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Module – I Engineering Mathematics - IV 2017

Numerical Solution of Ordinary Differential

Equations of First order and first degree
Introduction
Many ordinary differential equations can be solved by analytical methods
discussed earlier giving closed form solutions i.e. expressing y in terms of a
finite number of elementary functions of x. However, a majority of differential
equations appearing in physical problems cannot be solved analytically. Thus it
becomes imperative to discuss their solution by numerical methods.

Numerical methods for Initial value problem:

Consider the first order and first degree differential equations ( )with
the initial condition ( ) that is and called initial value
problem.

problem.

1. Taylor’s series method

2. Modified Euler’s method
3. Runge - Kutta method of order IV
4. Milne’s Predictor - Corrector Method
5. Adams – Bashforth Predictor - Corrector Method

Type -1
Taylor’s series method
Consider the first order and first degree differential equations
( ) condition ( ) .

Dr. A.H.Srinivasa, MIT, Mysore Page 1

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Where
at the point( )

Worked Examples
1. Using Taylor’s Series method, find the value of y at x = 0.1, and x = 0.2 for

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ( ) ( ) ( ) [( )( ) ( ) ] [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) [( )( )
( )( )] ( ) ( ) ( ) ( ) [ ( ) ]

( )

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Module – I Engineering Mathematics - IV 2017

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1. x = 0.2

( ) ( ) ( ) ( )

( ) ( ) ( ) ( )

2. Using Taylor’s Series method, find the value of y at x = 0.1, and x = 0.2 for

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( )( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( )( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]

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Module – I Engineering Mathematics - IV 2017
Substitute the values of ( ) ( ) ( ) ( ) in equation (*)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1 and x = 0.2

( ) ( )
( ) ( )

( ) ( )
( ) ( )

3. Using Taylor’s Series method, find the value of y at x = 0.1, and x = 0.2, for

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) [ ( ) ]
( )

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( ) [ ( ) ]
(

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( ) ( )
[ ( ) ]

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Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( ) ( ) ( )
[ ( ) ]

Substitute the values of ( ) ( ) ( ) ( ) in equation (*)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

( ) ( ) ( )
( ) ( )

( ) ( ) ( )
( ) ( )

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]

Dr. A.H.Srinivasa, MIT, Mysore Page 5

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]

Substitute the values of ( ) ( ) ( ) ( ) in equation (*)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1
( ) ( ) ( )
( ) ( )

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( )[ ( )] ( ) ( )( ) ( )
[ ( ) ]

Dr. A.H.Srinivasa, MIT, Mysore Page 6

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( ) ( ) ( )( ) ( )( )
[ ( ) ]

Substitute the values of ( ) ( ) ( ) ( ) in equation (1)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1 and x = 0.2

( ) ( )
( ) ( ) ( )

( ) ( )
( ) ( ) ( )

Type - 2
Modified Euler’s method
dy
Consider the initial value problem  f ( x, y ); y ( x0 )  y0
dx
Suppose we determine solution of this problem at a point xn  x0  nh (where
h is step length) by using Euler's method

The solution is given by yn  yn 1  hf ( xn 1 , yn 1 ), n  1,2,3,...

p

Here, this will gives approximate solution by Euler’s method. Since the
accuracy is poor in this formula this value

Example. 1 Using modified Euler's method find y(0.2) by solving the equation

with h = 0.1 dy
 x  y 2 ; y (0)  1
dx
Solution:- By data

x x0  0 x1  0.1 x2  0.2
h  0.1 f ( x, y)  x  y 2
y y0  1 y1  ? y2  ?

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Module – I Engineering Mathematics - IV 2017
This problem has to be worked in two stages for finding y(0.2)

Stage 1:- First to calculate the y(0.1) y1 From Euler’s formula

y1p  y 0  hf ( x0 , y 0 )

y1p  y 0  h x0  y 02 
y1p  1  0.10  (1)  2

y1p  0.9

By modified Euler’s formula, we have

y1c1  y0 
h
2
 f x , y   f x , y 
0 0 1 1
p

x  y    x  y  
h    p 2
y1c1  y0  0
2
0 1 1
2

y1c1  1
0.1
2
 1  0.1  0.9  2

The second Modified value of y1

y1c2  y0 
h

2
 
  

x0  y02   x1  y1c1
2

2

The Third Modified value of y1

y1c3  y 0 
h

2
 
  

x0  y02   x1  y1c2
2

y1c3  1  0.05 0.9  0.9132   0.9133 2

y1  y (0.1)  0.9133

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Module – I Engineering Mathematics - IV 2017

Type – 4
Predictor - Corrector Method
In the predictor – Corrector methods, Four prior values are required for finding
the value of y at x. These Four values may be given or extract using the initial
condition by Taylors series

A predictor formula is used to predict the value of y at x and then corrector

formula is applied to improve this value.

