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DEPARTAMENTO DE MATEMATICAS
LA SERENA-CHILE
1 DERIVACION NUMERICA 3
1.0.1 Ejercicios resueltos . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.0.2 Ejercicios Propuestos . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1
2
Chapter 1
DERIVACION NUMERICA
f (x0 + h) − f (x0 ) α(x0 + h) + e−(x0 +h) − α(1 − ln(α)) − 2 − αx0 − e−x0 + α(1 − ln(α)) + 2
=
h h
αh + e−(x0 +h) − e−x0 0.1α + αe0.1 − α α e0.1 − 0.9
= = =
h 0.1 0.1
Usando la fórmula regresiva es ....................
Solución:
f (x0 ) − f (x0 − h) α(x0 ) + e−(x0 ) − α(1 − ln(α)) − 2 − α(x0 − h) − e−(x0 −h) + α(1 − ln(α)) + 2
=
h h
αh + e−(x0 ) − e−(x0 −h) α0.1 + α − αe0.1 α 1.1 − e0.1
= = =
h 0.1 0.1
Usando la fórmula centrada es ....................
Solución:
3
4
f (x0 + h) − f (x0 − h)
2h
α(x0 + h) + e−(x0 +h) − α(1 − ln(α)) − 2 − α(x0 − h) − e−(x0 −h) + α(1 − ln(α)) + 2
=
2h
α 0.2 + e−0.1 − e0.1
2αh + e−(x0 +h) − e−(x0 −h) 0.2α + αe−0.1 − αe0.1
= = =
2h 0.2 0.2
EJEMPLO 1.0.2. a-) Determinar la fórmula de aproximación para la segunda derivada,
usando los puntos x, x+h, x+2h, x+3h. Determinar además su orden de aproximación.
Solución: Usando Taylor
h2 h3
f (x + h) = f (x) + f 0 (x)h + f 00 (x) + f 000 (x) + ...
2 6
4h3
f (x + 2h) = f (x) + 2f 0 (x)h + 2f 00 (x)h2 + f 000 (x) + ...
3
9h2 27h3
f (x + 3h) = f (x) + 3f 0 (x)h + f 00 (x) + f 000 (x) + ...
2 6
xi 1 2 3
los siguientes datos en la tabla esta dada por
f (xi ) 0 1 4
u(t0 ) = u0
Se sabe que los métodos numéricos (RK) varian dependiendo de la aproximación numérica
de la integral, para el problema discreto. Ahora, deducir el siguiente método de Runge-
Kutta, aplicando sobre la aproximación de la integral la fórmula de Simpson. Además,
considerar en la aproximación de la integral, las siguientes aproximaciones de la solución
h
ui+1/2 = ui + f (ti , ui )
2
ui+1 = ui + h(θf (ti , ui ) + (1 − θ)f (ti+1/2 , ui+1/2 )),
usando θ = α/5. (Ayuda: trabajar de la misma forma como se generó en clases el método
de RK de segundo orden)
Entonces, de manera compacta la formula de este método esta dada por
k1 =
k2 =
7
8
k3 =
ui+1 = ui + , i = 0, 1, 2......
Reemplazando los valores de ui+1/2 y ui+1 , dados en las fórmulas anteriores en la integral,
se tiene que
1 h
hf (ti , ui ) + 4hf (ti+1/2 , ui + f (ti , ui ))
6 2
hα h(5 − α)
+hf (ti+1 , ui + ( f (ti , ui ) + f (ti+1/2 , ui+1/2 )))
5 5
llamando
k1 = hf (ti , ui )
se tiene
1 k1
k1 + 4hf (ti+1/2 , un + )
6 2
k1 α h(5 − α)
+hf (ti+1 , ui + ( + f (ti+1/2 , ui+1/2 )))
5 5
llamando
k1
k2 = hf (ti+1/2 , un + )
2
9
se tiene
1
k1 + 4k2
6
k1 α k2 (5 − α)
+hf (ti+1 , ui + ( + ))
5 5
finalmente
k1 α k2 (5 − α)
k3 = hf (ti+1 , ui + ( + ))
5 5
se tiene
1
k1 + 4k2 + k3
6
Entonces Entonces, de manera compacta la formula de RK3 esta dada por
k1 = hf (ti , ui )
k1
k2 = hf (ti+1/2 , ui + 2
)
k2 (5−α)
k3 = hf (ti+1 , ui + ( k15α + 5
))
1
ui+1 = ui + 6
k1 + 4k2 + k3 , i = 0, 1, 2......
u(0) = 0
1
ui+1 = ui + 6
k1 + 4k2 + k3 , i = 0, 1, 2, 3, 4
10
PARA α = 2.00000000000000
PARA α = 3.00000000000000
PARA α = 4.00000000000000
EJEMPLO 2.0.4. Recordemos del curso de EDO que las ecuaciones lineales de primer
orden estan dadas por
y 0 + a(x)y = b(x),
R R
dx + C e− a(x)dx Considerar ahora
R a(x)dx
donde la solución esta dada por y(x) = b(x)e
el PVI
2
u0 (t) + 2u(t)t − 2te−t = 0.
11
u(0) = α.
Usando Método de Runge-Kutta de cuarto orden deducir y escribir los va-lores numéricos
de la siguiente tabla.
PARA α = 1.00000000000000
PARA α = 2.00000000000000
PARA α = 3.00000000000000
PARA α = 4.00000000000000
y 0 sen(x) + ycos(x) = 1
2(π + 6α)
y(π/6) = .
3
a-) Usando Método de Runge-Kutta de tercer orden (problema anterior) deducir y escribir
los valores numéricos de la siguiente tabla.
