h a n g e Pro h a n g e Pro

XC d XC d
F- F-

uc

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PD

PD
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N
y

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to
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Rezolvarea ecuatiilor diferentiale de ordinul I

 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

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Rezolvarea ecuatiilor diferentiale de ordinul I

Metoda Euler explicită yi +1 = yi + h f ( xi , yi )

Metoda Euler implicită yi +1 = yi + h f ( xi +1 , yi +1 )

Metoda punctului mediu yi + 1 = yi + h f ( xi , yi )

2

yi +1 = yi + h f ( xi + 1 , yi + 1 )
2 2

Metoda Heun
K1 = f ( xi , yi )
Predictor yi0+1 = yi + h f ( xi , yi )
æ 1 1 ö
K 2 = f ç xi + h, yi + hK1 ÷
yik++11 = yi + ( f ( xi , yi ) + f ( xi +1 , yik ) )
Corector
h
è 3 3 ø
2
æ 2 2 ö
K 3 = f ç xi + h, yi + hK 2 ÷
è 3 3 ø
h
y i +1 = yi + ( K1 + 3K 3 )
4
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

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Rezolvarea ecuatiilor diferentiale de ordinul I

Runge Kutta ordin II
K1 = f ( xi , yi ) h
y k +1 = yk + ( K1 + K 2 )
K 2 = f ( xi + h, yk + hK1 ) 2

Metoda Ralston
K1 = f ( xi , yi )
æ1 2 ö
y k +1 = yk + h ç K1 + K 2 ÷
æ 3 3 ö è3 3 ø
K 2 = f ç xi + h, yk + hK1 ÷
è 4 4 ø
Runge Kutta ordin IV
K1 = f ( xk , yk )
æ h h ö
K 2 = f ç xk + , yk + K1 ÷
è 2 ø h
2 y k +1 = yk + ( K1 + 2 K 2 + 2 K3 + K 4 )
æ h h ö 6
K 3 = f ç xk + , yk + K 2 ÷
è 2 2 ø
K 4 = f ( xk + h, yk + hK 3 )
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

!
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Rezolvarea ecuatiilor diferentiale de ordinul I

Aplicatie
dy
= y + sin( x )
dx
y (0) = 0

Solutia analitica
1 x
ysa ( x) = (e - (sin( x ) + cos( x ))
2
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

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W

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N

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Rezolvarea ecuatiilor diferentiale de ordinul I

Runge Kutta Fehlberg
K1 = hf ( xk , yk )
æ 1 1 ö
K 2 = hf ç xk + h, yk + K1 ÷
è 4 4 ø
æ 3 3 9 ö
K 3 = hf ç xk + h, yk + K1 + K 2 ÷
è 8 32 32 ø
æ 12 1932 7200 7296 ö
K 4 = hf ç xk + h, yk + K1 - K2 + K3 ÷
è 13 2197 2197 2197 ø
æ 439 3680 845 ö
K 5 = hf ç xk + h, yk + K1 - 8K 2 + K3 - K4 ÷ y% k +1 - yk
è 216 513 4104 ø rk +1 =
æ 1 8 3544 1859 11 ö h
K 6 = hf ç xk + h, yk - K1 + 2 K 2 + K3 + K4 - K5 ÷ 1/ 4
è 2 27 2565 4104 40 ø æ e ö
j = 0.84 çç ÷÷
r
è k +1 ø
25 1408 2197 1
yk +1 = yk + K1 + K3 + K 4 - K5
216 2565 4101 5 j £ 0.1 => h = 0.1h
16 6656 28561 9 2 j ³ 4.0 => h = 4h
y% k +1 = yk + K1 + K3 + K 4 - K5 + K 6 j Î (0.1, 4) => h = j h
135 12825 56430 50 55
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

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Rezolvarea ecuatiilor diferentiale de ordinul I