We describe two such methods namely

1. M ilne’s M ethod

Milne’s Predictor –Corrector Method

Working rule:
Consider the initial value problem with a set of four points

y( x0 )  y0 , y( x1 )  y1, y( x2 )  y2 , y( x3 )  y3 , Here x0 , x1, x2 , x3 equally

spaced. To find y4 at the point x4

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Module – I Engineering Mathematics - IV 2017

y4p  y0 
4h
2 f1  f 2  2 f 3 
3
Milne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p  where f 4p 
dy
dx
 f ( x4 , y 4p )

To improve the accuracy again apply corrector formula by assuming

y 4c1  y4c

y4c1  y2 
h
3

f 2  4 f 3  f 4c  where f 4c 
dy
dx
 f ( x4 , y 4c )

Worked Examples

2

Solution:- Construct the table by using given values

 f  x, y   x  y 2
dy
x y
dx
x0  0 y0  0 f 0  0  (0) 2  0
x1  0.2 y1  0.0200 f1  0.2  (0.0200) 2  0.1996
x2  0.4 y 2  0.0795 f 2  0.4  (0.0795) 2  0.3937
x3  0.6 y3  0.1762 f 3  0.6  (0.1799) 2  0.5689
x4  0.8 y4  ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  0
4(0.2)
2(0.1996)  0.3937  20.5689
3
y 4p  0.30488

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Module – I Engineering Mathematics - IV 2017

y 4c  y 2 
h
3

f 2  4 f 3  f 4p f 4p  x4  y 4p  0.7070

y 4c  0.0795 
0.2
0.3937  40.5689 f 3  0.7070
3
y 4c  0.3045

c
To improve the accuracy of our results substitute the y 4 in corrector formula
Milne’s Predictor formula

4 
c1
y2 
h
3

f 2  4 f 3  f 4c   
2
f 4c  x4  y 4c  0.70723

y 4c1  0.0795 
0.2
0.3937  40.5689  0.7072
3
y 4c1  0.3046

2. Compute y(0.4), by applying Milne’s predictor corrector method. Use

corrector formula twice for the differential equation. Given
dy x 0 0.1 0.2 0.3
 2e x  y and
dx y 2 2.010 2.04 2.09
Solution:- Construct the table by using given values

 f x, y   2e x  y
dy
x y
dx
x0  0 y0  2 f 0  2e 0  2  0.0
x1  0.1 y1  2.010 f1  2e 0.1  2.010  0.20034
x2  0.2 y 2  2.04 f 2  2e 0.2  2.04  0.40281
x3  0.3 y3  2.09 f 3  2e 0.3  2.09  0.60972
x4  0.4 y4  ?

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Module – I Engineering Mathematics - IV 2017

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  2 
4(0.1)
2(0.20034)  0.40281  20.60972
3
y 4p  2.16231
By M ilne’s Corrector formula

y4c  y2 
h
3

f 2  4 f 3  f 4p  f 4p  2e x4  y4p  0.82134

y4c  2.04 
0.1
0.40281 40.60972  0.82134
3
y4c  2.1620

c
To improve the accuracy of our results substitute the y 4 in corrector formula

y 4c1  y 2 
h
3

f 2  4 f 3  f 4c 
f 4c  2e x4  y 4c  0.82155

y 4c1  2.04 
0.1
0.40281  40.60972  0.82155
3
y 4c1  2.16211

It is the required value of y at x = 0.4

dy x y
3. Find y at x = 0.3, using applying Milne’s method. Given  and
dx 2
x  0.1 0 0.1 0.2
y 0.90878 1 1.11145 1.25253

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Module – I Engineering Mathematics - IV 2017

x y
 f  x, y  
dy
x y y 
dx 2
x0  0.1 y 0  0.90878 f 0  0.40439
x1  0 y1  1.0000 f1  0.5
x 2  0.1 y 2  1.11145 f 2  0.605725
x3  0.2 y3  1.25253 f 3  0.72626
x 4  0.3 y4  ? ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  0.90878 
4(0.1)
2(0.5)  0.60572  20.72626
3
y 4p  1.15502

By M ilne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p 
x 4  y 4p
f 4p   0.72751
2
y 4c  1.11145 
0.1
0.60572  40.72626  0.72751
3
y 4c  1.25272

c
To improve the accuracy of our results substitute the y 4 in corrector formula

y 4c1  y 2 
h
3

f 2  4 f 3  f 4c 
x4  y 4c
f4 
c
 0.77636
2
y 4c1  1.11145 
0.1
0.60572  40.72626  0.77636
3
y 41 MIT,
c
Dr. A.H.Srinivasa, Mysore
1.25435 Page 13
Module – I Engineering Mathematics - IV 2017

x 4.0 4.1 4.2 4.3 5xy  2  y 2  0 and

y 1 1.0049 1.0097 1.0143

Solution:- Construct the table by using given values

2  y2
 f  x, y  
dy
x y y 
dx 5x
2  y0 2
x0  4 y0  1 f0   0.05
5 x0
2  y12
x1  4.1 y1  1.0049 f1   0.0485
5 x1
2  y2 2
x 2  4.2 y 2  1.0097 f2   0.0467
5 x2
2  y3 2
x3  4.3 y3  1.0143 f3   0.0452
5 x3
x 4  4.4 y4  ? ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  1 
4(0.1)
2(0.0485)  0.0467  20.0452
3
y 4p  1.01876

