CHAPTER 52 NUMERICAL METHODS FOR FIRST ORDER

DIFFERENTIAL EQUATIONS

EXERCISE 200 Page 547

dy y
1. Use Euler's method to obtain a numerical solution of the differential equation dx = 3 - x , with

the initial conditions that x = 1 when y = 2, for the range x = 1.0 to x = 1.5 with intervals of 0.1.

Draw the graph of the solution in this range

dy y
 y'  3
dx x
2
3
If initially x0 = 1 and y0 = 2, (and h = 0.1), then (y')0 = 1 =1
Line 1 in the table below is completed with x = 1.0 and y = 2

For line 2, where x0 = 1.1 and h = 0.1:

y1 = y0 + h(y')0 = 2.0 + (0.1)(1) = 2.1

y0 2.1
and x
(y')0 = 3 - 0 = 3 - 1.1 = 1.0909

For line 3, where x0 = 1.2: y1 = y0 + h(y')0 = 2.1 + (0.1)(1.0909) = 2.209091

y0 2.209091
and (y')0 = 3 - x 0 = 3 - 1.2 = 1.159091

For line 4, where x0 = 1.3: y1 = y0 + h(y')0 = 2.209091 + (0.1)(1.15909) = 2.325000

The remaining lines of the table are completed in a similar way.

802
 dy y
 3
A graph of the solution of dx x , with initial conditions x = 1 and y = 2 is shown below.

1 dy
2. Obtain a numerical solution of the differential equation x dx + 2y = 1, given the initial conditions

that x = 0 when y = 1, in the range x = 0(0.2)1.0

1 dy dy
Since x dx + 2y = 1 then dx = x(1 – 2y) or y´ = x(1 – 2y)

If initially x0 = 0 and y0 = 1, (and h = 0.2), then (y')0 = 0(1 – 2) = 0

Line 1 in the table below is completed with x = 0, y = 1 and (y')0 = 0

x y (y')0
0 1 0
0.2 1 - 0.2
0.4 0.96 - 0.368
0.6 0.8864 - 0.46368
0.8 0.793664 - 0.469824
1.0 0.699692

For line 2, where x0 = 0.2 and h = 0.2:

y1 = y0 + h(y')0 = 1.0 + (0.2)(0) = 1

and (y')0 = x0 (1 – 2y0 ) = 0.2(1 – 2) = - 0.2

For line 3, where x0 = 0.4: y1 = y0 + h(y')0 = 1.0 + (0.2)(- 0.2) = 0.96

and (y')0 = x0 (1 – 2y0 ) = 0.4(1 – 2(0.96)) = - 0.368

803
For line 4, where x0 = 0.6: y1 = y0 + h(y')0 = 0.96 + (0.2)(- 0.368) = 0.8864

and (y')0 = x0 (1 – 2y0 ) = 0.6(1 – 2(0.8864)) = - 0.46368

For line 5, where x0 = 0.8: y1 = y0 + h(y')0 = 0.8864 + (0.2)(- 0.46368) = 0.793664

and (y')0 = x0 (1 – 2y0 ) = 0.8(1 – 2(0.793664)) = - 0.4698624

For line 6, where x0 = 1.0: y1 = y0 + h(y')0 = 0.793664 + (0.2)(- 0.4698624) = 0.699692

1 dy
Hence a numerical solution to the differential equation x dx + 2y = 1 is given by the first two
columns in the above table.

dy y
3. (a) The differential equation dx + 1 = - x has the initial conditions that y = 1 at x = 2. Produce a

numerical solution of the differential equation in the range x = 2.0(0.1)2.5

4 x
(b) If the solution of the differential equation by an analytical method is given by y = x - 2 ,

determine the percentage error at x = 2.2

dy y dy y
1    y '  1 
(a) dx x i.e. dx x
1
1 
If initially x0 = 2.0 and y0 = 1, (and h = 0.1), then (y')0 = 2.0 = -1.5
Line 1 in the table below is completed with x = 2.0 and y = 1

