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Finite Difference Method

Solution plot

Solution plot

(using 10 steps with stepsize 0.17)

Stepwise results

step | x | y | local error | global error
0 | 0 | 2 | 0 | 0
⋮ | ⋮ | ⋮ | ⋮ | ⋮
10 | 1.7 | 0.0755396 | 0.0187996 | 0.0356128

Butcher tableau

1 | 
 | 1

Symbolic iteration code

y'(x) = f(x, y) = -2 x y(x), y(0) = 2
y_n + 1 = y_n + h k_1
x_n + 1 = x_n + h
k_1 = f(x_n, y_n)
k_2 = f(x_n + h, y_n + h k_1)
where y_0 = | 2
x_0 = | 0
h = | 0.17
n = | 0, ..., 10

Stability region in complex stepsize plane


stability function: z + 1

Exact solution of equation

y(x) = 2 e^(-x^2)

Stepsize comparison

Stepsize comparison

Method comparison

method | global error | log scale comparison
forward Euler method | 0.0356 | 
midpoint method | -0.00586 | 
Heun's method | -0.00805 | 
third-order Runge-Kutta method | 0.00123 | 
fourth-order Runge-Kutta method | -0.000142 | 
Runge-Kutta-Fehlberg method | 4.39×10^-8 | 
Bogacki-Shampine method | 5.38×10^-8 | 
Dormand-Prince method | -2.33×10^-9 | 
backward Euler method | -0.0260 | 
implicit midpoint method | 0.00451 | 
(global error at x = 1.7
using x from 0 to 1.7
using 10 steps with stepsize 0.17)

Mathematica input

NDSolve[{y'[x] == -2 x y[x], y[0] == 2}, y, {x, 0, 1.7}, Method-> {"FixedStep", Method -> "ExplicitEuler"}, StartingStepSize -> 0.17, MaxStepFraction -> 1/10, WorkingPrecision -> MachinePrecision]

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