restart; fact:=2:N_0:=16: On calcule differentes s\351ries de valeurs approch\351es avec N croissant suivant une suite g\351om\351trique de raison fact de premier terme N_0 Euler:=proc(f,t_0,y_0,N,delta)
local i,z,tn,yn,suite_y,suite_t;
suite_y:=y_0;suite_t:=t_0;yn:=y_0;tn:=t_0;
for i from 1 to N do
yn:=yn+delta*f(tn,yn); tn:=tn+delta;
suite_y:=suite_y,yn; suite_t:=suite_t,tn; od:
[suite_t],[suite_y];
end: Approximations successives pour y'=y On \351tudie les \351quations diff\351rentielles sur l' intervalle [t_0,t_max] ici [t_0,t_max]=[0,5] t_0:=0:t_max:=5:y_0:=1:f:=(t,y)->y: la condition initiale est donn\351e par y(t_0)=y_0 ici y(0)=1 l'Equation diff\351rentielle de r\351f\351rence est EDO:=diff(y(t),t)=f(t,y(t)); NiM+SSRFRE9HNiIvLUklZGlmZkdJKnByb3RlY3RlZEdGKTYkLUkieUdGJTYjSSJ0R0YlRi5GKw== On place dans la variable Courbes: 5 courbes int\351grales approch\351es calcul\351es pour N prenant les 5 premi\350res valeurs de la suite g\351om\351trique annonc\351e ci-dessus: 16, 32, 64, 128, 256 Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))),i=0..4): On trace ces diff\351rentes courbes en prenant les couleurs successives bleu, rouge, noir, vert, orange (pour N croissant) plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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On observe que la pr\351cision des courbes int\351grales augmente au fur et \340 mesure que N augmente Par manque de capacit\351, sans doute, le trac\351 de la derni\350re courbe correspondant \340 N=256 "s'arr\352te" avant t_max Approximations successives pour y'=-ty On \351tudie les \351quations diff\351rentielles sur l' intervalle [t_0,t_max] ici [t_0,t_max]=[0,1] t_0:=0:t_max:=1:y_0:=1:f:=(t,y)->-y*t: la condition initiale est donn\351e par y(t_0)=y_0 ici y(0)=1 l'Equation diff\351rentielle de r\351f\351rence est EDO:=diff(y(t),t)=f(t,y(t)); NiM+SSRFRE9HNiIvLUklZGlmZkdJKnByb3RlY3RlZEdGKTYkLUkieUdGJTYjSSJ0R0YlRi4sJComRisiIiJGLkYxISIi On place dans la variable Courbes: 5 courbes int\351grales approch\351es calcul\351es pour N prenant les 5 premi\350res valeurs de la suite g\351om\351trique annonc\351e ci-dessus: 16, 32, 64, 128, 256 Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))),i=0..4): On trace ces diff\351rentes courbes en prenant les couleurs successives bleu, rouge, noir, vert, orange (pour N croissant) plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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Approximations successives pour y'=1/racine(t+10^-9) On \351tudie les \351quations diff\351rentielles sur l' intervalle [t_0,t_max] ici [t_0,t_max]=[0,0.001] t_0:=0:t_max:=.001:y_0:=1:f:=(t,y)->1/sqrt(t+0.000000001): la condition initiale est donn\351e par y(t_0)=y_0 ici y(0)=1 l'Equation diff\351rentielle de r\351f\351rence est EDO:=diff(y(t),t)=f(t,y(t)); NiM+SSRFRE9HNiIvLUklZGlmZkdJKnByb3RlY3RlZEdGKTYkLUkieUdGJTYjSSJ0R0YlRi4qJCwmRi4iIiIkRjEhIipGMSMhIiIiIiM= On place dans la variable Courbes: 5 courbes int\351grales approch\351es calcul\351es pour N prenant les 5 premi\350res valeurs de la suite g\351om\351trique annonc\351e ci-dessus: 16, 32, 64, 128, 256 Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[1],Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[2]),i=0..4): On trace ces diff\351rentes courbes en prenant les couleurs successives bleu, rouge, noir, vert, orange (pour N croissant) plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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ici on observe que l'approximation est mauvaise pour des petites valeurs de N et meilleure pour N grand, est-elle pour autant assez fine. En fait l'approximation d'Euler est mise \340 rude \351preuve puisque pour t=0 la tangente de la solution exacte est quasi verticale et donc l'identification entre corde et tangente est d'autant moins bonne. Faisons un "Zoom" sur ces courbes... On travaille cette fois-ci sur l'intervalle [t_0,t_max]=[0,0.00001] t_max:=.00001: Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[1],Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[2]),i=0..4): plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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Malgre la finesse de la subdivision (on o maill\351 un tr\351s petit intervalle avec N instants), les variations entre les diff\351rentes approximations restent \351l\350v\351es
En effet la solution a une tangente quasi verticale \340 l'origine ce qui entraine par la m\351thode d'Euler de grandes d\351viations dans le calcul des valeurs voisines Approximations successives pour y'=sin[1/(t+10^-9)] On \351tudie les \351quations diff\351rentielles sur l' intervalle [t_0,t_max] ici [t_0,t_max]=[0,1] t_0:=0:t_max:=1:y_0:=1:f:=(t,y)->sin(1/(t+0.000000001)): la condition initiale est donn\351e par y(t_0)=y_0 ici y(0)=1 l'Equation diff\351rentielle de r\351f\351rence est EDO:=diff(y(t),t)=f(t,y(t)); NiM+SSRFRE9HNiIvLUklZGlmZkdJKnByb3RlY3RlZEdGKTYkLUkieUdGJTYjSSJ0R0YlRi4tSSRzaW5HNiRGKUkoX3N5c2xpYkdGJTYjKiQsJkYuIiIiJEY2ISIqRjYhIiI= On place dans la variable Courbes: 5 courbes int\351grales approch\351es calcul\351es pour N prenant les 5 premi\350res valeurs de la suite g\351om\351trique annonc\351e ci-dessus: 32, 64, 128, 256,1024 Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[1],Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[2]),i=1..5): On trace ces diff\351rentes courbes en prenant les couleurs successives bleu, rouge, noir, vert, orange (pour N croissant) plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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les courbes \340 grande \351chelle semblent assez proches les unes des autres et donc probablement assez fid\351les \340 la solution exacte. Regardons les courbes sur une plus petite echelle, ce qui doit encore ameliorer la justesse du r\351sultat Faisons un "Zoom" sur ces courbes... On travaille cette fois-ci sur l'intervalle [t_0,t_max]=[0,0.1] t_max:=.1: Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[1],Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[2]),i=0..4): plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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les courbes semblent ici bien plus chaotiques et peu proches les unes des autres Regardons \340 plus petite \351chelle Faisons un "Zoom" sur ces courbes... On travaille cette fois-ci sur l'intervalle [t_0,t_max]=[0,0.0001] t_max:=.0001: Courbes:=seq( Interpol(Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[1],Euler(f,t_0,y_0,N_0*fact^i,(t_max-t_0)/(N_0*fact^i))[2]),i=0..4): plot([Courbes],t_0..t_max,color=[blue,red,black,green,orange]); 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