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The document discusses various numerical methods for solving ordinary differential equations (ODEs), including Euler's method, Taylor series method, and Runge-Kutta methods. It provides examples and calculations for specific differential equations, demonstrating how to apply these methods to find approximate solutions. The document emphasizes the importance of accuracy and the limitations of lower-order methods, advocating for higher-order techniques for better results.
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Dh. Wishes Guplr
Nawal Salat of ordinary iF otydial. egustions : @
Picarals method: Considlin He diflesndial Cyustion of find orde.
cy POY i yOUd= te
ie ; oy .
se howe f dy dye [Aanpde
wr, aX %
ce yar yi = fFlyide
te
o% Yr) = Yad + ff Flrgiex —_—_W
%
Then Tt a Lfroximott en is 4yvln &
Yatre Yr) + P#O Yodel
He
whith isthe Hevation formule For gO),
vin-that Y= | Whine = 0, in the
Qasr Sofve He 444, Bi
correct to “too olecrrmal plies.
Intewet 0, 0-5] for h=ol
Sel ote lexy syolel = Fry) 14 xy, Hee 01 Y= YH)
x a
Piconst’s Henafive fomuda is
u(x) = pln + PCD eae § 9212/3) -
X
bey yode L+ [fet poe) dx
6
x
© La xt S Kya dapde 3 = UMS
® ———-()~.
Da Nish Gupta
%
doe traf xyslodn =H ( iataln = expat
Q z
6
YO) = Hand (agin
= |+ tidy 2 IIE pe
xe [x (He Rte) = HORE Hh
Usd = Leet fix (oes Bi) de
= fat hy Oy xy Ee a
£424 Eo et 48
due I+ nal (ley Ep MEE)
= lett ea ee x8, , 8 andl Soom,
3 Is 105 08 38y
Nas, m Co, 05], for, max. value= (0-5) 20 002
Fue volun cowrect to two clecimal ‘lect y from Last
tu afsproximations, we have
god = [4x4 424
y (on = I+ (one Gah (2a OAD i
400-2) = 1+ Goa) +(0-) foal (oad fae
4 (0.3) = 1+ (1+ (aah Pat, ba» 2 135
yo) = [+ (04) + to (oa oh = |50
y(as) = 1+ (0 4 ohh. ~ 1.67* Tay tor serie math ool! Q
Ste POY), YC) = fy
To solve Ht overthe tnttrval [0)%n) with step size he i,
the Tarplos seu methoel of ordlarm Is
y Octh) = ¥Odt hy! oe yin as PG)
tows alt the daivatinn 4!, ii . yi have *yetn, ee
cabal
Euly's method! Euler's metbod is the Tolar seri, method
of ordltn | Anal Con be wirller ar
Yor h) = Yoos bf (x, y(n)
“Note! Th Euler's meProel thetauncation erro Is Large,
enol the Atsults cannot be computesl with muy
Aecuraey, became only two terms in the Tayler Series
are uses!» Consegtetndly,, higher order Taylor series melteds
are used mast often.
Que Using Taylor serie, method final the solution @f the
obif Erurtiol equotion
xylax-o jy Fl=2k at X= a1 comrect to
_ place of olecimals, Compare the value witt, exact
Solution./ Put x= 2 @
/ Sol — Given nyle kot ayla)=a-Yla)= 2-2-0
On iF foLntiabing , = ylla) =
xy eyl= I-y!
4 xy! ay! =| ayllal+aylal=! - yilaets
Appin, dliffeunhating, af
xg a
Fonpltiyfed
(nN
6 ~
In quant, yang "ag fornes ylang,
nz7s
Oy. -s4 2 3 s
Peds =F
= Poe pate bg te
By Taylor Strits mefhoel ,
Ylerh)= Ylrd+ hylle) +b bh pf) a th if ey
By taking X= a and h= oul, we ger
Y (al) = Ylalt (0. ibylel+ (08 yMare oo! i ae ts 4)
= 2+ (Ol L uy Dy P
t (Ol) x0 + + uk + ot? (-2) J+ (on (2)
= Perea tiie vumre
Ula) = 200838 Crrrtctto 5 olecimal place, .
