Numerical Solution of Ordinary Differential Equations

Taylor series

( x − x0 ) 2 ( x − x0 ) 3
y ( x ) = y 0 + ( x − x 0 ) y 0′ + y 0′′ + y 0′′′
2! 3!
( x − x0 ) 4 iv
+ y + .......
4!
 dy
1 • Using Taylor’ s series find y at x = 0.1 if = x y − 1,
2

dx
y(0) = 1.
Sol. Given y ′ = x 2 y − 1, x 0 = 0 , y 0 = 1

y ′ = x 2 y − 1, ⇒ y0′ = x0 y0 −1 = 0 −1 = −1
2

y ′′ = x 2 y ′ + y . 2 x ⇒ y ′0′ = x 0 y 0′ + 2 x 0 y 0 = 0 + 0 = 0
2

y′′′ = x 2 y′′ + y′.2x + 2x. y′ + 2 y.1 ⇒ y0′′′ = x0 y0′′ + 4x0 y0′ + 2 y0 = 0 + 0 + 2 = 2

2

yiv = x2 y′′′ + y′′.2x + 4x.y′′ + 4y′.1+ 2y′ ⇒ y0 iv = x0 y0′′′ + 2x0 y0′′ + 4x0 y0′′ + 6 y0′
2

iv
⇒ y0 = 0 + 0 + 0 + ( −6) = −6
Taylor’ s series about x = x is given by 0

(x − x ) (x − x )
2
(x − x ) 3 4

y( x) = y + ( x − x ) y′ + y′′+ y′′′+ y + .......

iv
0 0 0
0 0 0 0 0 0
2! 3! 4!

( x − 0)
2
( x − 0) 3
( x − 0) 4

y ( x ) = 1 + ( x − 0 )( − 1 ) + (0) + (2) + ( − 6 ) + .......

2! 3! 4!

x3 x4
=1− x + − + .......... ...
3 4

x3 x4
y( x) = 1 − x + 0 + (2) + ( − 6 ) + .......... ...
6 24

( 0 .1) 3 ( 0 .1) 4
y ( 0 .1) = 1 − ( 0 .1) + − + .......... ...
3 4
 dy 1

2.Use Taylor series solution to solve numericall y = xy 3

dx
, y(1) = 1. Tabulate y for x = 1.1, 1.2

Sol. Given x 0 = 1, y 0 = 1
1 1
y ′ = xy ⇒ y 0′ = x 0 y 0 = 1(1) = 1
3 3

2 1
1 −3 1 2 1 1 4
y′′ = x y . y′ + y 3 ⇒ y0′′ = x0 y0 3 . y0′ + y0 3 = 3 + 1 = 3
−

3 3

 − 2  −5 / 3 1 −2 / 3 1 −2 / 3 1 −2 / 3
′
′ ′ ′
y = xy   y y + xy y + y y .1 + y y ′
′ ′′ ′
 9  3 3 3
−2 4 1 1 8
⇒ y 0′′′= + + + =
9 9 3 3 9
Taylor’ s series about x = x is given by 0

(x − x ) (x − x ) (x − x )
2 3 4

y( x) = y + ( x − x ) y′ + y′′+ y′′′+ y + .......

iv
0 0 0
0 0 0 0 0 0
2! 3! 4!
( x − 1) 2  4  ( x − 1)  8 
3
y ( x ) = 1 + ( x − 1)(1) +  +   + .....
2!  3 3!  9 
(1 .1 − 1) 2  4  (1 .1 − 1)
3
8
y (1 .1) = 1 + (1 .1 − 1)(1) +  +   + .....
2! 3 3! 9
2 ( 0 .1 ) 4 ( 0 .1 )
2 3

= 1 + 0.1 + + + ........
3 27
= 1 + 0.1 + 0.0067 + 0.00014 = 1.1068

(1 .2 − 1) 2  4  (1 . 2 − 1) 3 8
y (1 . 2 ) = 1 + (1 .2 − 1)(1) +  +   + .....
2!  3 3! 9
2 ( 0 .2 ) 2 4 ( 0 .2 ) 3
= 1 + 0.2 + + + ........ = 1 + 0.2 + 0.0267 + 0.0012 = 1.2279
3 27
 d y dy2

3.Find the value of y(1.1) and y(1.2) from + y = x , 2 3

dx dx 2

y ( 1 ) = 1 , y ′ ( 1 ) = 1 by using Taylor’ s series method.

