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Numerical Mathematics - A Collection of Solved Problems

Numerical Mathematics - A Collection of Solved Problems

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METODI RUNGE-KUTTA 363gde smo stavili G = f xx + 2ff yx + f 2 f yy . Tada, na osnovu (5) dobijamo(6) Φ T (x,y, h) = f + 1 2 Fh + 1 6 (G + f yF)h 2 + O(h 3 ).Potražimo sada razvoj funkcije Φ(x, y, h), date sa (4), po stepenima od h.Imajući u vidu da je k 1 = f i razvijanjem funkcije k 2 u Taylorov red u okolinitačke (x, y), dobijamo(7)k 2 = f“x + 1 3 h, y + 1 ”3 hf= f + 1 3 hf x + 1 3 hff y + 1 „ 12 9 h2 f xx + 2 9 h2 ff xy + 1 «9 h2 f 2 f yy + O(h 3 )= f + 1 3 Fh + 1 18 Gh2 + O(h 3 ).Slično, razvijanjem funkcije“k 3 = f x + 5 6 h, y − 5 12 hk 1 + 5 ”4 hk 2u Taylorov red u okolini tačke (x, y), a s obzirom da je na osnovu (7)imamo− 512 hk 1 + 5 4 hk 2 = − 5 12 hf + 5 4 hf + 5 4 · 13 h2 F + O(h 3 )= 5 6 fh + 5 12 Fh2 + O(h 3 ),k 3 = f + 5 „ 56 hf x +6 fh + 5 «12 Fh2 f y+ 1 „ 252 36 h2 f xx + 2518 h2 ff xy + 25 «36 h2 f 2 f yy + O(h 3 )= f + 5 „ 56 Fh + 12 Ff y + 25 «72 G h 2 + O(h 3 ).Zamenom dobijenih izraza za k 1 , k 2 , k 3 u (4), dobijamotj.Φ(x, y, h) = f + 1 10“ 53 F + 10 ”3 F h + 1 “ 510 18 G + 5 3 Ff y + 25 ”18 G h 2 + O(h 3 ),(8) Φ(x, y, h) = f + 1 2 Fh + 1 6 (G + Ff y)h 2 + O(h 3 ).

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