k1 = hf (xi , yi )
k3 = hf (xi + h, yi − k1 + 2k2 )
1
yi+1 = yi + (k1 + 4k2 + k3 ), i = 0, 1, 2, 3
6
es decir,
π 1 − yi cos(xi )
k1 = ( )
6 sen(xi )
π
π 1 − (yi + k1 /2)cos(xi + 12
)
k2 = ( π )
6 sen(xi + 12 )
π 1 − (yi − k1 + 2k2 )cos(xi + π6 )
k3 = ( )
6 sen(xi + π6 )
1
yi+1 = yi + (k1 + 4k2 + k3 ), i = 0, 1, 2, 3
6
13
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 1.00000000000000
METODO RK3——————————————————————— —————
i=0
ti = 1.04719755119660
k1,2,3 = −1.71630493933163, −0.405700834725935, −0.590119871364899
ui = 2.39232619292989
EXACTA=2.36390011453540
*****************
i=1
ti = 1.57079632679490
k1,2,3 = −0.118600166551443, 0.214750748777514, 0.523598775598299
ui = 2.60299312695604
EXACTA=2.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3 = 0.523598775598299, 0.943993625643825, 1.80393882617020
ui = 3.62024514434667
EXACTA=3.57309969069154
*****************
i=3
ti = 2.61799387799149
k1,2,3 = 1.69899951160941, 3.08083344664906, 8.37758835163848
ui = 7.35356541932069
14
EXACTA=7.23598775598298
*****************
METODO RK4——————————————————————— ————–
i=0
ti = 1.04719755119660
k1,2,3,4 = −1.71630493933163, −0.405700834725935, −0.748816186958758, −9.020065479232210E−
002
ui = 2.36127427828104
EXACTA=2.36390011453540
*****************
i=1
ti = 1.57079632679490
k1,2,3,4 = −0.109213176043388, 0.218448778850910, 0.195463641825865, 0.523598775598299
ui = 2.56830935176579
EXACTA=2.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3,4 = 0.523598775598299, 0.939127565893001, 0.968276467802763, 1.67370930659360
ui = 3.57032871002969
EXACTA=3.57309969069154
*****************
i=3
ti = 2.61799387799149
k1,2,3,4 = 1.68390977880458, 3.05074677994810, 3.40858387006870, 7.37637115161091
ui = 7.23348574843787
EXACTA=7.23598775598298
*****************
*******************************************************************************
***************
15
*******************************************************************************
***************
PARA α = 2.00000000000000
METODO RK3——————————————————————— —————
i=0
ti = 1.04719755119660
k1,2,3 = −3.53010430356585, −0.978046822775528, −1.39699075197693
ui = 3.57398382675578
EXACTA=3.51860065291465
*****************
i=1
ti = 1.57079632679490
k1,2,3 = −0.475815144047430, 7.402495084321166E − 002, 0.523598775598299
ui = 3.63129773257640
EXACTA=3.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3 = 0.523598775598299, 1.08826257057699, 2.20202017302192
ui = 4.81107593773110
EXACTA=4.72780022907079
*****************
i=3
ti = 2.61799387799149
k1,2,3 = 2.05898753426794, 3.79859563595693, 10.4329559989371
ui = 9.42546361723655
EXACTA=9.23598775598298
*****************
METODO RK4——————————————————————— ————–
i=0
16
ti = 1.04719755119660
k1,2,3,4 = −3.53010430356585, −0.978046822775528, −1.64617390887467, −0.423529298620103
ui = 3.51351837361554
EXACTA=3.51860065291465
*****************
i=1
ti = 1.57079632679490
k1,2,3,4 = −0.457536443970112, 8.122589373651824E−002, 4.343228977625611E−002, 0.523598775598299
ui = 3.56608149005783
EXACTA=3.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3,4 = 0.523598775598299, 1.07911287072226, 1.11808159261702, 2.02062179163224
ui = 4.72251640570934
EXACTA=4.72780022907079
*****************
i=3
ti = 2.61799387799149
k1,2,3,4 = 2.03221599712162, 3.74521720138743, 4.19367986796342, 9.13329311748417
ui = 9.22973361459392
EXACTA=9.23598775598298
*****************
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 3.00000000000000
METODO RK3——————————————————————— —————
i=0
17
ti = 1.04719755119660
k1,2,3 = −5.34390366780007, −1.55039281082512, −2.20386163258896
ui = 4.75564146058168
EXACTA=4.67330119129390
*****************
i=1
ti = 1.57079632679490
k1,2,3 = −0.833030121543417, −6.670084709109035E − 002, 0.523598775598299
ui = 4.65960233819677
EXACTA=4.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3 = 0.523598775598299, 1.23253151551015, 2.60010151987365
ui = 6.00190673111552
EXACTA=5.88250076745004
*****************
i=3
ti = 2.61799387799149
k1,2,3 = 2.41897555692647, 4.51635782526479, 12.4883236462356
ui = 11.4973618151524
EXACTA=11.2359877559830
*****************
METODO RK4——————————————————————— ————–
i=0
ti = 1.04719755119660
k1,2,3,4 = −5.34390366780007, −1.55039281082512, −2.54353163079059, −0.756857942447883
ui = 4.66576246895004
EXACTA=4.67330119129390
*****************
18
i=1
ti = 1.57079632679490
k1,2,3,4 = −0.805859711896836, −5.599699137787367E−002, −0.108599062273353, 0.523598775598299
ui = 4.56385362834987
EXACTA=4.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3,4 = 0.523598775598299, 1.21909817555152, 1.26788671743127, 2.36753427667088
ui = 5.87470410138900
EXACTA=5.88250076745004
*****************
i=3
ti = 2.61799387799149
k1,2,3,4 = 2.38052221543866, 4.43968762282676, 4.97877586585815, 10.8902150833574
ui = 11.2259814807500
EXACTA=11.2359877559830
*****************
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 4.00000000000000
METODO RK3——————————————————————— —————
i=0
ti = 1.04719755119660
k1,2,3 = −7.15770303203428, −2.12273879887471, −3.01073251320099
ui = 5.93729909440758
EXACTA=5.82800172967315
*****************
19
i=1
ti = 1.57079632679490
k1,2,3 = −1.19024509903940, −0.207426645025393, 0.523598775598299
ui = 5.68790694381713
EXACTA=5.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3 = 0.523598775598299, 1.37680046044331, 2.99818286672537
ui = 7.19273752449995
EXACTA=7.03720130582930
*****************
i=3
ti = 2.61799387799149
k1,2,3 = 2.77896357958501, 5.23412001457266, 14.5436912935342
ui = 13.5692600130683
EXACTA=13.2359877559830
*****************
METODO RK4——————————————————————— ————–
i=0
ti = 1.04719755119660
k1,2,3,4 = −7.15770303203428, −2.12273879887471, −3.44088935270650, −1.09018658627566
ui = 5.81800656428453
EXACTA=5.82800172967315
*****************
i=1
ti = 1.57079632679490
k1,2,3,4 = −1.15418297982356, −0.193219876492266, −0.260630414322962, 0.523598775598299
ui = 5.56162576664191
EXACTA=5.57079632679490
20
*****************
i=2
ti = 2.09439510239320
k1,2,3,4 = 0.523598775598299, 1.35908348038078, 1.41769184224552, 2.71444676170952
ui = 7.02689179706865
EXACTA=7.03720130582930
*****************
i=3
ti = 2.61799387799149
k1,2,3,4 = 2.72882843375570, 5.13415804426609, 5.76387186375288, 12.6471370492307
ui = 13.2222293469060
EXACTA=13.2359877559830
*****************
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 5.00000000000000
METODO RK3——————————————————————— —————
i=0
ti = 1.04719755119660
k1,2,3 = −8.97150239626850, −2.69508478692431, −3.81760339381302
ui = 7.11895672823347
EXACTA=6.98270226805240
*****************
i=1
ti = 1.57079632679490
k1,2,3 = −1.54746007653539, −0.348152442959695, 0.523598775598299
ui = 6.71621154943750
EXACTA=6.57079632679490
21
*****************
i=2
ti = 2.09439510239320
k1,2,3 = 0.523598775598299, 1.52106940537647, 3.39626421357710
ui = 8.38356831788438
EXACTA=8.19190184420855
*****************
i=3
ti = 2.61799387799149
k1,2,3 = 3.13895160224354, 5.95188220388053, 16.5990589408328
ui = 15.6411582109841
EXACTA=15.2359877559830
*****************
METODO RK4——————————————————————— ————–
i=0
ti = 1.04719755119660
k1,2,3,4 = −8.97150239626850, −2.69508478692431, −4.33824707462242, −1.42351523010344
ui = 6.97025065961903
EXACTA=6.98270226805240
*****************
i=1
ti = 1.57079632679490
k1,2,3,4 = −1.50250624775028, −0.330442761606657, −0.412661766372571, 0.523598775598299
ui = 6.55939790493396
EXACTA=6.57079632679490
*****************
i=2
ti = 2.09439510239320
k1,2,3,4 = 0.523598775598299, 1.49906878521004, 1.56749696705977, 3.06135924674816
ui = 8.17907949274830
22
EXACTA=8.19190184420855
*****************
i=3
ti = 2.61799387799149
k1,2,3,4 = 3.07713465207274, 5.82862846570542, 6.54896786164760, 14.4040590151040
ui = 15.2184772130621
EXACTA=15.2359877559830
*****************
4α−1
con la condición inicial u(0) = 3
. La solución exacta para este problema es u(t) =
e−3t 4α
− 3
+ 3
, determinar y escribir en el recuadro el intervalo mı́nimo para h de tal forma
que el método de Euler sea estable.
