Anda di halaman 1dari 9

MODULE IV

NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS

1. TAYLOR SERIES METHOD

Consider the equation dy =f(x,y).Given y(x0)= y0. The Taylor's expansion of the function
dx
y(x) in the neighbourhood of(x0,y0) is given by,
y(x) = y(x0) + (x-x0) y'(x0) + (x-x0)2 y''(x0) + (x-x0)3 y'''(x0) + .............
1! 2! 3!
ie, y(x) = y0 + (x-x0) y0' + (x-x0)2 y0'' + (x-x0)3 y0''' + .............
1! 2! 3!
Note
If x0, x1 = (x0+h), x2 = (x1+h), x3,.................are equidistant values of x, then we get,
y1 = y(x1) = y0 + h y0' + h2 y0'' + h3 y0''' + ..........where h = x1 x0
1! 2! 3!
Proceeding like this we get yn = yn-1+ h yn-1' + h2 yn-1''+ h3 yn-1''' + ..........where h = xn xn-1
1! 2! 3!

eg.1
Employ Taylor's method to obtain the approximate value of y at x = .2, for the differential equation
dy = 2y + 3ex, y(0) = 0
dx
ans:
Given dy = y' = 2y + 3ex, y(0) = 0
dx
Differentiating repeatedly with respect to x,
y'' = 2y'+ 3ex, y''' = 2y''+ 3ex, y'''' = 2 y''' + 3ex
At x = 0,y =0. ie, x0 = 0,y0 = 0
.
. .
y0' = y'(0) = 2.0+3e0 = 3
y0'' = y''(0) = 2.3+3 = 9
y0''' = y'''(0) = 2.9 + 3 = 21
y0'''' = y''''(0) = 2 .21 + 3 = 45
.
. . Taylor's series for y(x) near x=0 is given by,
y(x) = y(0) + (x-x0) y'(0) + (x-x0)2 y''(0) + (x-x0)3 y'''(0) + .............
1! 2! 3!
2 3 4
= 3x + x . 9 + x .21 + x . 45+.............
2! 3! 4!
= 3x + 9 x + 7 x + 15 x4 +..........................
2 3

2 2 8

eg.2
Using Taylor series method, obtain the solution of dy = 3x + y2, y(0)=1. Find the value of y for
dx
x = .1,correct to 4 places of decimals.
Ans:
Given, dy = 3x + y2, y(0)=1.
dx
ie, y'= 3x + y2
Differentiating repeatedly with respect to x,
y'' = 3 + 2yy', y''' = 2(yy'' + y'2), y''' = 2(yy'''+y''y') + 2.2y'y'' = 2yy'''+6y'y''
We have, x0 = 0, y0 =1
.
. . y0' =1, y0'' = 3+2 = 5, y0''' = 10+2 =12, y0'''' = 24+10+20 = 54
.
. . Taylor's series for y(x) near x = 0 is given by,
y(x) = y0 + (x-x0) y0' + (x-x0)2 y0'' + (x-x0)3 y0''' + .............
1! 2! 3!
2 3 4
=1 + x .1 + x . 5 + x .12+ x . 54 +.............
1! 2! 3! 4!
2 3 4
= 1 + x + 5x + 2x + 9 x +..........................
2 4
When x= .1,
y =1 + .1 + 5 (.1)2 + 2(.1)3 + 9 (.1)4 + .....................
2 4
=1.1272

2. EULER'S METHOD

Consider the equation, dy = f(x,y).Given y(x0)= y0. ...........................(1).


