 3 1.2110664
0.08 1.2452136 3 1.2452135
0.09 1.2805681 3 1.2805679
0.10 1.3172184 3 1.3172182
0.11 1.3552633 3 1.3552631
0.12 1.3948131 3 1.3948128
0.13 1.4359917 3 1.4359913
0.14 1.4789390 3 1.4789386
0.15 1.5238140 3 1.5238134
0.16 1.5707977 3 1.5707970
0.17 1.6200983 3 1.6200973
0.18 1.6719560 3 1.6719548
0.19 1.7266508 3 1.7266493
0.20 1.7845111 3 1.7845092
So, with Newton’s method, one less iteration is necessary at each step.

9.
a. Derive Eq. (5.32) by using the Lagrange form of the interpolating polynomial.
b. Derive Eq. (5.34) by using Newton’s backward-difference form of the interpolating polynomial.

Solution. a. Letting P (t) be the Lagrange form of the interpolating polynomial, we calculate:
Z ti+1
y(ti+1 ) ≈ y(ti ) + P (t) dt
ti
Z ti +h 
(f (ti , y(ti )) − f (ti−1 , y(ti−1 )))t
= y(ti ) +
ti h

f (ti , y(ti ))h + f (ti−1 , y(ti−1 ))ti − f (ti , y(ti ))ti
+ dt
h
1
(f (ti , y(ti )) − f (ti−1 , y(ti−1 ))) (ti + h)2 − t2i + f (ti , y(ti ))h


= y(ti ) +
2h
+f (ti−1 , y(ti−1 ))ti − f (ti , y(ti ))ti
h
= y(ti ) + (3f (ti , y(ti )) − f (ti−1 , y(ti−1 )))
2

b. Letting P (t) be Newton’s backward-difference form of the interpolating polynomial, we cal-

5
 culate:
Z ti+1 3  
X −s
y(ti+1 ) ≈ y(ti ) + (−1)k ∇k f (ti , y(ti ))h ds
ti k
k=0
3 Z 1  
X
k k −s
= y(ti ) + ∇ f (ti , y(ti ))h(−1) ds
0 k
k=0
 
1 5 2 3 3
= y(ti ) + h f (ti , y(ti )) + ∇f (ti , y(ti )) + ∇ f (ti , y(ti )) + ∇ f (ti , y(ti ))
2 12 8

1
= y(ti ) + h f (ti , y(ti )) + [f (ti , y(ti )) − f (ti−1 , y(ti−1 ))]
2
5
+ [f (ti , y(ti )) − 2f (ti−1 , y(ti−1 )) + f (ti−2 , y(ti−2 ))]
12 
3
+ [f (ti , y(ti )) − 3f (ti−1 , y(ti−1 )) + 3f (ti−2 , y(ti−2 )) − f (ti−3 , y(ti−3 ))]
8
h
= y(ti ) + [55f (ti , y(ti )) − 59f (ti−1 , y(ti−1 )) + 37f (ti−2 , y(ti−2 ))
24
−9f (ti−3 , y(ti−3 ))]

12. Derive Simpson’s method by applying Simpson’s rule to the integral

Z ti+1
y(ti+1 ) − y(ti−1 ) = f (t, y(t)) dt.
ti−1

Solution.
Z ti+1
y(ti+1 ) − y(ti−1 ) = f (t, y(t)) dt
ti−1
h
≈ [f (ti−1 , y(ti−1 )) + 4f (ti , y(ti )) + f (ti+1 , y(ti+1 ))]
3

Burden & Faires §5.7. Variable Step-Size Multistep Methods

1. Use the Adams Variable Step-Size Predictor-Corrector Algorithm with tolerance TOL = 10−4 ,
hmax = 0.25, and hmin = 0.025 to approximate the solution to the given initial-value problem.
Compare the results to the actual values.
b.
y 0 = 1 + (t − y)2 , 2 ≤ t ≤ 3, y(2) = 1;
actual solution y(t) = t + 1/(1 − t).

