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Runge-Kutta. Solving initial value problem that isn't easily seperated

We are supposed to write a program to solve the following initial value problem numerically using 4th order Runge-Kutta. That algorithm isn't a problem and I can post my solution when I finish.

The problem is, separating it out cleanly into something I can put into Runge-Kutta.

e^(-x') = x' −x + exp(−t^3)
x(t=0) = 1

Any ideas what type of ODE this is called? or methods to solve this? I feel more confident with CS skills and programming numerical methods than I do in math... so any insights into this problem would be helpful.

Update: If anyone is interested in the solution the code is below. I thought it was an interesting problem.

import numpy as np
import matplotlib.pyplot as plt

def Newton(fn, dfn, xp_guess, x, t, tolerance):
    iterations = 0
    value = 100.
    max_iter = 100
    xp = xp_guess
    value = fn(t, x, xp)
    while (abs(value) > tolerance and iterations < max_iter):
        xp = xp - (value / dfn(t,x,xp))
        value = fn(t,x,xp)
        iterations += 1
    root = xp
    return root

tolerance = 0.00001
x_init = 1.
tmin = 0.0
tmax = 4.0
t = tmin
n = 1
y = 0.0
xp_init = 0.5

def fn(t,x,xp):
    '''
    0 = x' - x + e^(-t^3) - e^(-x')
    '''
    return (xp - x + np.e**(-t**3.) - np.e**(-xp))

def dfn(t,x,xp):
    return 1 + np.e**(-xp)

i = 0
h = 0.0001
tarr = np.ara开发者_C百科nge(tmin, tmax, h)
y = np.zeros((len(tarr)))
x = x_init
xp = xp_init
for t in tarr:
    # RK4 with values coming from Newton's method
    y[i] = x
    f1 = Newton(fn, dfn, xp, x, t, tolerance)
    K1 = h * f1
    f2 = Newton(fn, dfn, f1, x+0.5*K1, t+0.5*h, tolerance)
    K2 = h * f2
    f3 = Newton(fn, dfn, f2, x+0.5*K2, t+0.5*h, tolerance)
    K3 = h * f3
    f4 = Newton(fn, dfn, f3, x+K3, t+h, tolerance)
    K4 = h * f4
    x = x + (K1+2.*K2+2.*K3+K4)/6.
    xp = f4
    i += 1

fig = plt.figure()
ax = fig.add_subplot(1,1,1)
ax.plot(tarr, y)
plt.show()


For Runge-Kutta you only need a numerical solution, not an analytical one.

That is, you need to be able to write a piece of code that takes (x, t) and gives back y such that exp(-y) == y - x + exp(-t**3) to within round-off error. That code can do some sort of iterative approximation algorithm, and Runge-Kutta will be perfectly happy.

Does that help?


Wolfram Alpha says the solution will look like this.

I find that it helps to have an idea of what the answer is before I start.

It also helps to know that a resource like Wolfram Alpha is available to you at all times.

PS - What does it mean to be a student or professor in a time of Internet, Wolfram Alpha, Google, Wikipedia, etc.?


Writing K for x - exp( -t^3), we want to solve exp(-y) = y - K; I get y = K + W(exp(-K)) where W is Lambert's W function, eg here

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