dx
Let x0, x1 = (x0+h), x2 = (x1+h), x3,.................are equidistant values of x.
.
. . h = x1-x0 = x2-x1 = x3-x2 = .......................= xn+1 - xn
Then y1 = y0 + h f(x0,y0)
y2= y1+ h f(x1,y1)
y3 = y2+h f(x2,y2)
............................
............................
yn+1 = yn + h f(xn,yn) where h = xn+1 xn . This is known as Euler's algorithm.
eg. 1
Using Euler's method,solve for y at x = .1 from dy = x + y + xy, y(0)=1, taking step size h=.025
dx
Ans:
Given dy = x + y + xy, y(0)=1, h=.025
dx
ie, x0 = 0, y0 =1, x1 = x0 + h = 0+.025 = .025
x2 = .050, x3 = .075, x4=1
Euler's algorithm is yn+1 = yn + h f(xn,yn)
y(0) = y0 = 1
y(.025) = y1 = y0 + h f(x0,y0)
=1+.025 f(0,1)
=1+.025(0+1+0)
=1.025
y(.050) = y2 =y1 + h f(x1,y1)
=1.025+.025 f(.025,1.025)
=1.025+.025(.025+1.025+.025*1.025)
=1.0518
y(.075) = y3 = y2 + h f(x2,y2)
=1.0518+ .025 f(.050, 1.0518)
=1.0806
y(.1) = y4 = y3 + h f(x3,y3)
=1.0806+ .025 f(.075,1.0806)
=1.1115
Computation work can also be carried out in the table form as

n xn yn f(xn,yn) hf(xn,yn) yn+1 = yn + h f(xn,yn)

0 0 1 1 .025 1.025
1 .025 1.025 1.0756 0.0268 1.0518
2 .050 1.0518 1.1543 0.0288 1.0806
3 .075 1.0806 1.2366 0.0309 1.1115
4 .1 1.1115

eg. 2
Using Euler's method,solve numerically the equation,y' = x + y, y(0) =1, for x =1. Take h = .2

n xn yn f(xn,yn) hf(xn,yn) yn+1 = yn + h f(xn,yn)

0 0 1 1 .2 1.2
1 .2 1.2 1.4 .28 1.48
2 .4 1.48 1.88 .376 1.856
3 .6 1.856 2.456 .4912 2.3472
4 .8 2.3472 3.1472 .6294 2.9766
5 1 2.9766

.
. . y(1) = 2.9766

3. MODIFIED EULER'S METHOD

In this method, yn+1 = h f{xn + h , yn + h f(xn,yn)}


2 2
eg.1
Solve dy = y 2x in the range 0 x .2 using Euler's modified method.
dx y
Ans:
Given, dy = y 2x
dx y
x0 = 0, y0 =1, x1 = .1, x2 = .2
In Euler's modified method we have,
yn+1 = h f{xn + h , yn + h f(xn,yn)}
2 2
f(x0,y0) = f(0,1) = 1 0 =1
h f(x0,y0) = .05*1 = .05
2
y0 + h f(x0,y0)=1.05
2
x0 + h = .05
2
.
. . y1 = 1+ .1 f(.05,1.05)
= 1.09547
y2 = y1 + h f(x1+ h, y1 + h f(x1,y1)
2 2
f(x1, y1) = f(.1,1.09547)
= .51289
h f(x1,y1)=.04564
2
y1 + h f(x1,y1)=1.1411
2
.
. .y2=1.09547+.1 f(.15,1.1411)
=1.18329

eg. 2
Compute y at x = .25 by modified Euler's method. Given y'(x,y) = 2xy, y(0) =1 , h = .25
Ans:
Given y'(x,y) = 2xy, y(0) =1 , h = .25
In Euler's modified method we have,
yn+1 = h f{xn + h , yn + h f(xn,yn)}
2 2
.
. . y1 = y0 + h f( x0 + h , y0 + h f(x0,y0))
2 2
f(x0,y0) =f(0,1)
=2*0*1=0
h f(x0,y0) = 0
2
y0 + h f(x0,y0)=1
2
.
. . y1 =1+ .25 f(.25 ,1)
2
=1+.0625
=1.0625
4. RUNGE-KUTTA METHOD(FOURTH ORDER)