For line 2, where x0 = 2.1 and h = 0.1:

y1 = y0 + h(y')0 = 1 + (0.1)(-1.5) = 0.85

y0 0.85
and x
(y')0 = -1 - 0 = -1 - 2.1 = -1.40476

804
 For line 3, where x0 = 2.2: y1 = y0 + h(y')0 = 0.85 + (0.1)(-1.40476) = 0.709524

y0 0.709524
and x
(y')0 = -1 - 0 = -1 - 2.2 = -1.322511

For line 4, where x0 = 2.3: y1 = y0 + h(y')0 = 0.709524 + (0.1)(-1.322511) = 0.577273

The remaining lines of the table are completed in a similar way.

4 x

(b) If y = x 2 then when x = 2.2, y = 0.718182
From the Euler method, when x = 2.2, y = 0.709524

0.718182  0.709524 0.008658

100%  100%
Hence, percentage error = 0.718182 0.718182

= 1.206%

dy 2y
4. Use Euler's method to obtain a numerical solution of the differential equation dx = x - x , given

the initial conditions that y = 1 when x = 2, in the range x = 2.0(0.2)3.0

x2
If the solution of the differential equation is given by y = 4 , determine the percentage error by

using Euler's method when x = 2.8

dy 2y
 y'  x 
(a) dx x
2(1)
2.0 
If initially x0 = 2.0 and y0 = 1, (and h = 0.2), then (y')0 = 2.0 = 1.0
Line 1 in the table below is completed with x = 2.0 and y = 1

For line 2, where x0 = 2.2 and h = 0.2:

y1 = y0 + h(y')0 = 1 + (0.2)(1.0) = 1.2

805
 2(1.2)
and (y')0 = 2.2 - 2.2 = 1.109091

For line 3, where x0 = 2.4: y1 = y0 + h(y')0 = 1.2 + (0.2)(1.109091) = 1.4218182

2(1.4218182)
and (y')0 = 2.4 - 2.4 = 1.2151515

For line 4, where x0 = 2.6: y1 = y0 + h(y')0 = 1.4218182 + (0.2)(1.2151515) = 1.664849

The remaining lines of the table are completed in a similar way.

x2
(b) If y = 4 , then when x = 2.8, y = 1.96
From the Euler method, when x = 2.8, y = 1.928718

1.96  1.928718 0.031282

100%  100%
Hence, percentage error = 1.96 1.96

= 1.596%

806
EXERCISE 201 Page 552

dy y
1. Apply the Euler-Cauchy method to solve the differential equation dx = 3 - x for the range

1.0(0.1)1.5, given the initial conditions that x = 1 when y = 2

dy y
 y'  3
dx x

x 0 = 1, y 0 = 2 and h = 0.1

y0 2
 3  3 1
(y ) 0 x0 1

x 1 = 1.1 and from equation (3), page 548, y P1 = y 0 + h(y ) 0 = 2 + 0.1(1) = 2.1

1 1 yP
3 1
y = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )
C1  = y 0 + 2 h  (y ) 0 + x1 

1 2.1
3
= 2 + 2 (0.1)  1 + 1.1 

= 2.10454546

y C1 2.10454546
 3  3
(y ) 1 x1 1.1 = 1.08677686

Thus the first two lines of the Table below has been completed

x y y
1.0 2 1
1.1 2.10454546 1.08677686
1.2 2.216666672 1.152777773
1.3 2.33461539 1.204142008
1.4 2.457142859 1.244897958
1.5 2.5883333335

For line 3, x 1 = 1.2

y P1 = y 0 + h(y ) 0 = 2.10454546 + 0.1(1.08677686) = 2.213223146

807
 1 yP
3 1
y C 1 = y 0 + 2 h  (y ) 0 + x1 

1 2.213223146
3
= 2.10454546 + 2 (0.1)  1.08677686 + 1.2  = 2.216666672

y C1 2.216666672
 3  3
(y ) 1 x1 1.2 = 1.152777773

The remaining lines of the table are completed in a similar way.

