Implicit Euler's Method Application

Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
1 reply · 2K views
582153236
Messages
14
Reaction score
0

Homework Statement


dx/dt= -x2-2x(1+t+t2)
x(1)=2
estimate x(1.2) with h=0.2

Homework Equations


Implicit Euler:
6895b3f6ac1d4e5a575bd8c2e6489195.png

I was taught that we must solve for yk+1 using Newton's method:
af2d6f780d8673d64e8cc328ae52631d.png

This doesn't seem like it will work because Newton's method assumes a function of only one variable.
According to wikipedia though: The backward Euler method is an implicit method: the new approximation
6675fbec7c9571df0f0c413acd3fcab8.png
appears on both sides of the equation, and thus the method needs to solve an algebraic equation for the unknown [PLAIN]http://upload.wikimedia.org/math/6/6/7/6675fbec7c9571df0f0c413acd3fcab8.png.

The Attempt at a Solution


dx/dt= -x2-2x(1+t+t2)
let x(1)=2 be denoted by x0, x(1.2) is denoted by x1
using implicit euler formula:
x1=2+0.2[-x12-2x1(1+1.2+1.22)]
0=2-0.2x12-2.456x1
==> proceed with quadratic formula to solve for x1

My question is whether this method is valid to solve for x1?

Edit: it appears that it is possible to solve for x1 using multivariable Newton's method. This would require finding the inverse matrix of the Jacobian of F.
 
Last edited by a moderator:
Physics news on Phys.org
Solve the quadratic equation for x1 and you have the implicit euler prediction for x(1.2), completely according to the recipe.

Solving the implicit euler eqn using Newtons method may be possible, but it doesn't seem logical to me: implicit euler replaces the derivative by the function value at the end of the interval (i.e. a constant).
Newton's method is to solve equations of the type f(x) = 0. Here you are solving a differential equation.
 
  • Like
Likes   Reactions: 582153236