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M18

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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0% found this document useful (0 votes)
9 views18 pages

M18

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.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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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 ou Da. 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 A Ds 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 | A Daw 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 bys Dh 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 [22954 Dar 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 3D Dai 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 9:0005 DA. 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

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