Module - 4

Numerical Solutions of ODE’s

NUMERICAL SOLUTIONS OF FIRST ORDER
AND FIRST DEGREE ORDINARY DIFFERENTIAL
EQUATIONS (ODE’s)
Consider the ODE of the form

with the initial condition of the form

The problem of finding ‘y’ subject to initial condition is

called an Initial value problem (IVP).
The following are several numerical methods for solving an IVP.
1. Taylor’s series method

2. Modified Euler’s method

3. Runge-Kutta method of fourth order

4. Milne’s Predictor and corrector method

5. Adams - Bashforth predictor and corrector method

TAYLOR’S SERIES METHOD
Consider the IVP