Quantitative Methods: Numerical Solution of DEs

In summary, the conversation discusses using a first-degree polynomial to interpolate f(x) over a specific interval and deriving an approximation for y(xn+1) using the relevant equation. The conversation also mentions representing the interpolation polynomial as a straight line and the relationship between y' and f(x).
  • #1
symsane
13
0

Homework Statement



Show that if we fit f(x) over [xn,xn+1], with a first-degree polynomial that interpolates f at xn and xn+1, then f(x)=f(xn)+[f(xn+1)-f(xn)](x-xn)/h. Putting that approximation into the relevant equation 1 which is given at relevant equations part derive the approximation:
y(xn+1)=y(xn)+1/2[f(xn)+f(xn+1)]h

Homework Equations



eq.1 : y(xn+1) = y(xn) + f(xn+1) - f(xn)

Also we know that y'=f(x) and y(xn+1)=y(xn)+f(xn)h
 
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  • #2
What have you done? If you haven't done so, draw a picture. Your interpolation polynomial is first-degree, which means it's a straight line.
 

Related to Quantitative Methods: Numerical Solution of DEs

What is the purpose of numerical solutions in differential equations?

Numerical solutions are used to approximate the values of the solution to a differential equation at specific points. This is helpful when an exact analytical solution is not possible or when the equation is too complex to solve by hand.

What are the main steps involved in finding a numerical solution to a differential equation?

The main steps include: choosing an appropriate numerical method, specifying initial conditions, discretizing the problem into smaller time steps or intervals, and then using the chosen method to calculate the approximate solution at each time step.

What are the advantages of numerical solutions over analytical solutions?

Numerical solutions can handle more complex and realistic equations, as well as equations with variable coefficients. They also provide a more accurate solution than analytical methods in some cases.

What are some common numerical methods used for solving differential equations?

The most commonly used methods include Euler's method, Runge-Kutta methods, and the Finite Difference method. Each method has its own advantages and disadvantages, and the choice of method depends on the specific equation being solved.

What are some real-world applications of numerical solutions in differential equations?

Numerical solutions are used in a variety of fields, such as engineering, physics, and economics. They are used to model and predict the behavior of systems and processes, such as fluid flow, population dynamics, and financial markets.

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