A,
——/ DAIS HIGHT
/ Naw, giyen equation is di a @
f ‘ 4 a x
> dy lye ee
pte = | CH)
whidh is a Dinear differrdial equation Iny.,
: Sox —fogr
TRE @ =e 6 =X
i b “oth =
Soll is giver & Hye fade =H pe
2 beg
Now, Years & Ss ge +22 c=2
a
. 4s Keo xXt4
Zk > oy
= pla) @iyr4 = 8-4) 9.00238]
gal ha
Y (al) = 9.00238 Is Same upto 5 decimal plac.
Gus Solve d= 4-38, yO! im the hangs 0x6 0-2 ring
mH
Eulu’s method.
Sal Bu Culer’s mePhodl,
~ Y th) = goat h-#(% Yn)
Hoe Fn y= i , Ho=1
Cr)
We consi ctr h= 0.1
"From (1),
By taking X=0, y (o+0.N= ylo+ hF(0,400)
2 tole 1+ (01) (90-238) ereldy
By taking x= Ou, hedely In (1), ¢ A
Ylote el) = PONE OF (Oh yor)
Belt (O00) ( FO0- ce Lleol (hl-$:2)
Hoy! = 1918 2
ouDa. Nisha Gupte @
Que Given Hf = x YR% wlth Initial Ondlition y =| at x= 05 Finol
yfor x= 01 by Euler's method,
| ef
So By ee an yOort b#(% Yon) ——()
Hove Px) 4) = Yex , Y4lo)=1
a
We consider h= 0:02
By equ, — y(xeooa)= ylat ona fare] cee
Yon +X
Take x=0, 4 (00a) = I+0-03 to0)= [0a
(+0
Take x=0-02In(@) , 400-04) = y(o.oa) +0-03 ({-08=0:02 )
= [+02+0.08 (0.9615) = 1-0392
H(o06)= 40004) 40-02 ( co
T-0392+0°04
1.0392 +002 (0:9 2¢)=t-0577
Y(0.08) = [-0577+0-03(10577-0-06
(0577 40-06
Take x= 0-04 in (a),
Take x=0.06 in Q),
= 10756
Take %20-08 In (2) , y (0-10) = [0756+ 0:02 (L-a756-0-08 )
[0 1S¢+0-08
= 10928
Hone the Ag usreol approximate value of Y = 1.0928.
Que Find by Taylors Stut method, the valu of 4 or
H 20-1 Anal X= 0+ Xo Five placn Of Oleermals Frome
My 04-1, lal |Drs Nishe Gupte
@
So Given Ye “yy Yl =f)
. Difforentoting Su ccessively , we get
yre ay rey! gle 0
ym 2y + 4xy!+ ey ye) « aylol=
ye byl Gry ey! ya=-6
Vv
az aul oxy, ey yM(oi= 24 eke.
yn = 20 p+ onl "bo oy yMlol= 0
‘. By Taylor seit,
Goeth) = Ybd pehyanee Yoder - tb 5” i ())
By taking y= 0 Quad he OI,
You) = ylol+ (04) jyfol+ 0a yas Sal
fon ny yo) + Ong foooe
a cone (0. L000 x0 + (0: Hone
+ (0-001) Ce) + te Cetus,
24 12
= 1-01 +0-000333 - 0 000025+ 0: 000002
Gel = 090031 AL
By taking H=0 ab h= da, mW
Yeaare ylolt (a2) gtll+ (0-2) co z) yl (0) 1+ loa ae)
+ (04) yo) + (0. leat yt Qos
St
= I+ ene (0:04), 'y + (0-008) 098) 42 +(0- 0016) 6)
24
+4. PM a4 + 00 o-oo 4 x 0
Gora) = |-0.2-+0.902607 — 010004-1'0.000064 = 0:80833 ADs Nishu Gupte
Rune - nuttd’s methods ; ®
(i) The Second-ordur Runge Kutte method is
Y (xth) = Yo+ kK
ohne Ko 1 (K+ Ko)
2
Anal (f 2 hflxy)
Kye hf (xthi yt k,)
This methoel Aequiaes two evaluation of the Pumction f pr
Step, His equivalrt to @ Taylor seritn mbhodl of ordltnd,
(a) Ona of the most popular single-step methools tr solving
ODE is the fowsth -orelr Runge Kutta methoel
Ylxth) = YOd+ K
whe K = 4 (Kit 2k2+ aks 4 Ky)
ans} kyo h-POry)
ka = ht (xo, t+ KY)
Kye hF (42g +h)
Ky = h#(xth 4 +ks)
Te needs Four evaluations of the function P Ber step,
Sine it Is equivalent to a Taglar OM Renae ord
TE han trumcadtion 0A Of ovolt Oh") The simall munber
of Function valuations Onel L9h. orale trtineadtion tnrog
account for its Popelanity,
Note: ZF nothing is menton ahoutthe oyeler of “the. abvve
~~ metool s 7 thin abusers apply fel, -ordtv RK metho!/ Pb. Nishy Gupte
Bue Solve the diffarsti al CHuaton @
Ste oy
Yol= 2
ab x=—0.2, correct to two olecimal place dning one step
of the Runge-Kutta methoet of ovis 2.
