Ordinary Differential Equations

• Equations which are composed of an unknown

function and its derivatives are called
differential equations.
• Differential equations play a fundamental role in
engineering because many physical
phenomena are best formulated mathematically
in terms of their rate of change.

dv c v- dependent variable
g v
dt m t- independent variable
1
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
• function that involves:
~ one dependent variable: called an ordinary
differential equation (or ODE).
~ two or more independent variables: called
partial differential equation (or PDE).

• Differential equations are also classified as to their

order.
– A first order equation includes a first derivative as its
highest derivative.
– A second order equation includes a second derivative.

• Higher order equations can be reduced to a

system of first order equations, by redefining a
variable.
2
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Figure PT7.2

3
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Figure PT7.5

Pronounced as :
Roo-nga koot ah
German; C.D.
Runge (1856 -
1927) &
M.W. Kutta
(1867 – 1944)

Chapter 25 4
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Euler’s Method
• The simplest form of RK methods
• To solve ordinary differential equations of the form:
dy
f ( x, y)
dx

5
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
• The first derivative provides a direct estimate of the
slope at xi
f ( xi , yi )
where f(xi,yi) is the differential equation evaluated at
xi and yi. This estimate can be substituted into the
equation:
New value = old value + (slope x step size)

yi 1 yi f ( xi , yi )h Eqn 25.2

• A new value of y is predicted using the slope to

extrapolate linearly over the step size h. 6
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Figure 25.3
7
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 EXAMPLE 25.1: Euler’s Method
Use Euler’s method to numerically integrate
Function must be dy
in the form of a 2 x3 12 x 2 20 x 8.5
derivative dx
From x = 0 to x = 4 with a step size of 0.5. The initial condition at x=0 is y=1.

Solution: yi 1 yi f ( xi , yi )h
x 0, y 1 i.e., y(0) 1 step size, h 0 .5
y(0.5) y(0) f (0,1) 0.5
f (0,1) 2(0)3 12(0) 2 20(0) 8.5 8.5
y(0.5) 1 8.5(0.5) 5.25

3.21875 5.25
t 100% 63.1% 8
3.21875
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 PROBLEM 25.1
Solve the following initial value problem over the interval from t=0 to 2
where y(0)=1. Display all your results on the same graph.
dy
yt 3 1.5 y
Solution: dt
(a) Analytically

dy The result can be plotted as

3
t 1.5dt
y
t4
ln y 1.5t C
4
Substituting the initial conditions yields C = 0.
Taking the exponential gives the final result

t4
1. 5
y e 4
9
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
(b) Euler’s method with h = 0.5 f (0,1) yt 3 1.5 y
t y dy/dt y i+1 f (0,1) (1)(0)3 1.5(1)
0 1 -1.5 0.25 1.5
h = 0.5
0.5 0.25
1.0
1.5 yi 1 yi f (ti , yi )h
2 y (0.5) y (0) f (0,1)0.5
Euler’s method with h = 0.25 y (0.5) 1 ( 1.5)0.5
t y dy/dt y (0.5) 0.25
0 1 -1.5
0.25 0.625
0.5 Can remove the
yi+1 column

10
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Figure 25.4 11
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Improvements of Euler’s method
• A fundamental source of error in Euler’s
method is that the derivative at the
beginning of the interval is assumed to
apply across the entire interval.

• Two simple modifications to circumvent

this shortcoming:
– Heun’s Method
– The Midpoint (or Improved Polygon) Method
Chapter 25 12
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Figure 25.9

h
yi 1/ 2
yi f ( xi , yi )
2
(25.25)

yi 1 yi f ( xi 1/ 2 , yi 1/ 2 )h

(25.27)
Chapter 25 13
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Figure 25.10

Chapter 25 14
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
The Midpoint (or Improved Polygon) Method/
• Uses Euler’s method to predict a value of y at the
midpoint of the interval:

yi 1 yi f ( xi 1/ 2 , yi 1/ 2 )h
Where:
h
yi 1/ 2 yi f ( xi , yi )
2
xi 1/ 2 ( xi xi 1 ) / 2

Chapter 25 15
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Figure 25.12 16
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Figure 25.14

Chapter 25 17
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Fig. 25.16

Chapter 25 18
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 PROBLEM 25.1: Using Midpoint Method
Solve the following initial value problem over the interval
from t=0 to 2 where y(0)=1. Display all your results on the
same graph.
dy
yt 3 1.5 y
Solution: dt
(c) Midpoint method with h = 0.5

t y dy/dt tm ym dy/dt- yi+1

mid
0 1 -1.5 0.25 0.625
0.5
1

19
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Solution: dy
yt 3 1.5 y
(c) Midpoint method with h = 0.5 dt
t y dy/d tm ym dy/dt-mid yi+1
t
0 1 -1.5 0.25 0.625 -0.92773 0.5361
0.5 0.5361
1
1.5
dy / dt f (0,1) yt 3 1.5 y
h
yi 1/ 2 yi f (ti , yi ) dy / dt mid f (ti 1/ 2 , yi 1/ 2 )
2
1 f (0,1) (0.5 / 2) yi 1 yi f (ti 1/ 2 , yi 1/ 2 )h
0.625 y (0.5) y (0) f (0.25,0.625) 0.5
0 0.5 y (0.5) 1 ( 0.92773)(0.5)
ti 1/ 2 0.25
2 y (0.5) 0.5361 20
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 PROBLEM 25.1 dy
yt 3 1.5 y
(c) Midpoint method with h = 0.25 dt
t y dy/dt tm ym dy/dt-mid
0 1 -1.5 0.125
0.25
0.5
0.75

dy / dt f (0,1) yt 3 1.5 y yi 1 yi f (ti 1/ 2 , yi 1/ 2 )h

h y (0.5) y (0) f (0.125,0.625)0.5
yi yi f (ti , yi )
1/ 2
2 y (0.5) 1 ( 0.859375)(0.5)
0 0.25 y (0.5) 0.5703125
ti 1/ 2 0.125
2
dy / dt mid f (ti 1/ 2 , yi 1/ 2 ) 21
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
PROBLEM 25.1
Display all your results on the same graph

Analytically

h=0.25

h=0.5

22
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
 Exercises:
• Do problems :
25.2 (b), 25.3 (a), 28.28 (use Midpoint
method)

23
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
June 2014 : Qn 3 (a)
• Use modified Euler method to find y at
x=2.25
dy 2 8y
xy
dx 3x
Given : At x = 1.5, y = 0.5

Step size, h= 0.25

24
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Midpoint method with h = 0.25 dy 2 8y
xy
dx 3x
x y dy/dx xm ym dy/dx-mid yi+1
1.5 0.5 -0.514 1.625 0.436 -0.407 0.398
1.75 0.398 1.875
2.0 2.125
2.25

dy / dx f (1.5, 0.5) ..........

h
yi 1/ 2 yi f ( xi , yi )
2 yi yi f ( xi , yi )h
1 1/ 2 1/ 2
1.5 1.75 y (1.75) y (1.5) f (1.625, 0.436) 0.25
xi 1/ 2 1.625
2
dy / dx mid f ( xi 1/ 2 , yi 1/ 2 )
25
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.