Fourth order Runge-kutta formula for solving the differential equation is


y = y0 + 1 ( k1 + 2k2 + 2k3 + k4 ) where,
6
k1 = h f(x0,y0)
k2 = h f(x0 + h , y0 + k1 )
2 2
k3 =h f(x0 + h , y0 + k2 )
2 2
k4 = h f(x0 + h , y0 + k3 )

eg. 1
Apply Runge-Kutta method to find an approximate value of y when x = .2, for the differential
equation dy = x + y, y(0) = 1, h = .1
dx
Ans:
Given, dy = x + y, y(0) = 1, h = .1
dx
k1 = h f(x0,y0)
= .1 f(0,1)
= .1
k2 = h f(x0 + h , y0 + k1 )
2 2
= .1 f(.05,1.05)
= .11
k3 =h f(x0 + h , y0 + k2 )
2 2
= .1105
k4 = h f(x0 + h , y0 + k3 )
= .12105
.
. .y(.1) = y0 + 1 ( k1 + 2k2 + 2k3 + k4 )
6
= 1+ 1 (.1 + 2 * .11 + 2 * .1105 + .12105 )
6
= 1.11034
For the second step, x0 = .1, y0 = 1.11034, h = .1
k1 = h f(x0,y0)
= .121034
k2 = h f(x0 + h , y0 + k1 )
2 2
= .1320857
k3 =h f(x0 + h , y0 + k2 )
2 2
= .132638
k4 = h f(x0 + h , y0 + k3 )
= .14429
.
. .y(.2) = 1.24280

eg.2
Use the fourth order Runge- Kutta method to find y(.2) for the initial value problem y' = -2xy2 .Given
y(0) = 1, h = .2
Ans:
Given y' = -2xy2 , y(0) = 1, h = .2
k1 = h f(x0,y0)
=0
k2 = h f(x0 + h , y0 + k1 )
2 2
= - .04
k3 =h f(x0 + h , y0 + k2 )
2 2
= - .038416
k4 = h f(x0 + h , y0 + k3 )
= - .073971
.
. .y(.2) = y0 + 1 ( k1 + 2k2 + 2k3 + k4 )
6
= .961532

5. MILNE'S PREDICTOR CORRECTOR METHOD

Predictor - corrector method is the method in which we first predict the value of yn+1 by using a
certain formula and then correct this value by using a more accurate formula.
Let the differential equation is dy = f(x,y). Let the initial conditions are y(x0 ) = y0 ,
dx
y(x1) = y(x0+h) = y1 , y(x2) = y( x0+2h) = y2, y(x3) = y( x0+3h) = y3 ............................
Let y0' = dy (x0, y0) = f( x0, y0) = f0
dx
y1' = dy (x1, y1) = f( x1, y1) = f1
dx
y2' = dy (x2, y2) = f( x2, y2) = f2
dx
y3' = dy (x3, y3) = f( x3, y3) = f3
dx
....................................................
....................................................
....................................................
Then Milne's predictor formula is given by,
yn+1 , p = y n-3 + 4h ( 2fn-2 fn-1 + 2fn )
3
= y n-3 + 4h ( 2y'n-2 y'n-1 + 2y'n )
3
Milne's corrector formula is given by,
yn+1 , c = yn-1 + h ( fn-1 + 4fn+ fn+1 ), where,
3
fn+1 = f(xn+1 , yn+1 , p )
yn+1 , c = yn-1 + h ( y'n-1 + 4y'n+ y'n+1 )
3

Note.
In Milne's method, to find yn, we require the prior values of y, ie, y0, y1, y2, y3, y4 ...........If they are
not given, we have to calculate them using Taylor series.