1−rn
Pn−1 i
Ayuda: usar si es necesario en algún momento i=0 r = 1−r
es decir
ui+1 = ui + h (4α − 3ui ), i = 0, 1, 2...
23
se tiene que
u1 = (1 − 3h)u0 + 4αh
de igual forma
entonces
n−1
n
X
(1 − 3h)i
= (1 − 3h) u0 + 4αh
i=0
1 − (1 − 3h)n
= (1 − 3h)n u0 + 4αh
1 − (1 − 3h)
1 − (1 − 3h)n
= (1 − 3h)n u0 + 4α
3
4α (1 − 3h)n
= (1 − 3h)n u0 + −
3 3
4α
= (1 − 3h)n (u0 − 1/3) +
3
entonces
4α
un = (1 − 3h)n (u0 − 1/3) +
3
, es decir,
4α 4α 4α
lim un = ⇐⇒ lim (1−3h)n (u0 −1/3)+ = ⇐⇒ |1−3h| < 1 ⇐⇒ 0 < h < 2/3
n→∞ 3 n→∞ 3 3
24
siendo α > 0. Consideremos el caso particular en el que el cuerpo tiene una temperatura
inicial de 200o y es sumergido en un medio cuya temperatura es de 10o .
a-) Usando Euler Progresivo determinar los valores en la tabla.
EXACTA=150.755461929526
*****************
i=3
ti = 0.400000000000000
ui = 134.659000000000
EXACTA=137.360808746771
*****************
i=4
ti = 0.500000000000000
ui = 122.193100000000
EXACTA=125.240825345400
*****************
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −19.0000000000000
k2 = −18.0500000000000
k3 = −18.0975000000000
k4 = −17.1902500000000
ui = 181.919125000000
EXACTA=181.919109426832
*****************
i=1
ti = 0.200000000000000
k1 = −17.1919125000000
k2 = −16.3323168750000
k3 = −16.3752966562500
k4 = −15.5543828343750
ui = 165.558871267187
EXACTA=165.558843084817
26
*****************
i=2
ti = 0.300000000000000
k1 = −15.5558871267188
k2 = −14.7780927703828
k3 = −14.8169824881996
k4 = −14.0741888778988
ui = 150.755500180224
EXACTA=150.755461929526
*****************
i=3
ti = 0.400000000000000
k1 = −14.0755500180224
k2 = −13.3717725171213
k3 = −13.4069613921663
k4 = −12.7348538788057
ui = 137.360854894323
EXACTA=137.360808746771
*****************
i=4
ti = 0.500000000000000
k1 = −12.7360854894323
k2 = −12.0992812149607
k3 = −12.1311214286843
k4 = −11.5229733465639
ui = 125.240877540442
EXACTA=125.240825345400
*****************
PARA α = 2.00000000000000
METODO EULER PROGRESIVO————————————–
27
i=0
ti = 0.100000000000000
ui = 162.000000000000
EXACTA=165.558843084817
*****************
i=1
ti = 0.200000000000000
ui = 131.600000000000
EXACTA=137.360808746771
*****************
i=2
ti = 0.300000000000000
ui = 107.280000000000
EXACTA=114.274210857865
*****************
i=3
ti = 0.400000000000000
ui = 87.8240000000000
EXACTA=95.3725031822721
*****************
i=4
ti = 0.500000000000000
ui = 72.2592000000000
EXACTA=79.8970938225740
*****************
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −38.0000000000000
k2 = −34.2000000000000
28
k3 = −34.5800000000000
k4 = −31.0840000000000
ui = 165.559333333333
EXACTA=165.558843084817
*****************
i=1
ti = 0.200000000000000
k1 = −31.1118666666667
k2 = −28.0006800000000
k3 = −28.3117986666667
k4 = −25.4495069333333
ui = 137.361611511111
EXACTA=137.360808746771
*****************
i=2
ti = 0.300000000000000
k1 = −25.4723223022222
k2 = −22.9250900720000
k3 = −23.1798132950222
k4 = −20.8363596432178
ui = 114.275196731197
EXACTA=114.274210857865
*****************
i=3
ti = 0.400000000000000
k1 = −20.8550393462394
k2 = −18.7695354116155
k3 = −18.9780858050779
k4 = −17.0594221852238
ui = 95.3735794037221
29
EXACTA=95.3725031822721
*****************
i=4
ti = 0.500000000000000
k1 = −17.0747158807444
k2 = −15.3672442926700
k3 = −15.5379914514774
k4 = −13.9671175904489
ui = 79.8981952438074
EXACTA=79.8970938225740
*****************
PARA α = 3.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
ui = 143.000000000000
EXACTA=150.755461929526
*****************
i=1
ti = 0.200000000000000
ui = 103.100000000000
EXACTA=114.274210857865
*****************
i=2
ti = 0.300000000000000
ui = 75.1700000000000
EXACTA=87.2482353507138
*****************
i=3
ti = 0.400000000000000
30
ui = 55.6190000000000
EXACTA=67.2269002633184
*****************
i=4
ti = 0.500000000000000
ui = 41.9333000000000
EXACTA=52.3947304282017
*****************
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −57.0000000000000
k2 = −48.4500000000000
k3 = −49.7325000000000
k4 = −42.0802500000000
ui = 150.759125000000
EXACTA=150.755461929526
*****************
i=1
ti = 0.200000000000000
k1 = −42.2277375000000
k2 = −35.8935768750000
k3 = −36.8437009687500
k4 = −31.1746272093750
ui = 114.279638267187
EXACTA=114.274210857865
*****************
i=2
ti = 0.300000000000000
k1 = −31.2838914801563
31
k2 = −26.5913077581328
k3 = −27.2951953164363
k4 = −23.0953328852254
ui = 87.2542665147675
EXACTA=87.2482353507138
*****************
i=3
ti = 0.400000000000000
k1 = −23.1762799544303
k2 = −19.6998379612657
k3 = −20.2213042602404
k4 = −17.1098886763581
ui = 67.2328576691341
EXACTA=67.2269002633184
*****************
i=4
ti = 0.500000000000000
k1 = −17.1698573007402
k2 = −14.5943787056292
k3 = −14.9807004948958
k4 = −12.6756471522715
ui = 52.4002471934571
EXACTA=52.3947304282017
*****************
PARA α = 4.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
ui = 124.000000000000
EXACTA=137.360808746771
32
*****************
i=1
ti = 0.200000000000000
ui = 78.4000000000000
EXACTA=95.3725031822721
*****************
i=2
ti = 0.300000000000000
ui = 51.0400000000000
EXACTA=67.2269002633184
*****************
i=3
ti = 0.400000000000000
ui = 34.6240000000000
EXACTA=48.3603384189845
*****************
i=4
ti = 0.500000000000000
ui = 24.7744000000000
EXACTA=35.7137038149564
*****************
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −76.0000000000000
k2 = −60.8000000000000
k3 = −63.8400000000000
k4 = −50.4640000000000
ui = 137.376000000000
EXACTA=137.360808746771
33
*****************
i=1
ti = 0.200000000000000
k1 = −50.9504000000000
k2 = −40.7603200000000
k3 = −42.7983360000000
k4 = −33.8310656000000