Sof How Fert =—¥Y, Ylol= 2
Fos one. Step , wetoke h=-02
: By ~ Kutta method 4 ordler 2, oe have
Ylxth)= yor +k ——- (1)
Ohne K = (kth)
Anolf Ky = b(% 4)
kr = hf (Cathy Yt ky)
By taking X20 anal h= - 0.2,
Ky = (-02)-F(0/2) ( Ol 2)
= 0
ky = (0:2) £ (0-2/8)
= (002) fp (aa).2 fade
i Ke 2 (kit fa) - F (0-016 )=0-08
‘ bu au (, Yo-02) = geo
F ¥l0a)= 2-008
Hemet [y Goal = 42 | ADaw Nishuy a
Apply the Fount, ovolr Runge - -Kudfa method to solve
Sus
hy. ey") Yld=1 to find (0-2) im 2 steps,
Sl By Runge kubta mabod of fourth ordi,
(eth) = yod+k ——— (0)
whee ke £ (Kt akot aka +h)
Ano Kie h# 04)
Kee bt (ath , y+)
Ke bE (neh s yt ke)
Ky = hF(x+hs 4+ Ks)
Hoe Fone PHP, Ylolet,
Stel by taking x20, Yel hao
Kr=(00F(dr1) = Ol
kas (ODF (ote , 4!) = (ol )# (0.05, 1.05) ,
= (0.1) f (005) +(h05)
=o) (fortwo steps)
= 0-lloS
K3 = (0. (0 +01, | +0 has) = (on F(0-05, 105585)
= (uf avasyt (losses)
= 0-16!
Ky = (O01) #041, HEOMNG!) = (04) £ CO, LG!)
= (of (Or (EMICIT }
= 018457
Ke L(OIFa x05 + Quel +012957)= OvlN4
BY), Glo) = Flt OIYG = Pye
a FCS bysDh Nishn Gupte
Sith? By taking x2 01, YONELINYS, be Ol, ®
Kee (OF Cool, bIN96) = Coung Cn (1 WGI} = o1a457
Ka = (Oold-# (Orl4O, PING + 0.12457 )
=r) £ (015, b17374) a(o-n[ (oust (11737 FJ
= G14o0nr
Ky = Couy# (die Oa, FoI + 0.14003 )
a
= (ON F( O15, 118147) = fount (oust (i184 T
= (uy[0-02a5 4139587) 2014184
Ky = (ODF (debt, [NYG + 01434)
= (0-1) F(0-a9 12533) = (en(torte (assay ]= 01608
=O 14ISE
Woke ot (18457 Ax 0014 002% 2x 1 YEH + 0.16108)
By, YOON = 4 (ol) +0. 14156
= Ly G #OUWITE = 125502
a 4 (da) = 1.95302
Hence Tplorr= bing, #lor)= "25502 |Da Nisha Gupte
a
Pradichey -conectnr methods! To solve Lit=Flx 4), ylrad= fo, 4 Ook?
ee
uke % = %+Xh
Modifica! Euler's Method! — YP. = Yn by, Yq) ———U)
)
dnt = Yo rt pacer) + FO%qe1 ue ])] ——O)
Th this method , the value of Yoo isflas estimratedt byl!)
