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NUMERICAL METHODS FOR

ORDINARY DIFFERENTIAL EQUATIONS

I. EULER’S METHOD

For the general initial value problem:

dy
 f ( x, y ); when x = xo, y = yo,
dx
The sequence of approximations are expressed in terms of the recurrence
relations
xk 1  xk  h
y k 1  y k  hf xk , y k  , for k = 0, 1, 2, …. Where h  x .

y
(x,y) dy
dx = x

The above figure shows the geometrical significance of the differential

dy and of y , the actual change in y, as induced by an increment dx ( or
x ) applied to x.

Example 3.1: Obtain the solution of the differential equation

y’ = y2 – x2
for which y =1 when x = 0. Approximate the solution y = f(x) in the
interval 0 < x < ½ .

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Exercise 3.1: Apply Euler’s Method to approximate the solution of the

initial value problem in the given interval.
y’ = x + y; when x = 0, y = 1; x  0.1 and 0 < x < 1.

Exercise 3.2: Apply MOSA Method to approximate the solution of the

initial value problem in the given interval using y3.
y’ = x + y; when x = 0, y = 1; x  0.1 and 0 < x < 1.

II. A Method of Successive Approximation

This method is based on the following theorem.

Existence Theorem :

If f(x,y) is sufficiently well behaved near the point (x0,y0), the

differential equation has a solution that passes through the point
(x0,y0) and that solution is unique near (x0,y0). The solution is in the form of a
sequence of functions which has a limit and that the limiting function is the
desired solution. The sequence is defined as follows:

Example 3.2 : Apply the method to the problem,

with y desired in the interval .

Solution: The desired solution is where and the

sequence of functions is given by and for n > 1,

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Then, … can be obtained in a similar manner. See excel notes

for the comparison of values of .

An improvement on the Method of Successive Approximation

The method alters the initial approximation by choosing to have

the correct slope at the initial conditions of x and y. In the previous problem
at x = 0, the slope is y’ = 1. Hence we choose
and proceed to compute , as before. The
successive stages of approximation to y(x) now become

Values of are shown in the table .

Exercise 3.2: Apply the method of this section to the problem,

Obtain y3(x) and y4(x).

III. Taylor’s Theorem

Initial Value Problem: y’ = F(x,y); x = x0, y = y0.

Approximation Formula:
(n)
y " y
y  y 0  y ' 0 ( x  x0 )  0 ( x  x0 ) 2  ...  0 ( x  x0 ) n
2! n!

Estimated Error: .

Example 3.3: Use Taylor’s Theorem to approximate the value of y in

Example 3.1.

Exercise 3.3: Use Taylor’s Theorem to approximate the the values of y

accurately to two decimal places on the given interval using the the
prescribed increment in x. Retain powers of x – x0 sufficiently large.
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x  0.1 and 0 < x < 0.5.

IV. The Runge-Kutta Method

The method requires the computation of a single function at several

points rather than the computation of several different functions at a single
point.

Initial Value Problem: y’ = F(x,y); x = xn, y = yn,

Notation: Fn = F (xn, yn )

Equation:

The value of at x = xn + h is
Where

Example 3.4
Solve Example 3.1 by Runge-Kutta Method. Use x = 0.1 and x = 0.2.

Exercise 3.4:
Continue the computation of Example 3.4 to obtain the approximate
values of y for x = 0.3, 0.4 and 0.5.

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