eg. 1
Given dy = x2(1 + y) and y(1) = 1, y(1.1) = 1.233, y(1.2) = 1.548, y(1.3)=1.979, evaluate
dx
y(1.4) by Milne's predictor corrector method.
Ans:
Given, y' = f(x,y) = x2(1 + y), x0 = 1, x1 = 1.1, x2 = 1.2 , x3 = 1.3 , x4 = 1.4,
y0 =1, y1 = 1.233 , y2 = 1.548, y3 = 1.979, h = .1
y1' = f( x1, y1)
= x12(1 + y1)
= 2.7019 =f1
y2' = f( x2, y2)
= x22(1 + y2)
=3.6691= f2
y3'= f( x3, y3)
= x32 (1 + y3)
= 5.0345 = f3
Using Milne's predictor formula we have,
y4 , p = y0 + 4h ( 2f1 f2+ 2f3 )
3
= 1+ 4*.1 ( 2* 2.7019 3.6691+ 2* 5.0345 )
3
= 2.5738
.
. . y4 = 2.5738, x4 = 1.4
.
. . y4'= f( x4, y4,p)
=7.0046 = f4
Using Milne's corrector formula we have,
y4 , c = y2 + h ( f2+ 4f3+ f4 )
3
= 1.548 + .1 ( 3.6691 + 4*5.0345 + 7.0046 )
3
= 2.5750
.
. . y(1.4) =2.5750

eg.2
Given dy = 1 (1 + x2 )y2 and y(0) = 1, y(.1) =1.06, y(.2) = 1.12, y(.3) = 1.21, evaluate y(.4)
dx 2
by Milne's predictor corrector method.
Ans:
Given, dy = 1 (1 + x2 )y2
dx 2
x0 = 0, x1 = .1, x2 = .2 , x3 = .3 , x4 = .4, y0 =1, y1 = 1.06, y2 = 1.12,
y3 = 1.21, h = .1

y1' = f( x1, y1)


=.5674 = f1

y2' = f( x2, y2)


=.6523 = f2
y3'= f( x3, y3)
=.7979 = f3

Using Milne's predictor formula we have,


y4 , p = y0 + 4h ( 2f1 f2+ 2f3 )
3
=1+ 4*.1 (2 * .5674 - . 6523 + 2 * .7979)
3
= 1.2771
.
. . y4 = 1.2771, x4 = .4
y4'= f( x4, y4,p)
= .9460 = f4
Using Milne's corrector formula we have,
y4 , c = y2 + h ( f2+ 4f3+ f4 )
3
=1.12 + .1 (.6523 + 4* .7979 + .9460)
3
=1.2797
.
. . y(.4) =1.2797

ASSIGNMENTS

1) Solve dy = x+y, given y(1) = 0and get y(1.1), y(1.2) by Taylor series method.
dx
2) Using Taylor series method, find correct to 4 places of decimals the value of y(.1), given
dy = x2 + y2 and y(0) = 1.
dx
3) Given y' = -y and y(0) =1. Determine the value of y at x = .04 by Euler's method. Take h = .01
4) Using Euler's method, find an approximate value of y corresponding to x = 2, given that
dy = x+2y and y(1) = 1.
dx
5) Solve the equation dy = 1 - y, given y(0) = 0 using modified Euler's method and tabulate the
dx
solutions at x= .1, .2 and .3
6) Using modified Euler's method find y(.2), y(.4), y(.6) for the equation
dy = y x2 , given y(0) = 1
dx
7)Using Runge-Kutta method of fourth order, find y(.8) correct to 4 decimal places if y'= y x2,
y(.6) = 1.7379, h=.1
8)Using Runge-Kutta method of fourth order solve dy = y2 x2 , given y(0) = 1, at x =.2, .4
dx y2 + x2

9)Find y(2) if y(x) is the solution of


dy = (x+y) , given y(0) = 2, y(.5) = 2.636, y(1) = 3.595,
dx 2
y(1.5) =4.968 by Milne's predictor corrector method.

10) Determine the value of y( .4 ) using Milne's predictor corrector method . Given y'= xy + y2,
y(0) = 1, y(.1) =1.1167, y(.2) = 1.2767, y(.3) = 1.5023

***********************************************************************************
***********************************************************************************

Anda mungkin juga menyukai