Implicit Euler's Method Application

Click For Summary
SUMMARY

The discussion focuses on applying the Implicit Euler's Method to estimate the value of x(1.2) given the differential equation dx/dt = -x² - 2x(1 + t + t²) with an initial condition of x(1) = 2 and a step size of h = 0.2. Participants confirm that solving for the next value x(1.2) requires using Newton's method due to the implicit nature of the equation, which necessitates solving an algebraic equation involving the unknown on both sides. The conclusion emphasizes that while using multivariable Newton's method is valid, it raises logical concerns regarding the application of implicit Euler's Method in this context.

PREREQUISITES
  • Understanding of differential equations and initial value problems
  • Familiarity with the Implicit Euler Method
  • Knowledge of Newton's method for solving equations
  • Basic concepts of multivariable calculus, including Jacobians
NEXT STEPS
  • Study the Implicit Euler Method in detail, focusing on its application to nonlinear differential equations
  • Learn about Newton's method for multivariable functions, including how to compute the Jacobian matrix
  • Explore the quadratic formula and its application in solving algebraic equations derived from differential equations
  • Investigate numerical methods for solving differential equations, comparing implicit and explicit methods
USEFUL FOR

Students and professionals in mathematics, engineering, and computational sciences who are working with numerical methods for solving differential equations, particularly those interested in implicit methods and their applications.

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

Similar threads

  • · Replies 2 ·
Replies
2
Views
2K
Replies
9
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 24 ·
Replies
24
Views
3K
Replies
2
Views
2K
Replies
6
Views
2K
Replies
16
Views
7K
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K