You are on page 1of 91

Dr.

Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2


nd
Order ODEs/Jan 2014 Page 1

AS102 MATHEMATICS II
TOPIC 2 Part 2: SOLUTIONS TO SECOND ORDER DIFFERENTIAL EQUATIONS

SUBTOPICS/KEY QUESTIONS AND KEY IDEAS
Part 2 : Second Order Differential Equations

a. Definition of second order differential equations
b. The method of undetermined coefficients
c. Reduction of orders method
d. Variation of parameters
e. The power series methods


Part 3 : Numerical Methods
a. Eulers Method
b. Runge-Kutta Method
i. The Second-Order Runge-Kutta (RK2) Method
ii. The Fourth-Order Runge-Kutta (RK4) Method








Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 2

INTRODUCTION TO DIFFERENTIAL EQUATIONS (D.E.)

A second order differential equation is one containing a second derivative but no higher
derivatives.
The focus in this chapter will be on linear second order DEs.

LINEAR SECOND ORDER DIFFERENTIAL EQUATIONS
General form:
()

()

() ()
where ()
Rewriting it by dividing all the items by () we have:

(
()
()
)

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

()

() () .Eq. 1
where ()
()
()
()
()
()
()
()
()

This is known as the second order linear differential equation.
Examples of second order linear DEs are:
i.


ii.


iii.









Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 3

THE STRUCTURE OF SOLUTIONS FOR THE SECOND ORDER LINEAR DEs
The second order linear homogeneous differential equation has the form

()

()
In order to obtain the solutions to second order linear homogeneous DEs, we need to first
study a few related principles and theorems.

THE PRINCIPLE OF LINEAR SUPERPOSITION
The principle of linear superposition states that:

If

()

() are solutions to a DE, then so is ()

()

() where A and B
are any constants.

In other words, this principle states that the linear combination of all the solutions of the
linear homogeneous differential equation is also a solution.
The point to taking the linear combinations of

and

are to generate new solutions


from

and


However, if

is itself a constant multiple of

, say

then the linear


combination that is produced

) ( )


is just a constant multiple of

, so

does not contribute any new information to the


process of finding solutions for the DE.
Therefore, it can be concluded that the principle of linear superposition can only be
applied if the two solutions to the 2
nd
order DE are linearly independent solutions.

LINEAR INDEPENDENCE AND LINEAR DEPENDENCE
The definitions of these two concepts are as given below:
Two functions are said to be linearly independent on an open interval (which can be the entire
real line) if neither function is a constant multiple of the other for all in the interval.
If one of the functions is a constant multiple of the other on the entire interval , then these
functions are said to be linearly dependent.
Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 4

To test for linear independence, a function called the Wronskian (

) is used.

THE WRONSKIAN
The Wronskian, denoted by (

) of two solutions

and

is the determinant of


and

and it is defined as given below:




Often we the Wronskian is denoted as just ()

Theorem : Properties of the Wronskian
Suppose

and

are the solutions of

()

() on an open interval
Then the following holds true:
(a) Either () for all in or () for all in
(b)

and

are linearly independent on if and only if () on



* Part (b) is called the Wronskian test for linear independence.
* The Wronskian must be either zero or non-zero for the entire interval of It cannot be zero for
some and be non-zero for some on

Example 1:
Consider the DE

The solutions of the DE are

and

Are
these solutions linearly independent?





Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 5

Summary of Procedure:
Let

and

be two linearly independent solutions of

on an open interval
Then every solution on is a linear combination of

and


Therefore, to find all the solutions of the homogeneous linear second order DEs:
1. Find the two linearly independent solutions

and


2. The linear combination

contains all the possible solutions.


The solution

is called the general solution of the DE on


3. The particular solution can be found by solving an initial value problem (IVP) to
determine the values of and

THE NONHOMOGENEOUS CASE
A nonhomogeneous second order DE is of the form

()

() () for
()
The main difference between the homogeneous and nonhomogeneous second order DE is
that, for the nonhomogeneous DE, the sums and constant multiples of solutions need not
be solutions.












Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 6

THE CONSTANT COEFFICIENT CASE
To solve both second order linear homogeneous and nonhomogeneous DEs, we must begin with
finding two linearly independent solutions of a homogeneous equation.
When the coefficients are constants, the general solutions can be found easily.