2. Solving the differential equation in Problem 1 by the integrating factor method gives

3 1
y = 2 x + 2x . Determine the percentage error, correct to 3 significant figures, when x = 1.3 using

(a) Euler’s method, and (b) the Euler-Cauchy method

3 1
x
If y = 2 2x then when x = 1.3, y = 2.334615385

(a) By Euler’s method, when x = 1.3, y = 2.325000

2.334615385  2.3250
 100%
Percentage error = 2.334615385 = 0.412%

(b) By the Euler-Cauchy method, when x = 1.3, y = 2.33461539

2.334615385  2.33461539
100%
Percentage error = 2.334615385 = 0.000000214%

dy
3. (a) Apply the Euler-Cauchy method to solve the differential equation dx - x = y for the range

x = 0 to x = 0.5 in increments of 0.1, given the initial conditions that when x = 0, y = 1

x
(b) The solution of the differential equation in part (a) is given by y = 2e - x - 1. Determine the

percentage error, correct to 3 decimal places, when x = 0.4

dy
 y'
(a) dx =y+x

808
 x 0 = 0, y 0 = 1 and h = 0.1

(y ) 0 = 1 + 0 = 1

x 1 = 0.1 and from equation (3), page 548, y P1 = y 0 + h(y ) 0 = 1 + 0.1(1) = 1.1

1 1
y C 1 = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )  = y 0 + 2 h  (y ) 0 + y P1 + x 1 

1
= 1 + 2 (0.1)  1 + 1.1 + 0.1 

= 1.11

(y ) 1 = y C 1 + 0.1 = 1.11 + 0.1 = 1.21

Thus the first two lines of the Table below has been completed

For line 3, x 1 = 0.2

y P1 = y 0 + h(y ) 0 = 1.11 + 0.1(1.21) = 1.231

1
y = y 0 + 2 h  (y ) 0 + y P1 + x 1
C1 

1
= 1.11 + 2 (0.1)  1.21 + 1.231 + 0.2  = 1.24205

(y ) 1 = y C 1 + 0.2 = 1.24205+ 0.2 = 1.44205

The remaining lines of the table are completed in a similar way.

(b) If y = 2e  x  1 then when x = 0.4, y = 1.583649395

x

By the Euler-Cauchy method, when x = 0.4, y = 1.581804

809
 1.583649395  1.581804
 100%
Hence, the percentage error = 1.583649395 = 0.117%

1 dy
4. Obtain a numerical solution of the differential equation x dx + 2y = 1 using the Euler-Cauchy

method in the range x = 0(0.2)1.0, given the initial conditions that x = 0 when y = 1

1 dy dy
Since x dx + 2y = 1 then dx = x(1 – 2y) or y´ = x(1 – 2y)

If initially x0 = 0 and y0 = 1, (and h = 0.2), then (y')0 = 0(1 – 2) = 0

Line 1 in the table below is completed with x = 0, y = 1 and (y')0 = 0

x y (y')0
0 1 0
0.2 0.98 - 0.192
0.4 0.925472 - 0.3403776
0.6 0.84854666 -
0.41825599
0.8 0.76433779 -
0.42294046
1.0 0.68609380

For line 2, x 1 = 0.2, and from equation (3), page 541, y P1 = y 0 + h(y ) 0 = 1 + 0.2(0) = 1

1 1
y = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )
C1  = y 0 + 2 h  (y ) 0 + x 1 (1 – 2y P1 ) 

1
= 1 + 2 (0.2)  0 + 0.2(1 - 2(1)) 

= 0.98

(y ) 1 = x 1 (1 – 2y C1 ) = 0.2(1 – 2(0.98)) = - 0.192

Hence, line 2 is completed in the above table.

For line 3, x 1 = 0.4, and from equation (3), page 548, y P1 = y 0 + h(y ) 0 = 0.98 + 0.2(- 0.192)

810
 = 0.9416

1 1
y = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )
C1  = y 0 + 2 h  (y ) 0 + x 1 (1 – 2y P1 ) 

1
= 0.98 + 2 (0.2)  - 0.192 + 0.4(1 - 2(0.9416)) 

= 0.925472

(y ) 1 = x 1 (1 – 2y C1 ) = 0.4(1 – 2(0.925472)) = - 0.3403776

Hence, line 3 is completed in the above table.

