Question

Use modified Euler’s method to find the approximate solution of IVP
y' = 2xy, y(1) = 1 at x = 1.5 with h = 0.1
If the exact solution is  y(x) = ex2-1, find the error.

14 Feb 2018
Answer :
Word Count : 89
Using modified (improved) Euler’s method (Heun’s): predictor $y_p=y_n+h f(x_n,y_n)$, corrector $y_{n+1}=y_n+\dfrac{h}{2}\big(f(x_n,y_n)+f(x_{n+1},y_p)\big)$. Here $f(x,y)=2xy,\;h=0.1,\;x_0=1.0,\;y_0=1$. It is convenient to note algebraically that with this $f$ the update factor is $$ y_{n+1}=y_n\Big[1+h(x_n+x_{n+1})+2h^2 x_n x_{n+1}\Big]. $$
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