HOMOGENEOUS SECOND-ORDER DIFFERENTIAL EQUATIONS
Now consider the constant-coefficient linear homogeneous DE given by:


The behavior and pattern of Eq. (1) suggests an exponential function

to be the solution,
because derivatives of

are constant multiples of

















- These different solutions are summarized in the next page:
Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 7

Case 1: implies that the CE has

Case 2: implies that the CE has

Case 3: implies that the CE has

Summary:
If

has CE
2
+ a + b = 0, then the following cases are true:
Case Roots of CE General solution
1
2
3






Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 8

Examples:
Question 1
Find the general solution of the following differential equations:
(a)


(b)


(c)


(d)





















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page 9

Exercises:
Question 1
Find the general solution of the following:
(a)


(b)


(c)


(d)


(e)


(f)


(g)


(h)


(i)


(j)


(k)


(l)


(m)


(n)


(o)




















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
10








































Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
11


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
12

Question 2
Find the solutions to the following:
(a)

()

()
(b)

() (

)
(c)

()

()
(d)

()

()
(e)

()

()



















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
13


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
14

Question 3
Find the solutions to the following:
(a)

() ()
(b)

() ()
(c)

() (


(d)

() ()


(e)

) ()

()



















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
15


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
16


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
17

SOLVING NONHOMOGENEOUS DEs
The method of finding the solutions for nonhomogeneous differential equations are:
1. Finding the linearly independent solutions of the associated homogeneous DEs.
2. Finding a particular solution

for the nonhomogeneous DE.


Since finding the solutions in Step 1 has been already been studied in the previous section, this
section would focus on the various methods used to find


There are 3 methods which are commonly used to determine the particular solution

:
1. Variation of parameters
2. Undetermined coefficients
3. Reduction of orders
















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
18

METHOD 1: VARIATION OF PARAMETERS
Suppose we know two linearly independent solutions

and

of the associated homogeneous


DE.
One method of finding

is called the method of variation of parameters.


We need to look for functions

and

so that


The formula for finding

() and

() are as given below:



















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
19

Examples:
Question 1
Find the general solution of

for























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
20

Question 2
Find the general solution of

.























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
21

Exercises:
Question 1
Find the general solution of the following nonhomogeneous differential equations using the
method of variation of parameters.
(a)






















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
22

(b)

)
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
23

(c)

()
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
24

(d)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
25

(e)

( )
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
26

Question 2
Solve the following differential equations using the method of variation of parameters.
(a)
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
27

(b)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
28

(c)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
29

(d)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
30

(e)

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
31

(f)

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
32

(g)

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
33

(h)

)
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
34

(i)

)























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
35

(j)

)























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
36

METHOD 2: UNDETERMINED COEFFICIENTS
This method applies only to solving nonhomogeneous differential equations of the constant
coefficient case given by

()
The basic/general idea behind this method is that sometimes (most times) we can guess the
general form of

() from the appearance of ()


Summary of method/procedure:
Suppose we want to find the general solution of

()
1. Write the general solution

()

()

()
of the associated homogeneous DE


with

and

being the linearly independent solutions of the DE. This is similar to the
constant coefficient case.
2. Find the particular solution

() of the nonhomogeneous DE using () and Table 1 as


a guide.
3. If any term of the first attempt is a solution of the associated homogeneous DE, multiply
by . If any term of this revised attempt is a solution of the homogeneous DE, multiply
by again. Substitute this final general form of a particular solution into the DE and
solve for the constants to obtain

()
4. The general solution is


Table 1 : Functions to try for

() in the Method of Undetermined Coefficients


()

()









Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
37

Examples:
Question 1
Find the general solution of
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
38

Question 2
Find the general solution of

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
39

Question 3
Find the general solution of

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
40

Question 4
Find the general solution of

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
41

Question 5
Find the general solution of

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
42

Question 6
Find the general solution of

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
43

Exercises:
Question 1
Find the general solution of the following nonhomogeneous differential equations using the
method of undetermined coefficients.
(a)






















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
44

(b)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
45

(c)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
46

(d)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
47

(e)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
48

(f)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
49

(g)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
50

(h)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
51

(i)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
52

(j)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
53

METHOD 3: REDUCTION OF ORDERS

Procedure/summary of method:
1. Set () () () for some unknown function () and substitute it into the
differential equation.
Here () is a non-trivial solution of the differential equation.
2. Now we have a separable differential equation in terms of and . Use the integrating
factor (IF) to get and then integrate to get ()
3. Substitute () back into the equation () () () to get the complete solution of
the DE.

The restriction of this method:
In order to use this method, we must be given one non-trivial solution () to the differential
equation

()

() .













Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
54

Example:
Question 1
Solve the second order nonhomogeneous linear differential equation:


over the interval ( )




















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
55

Exercises:
Question 1
Find the general solution to the following homogeneous differential equations using the
reduction of order method.
(a)

()






















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
56

(b)

()


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
57

(c)

()


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
58

(d)

()
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
59

(e)

()

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
60

(f)

()
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
61

(g)

( )

()

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
62

(h)

()
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
63

(i)

()
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
64

(j)

()

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
65

Question 2
Find the general solution to the following nonhomogeneous differential equations using the
reduction of order method.
(a)

()























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
66

(b)

()


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
67

(c)

()
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
68

(d)

()


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
69

(e)

( )

()

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
70

(f) ( )

( )

()


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
71

THE POWER SERIES METHOD FOR SOLVING DIFFERENTIAL EQUATIONS
Many differential equations cannot be solved explicitly in terms of finite combinations of simple
familiar functions. This situation is true even for a simple-looking DE such as

()
However, it is important to be able to solve equations such as Eq. (1) because they are applicable
in a lot of real-life problems such as physical problems, quantum mechanics, finance and
economics.
In such cases, we use the method of power series to solve the DEs, that is we look for a solution
of the form



The method is to substitute this expression into the DE and determine the values of the
coefficients


This technique resembles the method of undetermined coefficients discussed earlier.












Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
72

Examples:
Question 1
Use the power series method to solve the equation
























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
73

Question 2
Solve

using the power series method.

























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
74

Exercises:
Question 1
Use the power series method to solve the following differential equations.
(a)























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
75

(b)


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
76

NUMERICAL METHODS FOR FINDING SOLUTIONS OF DIFFERENTIAL EQUATIONS
There are numerous numerical methods that are available to find the values of the solutions to
differential equations.
However in this course, we will only be looking at two classical methods in calculating the
values of differential equations. The two methods are the Eulers method and the Runge-Kutta
(RK) method.

Method 1: The Eulers method
In this section, we shall look at one of the simplest ways of calculating an approximate numerical
solution of a differential equation. However, Eulers method is rarely used in practice.
The Eulers method of generating approximate numerical values of the solution of an initial-
value problem

( ) (


at selected points

is
summarized in the recursive formula given below.
Here is a positive integer which represents the number of iterations to be performed and is a
(small) positive number which is called the step size.
Eulers formula:









Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
77

Examples/exercises:
Question 1
Use Eulers method to solve approximately the IVP

on [ ] with ()
Take the step size and find

and






















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
78

Question 2
Use Eulers method with a step size of

to solve approximately the IVP

( ) on [ ] with ()





















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
79

Method 2: The Runge-Kutta Method
There are several types of Runge-Kutta methods available and these types are classified by their
order.
The classical method is the Second-Order Runge-Kutta (RK2) method while the most useful and
most popular method is the Fourth-Order Runge-Kutta (RK4) method.

Part 1: The Second-Order Runge-Kutta method (RK2)
Although this case is not usually useful in practice, it is very useful in understanding the other
forms of Runge-Kutta methods.
The recursive formula for this method is as given below:

) ()

where

( )

()

( )

)
and


Since we can choose an infinite number of values for there are an infinite number of RK2
methods.
However, we present three of the most commonly used and preferred versions.
It is to be noted that every version would yield the exact same results if the solution to the IVP
were to be quadratic, linear or a constant.
However, they yield different results when the solution is more complicated.

Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
80

A. Heuns method (

):
If

then

and Then substituting these values into Eq. (1), we obtain




where



and and

















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
81

Example:
Question 1
Use Heuns method to solve approximately the IVP

on [ ] with ()
Take the step size and find

and

.




















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
82

B. Midpoint method ( ):
If then and

Then substituting these values into Eq. (1), we obtain




where



and















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
83

Example:
Question 1
Use midpoint method to solve approximately the IVP

on [ ] with ()
Take the step size and find

and

.




















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
84

C. Ralstons method (

):
If

then

and

Then substituting these values into Eq. (1), we obtain




where



and















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
85

Example:
Question 1
Use Ralstons method to solve approximately the IVP

on [ ] with ()
Take the step size and find

and

.




















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
86

Part 2: The Fourth-Order Runge-Kutta method (RK4)
As with the second-order approaches, there are an infinite number of versions for this method.
The most commonly used form is called the classical Fourth-Order Runge-Kutta (RK4) method.
The recursive formula for this method is as given below:



where







and and

.
Take note that in each step, we have to first compute the four auxiliary quantities

and

and then the new value









Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
87

Example:
Question 1
Use the RK4 method to solve approximately the IVP

on [ ] with ()
Take the step size and find

and

.




















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
88

Exercises:
Question 1
Use Heuns method with a step size of to solve approximately the IVP

on [ ] with ()





















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
89

Question 2
Use the RK4 method with a step size of to solve approximately the IVP

on [ ] with ()






















Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
90


























Dr. Ganeshsree/AS102_Mathematics II/Topic 2_Part 2_Solutions to 2
nd
Order ODEs/Jan 2014 Page
91