For line 4, x 1 = 0.6, and from equation (3), page 548, y P1 = y 0 + h(y ) 0

= 0.925472 + 0.2(- 0.3403776)

= 0.85739648

1 1
y C 1 = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )  = y 0 + 2 h  (y ) 0 + x 1 (1 – 2y P1 ) 

1
= 0.925472 + 2 (0.2)  - 0.3403776 + 0.6(1 - 2(0.85739648)) 

= 0.84854666

(y ) 1 = x 1 (1 – 2y C1 ) = 0.6(1 – 2(0.84854666)) = - 0.41825599

Hence, line 4 is completed in the above table.

For line 5, x 1 = 0.8, and from equation (3), page 548, y P1 = y 0 + h(y ) 0

= 0.84854666 + 0.2(- 0.41825599)

= 0.764895461

1 1
y = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )
C1  = y 0 + 2 h  (y ) 0 + x 1 (1 – 2y P1 ) 

1
= 0.84854666 + 2 (0.2)  - 0.41825599 + 0.8(1 - 2(0.764895461)) 

= 0.76433779

(y ) 1 = x 1 (1 – 2y C1 ) = 0.8(1 – 2(0.76433779)) = - 0.42294046

811
Hence, line 5 is completed in the above table.

For line 6, x 1 = 1.0, and from equation (3), page 548, y P1 = y 0 + h(y ) 0

= 0.76433779 + 0.2(- 0.42294046)

= 0.679749698

1 1
y C 1 = y 0 + 2 h  (y ) 0 + f(x 1 , y P1 )  = y 0 + 2 h  (y ) 0 + x 1 (1 – 2y P1 ) 

1
= 0.76433779+ 2 (0.2)  - 0.42294046 + 1.0(1 - 2(0.679749698)) 

= 0.68609380

Hence, line 6 is completed in the above table.

812
EXERCISE 202 Page 557

dy y
 3
1. Apply the Runge-Kutta method to solve the differential equation: dx x for the range

1.0(0.1)1.5, given that the initial conditions that x = 1 when y = 2

dy y
 3
dx x

1. x 0 = 1, y 0 = 2 and since h = 0.1, and the range is from x = 1 to x = 1.5, then

x1  1.1, x 2  1.2, x 3  1.3, x 4  1.4, and x 5  1.5

Let n = 0 to determine y 1 :
dy y 2
k1  f  x 0 , y 0   3
2. = f (1, 2); since dx x , f (1, 2) = 3 - 1 = 1

 h h   0.1 0.1  2.05

k 2  f  x 0  , y 0  k1   f 1  , 2 (1)   f  1.05, 2.05 
3.  2 2   2 2  = 3 - 1.05 = 1.047619
 h h   0.1 0.1 
k 3  f  x 0  , y 0  k 2   f 1  , 2 (1.047619) 
4.  2 2   2 2  = f  1.05, 2.05238095 

2.05238095
=3- 1.05 = 1.045351476
k 4  f  x 0  h, y 0  hk 3   f  1  0.1, 2  0.1(1.045351476) 
5. = f (1.1, 2.1045351476)

2.1045351476
=3- 1.1 = 1.086786229
h
y y
 k1  2k 2  2k 3  k 4 
6. n 1 = n + 6 and when n = 0:

813
 h 0.1
y
y1 = 0 + 6
 k1  2k 2  2k 3  k 4   1  2(1.047619)  2(1.045351476)  1.086786229
=2+ 6
0.1
 6.272727181 
=2+ 6 = 2.10454545

n
xn yn
0 1.0 2.0
1 1.1 2.104545
2 1.2 2.216667
3 1.3 2.334615
4 1.4 2.457143
5 1.5 2.533333
Lines 1 and 2 have now been completed in the above table.