By M ilne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p 
2  y p 2
f 4p  4
 0.04373
5x4

y 4  1.0097
c
Dr. A.H.Srinivasa,
0.1

MIT,Mysore0.0467  40.0456  0.04373 Page 14
3
y 4c  1.00909
Module – I Engineering Mathematics - IV 2017

c
To improve the accuracy of our results substitute the y 4 in corrector formula

y 4c1  y 2 
h
3

f 2  4 f 3  f 4c 
2  y 
c 2
f 4p  4
 0.04462
5x4

y 4c1  1.0097 
0.1
0.0467  40.0452  0.04462
3
y 4c1  1.01877

5. Find y at x = 0.4 using Milne’s method. Given

y   xy  y 2 , y (0)  1, y (0.1)  1.1169,
y (0.2)  1.2773, y (0.3)  1.5049

Solution: - Construct the table by using given values

x y y   f x, y   xy  y 2
x0  0 y0  1 f 0  x0 y0  y02  1
x1  0.1 y1  1.1169 f1  x1 y1  y12  1.3592
x2  0.2 y 2  1.2773 f 2  x2 y 2  y 22  1.887
x3  0.3 y3  1.5049 f 3  x3 y3  y32  2.7162
x4  0.4 y4  ? ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  1 
4(0.1)
2(1.3592)  1.887  22.7162
3
Dr. A.H.Srinivasa, MIT, Mysore Page 15
y 4p  1.8352
Module – I Engineering Mathematics - IV 2017

By M ilne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p 
f 4p  x 4 y 4  y 4p   2
 4.1020

y 4c  1.2773 
0.1
1.887  42.7162  4.102  1.8391
3
c
To improve the accuracy of our results substitute the y 4 in corrector
formula c1 h
y4  y2 
3
c
f c
2  4 f3  f 4
c 2
  
f 4  x4 y 4  y 4  4.1179

y 4c1  1.2773 
0.1
1.887  42.7162  4.1179
3
y 4c1  1.8396
It is the required value of y at x = 0.4

II . Adams Bashforth Predictor Corrector M ethod

Working rule:
Consider the initial value problem with a set of four points

y( x0 )  y0 , y( x1 )  y1, y( x2 )  y2 , y( x3 )  y3 , Here x0 , x1, x2 , x3 equally

spaced. To find y4 at the point x4

h
y4p  y3 55 f 3  59 f 2  37 f1  9 f 0 
24

y4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p  dy
W here f 4p   f ( x4 , y 4p )
dx

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Module – I Engineering Mathematics - IV 2017
To improve the accuracy again apply corrector formula by assuming

y 4c1  y 4c

y4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4c 
W here dy
f 4c   f ( x4 , y4c )
dx

Example: 1
xy
Find y(0.4), by applying Adams-Bashforth method given that y  and
2

x 0 0.1 0.2 0.3

y 1 1.0025 1.0101 1.0228

Solution:- Construct the table by using given values

 f  x, y  
dy xy
x y
dx 2
x0  0 y0  1 f0  0
x1  0.1 y1  1.0025 f1  0.0501
x2  0.2 y 2  1.0101 f 2  0.1010
x3  0.3 y3  0.1762 f 3  0.1534
x4  0.4 y4  ?

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  1.0228 
0.1
55(0.1534)  59(0.1010)  37(0.05012)1  9(0)
24
y 4p  1.0408
Dr. A.H.Srinivasa, MIT, Mysore Page 17
Module – I Engineering Mathematics - IV 2017

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
x4 y 4p (0.4)(1.0408)
f 4p   0.2081
2 2
y 4c  1.0228 
0.1
0.0501  5(0.1010)  19(0.1534)  9(0.2081)
24
y 4c  1.0408

Example. 2 Given y  x 2 (1  y), y(1)  1, y(1.1)  1.233, y(1.2)  1.548, y(1.3)  1.979

Solution:- Construct the table by using given values

x y y  f x, y   x 2 (1  y )
x0  1 y0  1 f0  x02 (1  y 0 )  2
x1  1.1 y1  1.233 f1  x12 (1  y1 )  2.702
x2  1.2 y 2  1.548 f2  x22 (1  y 2 )  3.669
x3  1.3 y3  1.979 f3  x32 (1  y3 )  5.035
x4  1.4 y4  ? ?

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  1.979 
0.1
55(5.035)  59(3.669)  37(2.702)  9(2)
24
y 4p  2.572

Dr. A.H.Srinivasa, MIT, Mysore Page 18

Module – I Engineering Mathematics - IV 2017

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p
f 4p  x42 (1  y 4p )  (1.4) 2 (1  2.572)  7.001

y 4c  1.979 
0.1
2.702  5(3.669)  19(5.035)  9(7.001)
24
y 4c  2.575

Substitute y4c in y4c1

y 4c1  y3 
h
24
 
f1  5 f 2  19 f 3  9 f 4c

f 4c  x4 (1  y 4c )  (1.4) 2 (1  2.575)  7.007

2

y 4c1  1.979 
0.1
2.702  5(3.669)  19(5.035)  9(7.007)
24
y 4c1  2.575
Example. 3 Given dy
 2e x y, y(0)  2, y(0.1)  2.4725, y(0.2)  3.1261, y(0.3)  4.0524
dx
determine y(0.4) by Adams- Bashforth method.

