Mathematics 620 project

Multistep Numerical Method To Solve 0rdinary Differential Equations

Supervisor name:zulfiqar ahmad noor

Supervisor email:zulfiqar@vu.edu.pk

Goup number 1.

1.mc 190203240 Gulraiz gill 2.mc190203910 ishrat 3.mc200200543 shoaib

4.mc200200531 abu bakar zafar 5.mc190403351 imdad hussain

Project description:
Multistep Numerical Method To Solve 0rdinary Differential Equations will be discussed.

In this project we will study multistep numerical method to solve ordinary differential equations

Eullers method with trapezoidal rule and adams bashforth predictor-corrector method as a
multistep method .derivation of these method will be discussed along with the examples ans
stability of these method will also be discussed .

Deliverables:

1-Introduction
 Introduction and history of differential equations.
In mathematics, a differential equation is an equation that relates one or
more functions and their derivatives. In applications, the functions generally represent
physical quantities, the derivatives represent their rates of change, and the differential
equation defines a relationship between the two. Such relations are common; therefore,
differential equations play a prominent role in many disciplines
including engineering, physics, economics, and biology.
Mainly the study of differential equations consists of the study of their solutions (the set
of functions that satisfy each equation), and of the properties of their solutions. Only the
simplest differential equations are solvable by explicit formulas; however, many
properties of solutions of a given differential equation may be determined without
computing them exactly.
Often when a closed-form expression for the solutions is not available, solutions may be
approximated numerically using computers. The theory of dynamical systems puts
emphasis on qualitative analysis of systems described by differential equations, while
many numerical methods have been developed to determine solutions with a given
degree of accuracy.
History

Differential equations first came into existence with the invention of

calculus by Newton and Leibniz. In Chapter 2 of his 1671 work Methodus fluxionum et
Serierum Infinitarum,[2] Isaac Newton listed three kinds of differential equations:
In all these cases, y is an unknown function of x (or of x1 and x2), and f is a given
function.
He solves these examples and others using infinite series and discusses the non-
uniqueness of solutions.
Jacob Bernoulli proposed the Bernoulli differential equation in 1695. This is
an ordinary differential equation of the form
for which the following year Leibniz obtained solutions by simplifying it.
Historically, the problem of a vibrating string such as that of a musical
instrument was studied by Jean le Rond d'Alembert, Leonhard Euler, Daniel
Bernoulli, and Joseph-Louis Lagrange. In 1746, d’Alembert discovered the one-
dimensional wave equation, and within ten years Euler discovered the three-
dimensional wave equation.
The Euler–Lagrange equation was developed in the 1750s by Euler and
Lagrange in connection with their studies of the tautochrone problem. This is the
problem of determining a curve on which a weighted particle will fall to a fixed
point in a fixed amount of time, independent of the starting point. Lagrange
solved this problem in 1755 and sent the solution to Euler. Both further
developed Lagrange's method and applied it to mechanics, which led to the
formulation of Lagrangian mechanics.
 In 1822, Fourier published his work on heat flow in Théorie analytique de la
chaleur (The Analytic Theory of Heat),[10] in which he based his reasoning
on Newton's law of cooling, namely, that the flow of heat between two adjacent
molecules is proportional to the extremely small difference of their temperatures.
Contained in this book was Fourier's proposal of his heat equation for conductive
diffusion of heat. This partial differential equation is now taught to every student
of mathematical physics.
Here are some differential equations

 (dy/dx) = sin x
2 2 2
 (d y/dx ) + k y = 0
2 2 2 2
 (d y/dt ) + (d x/dt ) = x
3 3
 (d y/dx ) + x(dy/dx) - 4xy = 0
 (rdr/dθ) + cosθ = 5