Let n = 1 to determine y 2 :
dy y 2.104545
k1  f  x 0 , y 0   3
2. = f (1.1, 2.104545); since dx x , f (1.1, 2.104545) = 3 - 1.1
= 1.08677727
 h h   0.1 0.1 
k 2  f  x 0  , y 0  k1   f 1.1  , 2.104545  (1.08677727)   f  1.15, 2.15888386 
3.  2 2   2 2 

2.15888386
=3- 1.15 = 1.1227097
 h h   0.1 0.1 
k 3  f  x 0  , y 0  k 2   f 1.1  , 2.104545  (1.1227097) 
4.  2 2   2 2  = f  1.15, 2.1606805 

2.1606805
=3- 1.15 = 1.1211474
k 4  f  x 0  h, y 0  hk 3   f  1.1  0.1, 2.104545  0.1(1.1211474) 
5. = f (1.2, 2.2166597)

2.2166597
=3- 1.2 = 1.15278355
h
y y
 k1  2k 2  2k 3  k 4 
6. n 1 = n + 6 and when n = 0:
h
y  k  2k 2  2k 3  k 4 
y1 = 0 + 6 1

0.1
 1.08677727  2(1.1227097)  2(1.1211474)  1.15278355
= 2.104545 + 6
0.1
 6.72727045 
= 2.104545 + 6 = 2.216667

814
Line 3 has now been completed in the above table. In a similar manner y3 , y 4 and y5 can be

calculated.

1 dy
 2y  1
2. Obtain a numerical solution of the differential equation: x dx using the Runge-Kutta
method in the range x = 0(0.2)1.0, given the initial conditions that x = 0 when y = 1.

1 dy 1 dy dy
 2y  1  1  2y  x(1  2y)
If x dx then x dx and dx

1. x 0 = 0, y 0 = 1 and since h = 0.2, and the range is from x = 0 to x = 1.0, then

x1  0.2, x 2  0.4, x 3  0.6, x 4  0.8, and x 5  1.0

Let n = 0 to determine y 1 :
dy
k1  f  x 0 , y 0   x(1  2y)
2. = f (0, 1); since dx , f (0, 1) = 0(1 - 2) = 0
 h h   0.2 0.2 
k 2  f  x 0  , y 0  k1   f  0  , 1 (0)   f  0.1, 1
3.  2 2   2 2  = 0.1(1 - 2) = -0.1
 h h   0.2 0.2 
k 3  f  x 0  , y0  k 2   f  0  , 1 (0.1) 
4.  2 2   2 2  = f  0.1, 0.99 
= 0.1(1 – 1.98) = -0.098
k 4  f  x 0  h, y 0  hk 3   f  0  0.2, 1  0.2(0.098) 
5. = f (0.2, 0.9804)

= 0.2(1 - 2(0.9804)) = -0.19216

h
 k1  2k 2  2k 3  k 4 
6. y n 1 = yn + 6 and when n = 0:
h 0.2
y
y1 = 0 + 6
 k1  2k 2  2k 3  k 4   0  2(0.1)  2(0.098)  0.19216 
=1+ 6
0.2
  0.58816 
=1+ 6 = 0.980395

Let n = 1 to determine y 2 :
dy
k1  f  x1 , y1 
2. = f (0.2, 0.980395); since dx = x(1 – 2y),
f (0.2, 0.980395) = 0.2(1 – 2(0.980395)) = -0.192158

815
  h h   0.2 0.2 
k 2  f  x1  , y1  k1   f  0.2  , 0.980395  ( 0.192158)   f  0.3, 0.9611792 
3.  2 2   2 2 
= 0.3(1 – 2(0.9611792) = -0.27670752
 h h   0.2 0.2 
k 3  f  x1  , y1  k 2   f  0.2  , 0.980395  ( 0.27670752) 
4.  2 2   2 2 

f  0.3, 0.952724248 
= = 0.3(1 – 2(0.952724248)) = -0.271634548
k 4  f  x1  h, y1  hk 3   f  0.2  0.2, 0.980395  0.2( 0.271634548) 
5.
= f (0.4, 0.92606809) = 0.4(1 – 2(0.92606809)) = -0.340854472
h
 k1  2k 2  2k 3  k 4 
6. y n 1 = yn + 6 and when n = 1:
h
 k  2k 2  2k 3  k 4 
y 2 = y1 + 6 1

