Numerical methods for systems of differential equations

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SUMMARY

This discussion focuses on numerical methods for solving systems of differential equations, specifically using an implicit Runge-Kutta scheme. The user seeks clarification on the appropriate scheme for the equation xj+1=xj+h/2(f(tj,xj)+f(tj+h,xj+1)), the rank of the method when applied to the equation x'=ax, and the stability area of the method. The rank is determined through Taylor expansions, with the user suggesting it may be 2, while the stability area involves analyzing the eigenvalues of the matrix A to ensure their absolute values are less than 1.

PREREQUISITES
  • Understanding of Runge-Kutta methods for numerical integration
  • Familiarity with differential equations, specifically linear equations of the form x'=ax
  • Knowledge of Taylor series expansions and their application in numerical methods
  • Concept of stability analysis in numerical methods, including eigenvalue assessment
NEXT STEPS
  • Study the derivation of implicit Runge-Kutta schemes for various differential equations
  • Learn about the rank of numerical methods and how to compute it using Taylor expansions
  • Research stability regions for numerical methods, focusing on eigenvalue criteria
  • Explore practical examples of applying numerical methods to solve systems of differential equations
USEFUL FOR

Students preparing for exams in numerical analysis, mathematicians working with differential equations, and engineers applying numerical methods in simulations.

mkerikss
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Homework Statement


Consider the implicit (not actually sure wether that's the correct english word, my material is in Finnish and I'm Swedish-speaking :smile:) method
xj+1=xj+h/2(f(tj,xj)+f(tj+h,xj+1))

a)Write an appropriate Runge-Kutta scheme
b) What is the methods rank when we use the equation x'=ax ? I have absolutely no clue if rank is the correct word but it is a number that describes some kind of order. Unfortunately I can't describe it better than that because I don't really know what it is and that is one of my questions.
c)What is the methods stability area?

The Attempt at a Solution



In a), I'm not sure if the different numerical methods have different schemes, but one I've used in an earlier exercise is

__t____________t1_____t2_______tn
x1
x2
:
:
xn

Is this correct?

In b), I'm really lost. I've figured out that x'=f(x)=ax. The one previous time I've done an exercise about "rank" the solution was to use Taylor expansions, and then all x, x', x'' eventually disappeared, which if I recall correctly implies that the rank is 2. But I have no idea how to do that in this particular exercise.

I've also seen one example of calculating stability areas. Just to check that I have understood correctly, does this mean that I can write an equation where xj+1=Anx0, solve A:s eigenvalues and their absolute values have to be <1. Then I can solve h. Or is this a different situation?

Thanks for your help!
 
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Anyone? I'm preparing for a test tomorrow and would appreciate your help :smile:
 

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