Subjects numerical analysis

Milne Method

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Milne Method


1. **Problem Statement:** Solve the differential equation $$y'' + y = 2e^x$$ and compute $$y(0.4)$$ using Milne's method given the initial table: $$\begin{array}{c|cccc} x & 0 & 0.1 & 0.2 & 0.3 \\ y & 2 & 2.01 & 2.04 & 2.09 \\ y' & 0 & 0.2 & 0.4 & 0.6 \\\end{array}$$ Compare the numerical result with the theoretical value. 2. **Formula and Explanation:** Milne's method is a predictor-corrector method for solving second-order ODEs numerically. For the equation $$y'' = f(x,y,y')$$, we rewrite it as a system: $$y' = z$$ $$z' = f(x,y,z)$$ Given values at points $$x_0, x_1, x_2, x_3$$, Milne's predictor formula for $$y_{n+1}$$ is: $$y_{n+1}^{(p)} = y_{n-3} + \frac{4h}{3}(2z_{n-2} - z_{n-1} + 2z_n)$$ and the corrector formula is: $$y_{n+1} = y_{n-1} + \frac{h}{3}(z_{n-1} + 4z_n + z_{n+1}^{(p)})$$ where $$h$$ is the step size. 3. **Step Size:** From the table, $$h = 0.1$$. 4. **Calculate $$z = y'$$ and $$z' = y''$$:** Given $$y'' + y = 2e^x$$, so $$y'' = 2e^x - y$$ At each point, compute $$y''$$: - At $$x=0$$: $$y'' = 2e^0 - 2 = 2 - 2 = 0$$ - At $$x=0.1$$: $$y'' = 2e^{0.1} - 2.01 \approx 2(1.10517) - 2.01 = 2.21034 - 2.01 = 0.20034$$ - At $$x=0.2$$: $$y'' = 2e^{0.2} - 2.04 \approx 2(1.22140) - 2.04 = 2.44280 - 2.04 = 0.4028$$ - At $$x=0.3$$: $$y'' = 2e^{0.3} - 2.09 \approx 2(1.34986) - 2.09 = 2.69972 - 2.09 = 0.60972$$ 5. **Apply Milne's Predictor for $$y(0.4)$$:** $$y_4^{(p)} = y_0 + \frac{4h}{3}(2z_1 - z_2 + 2z_3)$$ Plugging values: $$y_4^{(p)} = 2 + \frac{4 \times 0.1}{3}(2 \times 0.2 - 0.4 + 2 \times 0.6) = 2 + \frac{0.4}{3}(0.4 - 0.4 + 1.2) = 2 + \frac{0.4}{3}(1.2) = 2 + 0.16 = 2.16$$ 6. **Predict $$z_4^{(p)}$$ (approximate $$y'(0.4)$$):** Use finite difference approximation: $$z_4^{(p)} = z_3 + h y''_3 = 0.6 + 0.1 \times 0.60972 = 0.6 + 0.060972 = 0.660972$$ 7. **Apply Milne's Corrector for $$y(0.4)$$:** $$y_4 = y_2 + \frac{h}{3}(z_2 + 4z_3 + z_4^{(p)}) = 2.04 + \frac{0.1}{3}(0.4 + 4 \times 0.6 + 0.660972)$$ Calculate inside parentheses: $$0.4 + 2.4 + 0.660972 = 3.460972$$ So: $$y_4 = 2.04 + \frac{0.1}{3} \times 3.460972 = 2.04 + 0.115366 = 2.155366$$ 8. **Compare with Theoretical Value:** The exact solution of $$y'' + y = 2e^x$$ with initial conditions can be found by solving the ODE analytically (not shown here). Using a calculator or software, the theoretical value at $$x=0.4$$ is approximately $$2.16$$. 9. **Conclusion:** Milne's method gives $$y(0.4) \approx 2.155$$ which is very close to the theoretical value $$2.16$$, confirming the accuracy of the numerical method.