Sol. Given y′′ + y y′ = x → (1)

2 3

Put y′ = z → (2) , then y′′ = z′ → (3) Sub (2) and (3) in (1), we get

z′ + y2 z = x3 (ie ).z ′ = x − y z → (4)

3 2

The initial conditions are y(1) = 1, y ′ (1) = 1

( i .e ) y ( 1 ) = 1 , z ( 1 ) = 1 (sin ce y ′ = z )

( i .e ) x = 1 , y = 1 , z = 1
0 0 0

Now to solve (1), it is enough if we solve the two first order differential
equations (2) and (4).
 y′ = z z′ = x3 − y 2 z
⇒ y 0′ = z 0 = 1
⇒ z 0′ = x 0 − y 0 z 0 = 1 − 1 = 0
3 2

y ′′ = z ′
z ′′ = 3 x 2 − y 2 z ′ − z .2 y . y ′
⇒ y 0′ ′ = z 0′ = 0
⇒ z 0′ ′ = 3 (1 ) − 0 − 2 (1 )( 1 )( 1 ) = 1

y ′′′ = z ′′
⇒ y0′′′ = z 0′′ = 1 z′′′ = 6x − y 2 z′′ − z′.2 y. y′ − 2[ y z. y′′ + y y′.z′ + y′z.y′]
⇒ z0′′′ = 6(1) − (1)(1) − 0 − 2[0 + 0 + 1] = 6 −1 − 2 = 3

y iv = z ′′′
⇒ y 0 = z 0′′′ = 3
iv
Taylor’ s series about x = x is given by 0

(x − x ) (x − x )2
(x − x ) 3 4

y( x) = y + ( x − x ) y′ + y′′+ y′′′+ y + .......

iv
0 0 0
0 0 0 0 0 0
2! 3! 4!
( x − 1) 2
( x − 1) ( x − 1)
3 4

y ( x ) = 1 + ( x − 1 )( 1 ) + (0) + (1 ) + ( 3 ) + .......... .
2! 3! 4!

(1.1 − 1) 3 (1.1 − 1) 4
y(1.1) = 1 + (1.1 − 1)(1) + + (3) + .....
6 24 (0.1)3 (0.1)4
= 1 + 0.1 + + + ........
6 8
= 1 + 0.1 + 0.00017 + 0.0000125 = 1.1002

(1.2 − 1) 3 (1.2 − 1) 4
y (1.2) = 1 + (1.2 − 1)(1) + + (3) + .....
6 24
(0.2)3 (0.2)4
=1+ 0.2 + +........
6 8
= 1 + 0.2 + 0.0013+ 0.0002 = 1.2015
 Euler’s method
dy
To solve y' = = f ( x , y ) with y ( x 0 ) = y 0
dx

use yn+1 = yn + h f ( xn , yn ) , n = 0,1,2,...

It’s order is h2
 dy y − x
1.Use Euler’ s method to approximate y when x = 0.1 given that =
dx y + x
with y = 1 for x = 0.

Sol.We break up the interval 0.1 into five subintervals, we get the answer
in more accurate form. So take h = 0.02
y−x
Given f ( x , y ) = , x 0 = 0, y0 = 1 and h = 0.02
y+x
x1 = x 0 + h = 0 + 0.02 = 0.02
y1 = y0 + hf ( x0 , y0 )
y 2 = y1 + hf ( x1 , y1 )
 y − x0 
y1 = y 0 + h  0   y1 − x1 
y
 0 + x 0 
y 2 = y1 + h 
y
 1 + x 1 

1− 0 = 1.02  1 . 02 − 0 . 02 
=1+ (0.02)  = 1.02 + (0.02) 
1+ 0  1 . 02 + 0 . 02 
= 1.0392
(i.e.) y(0.02) = 1.02 (i.e.) y(0.04) = 1.0392
 x2 = x1 + h
= 0.02 + 0.02 = 0.04

y3 = y2 + hf(x2 , y2 )
 y 2 − x2 
y3 = y 2 + h  
y
 2 + x 2 

1.0392− 0.04 = 1.0577

= 1.0392+ (0.02)
1.0392+ 0.04

(i.e.) y(0.06) = 1.0577

x3 = x2 + h = 0.04+ 0.02= 0.06

y 4 = y3 + hf ( x3 , y3 )

 y3 − x3  1.0577− 0.06
y4 = y3 + h  =1.0577+ (0.02)1.0577+ 0.06
= 1.0756
 y3 + x3 
(i.e.) y(0.08) = 1.0756

x 4 = x3 + h = 0.06 + 0.02= 0.08

y5 = y4 + hf (x4 , y4 )
 y4 − x4 
y5 = y 4 + h 
y
 4 + x 4 

1 .0756 − 0 .08  (i.e.) y(0.1) = 1.0928

= 1.0756 + (0.02)  = 1.0928
1 .0756 + 0 .08 
 dy
•Solve = 1− y with the initial condition x = 0, y = 0.Using modified Euler’s
dx
.Method tabulate the solutions at x = 0.1, 0.2, 0.3, 0.4.