ui = 95.3928704000000
EXACTA=95.3725031822721
*****************
i=2
ti = 0.300000000000000
k1 = −34.1571481600000
k2 = −27.3257185280000
k3 = −28.6920044544000
k4 = −22.6803463782400
ui = 67.2473803161600
EXACTA=67.2269002633184
*****************
i=3
ti = 0.400000000000000
k1 = −22.8989521264640
k2 = −18.3191617011712
k3 = −19.2351197862298
k4 = −15.2049042119721
ui = 48.3786437639537
EXACTA=48.3603384189845
*****************
i=4
ti = 0.500000000000000
34
k1 = −15.3514575055815
k2 = −12.2811660044652
k3 = −12.8952243046884
k4 = −10.1933677837061
ui = 35.7290427793545
EXACTA=35.7137038149564
*****************
PARA α = 5.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
ui = 105.000000000000
EXACTA=125.240825345400
*****************
i=1
ti = 0.200000000000000
ui = 57.5000000000000
EXACTA=79.8970938225740
*****************
i=2
ti = 0.300000000000000
ui = 33.7500000000000
EXACTA=52.3947304282017
*****************
i=3
ti = 0.400000000000000
ui = 21.8750000000000
EXACTA=35.7137038149564
*****************
i=4
35
ti = 0.500000000000000
ui = 15.9375000000000
EXACTA=25.5961497385408
*****************
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −95.0000000000000
k2 = −71.2500000000000
k3 = −77.1875000000000
k4 = −56.4062500000000
ui = 125.286458333333
EXACTA=125.240825345400
*****************
i=1
ti = 0.200000000000000
k1 = −57.6432291666667
k2 = −43.2324218750000
k3 = −46.8351236979167
k4 = −34.2256673177083
ui = 79.9524603949653
EXACTA=79.8970938225740
*****************
i=2
ti = 0.300000000000000
k1 = −34.9762301974826
k2 = −26.2321726481120
k3 = −28.4181870354546
k4 = −20.7671366797553
ui = 52.4451126875701
36
EXACTA=52.3947304282017
*****************
i=3
ti = 0.400000000000000
k1 = −21.2225563437850
k2 = −15.9169172578388
k3 = −17.2433270293253
k4 = −12.6008928291224
ui = 35.7544563963641
EXACTA=35.7137038149564
*****************
i=4
ti = 0.500000000000000
k1 = −12.8772281981821
k2 = −9.65792114863655
k3 = −10.4627479110229
k4 = −7.64585424267061
ui = 25.6270529696689
EXACTA=25.5961497385408
*****************
PARA α = 6.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
ui = 86.0000000000000
EXACTA=114.274210857865
*****************
i=1
ti = 0.200000000000000
ui = 40.4000000000000
37
EXACTA=67.2269002633184
*****************
i=2
ti = 0.300000000000000
ui = 22.1600000000000
EXACTA=41.4067887621014
*****************
i=3
ti = 0.400000000000000
ui = 14.8640000000000
EXACTA=27.2364111249884
*****************
i=4
ti = 0.500000000000000
ui = 11.9456000000000
EXACTA=19.4595429898941
*****************
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −114.000000000000
k2 = −79.8000000000000
k3 = −90.0600000000000
k4 = −59.9640000000000
ui = 114.386000000000
EXACTA=114.274210857865
*****************
i=1
ti = 0.200000000000000
k1 = −62.6316000000000
38
k2 = −43.8421200000000
k3 = −49.4789640000000
k4 = −32.9442216000000
ui = 67.3496684000000
EXACTA=67.2269002633184
*****************
i=2
ti = 0.300000000000000
k1 = −34.4098010400000
k2 = −24.0868607280000
k3 = −27.1837428216000
k4 = −18.0995553470400
ui = 41.5079078189600
EXACTA=41.4067887621014
*****************
i=3
ti = 0.400000000000000
k1 = −18.9047446913760
k2 = −13.2333212839632
k3 = −14.9347483061870
k4 = −9.94389570766378
ui = 27.3104445557366
EXACTA=27.2364111249884
*****************
i=4
ti = 0.500000000000000
k1 = −10.3862667334420
k2 = −7.27038671340938
k3 = −8.20515071941916
k4 = −5.46317630179048
39
ui = 19.5103582389217
EXACTA=19.4595429898941
*****************
PARA α = 7.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
ui = 67.0000000000000
EXACTA=104.351207720368
*****************
i=1
ti = 0.200000000000000
ui = 27.1000000000000
EXACTA=56.8534231489052
*****************
i=2
ti = 0.300000000000000
ui = 15.1300000000000
EXACTA=33.2667213680666
*****************
i=3
ti = 0.400000000000000
ui = 11.5390000000000
EXACTA=21.5539118987914
*****************
i=4
ti = 0.500000000000000
ui = 10.4617000000000
EXACTA=15.7375028502405
*****************
40
METODO RK4————————————–
i=0
ti = 0.100000000000000
k1 = −133.000000000000
k2 = −86.4500000000000
k3 = −102.742500000000
k4 = −61.0802500000000
ui = 104.589125000000
EXACTA=104.351207720368
*****************
i=1
ti = 0.200000000000000
k1 = −66.2123875000000
k2 = −43.0380518750000
k3 = −51.1490693437500
k4 = −30.4080389593750
ui = 57.0900135171875
EXACTA=56.8534231489052
*****************
i=2
ti = 0.300000000000000
k1 = −32.9630094620313
k2 = −21.4259561503203
k3 = −25.4639248094191
k4 = −15.1382620954379
ui = 33.4431746043628
EXACTA=33.2667213680666
*****************
i=3
ti = 0.400000000000000
41
k1 = −16.4102222230540
k2 = −10.6666444449851
k3 = −12.6768966673092
k4 = −7.53639455593754
ui = 21.6708914370995
EXACTA=21.5539118987914
*****************
i=4
ti = 0.500000000000000
k1 = −8.16962400596964
k2 = −5.31025560388027
k3 = −6.31103454461155
k4 = −3.75189982474156
ui = 15.8102074158170
EXACTA=15.7375028502405
*****************
EJEMPLO 2.0.8. Recordemos del curso de EDO que las ecuaciones lineales de primer
orden estan dadas por
y 0 + a(x)y = b(x),
u(1) = 0.
a-) Deducir detalladamente el esquema numérico para este problema usando el Método
de Euler progresivo y escribir los valores numéricos de la siguiente tabla.
42
b-) Deducir detalladamente el esquema numérico para este problema usando el Método
de RK2 y escribir los valores numéricos de la siguiente tabla.
c-) Deducir detalladamente el esquema numérico para este problema usando el Método
de RK4 y escribir los valores numéricos de la siguiente tabla.
d-) Definamos E = ni=0 ei . Determinar cual de los métodos en a), b) y c) tiene el menor
P
valor de E.