Awel thin useel in Ris. of equelal Yving a best approvimati-
of Unt. This value of Yat iS agin substitutes in 7% (2)
tofind a still butt approrimaten of Yet
This proceolure is Acheateol iL two consecutive Itestecl
Valittr of Ung ape,
The equation (is Hurspere cabled the prcclictor (hide
. equation (2) SUWtr a5 a conrector oF net,
The above method is also known % “prt cli cter- corrector
Que Using Euler's modified method Find 4 (0.4) Garret to
3D From He uation Oy. x4 | Syl
dx
wlth Initial conditon yel Ot X=9 Anof b=0.2,
Hore Fou = xt IVFL 1 %=01 Yoo lh =00-2
yt 2 Yo h#Ceo14,) = 14 02(04 WT I= b>
yo = Yor b Fp yee FO PY]
Coe Xoth =0H0-2
I+ (0-2) [4 (o2tliTaI)] = 0:2)
a
Sof
"
W
[22954Dar Nis hor Gupte
, -) UZ
JY [yh afl = | ho-bo29s4] = Oon9s 1000S = 3 He neck >
. a eth
di = Yor b [lror gel F (eng 1 ae)
= [+02 [ Le (on Whanasy|)] = 1.25088
TYf yr le | 1.229s4-1.a3088 | = 0-00139 —> me MA
-to show
cee
y= Yor [#01 gud + FO yd
= [4002 [14 (0.24 Wrasoael)J hater
2
yg Le | [atobe 1.93095 |= 6.00007 S 00005
‘ (0-2) = 1-353
elrisyy)= Oa WT pasate = S048
Nw, yh = uy tht Oth)
= [og309S+02x1-30148= 1498S”
ye = tbl pom FO)
a 1 eKrh
= 1693095 +02 [isonn + (ose a] a
Ey =04
= 152408
— tb [40n 4) +f Oo 2
gee yep las
east + 0: [1-509 18-4 (04+ VESIIGH IJ eb 592535
: z
yo gee Erg 4 FOs ge )]
= asoast and [ISense-t (d4+ IVisasas [)] = "525 40
2
Lyss-y S| 2 [1652535158540] =0+00005 S 00005
Hine Gar FO4) = 1-585 comretto 3DDai Nishy Gupte
Addams. Bashforth- Mawktor meth oot TBls is Q “Brad chr corechor
method which Is also a multi-step metroo,
Lethe diffonmadal putin be og afin: f= fo
With h-Fixedl anol X= %ormh. Suppose fy =F, fo) nol
B= Om), FE Ct), (a Yad ansl (sys) Ue ver, then WE
Can Finol ¥ Co) ring
Adams Bashforth- Moulton Atdlichor Onl corcecer ferrudlie
(i)
cad a = mre CF ant NTF - 5#,, + tr) Fg # el
In this mebhod the value of Yng is first predicteol by (N ame.
Hom used in Rts, of eu. (a) copter finaling Fa Anat “they
Correct ed by equakion (2). This value of ea is again substitufecl
ty Rites. of equ) to -Finsl @ still better approximation te
Anal we clinote Ht by UNS, This Procedure Is Acpeatest All
two consecutive Herative Valuer of Yn, ape,
(Note: TF hue the value at previous steps be, C0) CY) anol
(X31 ys) ane nit Given them Wwe Compute Huse values by omnes
single-step meHool such do-the uMh- orden, Runge Kitty metted,
Targlor seule methool efc.