Solution. b. Applying the Adams Variable Step-Size Predictor-Corrector Algorithm, we get the
following results:

6
 ti wi hi y(ti )
2.00000000 1.00000000 0.00000000 1.00000000
2.06250000 1.12132350 0.06250000 1.12132353
2.12500000 1.23611106 0.06250000 1.23611111
2.18750000 1.34539468 0.06250000 1.34539474
2.25000000 1.45000191 0.06250000 1.45000000
2.31250000 1.55059834 0.06250000 1.55059524
2.37500000 1.64773110 0.06250000 1.64772727
2.43750000 1.74185207 0.06250000 1.74184783
2.53110962 1.87799224 0.09360962 1.87798852
2.62471924 2.00923157 0.09360962 2.00922828
2.71832886 2.13637101 0.09360962 2.13636808
2.81193849 2.26004764 0.09360962 2.26004338
2.90554811 2.38076971 0.09360962 2.38076472
2.99915773 2.49895243 0.09360962 2.49894707
2.99936830 2.49921568 0.00021057 2.49921033
2.99957886 2.49947891 0.00021057 2.49947355
2.99978943 2.49974214 0.00021057 2.49973678
3.00000000 2.50000535 0.00021057 2.50000000

3. Use the Adams Variable Step-Size Predictor-Corrector Algorithm with TOL = 10−6 to approximate
the solution to the following initial-value problem:
b.
y 0 = 1 + y/t + (y/t)2 , 1 ≤ t ≤ 3, y(1) = 0;
actual solution y(t) = t tan(ln t).

Solution. b. Applying the Adams Variable Step-Size Predictor-Corrector Algorithm, we get the
following results:

t w h y(t)
1.00000000 0.00000000 0.00000000 0.00000000
1.03703921 0.03773348 0.03703921 0.03773348
1.07407841 0.07688780 0.03703921 0.07688780
1.11111762 0.11750963 0.03703921 0.11750962
1.14815683 0.15964398 0.03703921 0.15964397
1.18519603 0.20333499 0.03703921 0.20333497
1.22223524 0.24862649 0.03703921 0.24862645
1.25927444 0.29556249 0.03703921 0.29556244
1.29631365 0.34418760 0.03703921 0.34418754
1.33335286 0.39454733 0.03703921 0.39454726
1.37039206 0.44668843 0.03703921 0.44668835
1.40743127 0.50065911 0.03703921 0.50065903
1.44447048 0.55650930 0.03703921 0.55650921
1.48150968 0.61429086 0.03703921 0.61429076
1.51854889 0.67405779 0.03703921 0.67405768
1.55558810 0.73586642 0.03703921 0.73586631
1.59262730 0.79977565 0.03703921 0.79977552
1.62966651 0.86584708 0.03703921 0.86584694
1.66670572 0.93414529 0.03703921 0.93414514
1.70374492 1.00473798 0.03703921 1.00473782
1.74078413 1.07769626 0.03703921 1.07769609