SOLUCION: La solución exacta esta dada por:
u0 = 0
i = 0, 1, 2, 3, 4
i = 0, 1, 2, 3, 4
43
b) Esquema de RK2:
k1 = hf (ti , ui )
k2 = hf (ti+1 , ui + k1 )
k1 + k2
ui+1 = ui +
2
u0 = 0
i = 0, 1, 2, 3, 4
i = 0, 1, 2, 3, 4
c) Esquema de RK2:
k1 = hf (ti , ui )
k2 = hf (ti+1/2 , ui + k1 /2)
k3 = hf (ti+1/2 , ui + k2 /2)
44
k4 = hf (ti+1 , ui + k3 )
k1 + 2k2 + 2k3 + k4
ui+1 = ui +
6
u0 = 0
i = 0, 1, 2, 3, 4
i = 0, 1, 2, 3, 4
u(0) = 1.
ui+1 = ui − 2hui i = 0, 1, 2, 3, 4
t0 = 0
u0 = 1
d-) Usando el esquema en c-), demostrar que la solución aproximada cumple que ui =
(1 − 2h)i u0 .
SOLUCIÓN: Usando c-), se tiene que
u1 = u0 − 2hu0 = (1 − 2h)u0
e-) Para que el esquema numérico este bien definido se debe tener que lim i→∞ ui =
46
es decir
u0 lim (1 − 2h)i = 0 ⇐⇒ |1 − 2h| < 1 ⇐⇒ 0 < h < 1
i→∞
SOLUCIONES:
a-) t0 = 1, u0 = 0.5 .
b-) En general
ti = t0 + hi, i = 0, 1, 2, ..., 9
para h = 1 y t0 = 1
ti = 1 + i, i = 0, 1, 2, ..., 9
, es decir,
t0 = 1, t1 = 2, t2 = 3, t3 = 4, t4 = 5, t5 = 6, t6 = 7, t7 = 8, t8 = 9, t9 = 10
47
c-) En general
ui+1 = ui + hf (ti+1 , ui+1 ), i = 0, 1, 2, ..., 9
2 2
ui+1 ti+1 ln(ti+1 ) − ui+1
ui+1 = ui + h , i = 0, 1, 2, ..., 9
ti+1
u0 = 0.5
En particular,
, es decir, (t1 = 2)
4u1 2 ln(2) − u1
u1 = 0.5 +
2
e-) La incognita es u1 , por simplicidad llamemos x = u1 , es decir, tenemos la ecuación
no lineal
4x2 ln(2) − x
x = 0.5 +
2
o
2x = 1 + 4x2 ln(2) − x
4ln(2)x2 − 3x + 1 = 0
EJEMPLO 2.0.11. Un depósito contiene 100 litros de una disolución salina cuya con-
centración es 2.5 gramos de sal por litro. Una disolución conteniendo 2 gramos de sal
por litro entra en el deposito a razón de 5 litros por minuto y la mezcla (que se mantiene
uniforme por el movimiento) sale a la misma velocidad. Denotamos s(t) a la cantidad en
48
granos de sal que hay en cada instante t (medido en minutos) en el deposito. Nuestro
modelo matemático que describe este proceso esta dado por
s(0) = 250,
cuya solución exacta esta dada por s(t) = 200 + 50e−t/20 .
a-) Usando el Método de Euler progresivo escribir los valores numéricos de la siguiente
tabla.
ti 6 seg 12 seg 18 seg 24 seg 30 seg
si
ei = |si − s(ti )|
u0 (t) = 1 + (u − t)2
u(0) = 0.5
b≤t≤a
ti ui
0 0.5
0.1 0.625
0.2 0.753
0.3 0.883
0.4 1.017
0.5 1.155
0.6 1.298
0.7 1.447
0.8 1.603
0.9 1.767
1 1.942
3.- Considerar el mismo problema del ejercicio 1 usando el método de R-K-2. (Solución
La fórmula esta dada por
p1 = f (uk , tk ) = 1 + (uk − tk )2
ti ui
0 0.5
0.1 0.626
0.2 0.755
0.3 0.888
0.4 1.025
0.5 1.166
0.6 1.313
0.7 1.469
0.8 1.632
0.9 1.808
1 1.998
p1 = f (uk , tk ) = 1 + (uk − tk )2
h h h h
p2 = f (uk + p1 , tk + ) = 1 + (uk + p1 − tk − )2
2 2 2 2
h h h h
p3 = f (uk + p2 , tk + ) = 1 + (uk + p2 − tk − )2
2 2 2 2
2
p4 = f (uk + hp3 , tk+1 ) = 1 + (uk + hp3 − tk+1 )
h
uk+1 = uk + p1 + 2p2 + 2p3 + p4
6
La siguiente tabla muestra los valores con tres decimales
ti ui
0 0.5
0.1 0.626
0.2 0.756
0.3 0.888
0.4 1.025
0.5 1.167
0.6 1.314
0.7 1.469
0.8 1.633
0.9 1.809
1 1.999
u0 = −u + t + 1, 0≤t≤1
u(0) = 1
e−3t 4
u(t) = − + .
3 3
1 + e−3t u0 = 0, t > 0,
53
e3t 4
u(t) = − + .
3 3
a.- Utilizar el método de Euler progresivo para obtener solución aproximada en t = 0.3,
con h = 0.1.
b.- Utilizar el método de R-K-2 para obtener solución aproximada en t = 0.3, con h = 0.1.
c.- Cual de los dos métodos entrega mejor solución ?.