Metode multipas

Adams-Bashforth ordinul 2

Predictor:
h
y% k +1 = yk + (3 f k - f k -1 )
2

Corector:
h
yk +1 = yk + ( f k + f%k +1 )
2
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

!
W

W
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O
N

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Rezolvarea ecuatiilor diferentiale de ordinul I

Metode multipas

Adams-Bashforth / Adams-Maulton

Predictor:
h
y% k +1 = yk + (1901 f k - 2774 f k -1 + 2616 f k - 2 - 1274 f k -3 + 251 f k - 4 )
720

Corector:

h
yk +1 = yk + (251 f%k +1 + 646 f k - 264 f k -1 + 106 f k - 2 - 19 f k -3 )
720
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

!
W

W
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O
N

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Rezolvarea ecuatiilor diferentiale de ordin superior

d2y dy
x 2 + 2 + y = e- x
dx dx
y (0) = 1, y '(0) = 2
Facem notatia
dy d 2 y dz
= z => =
dx dx 2 dx

Rezulta un sistem de ecuatii diferentiale:

ì dy
ïï =z
dx
í
ï dy = 1 ( e- x - 2 z - y )
ïî dz x
y (0) = 1, z (0) = 2
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

!
W

W
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Rezolvarea sistemelor de ecuatiilor diferentiale

de ordinul I

dY
= F ( x, Y )
dx
Y ( x0 ) = Y0
ì dy1
ï dx = f1 ( x, y1 , y2 ,..., yn )
ï
ì y1 ü ï dy2 = f ( x, y , y ,..., y )
ì f1 ( x, Y ) ü ï 2 1 2 n
ï ï í dx
ïy ï ï f ( x, Y ) ï ï...
Y = í 2ý ï ï
F ( x, Y ) = í 2 ý ï
ï... ï ï ... ï ï dyn = f ( x, y , y ,..., y )
ïî yn ïþ ïî f n ( x, Y ) ïþ ïî dx n 1 2 n
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

!
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W
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C
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Rezolvarea sistemelor de ecuatiilor diferentiale

de ordinul I

Runge Kutta de ordin 4

K s ,1 = f s ( xk , y1, k , y2,k ,..., yn ,k ) ì dy1

ï dx = f1 ( x, y1 , y2 ,..., yn )
æ h h h h ö ï
K s ,2 = f s ç xk + , y1,k + K1,1 , y2,k + K 2,1 ,..., yn ,k + K n ,1 ÷ ï dy2 = f ( x, y , y ,..., y )
è 2 2 2 2 ø ï 2 1 2 n
í dx
ï...
æ h h h h ö ï
K s ,3 = f s ç xk + , y1,k + K1,2 , y2,k + K 2,2 ,..., yn ,k + K n,2 ÷ ï dyn = f ( x, y , y ,..., y )
è 2 2 2 2 ø ïî dx n 1 2 n

K s ,4 = f s ( xk + h, y1,k + hK1,3 , y2, k + hK 2,3 ,..., yn,k + hK n,3 )

y s ,k +1 = ys ,k +
h
6
( K s,1 + 2 K s ,2 + 2K s ,3 + K s,4 )
 h a n g e Pro h a n g e Pro
XC d XC d
F- F-

uc

uc
PD

PD
!

!
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Rezolvarea sistemelor de ecuatiilor diferentiale

de ordinul I

Aplicatie ì dy1
ïï dx = 2 y1 - 3 y 2 + e x

í
ï dy2 = y - 2 y + x
ïî dx 1 2

y1 (0) = -1, y2 (0) = 2

x x -x
x e e e
F1( x, y1 , y2 ) := 2y1 - 3y2 + e ys1 ( x) := 3x× - 25× + 21× + 3x
2 4 4
x x -x
F2( x, y1 , y2 ) := y1 - 2y2 + x e e e
ys2 ( x) := x× - 9× + 21× + 2x - 1
2 4 4

h := 0.25 xf := 0.5