Solution:- Construct the table by using given values

x y y   f x, y   2e x y )
x0  0 y0  1 f0  4
x1  0.1 y1  2.4725 f1  5.4652
x2  0.2 y 2  3.1261 f 2  7.6364
x3  0.3 y3  4.0524 f 3  10.9406
x4  0.4 y4  ? ?

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  4.0524 
0.1
55(10.9406)  59(7.6364)  37(5.4652)  9(4)
24
Dr.yA.H.Srinivasa, MIT, Mysore Page 19
4  5.3749
p
Module – I Engineering Mathematics - IV 2017

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
f 4p  2 y 4p e x 4  2(5.3749)e 0.4  16.0366

y 4c  4.0524 
0.1
5.4652  5(7.6364)  19(10.9406)  9(16.0366)
24
y 4c  5.3835

Substitute y4c in y4c1

y 4c1  y3 
h
24

f1  5 f 2  19 f 3  9 f 4c 
f 4c  2 y 4 e  2(5.33835)e 0.4  16.06248
c x4

y 4c1  4.0524 
0.1
5.4652  5(7.6364)  19(10.9406)  9(16.0624)
24
y 4c1  5.3845
Example. 4

Solve the differential equation

dy
 x  y 2 , at x  0.8 given y(0)  0, y(0.2)  0.02, y(0.4)  0.0795, y(0.6)  0.1762
dx

Solution:- Construct the table by using given values

 f  x, y   x  y 2
dy
x y
dx
x0  0 y0  0 f0  0
x1  0.2 y1  0.02 f1  0.1996
x2  0.4 y 2  0.0795 f 2  0.3936
x3  0.6 y3  0.1762 f 3  0.5689
x4  0.8 y4  ? ?

Dr. A.H.Srinivasa, MIT, Mysore Page 20

Module – I Engineering Mathematics - IV 2017

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  0.1762 
0.2
55(0.5689)  59(0.3936)  37(0.1996)  9(0)
24
y 4p  0.30495

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
 
f 4p  x4  y 4p
2
 0.8  (0.3049) 2  0.70701

y 4c  0.1762 
0.2
0.1996  5(0.3936)  19(0.56895)  9(0.70701)
24
y 4c  0.30457

Substitute y4c in y4c1

y 4c1  y3 
h

24
f1  5 f 2  19 f 3  9 f 4c 
f 4c  x4  y  p 2
4  0.8  (0.30457) 2  0.70724

y 4c  0.1762 
0.2
0.1996  5(0.3936)  19(0.56895)  9(0.70724)
24
y 4c  0.30459

Example. 5

Solve the differential equation

dy x2
 , at x  1.0 given y (0)  1, y (0.25)  1.0026,
dx 1  y 2
y (0.5)  1.0206, y (0.75)  1.0679
Dr. A.H.Srinivasa, MIT, Mysore Page 21
Module – I Engineering Mathematics - IV 2017

Solution:- Construct the table by using given values

x2
 f  x, y  
dy
x y
dx 1 y2
x0  0 y0  1 f0  1
x1  0.25 y1  1.0026 f1  0.0312
x2  0.5 y 2  1.0206 f 2  0.1225
x3  0.75 y3  1.0679 f 3  0.2628
x4  1.0 y4  ? ?

h
55 f 3  59 f 2  37 f1  9 f 0 
y 4p  y3 
24
y 4p  1.0679 
0.25
55(0.2628)  59(0.1225)  37(0.0312)  9(0)
24
y 4p  1Corrector
.1552 formula

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
x42 12
f 4p    0.4284
 
1 y p
2
4
1  1.15522

y 4c  1.0679 
0.25
0.0312  5(0.1224)  19(0.2628)  9(0.4284)
24
y 4c  1.154

Substitute y4c in y4c1

y 4c1  y3 
h
24

f1  5 f 2  19 f 3  9 f 4c 
2
x4 12
f4 
c
  0.4289
 
1 MIT,
Dr. A.H.Srinivasa,
c 2
 yMysore
4
1  1 . 154 2
Page 22

y 4c  1.0679 
0.25
0.0312  5(0.1224)  19(0.2628)  9(0.4289)
24
c
Module – I Engineering Mathematics - IV 2017

Numerical Solution of Ordinary Differential

Equations of First order and first degree
Introduction
Many ordinary differential equations can be solved by analytical methods
discussed earlier giving closed form solutions i.e. expressing y in terms of a
finite number of elementary functions of x. However, a majority of differential
equations appearing in physical problems cannot be solved analytically. Thus it
becomes imperative to discuss their solution by numerical methods.

Numerical methods for Initial value problem:

Consider the first order and first degree differential equations ( )with
the initial condition ( ) that is and called initial value
problem.

problem.

1. Taylor’s series method

2. Modified Euler’s method
3. Runge - Kutta method of order IV
4. Milne’s Predictor - Corrector Method
5. Adams – Bashforth Predictor - Corrector Method

Type -1
Taylor’s series method
Consider the first order and first degree differential equations
( ) condition ( ) .