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 t w h y(t)
1.77782333 1.15309479 0.03703921 1.15309460
1.81486254 1.23101209 0.03703921 1.23101189
1.85190175 1.31153076 0.03703921 1.31153054
1.88894095 1.39473775 0.03703921 1.39473752
1.92598016 1.48072467 0.03703921 1.48072442
1.96301937 1.56958804 0.03703921 1.56958777
2.00005857 1.66142969 0.03703921 1.66142940
2.03709778 1.75635706 0.03703921 1.75635675
2.07413699 1.85448361 0.03703921 1.85448328
2.11117619 1.95592923 0.03703921 1.95592886
2.14821540 2.06082065 0.03703921 2.06082026
2.18525460 2.16929198 0.03703921 2.16929156
2.22229381 2.28148519 0.03703921 2.28148474
2.25933302 2.39755070 0.03703921 2.39755020
2.29637222 2.51764797 0.03703921 2.51764743
2.33341143 2.64194621 0.03703921 2.64194563
2.37045064 2.77062509 0.03703921 2.77062447
2.40748984 2.90387557 0.03703921 2.90387489
2.44452905 3.04190073 0.03703921 3.04190000
2.48156826 3.18491677 0.03703921 3.18491598
2.51860746 3.33315406 0.03703921 3.33315320
2.55564667 3.48685829 0.03703921 3.48685736
2.59268587 3.64629174 0.03703921 3.64629073
2.62360638 3.78397753 0.03092051 3.78397647
2.65452689 3.92602442 0.03092051 3.92602332
2.68544740 4.07261602 0.03092051 4.07261487
2.71636790 4.22394689 0.03092051 4.22394566
2.74728841 4.38022329 0.03092051 4.38022199
2.77820892 4.54166415 0.03092051 4.54166276
2.80912943 4.70850200 0.03092051 4.70850052
2.84004993 4.88098407 0.03092051 4.88098249
2.86589042 5.02964820 0.02584049 5.02964655
2.89173091 5.18260036 0.02584049 5.18259865
2.91757139 5.34001213 0.02584049 5.34001036
2.94341188 5.50206466 0.02584049 5.50206279
2.96925237 5.66894925 0.02584049 5.66894729
2.99509285 5.84086817 0.02584049 5.84086610
2.99631964 5.84915884 0.00122679 5.84915677
2.99754643 5.85746136 0.00122679 5.85745929
2.99877321 5.86577576 0.00122679 5.86577369
3.00000000 5.87410206 0.00122679 5.87409998

5. An electrical circuit consists of a capacitor of constant capacitance C = 1.1 farads in series with a
resistor of constant resistance R0 = 2.1 ohms. A voltage E(t) = 110 sin t is applied at time t = 0.
When the resistor heats up, the resistance becomes a function of the current i,
R(t) = R0 + ki, where k = 0.9,
and the differential equation for i(t) becomes
 
2k di 1 1 dE
1+ i + i= .
R0 dt R0 C R0 C dt

8
 Find i(2), assuming that i(0) = 0.

Solution. Running the Adams Variable Step-Size Predictor-Corrector Algorithm with tolerance
10−3 with minimum and maximum mesh size given by 0.001 and 0.5 respectively, we find that
i(2) ≈ 8.211.

Burden & Faires §5.8. Extrapolation Methods

1. Use the Extrapolation Algorithm with tolerance TOL = 10−4 , hmax = 0.25, and hmin = 0.05
to approximate the solutions to the following initial-value problems. Compare the results to the
actual values.

b.
y 0 = 1 + (t − y)2 , 2 ≤ t ≤ 3, y(2) = 1;
actual solution y(t) = t + 1/(1 − t).

Solution. b. Applying the Extrapolation Algorithm, we get the following results:

ti wi hi ki y(ti )
2.25000000 1.44999987 0.25000000 3 1.45000000
2.50000000 1.83333321 0.25000000 3 1.83333333
2.75000000 2.17857133 0.25000000 3 2.17857143
3.00000000 2.49999993 0.25000000 3 2.50000000

3. Use the Extrapolation Algorithm with TOL = 10−6 , hmax = 0.5, and hmin = 0.05 to approximate
the solutions to the following initial-value problems. Compare the results to the actual values.
b.
y 0 = 1 + y/t + (y/t)2 , 1 ≤ t ≤ 3, y(1) = 0;
actual solution y(t) = t tan ln t.

Solution. b. Applying the Extrapolation Algorithm, we get the following results:

ti wi hi ki y(ti )
1.50000000 0.64387537 0.50000000 4 0.64387533
2.00000000 1.66128182 0.50000000 5 1.66128176
2.50000000 3.25801550 0.50000000 5 3.25801536
3.00000000 5.87410027 0.50000000 5 5.87409998

4. Let P (t) be the number of individuals in a population at time t, measured in years. If the average
birth rate b is constant and the average death rate d is proportional to the size of the population
(due to overcrowding), then the growth rate of the population is given by the logistic equation

dP (t)
= bP (t) − k[P (t)]2 ,
dt
where d = kP (t). Suppose P (0) = 50, 976, b = 2.9 × 10−2 , and k = 1.4 × 10−7 . Find the population
after 5 years.

Solution. The population after 5 years is approximately 57.7998.