54
Chapter 3
x x2 x x2 1
exacta = y = − ln2 x + c1 + c2 x + c3 = − ln2 x + 3 − 2x +
2 2 2 2 2
Usando el método de Euler progresivo determinar y escribir los valores en la siguiente
tabla (Ayuda: La solución exacta se puede obtener integrando tres veces y aplicando las
condiciones iniciales)
PARA α = 1.00000000000000
55
56
PARA α = 2.00000000000000
PARA α = 3.00000000000000
PARA α = 4.00000000000000
ay 00 + by 0 + cy = 0
ar2 + br + c = 0
Considerar la ecuación
y 00 + 3y 0 − 4y = 0
PARA α = 1.00000000000000
PARA α = 2.00000000000000
PARA α = 3.00000000000000
PARA α = 4.00000000000000
58
con
x(0) = −1, y(0) = 0
PARA α = 1.00000000000000
PARA α = 2.00000000000000
ti 0.0 0.1 0.2
ui −0.957183892797860 −0.908259561545854 −0.852667356732558
4.200805360107023E − 002 8.836002593661496E − 002 0.139434493121528
PARA α = 3.00000000000000
ti 0.0 0.1 0.2
ui −0.933645455925578 −0.852954795741366 −0.755924797786447
6.452727203721101E − 002 0.139228765743892 0.225458639769575
PARA α = 4.00000000000000
59
u0000 (t) = 0
a-) Usando el método de Euler progresivo determinar y escribir los valores en la siguiente
tabla
b-) Usando el método de Runge-Kutta de segundo orden determinar y escribir los valores
en la siguiente tabla
Solución: Considerar un sistema de 4 EDO de primer orden, donde cada función esta
definida por
u1 (t) = u(t)
u2 (t) = u0 (t)
u1 (0) = u(0) = α
u2 (0) = u0 (0) = 1
k21 = hf1 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
k22 = hf2 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
k23 = hf3 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
k24 = hf4 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
1
u1,i+1 = u1,i + (k11 + k21 )
2
1
u2,i+1 = u2,i + (k12 + k22 )
2
1
u3,i+1 = u3,i + (k13 + k23 )
2
1
u4,i+1 = u4,i + (k14 + k24 )
2
61
i = 0, 1, 2, 3, 4
3.1 PROBLEMA
Considerar la siguiente ecuación diferencial
u0000 (t) = 0
a-) (10 puntos) Usando el método de Euler progresivo determinar y escribir los valores
en la siguiente tabla
b-) (10 puntos) Usando el método de Runge-Kutta de segundo orden determinar y escribir
los valores en la siguiente tabla
Solución: Considerar un sistema de 4 EDO de primer orden, donde cada función esta
definida por
u1 (t) = u(t)
u2 (t) = u0 (t)
u1 (0) = u(0) = α
u2 (0) = u0 (0) = 1
k21 = hf1 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
k22 = hf2 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
k23 = hf3 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
k24 = hf4 (ti + h, u1i + k11 , u2i + k12 , u3i + k13 , u4i + k14 )
1
u1,i+1 = u1,i + (k11 + k21 )
2
64
1
u2,i+1 = u2,i + (k12 + k22 )
2
1
u3,i+1 = u3,i + (k13 + k23 )
2
1
u4,i+1 = u4,i + (k14 + k24 )
2
i = 0, 1, 2, 3, 4
PARA α = 2.00000000000000
METODO EULER PROGRESIVO——————————————————– ————
—-
i=0
ti = 0.100000000000000
u1,2,3,4,i+1 = 2.10000000000000, 1.20000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 2.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 2.22000000000000, 1.46000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 2.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 2.36600000000000, 1.78000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 2.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 2.54400000000000, 2.16000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 2.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 2.76000000000000, 2.60000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 2.87500000000000 *****************
RK2—————————————————————————- —————- i = 0
ti = 0.100000000000000
u1,2,3,4,i+1 = 2.11000000000000, 1.23000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 2.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 2.24600000000000, 1.52000000000000, 3.20000000000000, 6.00000000000000
3.1 PROBLEMA 67
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 4.00000000000000
METODO EULER PROGRESIVO——————————————————– ————
—-
i=0
ti = 0.100000000000000
u1,2,3,4,i+1 = 4.10000000000000, 1.20000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 4.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 4.22000000000000, 1.46000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 4.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 4.36600000000000, 1.78000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 4.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 4.54400000000000, 2.16000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 4.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 4.76000000000000, 2.60000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 4.87500000000000 *****************
RK2—————————————————————————- —————- i = 0
ti = 0.100000000000000
u1,2,3,4,i+1 = 4.11000000000000, 1.23000000000000, 2.60000000000000, 6.00000000000000
70
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 5.87000000000000, 2.75000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 5.87500000 i = 1
ti = 0.200000000000000
u1,2,3,4,i+1 = 1.24600000000000, 1.52000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 1.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 1.41400000000000, 1.87000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 1.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 1.62000000000000, 2.28000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 1.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 1.87000000000000, 2.75000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 1.87500000000000 *****************
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 2.00000000000000
METODO EULER PROGRESIVO——————————————————– ————
—-
i=0
ti = 0.100000000000000
u1,2,3,4,i+1 = 2.10000000000000, 1.20000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 2.11100000000000 *****************
3.1 PROBLEMA 73
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 2.22000000000000, 1.46000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 2.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 2.36600000000000, 1.78000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 2.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 2.54400000000000, 2.16000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 2.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 2.76000000000000, 2.60000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 2.87500000000000 *****************
RK2—————————————————————————- —————- i = 0
ti = 0.100000000000000
u1,2,3,4,i+1 = 2.11000000000000, 1.23000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 2.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 2.24600000000000, 1.52000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 2.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 2.41400000000000, 1.87000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 2.41700000000000 *****************
i=3
ti = 0.400000000000000
74
ti = 0.500000000000000
u1,2,3,4,i+1 = 3.76000000000000, 2.60000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 3.87500000000000 *****************
RK2—————————————————————————- —————- i = 0
ti = 0.100000000000000
u1,2,3,4,i+1 = 3.11000000000000, 1.23000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 3.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 3.24600000000000, 1.52000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 3.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 3.41400000000000, 1.87000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 3.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 3.62000000000000, 2.28000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 3.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 3.87000000000000, 2.75000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 3.87500000000000 *****************
*******************************************************************************
***************
*******************************************************************************
***************
PARA α = 4.00000000000000
METODO EULER PROGRESIVO——————————————————– ————
—-
76
i=0
ti = 0.100000000000000
u1,2,3,4,i+1 = 4.10000000000000, 1.20000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 4.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 4.22000000000000, 1.46000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 4.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 4.36600000000000, 1.78000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 4.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 4.54400000000000, 2.16000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 4.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 4.76000000000000, 2.60000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 4.87500000000000 *****************
RK2—————————————————————————- —————- i = 0
ti = 0.100000000000000
u1,2,3,4,i+1 = 4.11000000000000, 1.23000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 4.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 4.24600000000000, 1.52000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 4.24800000000000 *****************
i=2
ti = 0.300000000000000
3.1 PROBLEMA 77
ti = 0.400000000000000
u1,2,3,4,i+1 = 5.54400000000000, 2.16000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 5.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 5.76000000000000, 2.60000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 5.87500000000000 *****************
RK2—————————————————————————- —————- i = 0
ti = 0.100000000000000
u1,2,3,4,i+1 = 5.11000000000000, 1.23000000000000, 2.60000000000000, 6.00000000000000
EXACTA= 5.11100000000000 *****************
i=1
ti = 0.200000000000000
u1,2,3,4,i+1 = 5.24600000000000, 1.52000000000000, 3.20000000000000, 6.00000000000000
EXACTA= 5.24800000000000 *****************
i=2
ti = 0.300000000000000
u1,2,3,4,i+1 = 5.41400000000000, 1.87000000000000, 3.80000000000000, 6.00000000000000
EXACTA= 5.41700000000000 *****************
i=3
ti = 0.400000000000000
u1,2,3,4,i+1 = 5.62000000000000, 2.28000000000000, 4.40000000000000, 6.00000000000000
EXACTA= 5.62400000000000 *****************
i=4
ti = 0.500000000000000
u1,2,3,4,i+1 = 5.87000000000000, 2.75000000000000, 5.00000000000000, 6.00000000000000
EXACTA= 5.87500000
EJEMPLO 3.1.1. Sea p(t) el precio del RON en un tiempo t, sean las funciones D(t)
y O(t) demanda y oferta del RON, dadas por
con las condiciones iniciales para el precio del pisco p(0) = 10 y p0 (0) = −α. El precio
equilibrio pe (t) en el tiempo esta dado cuando la demanda es igual a la oferta.