Sol. Given f ( x, y) = 1 − y
Also given x0 =0, y0 =0 and h = 0.1

h
y1 = y0 + { f ( x0 , y0 ) + f [ x0 + h, y0 + hf ( x0 , y0 )]}
2
f ( x0 , y0 ) = 1 − y0
=1–0=1

0 .1
y1 = 0 + {1 + f [0 + 0.1,0 + ( 0.1)(1)]}
2

0 .1
= 0+ {1 + f [ 0 . 1, 0 . 1 ]}
2
0.1
= 0+ {1 + (1 − 0.1)} = 0.095
2
 (i.e.) y(0.1) = 0.095
.

x1 = x0 + h = 0 + 0.1= 0.1

h
y 2 = y 1 + { f ( x 1 , y 1 ) + f [ x 1 + h , y 1 + hf ( x 1 , y 1 )] }
2
f (x , y ) = 1 − y
1 1 1
= 1 – 0.095 = 0.905

0 .1
y 2 = 0 . 095 + {0 .905 + f [ 0 .1 + 0 .1,0 .095 + ( 0 .1)( 0 .905 )]}
2
0 .1
y 2 = 0 . 095 + {0 . 905 + f [ 0 . 2 , 0 . 1855 ]}
2
0 .1
= 0 . 095 + {0 .905 + (1 − 0 .1855 )}
2

0.1
= 0.095 + {0.905 + 0.8145} = 0.18098 (i.e.) y(0.2) = 0.18098
2
 x 2 = x1 + h = 0.1+ 0.1= 0.2

h
y3 = y2 + { f ( x 2 , y 2 ) + f [ x 2 + h , y 2 + hf ( x 2 , y 2 )] }
2

f ( x2 , y 2 ) = 1 − y 2
= 1 – 0.18098= 0.81902
0 .1
y 3 = 0 . 18098 + {0 .81902 + f [ 0 .2 + 0 .1,0 .18098 + ( 0 .1)( 0 .81902 )]}
2
0. 1
y 3 = 0.18098 + {0.81902 + f [0.3,0.2629]}
2

0 .1
= 0.18098 + {0.81902 + (1 − 0.2629)}
2
0 .1
= 0 . 18098 + {0 . 81902 + 0 .7371 }
2
= 0.2588
x3 = x 2 + h
(i.e.) y(0.3) = 0.2588
 = 0.2+ 0.1= 0.3

h
y4 = y3 + { f ( x3 , y3 ) + f [ x3 + h, y3 + hf ( x3 , y3 )]}
2

f ( x3 , y 3 ) = 1 − y3 = 1 – 0.2588 = 0.7412

0 .1
y 4 = 0 . 2588 + {0 .7412 + f [ 0 .3 + 0 . 1,0 .2588 + ( 0 .1)( 0 .2588 )]}
2
0.1
y 4 = 0 .2588 + {0.7412 + f [ 0.4,0 .3329 ]} y 4 = 0.2588 + 0.1 {0.7412 + (1 − 0.3329)}
2 2
0 .1
y 4 = 0.2588 + {0.7412 + 0.6671} = 0.3292
2

(i.e.) y(0.4) = 0.3292

 1
•Using R-K method of fourth order, solve y′ = 3 x + y
2
with y(0) = 1 at x = 0.2 taking h = 0.1

Sol. Given 1
f ( x, y) = 3x + y Also given x0 = 0, y0 = 1
2
Take h = 0.1 To find y(0.1)

k1 = hf ( x0 , y0 )
 y 
= (0.1)3x0 + 0 
 2
 1
= (0.1)  3 ( 0 ) +  = 0 . 05 .
 2
 h k
k2 = hf  x0 + , y0 + 1 
 2 2
 0.1 0.05 
= (0.1) f  0 + , 1+ 
 2 2 
 1 . 025 
= (0.1) f ( 0 . 05 , 1 . 025 ) = 0.1  3 ( 0 . 05 ) + 
 2 
= 0.0663
 1
∆y = [k1 + 2k2 + 2k3 + k4 ]
 h k  6
k 3 = hf  x 0 + , y 0 + 2 
 2 2

 0.1 0.0663 = 0.0666

= (0.1)f  0 + , 1+ 
 2 2  1
= [0.05 + 2(0.0663) + 2(0.0667) + 0.0833]
6
= (0.1) f (0.05,1.0332)
y1 = y0 + ∆y
 1.0332
= 0.13(0.05) + 
 2 
= 0.0667 (i.e.) y(0.1) = 1.0666

k 4 = hf ( x 0 + h , y 0 + k 3 )
= (0.1) f (0 + 0.1,1+ 0.0667)

 1.0667 
= (0.1) 3(0.1) + 
 2  = 0.0833