next up previous
Next: About this document Up: Truncation and Round-off Previous: Analysis

Vertical Asymptotes.

As a second example, consider the problem of determining the solution of

 

Since the differential equation is non-linear, the existence and uniqueness theorem guarantees only that there is a solution in some interval about t = 0. Suppose that we try to compute a solution of the initial value problem on the interval using different numerical procedures. If we use the Euler method with , and , we find the following approximate values at t = 1, and , respectively. The large differences among the computed values are convincing evidence that we should use a more accurate numerical procedure---the Runge-Kutta method, for example. Using the Runge-Kutta method with we find the approximate value at t = 1, which is quite different from those obtained using the Euler method. Repeating the calculations using step sizes of and , we obtain the interesting information listed in Table 2.

  
Table 2: Calculation of the Solution of the Initial Value Problem , , using the Runge-Kutta Method

While the values at are reasonable and we might well believe that the solution has a value of about at , it is clear that something strange is happening between and . To help determine what is happening, let's turn to some analytical approximations to the solution of the initial value problem. Note that on ,

 

This suggests that the solution of

 

and the solution of

 

are upper and lower bounds, respectively, for the solution of the original problem, since all of these solutions pass through the same initial point. Indeed, it can be shown that as long as these functions exist.

This is important because we can solve Eqs. (4) and (5) analytically for and by separation of variables. We find that

thus as , and as . These calcuations show that the solution of the original initial value problem must become unbounded somewhere between and t = 1. We thus see that the problem (2) has no solution on the entire interval .

Our numerical calculations, however, suggest that we can go beyond , and probably beyond . Assuming that the solution of the initial value problem exists at and has the value , we can obtain a more accurate appraisal of what happens for larger t by considering the initial value problems (4) and (5) with replaced by . Then we obtain

where only four decimal places have been kept. Thus as and as . We conclude that the solution of the initial value problem (2) becomes unbounded near . We cannot be more precise because the initial condition is only approximate. This example illustrates the sort of information that can be obtained by a judicious combination of analytical and numerical work.



next up previous
Next: About this document Up: Truncation and Round-off Previous: Analysis



Dinesh Manocha
Sat Apr 4 20:31:47 EST 1998