a-) Usando el método de Euler Progresivo determinar los valores del precio equilibrio
pedidos en la siguiente tabla
b-) Usando el método de RK de orden 2 determinar los valores del precio equilibrio pedidos
en la siguiente tabla
ti = 0.400000000000000
u1,i+1 = 9.26650000000000
u2,i+1 = −2.62810000000000
*****************
i=4
ti = 0.500000000000000
u1,i+1 = 9.00369000000000
u2,i+1 = −2.69297000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.100000000000000
k1,2 = −0.700000000000000
k2,1 = −0.170000000000000
k2,2 = −0.470000000000000
u1,i+1 = 9.86500000000000
u2,i+1 = −1.58500000000000
*****************
i=1
ti = 0.200000000000000
k1,1 = −0.158500000000000
k1,2 = −0.497500000000000
k2,1 = −0.208250000000000
k2,2 = −0.316550000000000
u1,i+1 = 9.68162500000000
u2,i+1 = −1.99202500000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.199202500000000
3.1 PROBLEMA 81
k1,2 = −0.338717500000000
k2,1 = −0.233074250000000
k2,2 = −0.197261750000000
u1,i+1 = 9.46548662500000
u2,i+1 = −2.26001462500000
*****************
i=3
ti = 0.400000000000000
k1,1 = −0.226001462500000
k1,2 = −0.215092937500000
k2,1 = −0.247510756250000
k2,2 = −0.105364763750000
u1,i+1 = 9.22873051562500
u2,i+1 = −2.42024347562500
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.242024347562500
k1,2 = −0.119673060437500
k2,1 = −0.253991653606250
k2,2 = −3.536627279375004E − 002
u1,i+1 = 8.98072251504063
u2,i+1 = −2.49776314224063
*****************
PARA α = 2.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
u1,i+1 = 9.80000000000000
u2,i+1 = −2.40000000000000
82
*****************
i=1
ti = 0.200000000000000
u1,i+1 = 9.56000000000000
u2,i+1 = −2.64000000000000
*****************
i=2
ti = 0.300000000000000
u1,i+1 = 9.29600000000000
u2,i+1 = −2.76000000000000
*****************
i=3
ti = 0.400000000000000
u1,i+1 = 9.02000000000000
u2,i+1 = −2.79120000000000
*****************
i=4
ti = 0.500000000000000
u1,i+1 = 8.74088000000000
u2,i+1 = −2.75784000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.200000000000000
k1,2 = −0.400000000000000
k2,1 = −0.240000000000000
k2,2 = −0.240000000000000
u1,i+1 = 9.78000000000000
u2,i+1 = −2.32000000000000
*****************
3.1 PROBLEMA 83
i=1
ti = 0.200000000000000
k1,1 = −0.232000000000000
k1,2 = −0.260000000000000
k2,1 = −0.258000000000000
k2,2 = −0.135600000000000
u1,i+1 = 9.53500000000000
u2,i+1 = −2.51780000000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.251780000000000
k1,2 = −0.151660000000000
k2,1 = −0.266946000000000
k2,2 = −5.580599999999994E − 002
u1,i+1 = 9.27563700000000
u2,i+1 = −2.62153300000000
*****************
i=3
ti = 0.400000000000000
k1,1 = −0.262153300000000
k1,2 = −6.866749999999984E − 002
k2,1 = −0.269020050000000
k2,2 = 4.363410000000023E − 003
u1,i+1 = 9.01005032500000
u2,i+1 = −2.65368504500000
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.265368504500000
84
u1,i+1 = 8.47807000000000
u2,i+1 = −2.82271000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.300000000000000
k1,2 = −0.100000000000000
k2,1 = −0.310000000000000
k2,2 = −9.999999999999787E − 003
u1,i+1 = 9.69500000000000
u2,i+1 = −3.05500000000000
*****************
i=1
ti = 0.200000000000000
k1,1 = −0.305500000000000
k1,2 = −2.250000000000014E − 002
k2,1 = −0.307750000000000
k2,2 = 4.534999999999983E − 002
u1,i+1 = 9.38837500000000
u2,i+1 = −3.04357500000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.304357500000000
k1,2 = 3.539749999999984E − 002
k2,1 = −0.300817750000000
k2,2 = 8.564974999999997E − 002
u1,i+1 = 9.08578737500000
u2,i+1 = −2.98305137500000
*****************
86
i=3
ti = 0.400000000000000
k1,1 = −0.298305137500000
k1,2 = 7.775793749999985E − 002
k2,1 = −0.290529343750000
k2,2 = 0.114091583750000
u1,i+1 = 8.79137013437500
u2,i+1 = −2.88712661437500
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.288712661437500
k1,2 = 0.107863957437500
k2,1 = −0.277926265693750
k2,2 = 0.133247302493750
u1,i+1 = 8.50805067080938
u2,i+1 = −2.76657098440937
*****************
PARA α = 4.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
u1,i+1 = 9.60000000000000
u2,i+1 = −3.80000000000000
*****************
i=1
ti = 0.200000000000000
u1,i+1 = 9.22000000000000
u2,i+1 = −3.58000000000000
*****************
3.1 PROBLEMA 87
i=2
ti = 0.300000000000000
u1,i+1 = 8.86200000000000
u2,i+1 = −3.35000000000000
*****************
i=3
ti = 0.400000000000000
u1,i+1 = 8.52700000000000
u2,i+1 = −3.11740000000000
*****************
i=4
ti = 0.500000000000000
u1,i+1 = 8.21526000000000
u2,i+1 = −2.88758000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.400000000000000
k1,2 = 0.200000000000000
k2,1 = −0.380000000000000
k2,2 = 0.220000000000000
u1,i+1 = 9.61000000000000
u2,i+1 = −3.79000000000000
*****************
i=1
ti = 0.200000000000000
k1,1 = −0.379000000000000
k1,2 = 0.215000000000000
k2,1 = −0.357500000000000
k2,2 = 0.226300000000000
88
u1,i+1 = 9.24175000000000
u2,i+1 = −3.56935000000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.356935000000000
k1,2 = 0.222455000000000
k2,1 = −0.334689500000000
k2,2 = 0.227105500000000
u1,i+1 = 8.89593775000000
u2,i+1 = −3.34456975000000
*****************
i=3
ti = 0.400000000000000
k1,1 = −0.334456975000000
k1,2 = 0.224183375000000
k2,1 = −0.312038637500000
k2,2 = 0.223819757500000
u1,i+1 = 8.57268994375000
u2,i+1 = −3.12056818375000
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.312056818375000
k1,2 = 0.221632466375000
k2,1 = −0.289893571737500
k2,2 = 0.217554090137500
u1,i+1 = 8.27171474869375
u2,i+1 = −2.90097490549375
*****************
3.1 PROBLEMA 89
PARA α = 5.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
u1,i+1 = 9.50000000000000
u2,i+1 = −4.50000000000000
*****************
i=1
ti = 0.200000000000000
u1,i+1 = 9.05000000000000
