Module 1

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.
We discuss the following numerical methods for solving an initial value

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 ( ) .
Taylor’s series expansion of ( ) in powers of ( ) is
Dr. A.H.Srinivasa, MIT, Mysore Page 1

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
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
the initial value problem ( )
Solution:
Taylor’s Series expansion of ( ) about a point is given by
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
Here, compare ( )  ( ) , then and
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) [ ( ) ]
Differentiate w.r.t we get,
( ) ( ) ( ) ( )( ) [ ( ) ]
( ) ( ) ( ( ) ( ) ( ) [( )( ) ( ) ] [ ( ) ]
( ) ( ) ( ) ( ) [( )( )
( )( )] ( ) ( ) ( ) ( ) [ ( ) ]
Substitute the values of ( ) ( ) ( ) ( ) in equation (*)
( )

( )
This is called Taylors series expansion up to fourth degree term.
Put x = 0.1. x = 0.2

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )( ) ( ) [ ( ) ]
( ) ( ) ( ) ( )( ) ( )( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]

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

( ) ( ) ( ) ( ) ( ) ( )
[ ( ) ]
( ) ( ) ( ) ( ) ( )
( )
Put x = 0.1 and x = 0.2

( ) ( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( )
4. Using Taylor’s Series method, solve the initial value problem
( ) and hence find the value of y at x = 0.1
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )( ) [ ( ) ]
( ) ( ) ( ) ( )( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]

( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )
( )
Put x = 0.1
( ) ( ) ( )
( ) ( )
( ) and hence find the value of y at x = 0.1 and 0.2
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )( ) [ ( ) ]
( ) ( )[ ( )] ( ) ( )( ) ( )
[ ( ) ]

( ) ( ) ( ) ( ) ( ) ( )( ) ( )( )
[ ( ) ]
Substitute the values of ( ) ( ) ( ) ( ) in equation (1)
( ) ( ) ( ) ( ) ( )
( )
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  ?

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
y1c1  1  0.05 0.9  0.9    0.91452
The second Modified value of y1
y1c2  y0 
h

2
 
  

x0  y02   x1  y1c1
2
y1c2  1  0.05 0.9  0.9145   0.9132

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

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
2. Adams Bashforth 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
M ilne’s Predictor formula

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
1. Using Milne’s method, find y(0.8), given y   x  y given y(0) = 0, y(0.2) =

2
0.0200, y(0.4) = 0.0795, y(0.6) = 0.1762.
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
By M ilne’s Corrector formula

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
 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  ?

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
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
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

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  ? ?
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
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
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
4. Find y at x = 4.4 using Milne’s method. Given
x 4.0 4.1 4.2 4.3 5xy  2  y 2  0 and

y 1 1.0049 1.0097 1.0143

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  ? ?
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
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
c
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

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  ? ?
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
y 4p  1.8352
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
II . Adams Bashforth Predictor Corrector M ethod
Working rule:

Adams-Bashforth Predictor formula

h
y4p  y3 55 f 3  59 f 2  37 f1  9 f 0 
24
Adams-Bashforth Corrector formula
y4c  y3 
h
24

f1  5 f 2  19 f 3  9 f 4p  dy
W here f 4p   f ( x4 , y 4p )
dx

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
 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
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
determine y(1.4) by Adams- Bashforth method
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

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
To correct this solution again apply Adams-Bashforth Corrector formula,
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.
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
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

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
Using Adams- Bashforth method
 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  ? ?

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
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
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
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
Adams-Bashforth
.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
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
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.
We discuss the following numerical methods for solving an initial value

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 ( ) .
Taylor’s series expansion of ( ) in powers of ( ) is

( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
Where
at the point( )
Worked Examples
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) [ ( ) ]
( ) ( ) ( ) ( )( ) [ ( ) ]
( ) ( ) ( ( ) ( ) ( ) [( )( ) ( ) ] [ ( ) ]
( ) ( ) ( ) ( ) [( )( )
( )( )] ( ) ( ) ( ) ( ) [ ( ) ]
( )

( )
Put x = 0.1. x = 0.2

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )( ) ( ) [ ( ) ]
( ) ( ) ( ) ( )( ) ( )( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )
( )( ) ( )( ) ( ) [ ( ) ]

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

( ) ( ) ( ) ( ) ( ) ( )
[ ( ) ]
( ) ( ) ( ) ( ) ( )
( )
Put x = 0.1 and x = 0.2

( ) ( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( )
( ) and hence find the value of y at x = 0.1
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )( ) [ ( ) ]
( ) ( ) ( ) ( )( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]

( ) ( ) ( ) ( ) ( )( ) ( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )
( )
Put x = 0.1
( ) ( ) ( )
( ) ( )
( ) and hence find the value of y at x = 0.1 and 0.2
Solution:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) [ ( ) ]
( ) ( ) ( ) ( ) ( )( ) [ ( ) ]
( ) ( )[ ( )] ( ) ( )( ) ( )
[ ( ) ]

( ) ( ) ( ) ( ) ( ) ( )( ) ( )( )
[ ( ) ]
Substitute the values of ( ) ( ) ( ) ( ) in equation (1)
( ) ( ) ( ) ( ) ( )
( )
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  ?

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
y1c1  1  0.05 0.9  0.9    0.91452
The second Modified value of y1
y1c2  y0 
h

2
 
  

x0  y02   x1  y1c1
2
y1c2  1  0.05 0.9  0.9145   0.9132

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

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
2. Adams Bashforth M ethod
Milne’s Predictor –Corrector Method

Working rule:

M ilne’s Predictor formula

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 )
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
1. Using Milne’s method, find y(0.8), given y   x  y given y(0) = 0, y(0.2) =

2
0.0200, y(0.4) = 0.0795, y(0.6) = 0.1762.
 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  ?
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

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
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
 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  ?

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
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
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
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

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

y 1 1.0049 1.0097 1.0143

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  ? ?
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
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
c
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

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  ? ?
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
y 4p  1.8352
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
II . Adams Bashforth Predictor Corrector M ethod
Working rule:


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

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
 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
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
determine y(1.4) by Adams- Bashforth method
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

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

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.
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
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

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

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
Using Adams- Bashforth method
 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  ? ?

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
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
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
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
Adams-Bashforth
.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
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

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Module – I Engineering Mathematics - IV 2017

Numerical Solution of Ordinary Differential

Numerical methods for Initial value problem:

We discuss the following numerical methods for solving an initial value

1. Taylor’s series method

Taylor’s series expansion of ( ) in powers of ( ) is

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

the initial value problem ( )

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,

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

Dr. A.H.Srinivasa, MIT, Mysore Page 2

Put x = 0.1. x = 0.2

the initial value problem ( )

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 3

Put x = 0.1 and x = 0.2

the initial value problem ( )

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 4

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

Put x = 0.1 and x = 0.2

4. Using Taylor’s Series method, solve the initial value problem

( ) and hence find the value of y at x = 0.1

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 5

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

5. Using Taylor’s Series method, solve the initial value problem

( ) and hence find the value of y at x = 0.1 and 0.2

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 6

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

Put x = 0.1 and x = 0.2

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

Dr. A.H.Srinivasa, MIT, Mysore Page 7

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

By modified Euler’s formula, we have

y1c1  1  0.05 0.9  0.9    0.91452

The second Modified value of y1

y1c2  1  0.05 0.9  0.9145   0.9132

The Third Modified value of y1

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

Dr. A.H.Srinivasa, MIT, Mysore Page 8

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