Que Solve initial value prroblim By a 14%, Ylole | for
—_ x= 0-4 correct to 3D by usi Aclams-Bashfeath - Moulton.
method Whtn it is Given Heol ga 03
Y= bloS L223 1355
yh = Ya rh ( 5541-54-41 + 376, 1-3)/ %o re Da NiShy Gupts,
1 Ge x fe as)
Sol Given & 4 ° 4 ‘
Sol Givin 0 OL OS betel
yeror: | bios hans 38S P= Yu
Laat 30013 155081
* pouyle eayt
4 o OF; to Fy
We key Haak by Aelaars- Gastrunss - peulton pratt |
Ye, = nrg ( 55-9 SHE ts Fs) wv
and Ye = gph, (fae Mh 6, Fra) ———
whew Fy =F Coot? yes) in egula)
Pub ne gin) &@),
yo? = Ust b [55 S17 HF) — 6)
yy
)
te = ys tah [1+ Mf S84 Fi) =
a4 ;
Be ssc nOan [55 xb 55081 544130015 437x 112210
a4 —4.
pyeqe
= 152637
[axvasiee + 1q xt 55081 -5x BOOST [12910]
@
By (4, Yy = 1355-405
( ba ‘gt ) =F (04, 1.52627)
a = 4 (04) (52687 = 193180)
Jo yf? = 152780
7 iyteye =| p.5a627—1 1527 80 | = 000155 f 410005"
[ qtr oat s2627"} 41x NSSF I
c
Now, yy bssst tl
4 —5x 15005 tH 1aalo)
1.59787
52730-1-:52787] = 01 00007 <0-0005
Wyse b=, th
oy PROMS WaT 528) (coveert to 32)same
/ DAw Nish uaf
punezer! Teis also a predichor-enrector method. This
is a multistep method because the previow informations ot-
moe than one paint are Acquired,
Ler the cliff equal = , Yle)= Yo
equation be oy FOr gh, FO a
with h-fixed anol %=%rnh , Suppose fy, =F Org) anol
Yy= YO) Whew (eg), (04s) anol OS, ts) ane giesy
thin We Com Final Y(xm) Waring
Midna’s prtdbictir dash Crnrector fermslet
-f,,,¢ 244) ———
Yoan = dng +b (22
A
anal ia a b- ++ (Fost hy + Fru) ; Foasn FOr to)
Fy Hs method tu value of Yn, Is First preclictedt by ()
eal Hen, unest im RMS of Guta) afte Pincline Fit aod
coprectesl by eau. (a), This volute of am is again substituted
in Cal do -finol a stilt bette approximation of Yny, Wel Oe
damote it by Yn, - TIS proceoture is Atpeated 4110 two
Consecutive iterates values of Yes age.
Nete; Tf-tht values at previcw Steps ar vot five be, (Hu ti),
ant not Given,
Ga, Yo) Amol (X31Yfa) , them We Compute thre voles by
some Si -sttp method Such % the Fourth - ovolir Runge.
kutfa method ,Terylor's strita mtthool ee./ Da Nishe Supt,
/
/ Gu Solve Initial value problem oly [eae ylo) =I For n= 0-4)
a
Covrect-to 3D by uning Rae enero I+ Is given that
Xe Ol Or 03
Ye los b2a3 boss
Sof
a Given
Yo t — fre llos a :
mts)
Fouye Hug |fo= | Fiz '1aato Footstar
) en
ef Con, perJ—
By Milne’s methoel!
4h (24,
uh, = pats oe
i ed
Fat A,
+h (Bay atte fot) | Ft
A -
put nes mgd, = Yat Hb (241 fat 245) (Hue b= 0-1)
{ fp YabsI (gato 1220~ 1 S001 ax 508)
3
= 156580
Put n2g in equ lay,
Yee art (Fat 4 +%y) 4p Figo Pty oh) =F O41 56580)
3
4x 1.55061 +4 (04, 15¢580))
oho Yee 925 Oe) Pf 30013 +
3
lord x (156580) }
2 [2a Shelf 300134 YR SEI
2 = Psoylly
aight = nsec
1 We Proceest tothe next step &
9 Fes uity | = 9004 be fF 9:0005DA. Nishy Gubes
= pte b (fre Yts4 Foy, bs4iiy)) ey
= 1325 +0 fb Boal Se 4x bsSORL Fe dey (14114) m
= L stoi
? W8y- 49 | | hSYIY = Stall | = 0. 00103 $ 0.0005
Hh = = ate h (fy4 fat POW h syall))
"
a:
Jonas + Oot f soos rey bsse FFE sy x(hsyotlt T
i
L.54007
Sor tye YY fe [psyoll-l soot] = 000004 < 00005