Determine n for Ensuring Global Error is Less Than 10^-2 in Euler's Method

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Homework Help Overview

The discussion revolves around using Euler's method to estimate the solution of an initial value problem (IVP) defined by a differential equation. The goal is to determine the necessary number of steps, n, to ensure that the global error remains below a specified threshold.

Discussion Character

  • Exploratory, Assumption checking, Mathematical reasoning

Approaches and Questions Raised

  • Participants discuss the application of Euler's method with a specific step size and attempt to calculate the global error. Questions arise regarding the Lipschitz condition and the determination of upper bounds for derivatives involved in the error estimation.

Discussion Status

Some participants have provided calculations and reasoning related to the Lipschitz constant and the error bound, while others express uncertainty about specific values and calculations. There is an ongoing exploration of the implications of these values on the required number of steps, n.

Contextual Notes

Participants are working under the assumption that the solution remains bounded within a certain range, and there are discussions about the implications of this assumption on the error analysis. The specific constraints of the homework problem are acknowledged, including the requirement to keep the global error below a certain threshold.

spitz
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Homework Statement



Use Euler's method with [tex]h = 1/2[/tex] to estimate [tex]y(1)[/tex] for the IVP:

[tex]y(0)=1[/tex] [tex]y'(t)=t^2-y(t)[/tex]

Assuming that [tex]|y(t)| \le 1[/tex] for [tex]0 \le t \le 1[/tex] determine the value of n needed to ensure that [tex]|E_n| \le 10^{-2}[/tex]

Homework Equations



[tex]|E_n| \le \frac{T}{L}(e^{L(t_n-t_0)-1})[/tex]

The Attempt at a Solution



The first part is easy enough:

[tex]y_1=y_0+f(t_0,y_0)h=1+f(0,1)(1/2)=1/2[/tex]
[tex]y_2=y_1+f(x_1,y_1)h=1/2-1/8=3/8[/tex]
[tex]\Rightarrow y(1)=3/8[/tex]

I'm having trouble with the second part. Could somebody help me out?
 
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Is this correct for L:

[tex]|f(t,u)-f(t,v)|=|t^2-u-t^2+v|=|u-v|[/tex]

Lipschitz with [tex]L=1[/tex]
 
Please, Math Gods, I beg thee...
 
spitz said:
Is this correct for L:

[tex]|f(t,u)-f(t,v)|=|t^2-u-t^2+v|=|u-v|[/tex]

Lipschitz with [tex]L=1[/tex]
Yes, that's true.
 
Thanks, it's T that I'm having trouble with... how would I find the upper bound for |y''(t)| ?
 
Is this right?

[tex]y''(t)=2t-t^2+y(t)[/tex]

So, [tex]T=(1/2)*(1/2)*y''(1)=(1/4)(2(1)-1^2-3/8)=0.15625[/tex]

and

[tex]E_n\le|0.15625(e-1)|\Rightarrow E_n\le 0.26848[/tex]

Then set [tex]E_n=0.01[/tex]

[tex]\Rightarrow 0.01 = h(0.53696)[/tex]
[tex]h=0.018623361[/tex]
[tex]\frac{1-0}{n}=0.018623361[/tex]
[tex]\Rightarrow n ≈ 54[/tex]

Anyone? Anyone?
 

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