ASSIGNMENT 1

COURSE

STQM 6074 – NUMERICAL ANALYSIS

LECTURER NAME

Dr. Mohd Almie bin Alias

NAME MATRIC NUMBER

Abdullah Helmi bin Isahak P96442

Zira Kamal bin Zahari P93890

1. 𝑦 ′ = 𝑡 −2 (sin 2𝑡 − 2𝑡𝑦) , 1 ≤ 𝑡 ≤ 2 , 𝑦(1) = 2

Method 1:

Lipschitz condition

|𝑓(𝑡, 𝑦1 ) − 𝑓(𝑡, 𝑦2 )| ≤ 𝐿|𝑦1 − 𝑦2 |

𝑓(𝑡, 𝑦) = 𝑦 ′ = 𝑡 −2 (sin 2𝑡 − 2𝑡𝑦)

|𝑓(𝑡, 𝑦1 ) − 𝑓(𝑡, 𝑦2 )|
= |𝑡 −2 (sin 2𝑡 − 2𝑡𝑦1 ) − 𝑡 −2 (sin 2𝑡 − 2𝑡𝑦2 )|
= |𝑡 −2 ||−2𝑡𝑦1 + 2𝑡𝑦2 |
= |−2𝑡 −1 ||𝑦1 − 𝑦2 |

For 𝑡 = 1
|−2(1)−1 ||𝑦1 − 𝑦2 |
= 2|𝑦1 − 𝑦2 |

For 𝑡 = 2
|−2(2)−1 ||𝑦1 − 𝑦2 |
= 1|𝑦1 − 𝑦2 |
The function, 𝑓(𝑡, 𝑦) satisfies Lipschitz condition in the variable y, with Lipschitz
constant, 𝐿 = 2.

Method 2:
 𝑦 ′ = 𝑓(𝑡, 𝑦) = 𝑡 −2 (sin 2𝑡 − 2𝑡𝑦)

Lipschitz condition
𝜕𝑓(𝑡,𝑦)
| |≤𝐿
𝜕𝑦

𝑓(𝑡, 𝑦) = 𝑡 −2 (sin 2𝑡 − 2𝑡𝑦)

𝜕
[𝑡 −2 (sin 2𝑡 − 2𝑡𝑦)]
𝜕𝑦

𝜕 sin 2𝑡−2𝑡𝑦
= 𝜕𝑦 [ ]
𝑡2

1 𝜕
= 𝑡 2 ∗ 𝜕𝑦 [sin 2𝑡 − 2𝑡𝑦]
1
= 𝑡 2 ∗ (0 − 2𝑡)
2
=−𝑡
𝜕𝑓 2
|𝜕𝑦| = |− 𝑡 |

For 𝑡 = 1
𝜕𝑓 2
|𝜕𝑦| ≤ |− 1| = |−2| = 2 → 𝑏𝑖𝑔𝑔𝑒𝑠𝑡 𝑣𝑎𝑙𝑢𝑒 𝑓𝑜𝑟 𝐿𝑖𝑝𝑠𝑐ℎ𝑖𝑡𝑧 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡, 𝐿

For 𝑡 = 2
𝜕𝑓 2
|𝜕𝑦| ≤ |− 2| = |−1| = 1

𝑓(𝑡, 𝑦) satisfies Lipschitz condition in the variable 𝑦, with Lipschitz constant 𝐿 = 2 .

1+𝑦
2. i) 𝑓(𝑡, 𝑦) = 𝑒 𝑡−𝑦 ii) 𝑓(𝑡, 𝑦) = 1+𝑡
a)
i) 𝑓(𝑡, 𝑦) = 𝑒 𝑡−𝑦

𝜕𝑓(𝑡,𝑦)
use | |≤𝐿
𝜕𝑦

𝑓(𝑡, 𝑦) = 𝑒 𝑡−𝑦
𝜕
[𝑒 𝑡−𝑦 ]
𝜕𝑦

𝜕
= 𝑒 𝑡−𝑦 ∗ 𝜕𝑦 [𝑡 − 𝑦]

= −𝑒 𝑡−𝑦
𝜕𝑓
|𝜕𝑦| = |−𝑒 𝑡−𝑦 |

≤ |−𝑒 (1)−𝑦 | = |−𝑒 1−𝑦 |

Maximum value is infinity, so 𝑓(𝑡, 𝑦) does not satisfies Lipschitz condition because
we can’t find Lipschitz condition, L.

1+𝑦
ii) 𝑓(𝑡, 𝑦) = 1+𝑡

𝜕𝑓(𝑡,𝑦)
use | |≤𝐿
𝜕𝑦

1+𝑦
𝑓(𝑡, 𝑦) = 1+𝑡

𝜕 1+𝑦
[ ]
𝜕𝑦 1+𝑡

1 𝜕
= 1+𝑡 ∗ 𝜕𝑦 [1 + 𝑦]
1
=
1+𝑡

for 𝑡 = 0
𝜕𝑓 1
|𝜕𝑦| = |1+𝑡|

1 1
≤ |1+0| = |1| = 1

for 𝑡 = 1
𝜕𝑓 1
|𝜕𝑦| = |1+𝑡|
 1 1 1
≤ |1+1| = |2| = 2

𝑓(𝑡, 𝑦) satisfies Lipschitz condition in the variable 𝑦, with Lipschitz constant 𝐿 = 1.

b)
𝑦 ′ = 𝑓(𝑡, 𝑦), 0 ≤ 𝑡 ≤ 1 , 𝑦(0) = 1

i) 𝑓(𝑡, 𝑦) = 𝑒 𝑡−𝑦
Based on the calculation that refer to 2. (a) i., the function 𝑓(𝑡, 𝑦) does not satisfies
Lipschitz condition. So, the initial value is not well-posed.

1+𝑦
ii) 𝑓(𝑡, 𝑦) = 1+𝑡

Based on the calculation that refer to 2. (a) ii. , the function, 𝑓(𝑡, 𝑦) satisfies Lipschitz
condition in the variable 𝑦, but it does not have unique solution. So, the initial value is not
well-posed.