0.2
  0.192158  2(0.27670752)  2(0.271634548)  0.340854472 
= 0.980395 + 6
0.2
  1.629696608 
= 0.980395 + 6 = 0.926071779

This completes the third row of the table below. In a similar manner y3 , y 4 and y5 can be calculated.

dy y
1  
3. (a) The differential equation: dx x has the initial conditions that y = 1 at x = 2. Produce

a numerical solution of the differential equation, correct to 6 decimal places, using the

Runge-Kutta method in the range x = 2.0(0.1)2.5

4 x
y 
(b) If the solution of the differential equation by an analytical method is given by: x 2

determine the percentage error at x = 2.2.

816
 dy y dy y y 
1      1     1
(a) If dx x then dx x x 

1. x 0 = 2, y 0 = 1 and since h = 0.1, and the range is from x = 2.0 to x = 2.5, then

x1  2.1, x 2  2.2, x 3  2.3, x 4  2.4, and x 5  2.5

Let n = 0 to determine y 1 :
dy y  1 
    1    1
k1  f  x 0 , y 0   x  , f (2, 1) =  2  = -1.5
2. = f (2, 1); since, dx
 h h   0.1 0.1   0.925 
k 2  f  x 0  , y 0  k1   f  2.0  ,1.0  ( 1.5)   f  2.05, 0.925    1
3.  2 2   2 2  =  2.05 
= -1.451219512
 h h   0.1 0.1 
k 3  f  x 0  , y 0  k 2   f  2.0  , 1.0  ( 1.451219512) 
4.  2 2   2 2  = f  2.05, 0.927439024 

 0.927439024 
  1
=  2.05  = -1.45240928

k 4  f  x 0  h, y 0  hk 3   f  2.0  0.1, 1.0  0.1( 1.45240928) 

5. = f (2.1, 0.854759072)

 0.854759072 
  1
=  2.1  = -1.40702813

h
 k1  2k 2  2k 3  k 4 
6. y n 1 = yn + 6 and when n = 0:
h
 k  2k 2  2k 3  k 4 
y1 = y0 + 6 1

0.1
  1.5  2(1.451219512)  2(1.45240928)  (1.40702813) 
= 1.0 + 6
0.1
  8.714285714 
= 1.0 + 6 = 0.854762

Let n = 1 to determine y 2 :
dy y 
    1
k1  f  x1 , y1   x ,
2. = f (2.1, 0.854762); since dx
 0.854762 
  1
f (2.1, 0.854762) =  2.1  = - 1.407029524

817
  h h   0.1 0.1 
k 2  f  x1  , y1  k1   f  2.1  , 0.854762  ( 1.407029524) 
3.  2 2   2 2 

 0.784410523 
  1
= f(2.15, 0.784410523) =  2.15  = - 1.364842104

 h h   0.1 0.1 
k 3  f  x1  , y1  k 2   f  2.1  , 0.854762  ( 1.364842104) 
4.  2 2   2 2 

 0.786519894 
  1
f  2.15, 0.786519894 
= =  2.15  = - 1.365823207

k 4  f  x1  h, y1  hk 3   f  2.2, 0.854762  0.1( 1.365823207) 

5.
 0.718179679 
  1
= f (2.2, 0.718179679) =  2.2  = - 1.326445309

h
y y
 k1  2k 2  2k 3  k 4 
6. n 1 = n + 6 and when n = 1:
h
 k  2k 2  2k 3  k 4 
y 2 = y1 + 6 1

0.1
  1.407029524  2(1.364842104)  2(1.365823207)  1.326445309 
= 0.854762 + 6
0.1
  8.194805455 
= 0.854762 + 6 = 0.718182

This completes the third row of the Table below. In a similar manner y3 , y 4 and y5 can be

calculated and the results are as shown.

4 x

(b) If y = x 2 when x = 2.2, y = 0.718182

By the Runge-Kutta method, when x = 2.2, y = 0.718182 also.

Hence, there is no error.

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