Dr. A.H.Srinivasa, MIT, Mysore Page 23

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Where
at the point( )

Worked Examples
1. Using Taylor’s Series method, find the value of y at x = 0.1, and x = 0.2 for

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ( ) ( ) ( ) [( )( ) ( ) ] [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) [( )( )
( )( )] ( ) ( ) ( ) ( ) [ ( ) ]

( )

Dr. A.H.Srinivasa, MIT, Mysore Page 24

Module – I Engineering Mathematics - IV 2017

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1. x = 0.2

( ) ( ) ( ) ( )

( ) ( ) ( ) ( )

2. Using Taylor’s Series method, find the value of y at x = 0.1, and x = 0.2 for

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( )( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( )( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]

Dr. A.H.Srinivasa, MIT, Mysore Page 25

Module – I Engineering Mathematics - IV 2017
Substitute the values of ( ) ( ) ( ) ( ) in equation (*)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1 and x = 0.2

( ) ( )
( ) ( )

( ) ( )
( ) ( )

3. Using Taylor’s Series method, find the value of y at x = 0.1, and x = 0.2, for

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) [ ( ) ]
( )

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( ) [ ( ) ]
(

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( ) ( )
[ ( ) ]

Dr. A.H.Srinivasa, MIT, Mysore Page 26

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( ) ( ) ( )
[ ( ) ]

Substitute the values of ( ) ( ) ( ) ( ) in equation (*)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

( ) ( ) ( )
( ) ( )

( ) ( ) ( )
( ) ( )

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]

Dr. A.H.Srinivasa, MIT, Mysore Page 27

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]

Substitute the values of ( ) ( ) ( ) ( ) in equation (*)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1
( ) ( ) ( )
( ) ( )

Solution:

Taylor’s Series expansion of ( ) about a point is given by

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )

Here, compare ( )  ( ) , then and

( ) ( ) ( ) ( ) ( ) ( )

( ) ( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( ) ( ) ( ) ( )( ) [ ( ) ]

Differentiate w.r.t we get,

( ) ( )[ ( )] ( ) ( )( ) ( )
[ ( ) ]

Dr. A.H.Srinivasa, MIT, Mysore Page 28

Module – I Engineering Mathematics - IV 2017
( ) ( ) ( ) ( ) ( ) ( )( ) ( )( )
[ ( ) ]

Substitute the values of ( ) ( ) ( ) ( ) in equation (1)

( ) ( ) ( ) ( ) ( )

( )
This is called Taylors series expansion up to fourth degree term.

Put x = 0.1 and x = 0.2

( ) ( )
( ) ( ) ( )

( ) ( )
( ) ( ) ( )

Type - 2
Modified Euler’s method
dy
Consider the initial value problem  f ( x, y ); y ( x0 )  y0
dx
Suppose we determine solution of this problem at a point xn  x0  nh (where
h is step length) by using Euler's method

The solution is given by yn  yn 1  hf ( xn 1 , yn 1 ), n  1,2,3,...

p

Here, this will gives approximate solution by Euler’s method. Since the
accuracy is poor in this formula this value

Example. 1 Using modified Euler's method find y(0.2) by solving the equation

with h = 0.1 dy
 x  y 2 ; y (0)  1
dx
Solution:- By data

x x0  0 x1  0.1 x2  0.2
h  0.1 f ( x, y)  x  y 2
y y0  1 y1  ? y2  ?

Dr. A.H.Srinivasa, MIT, Mysore Page 29

Module – I Engineering Mathematics - IV 2017
This problem has to be worked in two stages for finding y(0.2)

Stage 1:- First to calculate the y(0.1) y1 From Euler’s formula

y1p  y 0  hf ( x0 , y 0 )

y1p  y 0  h x0  y 02 
y1p  1  0.10  (1)  2

y1p  0.9

By modified Euler’s formula, we have

y1c1  y0 
h
2
 f x , y   f x , y 
0 0 1 1
p

x  y    x  y  
h    p 2
y1c1  y0  0
2
0 1 1
2

y1c1  1
0.1
2
 1  0.1  0.9  2

The second Modified value of y1

y1c2  y0 
h

2
 
  

x0  y02   x1  y1c1
2

2

The Third Modified value of y1

y1c3  y 0 
h

2
 
  

x0  y02   x1  y1c2
2

y1c3  1  0.05 0.9  0.9132   0.9133 2

y1  y (0.1)  0.9133

Dr. A.H.Srinivasa, MIT, Mysore Page 30

Module – I Engineering Mathematics - IV 2017

Type – 4
Predictor - Corrector Method
In the predictor – Corrector methods, Four prior values are required for finding
the value of y at x. These Four values may be given or extract using the initial
condition by Taylors series

A predictor formula is used to predict the value of y at x and then corrector

formula is applied to improve this value.

