Runge-Kutte: stability of fixed points

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Discussion Overview

The discussion revolves around the explicit Runge-Kutta scheme applied to the differential equation \(y' = y(1-y)\). Participants explore the existence of spurious fixed points when the step size \(h\) exceeds 2 and investigate the stability of these points.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant attempts to derive spurious fixed points from the Runge-Kutta scheme but encounters difficulties in the process.
  • Another participant provides a mathematical expression for the fixed points and notes that \(h > 2\) leads to additional solutions, indicating the presence of spurious fixed points.
  • There is a query regarding the application of the function \(f(t,x) = x(1-x)\) within the Runge-Kutta scheme, seeking clarification on how the resulting equation was formed.
  • Participants discuss the conditions under which the discriminant of the derived equation is positive, leading to the conclusion that \(h^2 > 4\) implies \(h > 2\).
  • One participant expresses confusion about the implications of stability in relation to \(y_n\) and the condition \(h > 2\), seeking further clarification.
  • A later reply indicates that one participant has successfully understood the previous explanations after further consideration.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the stability implications of the spurious fixed points, and the discussion remains unresolved regarding the specific conditions for stability.

Contextual Notes

Participants express uncertainty about the derivation of certain equations and the implications of the conditions discussed, indicating that some assumptions may be missing or unclear.

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Show that the explicit Runge-Kutta scheme
\begin{equation} \frac {y_{n+1} -y_{n}}{h}= \frac{1}{2} [f(t,y_{n} + f(t+h, y_{n}+hk_{1})]
\end{equation}
where $k_{1} = f(t,y_{n})$applied to the equation $y'= y(1-y)$ has two spurious fixed points if $h>2$.Briefy describe how you would investigate their stability.=> my attempt so far
from $y'= y(1-y)$ $y'= 0$ $y=0$ or
$y=1$ which are the true fixed points.
after that i rearranged the runge kutta scheme
\begin{equation} \frac {y_{n+1} -y_{n}}{h}= \frac{1}{2} [f(t,y_{n} + f(t+h, y_{n}+hk_{1})]
\end{equation}
\begin{equation} y_{n+1} = y_{n} + \frac{h}{2} [f(t,y_{n} + f(t+h, y_{n}+hf(t,y_{n})]
\end{equation}
i try to put the fixed points into above scheme and try to get two two Spurious fixed point for $y_{n}$ but i got struck. for the stability to describe i need to get two Spurious fixed point first. but in general please help to describe stability too because this part i really get confuse. Anyone please help me, it will be really helpful for my other problems too if i got this answer correctly.
 
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Re: Advanced numerical solution of differential equations

grandy said:
Show that the explicit Runge-Kutta scheme
\begin{equation} \frac {y_{n+1} -y_{n}}{h}= \frac{1}{2} [f(t,y_{n} + f(t+h, y_{n}+hk_{1})]
\end{equation}
where $k_{1} = f(t,y_{n})$applied to the equation $y'= y(1-y)$ has two spurious fixed points if $h>2$.Briefy describe how you would investigate their stability.=> my attempt so far
from $y'= y(1-y)$ $y'= 0$ $y=0$ or
$y=1$ which are the true fixed points.
after that i rearranged the runge kutta scheme
\begin{equation} \frac {y_{n+1} -y_{n}}{h}= \frac{1}{2} [f(t,y_{n} + f(t+h, y_{n}+hk_{1})]
\end{equation}
\begin{equation} y_{n+1} = y_{n} + \frac{h}{2} [f(t,y_{n} + f(t+h, y_{n}+hf(t,y_{n})]
\end{equation}
i try to put the fixed points into above scheme and try to get two two Spurious fixed point for $y_{n}$ but i got struck. for the stability to describe i need to get two Spurious fixed point first. but in general please help to describe stability too because this part i really get confuse. Anyone please help me, it will be really helpful for my other problems too if i got this answer correctly.

In Your case $\displaystyle f(t,x) = x\ (1-x)$ is function of the x alone so that the fixed points are the zeroes of the function...

$\displaystyle g(x)= f(x) + f \{ x + h\ f(x)\} = x\ (1-x) + x\ (1-x) -h\ x^{2} (1-x) + h\ x\ (1-x)^2 - h^{2}\ x^{2}\ (1-x)^{2}\ (1) $

Clearly x=0 and x=1 are both zeroes of (1) but other two zeroes are solution of the equation... $\displaystyle h^{2}\ x^{2} - (2\ h + h^{2})\ x + 2 + h =0\ (2)$

The (2) admits real solutions only if the discriminant is positive and that happens if $h^{2} > 4 \implies h > 2$... Kind regards $\chi$ $\sigma$
 
Re: Advanced numerical solution of differential equations

how did you apply $\displaystyle f(t,x) = x\ (1-x)$ into explicit runge kutta scheme to get the following

$\displaystyle g(x)= f(x) + f \{ x + h\ f(x)\} = x\ (1-x) + x\ (1-x) -h\ x^{2} (1-x) + h\ x\ (1-x)^2 - h^{2}\ x^{2}\ (1-x)^{2}\ (1) $

Clearly x=0 and x=1 are both zeroes of (1) but other two zeroes are solution of the equation...

how did you get this equation when you substitute x=0 and x=1.
$\displaystyle h^{2}\ x^{2} - (2\ h + h^{2})\ x + 2 + h =0\ (2)$

The (2) admits real solutions only if the discriminant is positive and that happens if $h^{2} > 4 \implies h > 2$...

how did you know $h^{2} > 4 \implies h > 2$...

can you please go little slowly, so i can understand clearly sir

so stability depends upon $y_n$. if $h>2$ means $y_n$ is stable? what can i say more about stability?
Kind regards
 
Re: Advanced numerical solution of differential equations

after long thinking and practice ,finally got it what you have done sir. Thank you
 

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