常微分方程初值问题
matlab代码如下:
function euler_mothod
%求解初值问题(ode-IVP)
%/ u'=f(t,u)
%/ u(0)=u0
T=1;
h=0.05;
t=0:h:T;
N=length(t)-1;
solu=exp(-5*t);
u0=1;
f=@f1;
u_euler=euler(f,u0,t,h,N);
u_implicit = implicit_euler(f,u0,t,h,N);
u_modified = modified_euler(f,u0,t,h,N);
figure(1)
plot(t,u_euler,'*b',t,u_implicit,'gs',t,u_modified,'s',t,solu,'r')
legend('Euler','Implicit-Euler','Modified-Euler','Exact-soln')
end
function u=euler(f,u0,t,h,N)
u=zeros(N+1,1);
u(1)=u0;
for n=1:N
fn=f1(t(n),u(n));
u(n+1)=u(n)+h*fn;
end
end
%隐式欧拉,逼近效果不如显示欧拉,没找到哪里出错了
function u = implicit_euler(f,u0,t,h,N)
u=zeros(N+1,1);
u(1)=u0;
for n=1:N
fn=f1(t(n),u(n));
s2=u(n)+h*fn;
fn=f1(t(n),s2);
s1=u(n