We describe two such methods namely

1. M ilne’s M ethod

Milne’s Predictor –Corrector Method

Working rule:
Consider the initial value problem with a set of four points

y( x0 )  y0 , y( x1 )  y1, y( x2 )  y2 , y( x3 )  y3 , Here x0 , x1, x2 , x3 equally

spaced. To find y4 at the point x4

Dr. A.H.Srinivasa, MIT, Mysore Page 31

Module – I Engineering Mathematics - IV 2017

y4p  y0 
4h
2 f1  f 2  2 f 3 
3
Milne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p  where f 4p 
dy
dx
 f ( x4 , y 4p )

To improve the accuracy again apply corrector formula by assuming

y 4c1  y4c

y4c1  y2 
h
3

f 2  4 f 3  f 4c  where f 4c 
dy
dx
 f ( x4 , y 4c )

Worked Examples

2

Solution:- Construct the table by using given values

 f  x, y   x  y 2
dy
x y
dx
x0  0 y0  0 f 0  0  (0) 2  0
x1  0.2 y1  0.0200 f1  0.2  (0.0200) 2  0.1996
x2  0.4 y 2  0.0795 f 2  0.4  (0.0795) 2  0.3937
x3  0.6 y3  0.1762 f 3  0.6  (0.1799) 2  0.5689
x4  0.8 y4  ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  0
4(0.2)
2(0.1996)  0.3937  20.5689
3
y 4p  0.30488

Dr. A.H.Srinivasa, MIT, Mysore Page 32

Module – I Engineering Mathematics - IV 2017

y 4c  y 2 
h
3

f 2  4 f 3  f 4p f 4p  x4  y 4p  0.7070

y 4c  0.0795 
0.2
0.3937  40.5689 f 3  0.7070
3
y 4c  0.3045

c
To improve the accuracy of our results substitute the y 4 in corrector formula
Milne’s Predictor formula

4 
c1
y2 
h
3

f 2  4 f 3  f 4c   
2
f 4c  x4  y 4c  0.70723

y 4c1  0.0795 
0.2
0.3937  40.5689  0.7072
3
y 4c1  0.3046

2. Compute y(0.4), by applying Milne’s predictor corrector method. Use

corrector formula twice for the differential equation. Given
dy x 0 0.1 0.2 0.3
 2e x  y and
dx y 2 2.010 2.04 2.09
Solution:- Construct the table by using given values

 f x, y   2e x  y
dy
x y
dx
x0  0 y0  2 f 0  2e 0  2  0.0
x1  0.1 y1  2.010 f1  2e 0.1  2.010  0.20034
x2  0.2 y 2  2.04 f 2  2e 0.2  2.04  0.40281
x3  0.3 y3  2.09 f 3  2e 0.3  2.09  0.60972
x4  0.4 y4  ?

Dr. A.H.Srinivasa, MIT, Mysore Page 33

Module – I Engineering Mathematics - IV 2017

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  2 
4(0.1)
2(0.20034)  0.40281  20.60972
3
y 4p  2.16231
By M ilne’s Corrector formula

y4c  y2 
h
3

f 2  4 f 3  f 4p  f 4p  2e x4  y4p  0.82134

y4c  2.04 
0.1
0.40281 40.60972  0.82134
3
y4c  2.1620

c
To improve the accuracy of our results substitute the y 4 in corrector formula

y 4c1  y 2 
h
3

f 2  4 f 3  f 4c 
f 4c  2e x4  y 4c  0.82155

y 4c1  2.04 
0.1
0.40281  40.60972  0.82155
3
y 4c1  2.16211

It is the required value of y at x = 0.4

dy x y
3. Find y at x = 0.3, using applying Milne’s method. Given  and
dx 2
x  0.1 0 0.1 0.2
y 0.90878 1 1.11145 1.25253

Dr. A.H.Srinivasa, MIT, Mysore Page 34

Module – I Engineering Mathematics - IV 2017

x y
 f  x, y  
dy
x y y 
dx 2
x0  0.1 y 0  0.90878 f 0  0.40439
x1  0 y1  1.0000 f1  0.5
x 2  0.1 y 2  1.11145 f 2  0.605725
x3  0.2 y3  1.25253 f 3  0.72626
x 4  0.3 y4  ? ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  0.90878 
4(0.1)
2(0.5)  0.60572  20.72626
3
y 4p  1.15502

By M ilne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p 
x 4  y 4p
f 4p   0.72751
2
y 4c  1.11145 
0.1
0.60572  40.72626  0.72751
3
y 4c  1.25272

c
To improve the accuracy of our results substitute the y 4 in corrector formula

y 4c1  y 2 
h
3

f 2  4 f 3  f 4c 
x4  y 4c
f4 
c
 0.77636
2
y 4c1  1.11145 
0.1
0.60572  40.72626  0.77636
3
y 41 MIT,
c
Dr. A.H.Srinivasa, Mysore
1.25435 Page 35
Module – I Engineering Mathematics - IV 2017

x 4.0 4.1 4.2 4.3 5xy  2  y 2  0 and

y 1 1.0049 1.0097 1.0143

Solution:- Construct the table by using given values

2  y2
 f  x, y  
dy
x y y 
dx 5x
2  y0 2
x0  4 y0  1 f0   0.05
5 x0
2  y12
x1  4.1 y1  1.0049 f1   0.0485
5 x1
2  y2 2
x 2  4.2 y 2  1.0097 f2   0.0467
5 x2
2  y3 2
x3  4.3 y3  1.0143 f3   0.0452
5 x3
x 4  4.4 y4  ? ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  1 
4(0.1)
2(0.0485)  0.0467  20.0452
3
y 4p  1.01876

