Implicit Euler's Method Application

In summary, the conversation discusses the use of the implicit Euler method to estimate the value of x(1.2) for a given differential equation. There is a question about the validity of using Newton's method to solve for x(1.2), but it is determined that it is possible with the use of multivariable Newton's method. However, it is noted that it may not be the most logical approach.
  • #1
582153236
14
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
  • #2
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 582153236

Related to Implicit Euler's Method Application

1. What is Implicit Euler's Method Application?

Implicit Euler's Method Application is a numerical method used to approximate solutions to differential equations. It is a type of numerical integration method that uses small time steps to calculate the change in a system over time.

2. How does Implicit Euler's Method Application differ from Explicit Euler's Method?

Implicit Euler's Method Application differs from Explicit Euler's Method in that it uses the derivative of the function at the end of the time step to calculate the next time step, while Explicit Euler's Method uses the derivative at the beginning of the time step. This makes Implicit Euler's Method more accurate, but also more computationally intensive.

3. When is Implicit Euler's Method Application typically used?

Implicit Euler's Method Application is typically used for stiff differential equations, which are equations that have solutions that change rapidly over small time intervals. It is also commonly used for systems that have unknown or complex behavior.

4. What are the advantages of using Implicit Euler's Method Application?

The main advantage of using Implicit Euler's Method Application is its accuracy. It is also able to handle stiff equations and systems with unknown or complex behavior. Additionally, it has a larger stability region compared to other numerical integration methods, meaning it can handle larger time steps without becoming unstable.

5. What are the limitations of Implicit Euler's Method Application?

One limitation of Implicit Euler's Method Application is its computational intensity, as it requires solving a nonlinear equation at each time step. It also requires a good initial guess for the solution, which can be difficult to obtain for some systems. Additionally, it may not be suitable for problems with rapidly changing solutions over large time intervals.

Similar threads

  • Calculus and Beyond Homework Help
Replies
9
Views
759
  • Calculus and Beyond Homework Help
Replies
6
Views
897
  • Calculus and Beyond Homework Help
Replies
2
Views
583
  • Calculus and Beyond Homework Help
Replies
18
Views
1K
Replies
7
Views
2K
  • Calculus and Beyond Homework Help
Replies
24
Views
2K
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
2K
  • Calculus and Beyond Homework Help
Replies
1
Views
982
Replies
16
Views
6K
Back
Top