u2,i+1 = −4.05000000000000
*****************
i=2
ti = 0.300000000000000
u1,i+1 = 8.64500000000000
u2,i+1 = −3.64500000000000
*****************
i=3
ti = 0.400000000000000
u1,i+1 = 8.28050000000000
u2,i+1 = −3.28050000000000
*****************
i=4
ti = 0.500000000000000
u1,i+1 = 7.95245000000000
u2,i+1 = −2.95245000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.500000000000000
90
k1,2 = 0.500000000000000
k2,1 = −0.450000000000000
k2,2 = 0.450000000000000
u1,i+1 = 9.52500000000000
u2,i+1 = −4.52500000000000
*****************
i=1
ti = 0.200000000000000
k1,1 = −0.452500000000000
k1,2 = 0.452500000000000
k2,1 = −0.407250000000000
k2,2 = 0.407250000000000
u1,i+1 = 9.09512500000000
u2,i+1 = −4.09512500000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.409512500000000
k1,2 = 0.409512500000000
k2,1 = −0.368561250000000
k2,2 = 0.368561250000000
u1,i+1 = 8.70608812500000
u2,i+1 = −3.70608812500000
*****************
i=3
ti = 0.400000000000000
k1,1 = −0.370608812500000
k1,2 = 0.370608812500000
k2,1 = −0.333547931250000
k2,2 = 0.333547931250000
3.1 PROBLEMA 91
u1,i+1 = 8.35400975312500
u2,i+1 = −3.35400975312500
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.335400975312500
k1,2 = 0.335400975312500
k2,1 = −0.301860877781250
k2,2 = 0.301860877781250
u1,i+1 = 8.03537882657812
u2,i+1 = −3.03537882657812
*****************
PARA α = 6.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
u1,i+1 = 9.40000000000000
u2,i+1 = −5.20000000000000
*****************
i=1
ti = 0.200000000000000
u1,i+1 = 8.88000000000000
u2,i+1 = −4.52000000000000
*****************
i=2
ti = 0.300000000000000
u1,i+1 = 8.42800000000000
u2,i+1 = −3.94000000000000
*****************
i=3
92
ti = 0.400000000000000
u1,i+1 = 8.03400000000000
u2,i+1 = −3.44360000000000
*****************
i=4
ti = 0.500000000000000
u1,i+1 = 7.68964000000000
u2,i+1 = −3.01732000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.600000000000000
k1,2 = 0.800000000000000
k2,1 = −0.520000000000000
k2,2 = 0.680000000000000
u1,i+1 = 9.44000000000000
u2,i+1 = −5.26000000000000
*****************
i=1
ti = 0.200000000000000
k1,1 = −0.526000000000000
k1,2 = 0.690000000000000
k2,1 = −0.457000000000000
k2,2 = 0.588200000000000
u1,i+1 = 8.94850000000000
u2,i+1 = −4.62090000000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.462090000000000
3.1 PROBLEMA 93
k1,2 = 0.596570000000000
k2,1 = −0.402433000000000
k2,2 = 0.510017000000000
u1,i+1 = 8.51623850000000
u2,i+1 = −4.06760650000000
*****************
i=3
ti = 0.400000000000000
k1,1 = −0.406760650000000
k1,2 = 0.517034250000000
k2,1 = −0.355057225000000
k2,2 = 0.443276105000000
u1,i+1 = 8.13532956250000
u2,i+1 = −3.58745132250000
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.358745132250000
k1,2 = 0.449169484250000
k2,1 = −0.313828183825000
k2,2 = 0.386167665425000
u1,i+1 = 7.79904290446250
u2,i+1 = −3.16978274766250
*****************
PARA α = 7.00000000000000
METODO EULER PROGRESIVO————————————–
i=0
ti = 0.100000000000000
u1,i+1 = 9.30000000000000
u2,i+1 = −5.90000000000000
94
*****************
i=1
ti = 0.200000000000000
u1,i+1 = 8.71000000000000
u2,i+1 = −4.99000000000000
*****************
i=2
ti = 0.300000000000000
u1,i+1 = 8.21100000000000
u2,i+1 = −4.23500000000000
*****************
i=3
ti = 0.400000000000000
u1,i+1 = 7.78750000000000
u2,i+1 = −3.60670000000000
*****************
i=4
ti = 0.500000000000000
u1,i+1 = 7.42683000000000
u2,i+1 = −3.08219000000000
*****************
RK2————————————– i = 0
ti = 0.100000000000000
k1,1 = −0.700000000000000
k1,2 = 1.10000000000000
k2,1 = −0.590000000000000
k2,2 = 0.910000000000000
u1,i+1 = 9.35500000000000
u2,i+1 = −5.99500000000000
*****************
3.1 PROBLEMA 95
i=1
ti = 0.200000000000000
k1,1 = −0.599500000000000
k1,2 = 0.927500000000000
k2,1 = −0.506750000000000
k2,2 = 0.769150000000000
u1,i+1 = 8.80187500000000
u2,i+1 = −5.14667500000000
*****************
i=2
ti = 0.300000000000000
k1,1 = −0.514667500000000
k1,2 = 0.783627500000000
k2,1 = −0.436304750000000
k2,2 = 0.651472750000000
u1,i+1 = 8.32638887500000
u2,i+1 = −4.42912487500000
*****************
i=3
ti = 0.400000000000000
k1,1 = −0.442912487500000
k1,2 = 0.663459687500000
k2,1 = −0.376566518750000
k2,2 = 0.553004278750000
u1,i+1 = 7.91664937187500
u2,i+1 = −3.82089289187500
*****************
i=4
ti = 0.500000000000000
k1,1 = −0.382089289187500
96
k1,2 = 0.562937993187500
k2,1 = −0.325795489868750
k2,2 = 0.470474453068750
u1,i+1 = 7.56270698234688
u2,i+1 = −3.30418666874688
*****************
u00 (t) = et + t2
u(0) = 1, u0 (0) = 1.
(Ayuda: La solución exacta se puede obtener integrando dos veces y usando las condiciones
iniciales)
a-) Deducir detalladamente el esquema numérico para este problema usando el Método
de Euler progresivo y escribir los valores numéricos de la siguiente tabla.
ti 0.05 0.1 0.15 0.2 0.25
ui
ei = |ui − u(ti )|
b-) Deducir detalladamente el esquema numérico para este problema usando el Método
de RK2 y escribir los valores numéricos de la siguiente tabla.
ti 0.05 0.1 0.15 0.2 0.25
ui
ei = |ui − u(ti )|
c-) Definamos E = ni=0 ei . Determinar cual de los métodos en a) y b) tiene el menor
P
valor de E.
SOLUCION:
u1 (t) = u(t)
3.1 PROBLEMA 97
u2 (t) = u0 (t)
es decir,
u01 (t) = u0 (t)
, es decir,
u01 (t) = u2 (t) = f1 (t, u1 (t), u2 (t))
u2 (0) = u2,0 = 1
En forma vectorial
U0 (t) = F(t, U(t))
donde
U(t) = (u1 (t), u2 (t))t
F(t, U(t)) = (f1 (t, U(t)), f1 (t, U(t))) = (f1 (t, u1 (t), u2 (t)), f1 (t, u1 (t), u2 (t)))
con ! !
u1,0 1
=
u2,0 1
i = 0, 1, 2, 3, 4
con ! !
u1,0 1
=
u2,0 1
y0 = x + z (3.1.1)
z0 = x − y2 (3.1.2)
(3.1.3)
y 00 + (y 0 )2 = 2e−y , 0<x<1
y(0) = 0, y 0 (0) = 0.
y 00 + exy y 0 + xy 2 = 0, 0<x<1
y(0) = 0, y 0 (0) = 2.
y 00 + y 0 = 0,
100
y(x) = e−x .