By M ilne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p 
2  y p 2
f 4p  4
 0.04373
5x4

y 4  1.0097
c
Dr. A.H.Srinivasa,
0.1

MIT,Mysore0.0467  40.0456  0.04373 Page 36
3
y 4c  1.00909
Module – I Engineering Mathematics - IV 2017

c
To improve the accuracy of our results substitute the y 4 in corrector formula

y 4c1  y 2 
h
3

f 2  4 f 3  f 4c 
2  y 
c 2
f 4p  4
 0.04462
5x4

y 4c1  1.0097 
0.1
0.0467  40.0452  0.04462
3
y 4c1  1.01877

5. Find y at x = 0.4 using Milne’s method. Given

y   xy  y 2 , y (0)  1, y (0.1)  1.1169,
y (0.2)  1.2773, y (0.3)  1.5049

Solution: - Construct the table by using given values

x y y   f x, y   xy  y 2
x0  0 y0  1 f 0  x0 y0  y02  1
x1  0.1 y1  1.1169 f1  x1 y1  y12  1.3592
x2  0.2 y 2  1.2773 f 2  x2 y 2  y 22  1.887
x3  0.3 y3  1.5049 f 3  x3 y3  y32  2.7162
x4  0.4 y4  ? ?

By M ilne’s Predictor formula

y 4p  y0 
4h
2 f1  f 2  2 f 3 
3
y 4p  1 
4(0.1)
2(1.3592)  1.887  22.7162
3
Dr. A.H.Srinivasa, MIT, Mysore Page 37
y 4p  1.8352
Module – I Engineering Mathematics - IV 2017

By M ilne’s Corrector formula

y 4c  y 2 
h
3

f 2  4 f 3  f 4p 
f 4p  x 4 y 4  y 4p   2
 4.1020

y 4c  1.2773 
0.1
1.887  42.7162  4.102  1.8391
3
c
To improve the accuracy of our results substitute the y 4 in corrector
formula c1 h
y4  y2 
3
c
f c
2  4 f3  f 4
c 2
  
f 4  x4 y 4  y 4  4.1179

y 4c1  1.2773 
0.1
1.887  42.7162  4.1179
3
y 4c1  1.8396
It is the required value of y at x = 0.4

II . Adams Bashforth Predictor Corrector M ethod

Working rule:
Consider the initial value problem with a set of four points

y( x0 )  y0 , y( x1 )  y1, y( x2 )  y2 , y( x3 )  y3 , Here x0 , x1, x2 , x3 equally

spaced. To find y4 at the point x4

h
y4p  y3 55 f 3  59 f 2  37 f1  9 f 0 
24

y4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p  dy
W here f 4p   f ( x4 , y 4p )
dx

Dr. A.H.Srinivasa, MIT, Mysore Page 38

Module – I Engineering Mathematics - IV 2017
To improve the accuracy again apply corrector formula by assuming

y 4c1  y 4c

y4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4c 
W here dy
f 4c   f ( x4 , y4c )
dx

Example: 1
xy
Find y(0.4), by applying Adams-Bashforth method given that y  and
2

x 0 0.1 0.2 0.3

y 1 1.0025 1.0101 1.0228

Solution:- Construct the table by using given values

 f  x, y  
dy xy
x y
dx 2
x0  0 y0  1 f0  0
x1  0.1 y1  1.0025 f1  0.0501
x2  0.2 y 2  1.0101 f 2  0.1010
x3  0.3 y3  0.1762 f 3  0.1534
x4  0.4 y4  ?

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  1.0228 
0.1
55(0.1534)  59(0.1010)  37(0.05012)1  9(0)
24
y 4p  1.0408
Dr. A.H.Srinivasa, MIT, Mysore Page 39
Module – I Engineering Mathematics - IV 2017

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
x4 y 4p (0.4)(1.0408)
f 4p   0.2081
2 2
y 4c  1.0228 
0.1
0.0501  5(0.1010)  19(0.1534)  9(0.2081)
24
y 4c  1.0408

Example. 2 Given y  x 2 (1  y), y(1)  1, y(1.1)  1.233, y(1.2)  1.548, y(1.3)  1.979

Solution:- Construct the table by using given values

x y y  f x, y   x 2 (1  y )
x0  1 y0  1 f0  x02 (1  y 0 )  2
x1  1.1 y1  1.233 f1  x12 (1  y1 )  2.702
x2  1.2 y 2  1.548 f2  x22 (1  y 2 )  3.669
x3  1.3 y3  1.979 f3  x32 (1  y3 )  5.035
x4  1.4 y4  ? ?

