BIF jO4F : Chapter 10 LUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS 10.1 INTRODUCTION Finding an analytical solution of an ordinary differential equation dy/dx = f(xy) subjected to an initial condition y(xo) = yo means finding an expression for y in terms of x such that it satisfies the differential equation as well as the initial condition, However, finding such expression is not always possible for every differential equation and hence one is bound to go for some other method of solution. To get numerical solutions of differential equations is one of stich possibilities. Finding a numerical solution of an ordinary differential equation dy/dx = f(x,y) subjected to an jon y(Xo) = yo means finding a set of values of y for different values of x, such that each satisfies the differential equation as well as the initial condition, Differential equations such as dilds = fixy), are known as differential equations of first order and first degree. There are various methods like Pieard’s method, Euler’s method, Heun’s method and Runge-Kutta method for solving numerically an ordinary differential equation. 10.2 PICARD METHOD Fundamentals: Picard’s method for solving differential equation dy/dx = f(x,y) is a method of successive approximations. This is based on three fundamentals: ¢ If bith sides of first order differential equation are multiplied by dx and the equation is integrated with respect to x then we can get the solution of the differential equation. ¢ The variable y in the integrant of right hand side can be assigned a constant value as the initial value of y, to make the integral solvable. ¢ An iterative procedure can be set, to get the modified values of y by using newly calculated value of y in the integrant. Derivation of the iterative formula: Consider that the solution of the first order and first degree differential equation dyldx = fly) an is to be found at x, subject to the initial values xo and y(xo) =,yo. Integration of equation (1.1) gives Sdy = Jf(x,y)dx306 __ Numerical Computattonal Methods ice. y(x) — yo) = FPO y Dax 2) Replacing y by yo on right hand side and simplifying we get YX) = ¥(%o) + [F(R Y 2 dX 3) ‘The calculated y can be used in place of yo, and a new y can be obtained. This process can be repeated until required convergence in y is achieved, the general formula for i" iterative step being ¥) = y60o) + Ff, y Oo} (14) Merits and demerits of Picard method: This method is of historical importance but it is not in use due to the following drawbacks. 1) It involves actual integration i.e, semi-numecie method, which is not suitable for computer Implementation. 2). The integrant of the integral, in some cases, may have the form whose integral expression can not be found. 3) Convergence may not always be possible or may be very slow. ‘BRVYSILEY Using Picard method find the solution cf dy/dx = x*+y* at x = 0.2 if y(0) = 2. Answer: The solution of given differential equation can be written in integral form as y6x) = y(0) + Toc? + y?)ax ‘The first iteration assumes y in the integrant to be y(C) = 2. Hence YQ) = yO) +]oe +27)dx =2 arn Using this value of y in the integrant we get the second iteration result Y%(x) = y(0) + J [- +fevsnett} x =24f [x eave 0 At x= 0.2 we get the estimated value of y with the first two iterations as10 : Solutions of Ordinary Differential Equations 307 ‘ 2422). 40.2=2.8003 Y'0.2) ¥*0.2) =24440.2 +8402? = 3.1668 10.3 TAYLOR SERIES METHOD Fundamentals: The Taylor series method of solving ordinary differential equation of the type dy/dx = f(xy), consists of finding values of y at successive steps of x with step size h. It uses two ideas. (i) The value of y at the end of (i+1)" step can be calculated by Taylor series it - 2y| ay b3 aty| Yier= yOxith) = y(x) +h] a. eal ws (1) ‘The tharting point velues x, andy, ate requied forthe elite of the values xj.) and {ies Felated to the end point of the step i+1, Here x, and y, are calculated as end point values of the previous step. However for the first step the starting point values Xo , Yo are known from initial condition, Derivation of the formula: The Taylor series expression contains derivatives of y with respect to x and they are again functions of x. Hence the formula must be simplified suitably to express it in terms of partial derivatives. The Taylor series gives Yier™ yOuth) oy | or yisi= vioo+ng| ' Fle, But from the given differential equation o B= fxy) G2) higher order derivatives of y can be obtained from one order lower derivatives of f(x,y). Thus use of these in equation (3.1) provides GA) a h” afl se mel (3.3) Yio “adele y, 3.3) 3 i+ AL ey + Teo oo Since f(x,y) is @ function of x and y and depends on x, therefore, we can write tee SE ow SE BEY oe 3.5 f' a. x ay dx fet fy f (3.5)