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  1.979 
0.1
55(5.035)  59(3.669)  37(2.702)  9(2)
24
y 4p  2.572

Dr. A.H.Srinivasa, MIT, Mysore Page 40

Module – I Engineering Mathematics - IV 2017

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p
f 4p  x42 (1  y 4p )  (1.4) 2 (1  2.572)  7.001

y 4c  1.979 
0.1
2.702  5(3.669)  19(5.035)  9(7.001)
24
y 4c  2.575

Substitute y4c in y4c1

y 4c1  y3 
h
24
 
f1  5 f 2  19 f 3  9 f 4c

f 4c  x4 (1  y 4c )  (1.4) 2 (1  2.575)  7.007

2

y 4c1  1.979 
0.1
2.702  5(3.669)  19(5.035)  9(7.007)
24
y 4c1  2.575
Example. 3 Given dy
 2e x y, y(0)  2, y(0.1)  2.4725, y(0.2)  3.1261, y(0.3)  4.0524
dx
determine y(0.4) by Adams- Bashforth method.

Solution:- Construct the table by using given values

x y y   f x, y   2e x y )
x0  0 y0  1 f0  4
x1  0.1 y1  2.4725 f1  5.4652
x2  0.2 y 2  3.1261 f 2  7.6364
x3  0.3 y3  4.0524 f 3  10.9406
x4  0.4 y4  ? ?

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  4.0524 
0.1
55(10.9406)  59(7.6364)  37(5.4652)  9(4)
24
Dr.yA.H.Srinivasa, MIT, Mysore Page 41
4  5.3749
p
Module – I Engineering Mathematics - IV 2017

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
f 4p  2 y 4p e x 4  2(5.3749)e 0.4  16.0366

y 4c  4.0524 
0.1
5.4652  5(7.6364)  19(10.9406)  9(16.0366)
24
y 4c  5.3835

Substitute y4c in y4c1

y 4c1  y3 
h
24

f1  5 f 2  19 f 3  9 f 4c 
f 4c  2 y 4 e  2(5.33835)e 0.4  16.06248
c x4

y 4c1  4.0524 
0.1
5.4652  5(7.6364)  19(10.9406)  9(16.0624)
24
y 4c1  5.3845
Example. 4

Solve the differential equation

dy
 x  y 2 , at x  0.8 given y(0)  0, y(0.2)  0.02, y(0.4)  0.0795, y(0.6)  0.1762
dx

Solution:- Construct the table by using given values

 f  x, y   x  y 2
dy
x y
dx
x0  0 y0  0 f0  0
x1  0.2 y1  0.02 f1  0.1996
x2  0.4 y 2  0.0795 f 2  0.3936
x3  0.6 y3  0.1762 f 3  0.5689
x4  0.8 y4  ? ?

Dr. A.H.Srinivasa, MIT, Mysore Page 42

Module – I Engineering Mathematics - IV 2017

y 4p  y3 
h
55 f 3  59 f 2  37 f1  9 f 0 
24
y 4p  0.1762 
0.2
55(0.5689)  59(0.3936)  37(0.1996)  9(0)
24
y 4p  0.30495

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
 
f 4p  x4  y 4p
2
 0.8  (0.3049) 2  0.70701

y 4c  0.1762 
0.2
0.1996  5(0.3936)  19(0.56895)  9(0.70701)
24
y 4c  0.30457

Substitute y4c in y4c1

y 4c1  y3 
h

24
f1  5 f 2  19 f 3  9 f 4c 
f 4c  x4  y  p 2
4  0.8  (0.30457) 2  0.70724

y 4c  0.1762 
0.2
0.1996  5(0.3936)  19(0.56895)  9(0.70724)
24
y 4c  0.30459

Example. 5

Solve the differential equation

dy x2
 , at x  1.0 given y (0)  1, y (0.25)  1.0026,
dx 1  y 2
y (0.5)  1.0206, y (0.75)  1.0679
Dr. A.H.Srinivasa, MIT, Mysore Page 43
Module – I Engineering Mathematics - IV 2017

Solution:- Construct the table by using given values

x2
 f  x, y  
dy
x y
dx 1 y2
x0  0 y0  1 f0  1
x1  0.25 y1  1.0026 f1  0.0312
x2  0.5 y 2  1.0206 f 2  0.1225
x3  0.75 y3  1.0679 f 3  0.2628
x4  1.0 y4  ? ?

h
55 f 3  59 f 2  37 f1  9 f 0 
y 4p  y3 
24
y 4p  1.0679 
0.25
55(0.2628)  59(0.1225)  37(0.0312)  9(0)
24
y 4p  1Corrector
.1552 formula

y 4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p 
x42 12
f 4p    0.4284
 
1 y p
2
4
1  1.15522

y 4c  1.0679 
0.25
0.0312  5(0.1224)  19(0.2628)  9(0.4284)
24
y 4c  1.154

Substitute y4c in y4c1

y 4c1  y3 
h
24

f1  5 f 2  19 f 3  9 f 4c 
2
x4 12
f4 
c
  0.4289
 
1 MIT,
Dr. A.H.Srinivasa,
c 2
 yMysore
4
1  1 . 154 2
Page 44

y 4c  1.0679 
0.25
0.0312  5(0.1224)  19(0.2628)  9(0.4289)
24
c
Module – I Engineering Mathematics - IV 2017