Types of differential equations

Differential equations can be divided into several types. Apart from describing the
properties of the equation itself, these classes of differential equations can help inform
the choice of approach to a solution. Commonly used distinctions include whether the
equation is ordinary or partial, linear or non-linear, and homogeneous or
heterogeneous. This list is far from exhaustive; there are many other properties and
subclasses of differential equations which can be very useful in specific contexts.
Ordinary differential equations
Main articles: Ordinary differential equation and Linear differential equation
An ordinary differential equation (ODE) is an equation containing an unknown function
of one real or complex variable x, its derivatives, and some given functions of x. The
unknown function is generally represented by a variable (often denoted y), which,
therefore, depends on x. Thus x is often called the independent variable of the equation.
The term "ordinary" is used in contrast with the term partial differential equation, which
may be with respect to more than one independent variable.
Linear differential equations are the differential equations that are linear in the unknown
function and its derivatives. Their theory is well developed, and in many cases one may
express their solutions in terms of integrals.
Most ODEs that are encountered in physics are linear. Therefore, most special
functions may be defined as solutions of linear differential equations (see Holonomic
function).
As, in general, the solutions of a differential equation cannot be expressed by a closed-
form expression, numerical methods are commonly used for solving differential
equations on a computer.

Partial differential equations

A partial differential equation (PDE) is a differential equation that contains
unknown multivariable functions and their partial derivatives. (This is in contrast
to ordinary differential equations, which deal with functions of a single variable and their
derivatives.) PDEs are used to formulate problems involving functions of several
variables, and are either solved in closed form, or used to create a relevant computer
model.
PDEs can be used to describe a wide variety of phenomena in nature such
as sound, heat, electrostatics, electrodynamics, fluid flow, elasticity, or quantum
mechanics. These seemingly distinct physical phenomena can be formalized similarly in
terms of PDEs. Just as ordinary differential equations often model one-
dimensional dynamical systems, partial differential equations often
model multidimensional systems. Stochastic partial differential equations generalize
partial differential equations for modeling randomness.
Linear Differential Equations Definition
A linear differential equation is defined by the linear polynomial equation, which consists
of derivatives of several variables. It is also stated as Linear Partial Differential Equation
when the function is dependent on variables and derivatives are partial.
A differential equation having the above form is known as the first-order linear
differential equation where P and Q are either constants or functions of the independent
variable (in this case x) only.
Also, the differential equation of the form, dy/dx + Py = Q, is a  first-order linear
differential equation where P and Q are either constants or functions of y
(independent variable) only.
Examples:
  dy/dx + 2y = sin x
 dy/dx + y = ex
HOMOGENEOUS DIFFERENTIAL EQUATIONS
A homogeneous differential equation is an equation containing a differentiation and
a function, with a set of variables. The function f(x, y) in a homogeneous differential
equation is a homogeneous function such that f(λx, λy) = λ nf(x, y), for any non zero
constant λ.
Examples of Homogeneous Differential equations.
 dy/dx = (x + y)/(x - y)
 dy/dx = x(x - y)/y2
 dy/dx = (x2 + y2)/xy.
 dy/dx = (3x + y)/(x - y)
 dy/dx = (x3 + y3)/(xy2 + yx2)

Order of Differential Equation

The order of the differential equation is the order of the highest order derivative present
in the equation. Here some examples for different orders of the differential equation are
given.
 dy/dx = 3x + 2 , The order of the equation is 1
 (d2y/dx2)+ 2 (dy/dx)+y = 0. The order is 2
 (dy/dt)+y = kt. The order is 1
First Order Differential Equation
You can see in the first example, it is a first-order differential equation which has degree
equal to 1. All the linear equations in the form of derivatives are in the first order.  It has
only the first derivative such as dy/dx, where x and y are the two variables and is
represented as:
dy/dx = f(x, y) = y’
Second-Order Differential Equation
The equation which includes the second-order derivative is the second-order differential
equation.  It is represented as;
d/dx(dy/dx) = d2y/dx2 = f”(x) = y”
Degree of Differential Equation
The degree of the differential equation is the power of the highest order derivative,
where the original equation is represented in the form of a polynomial equation in
derivatives such as y’,y”, y”’, and so on.
Suppose (d2y/dx2)+ 2 (dy/dx)+y = 0 is a differential equation, so the degree of this
equation here is 1. See some more examples here:
 dy/dx + 1 = 0, degree is 1
  (y”’)3 + 3y” + 6y’ – 12 = 0, degree is 3
 (dy/dx) + cos(dy/dx) = 0; it is not a polynomial equation in y′ and the degree of
such a differential equation can not be defined.
Note:
Order and degree (if defined) of a differential equation are always positive integers.
Solution of differential equations.
A solution of differential equations is relation between the variables not containing the
derivative which satisfy the given differential equations .

1.general solutions (family of curve in od)

2.particular solution (which contain arbitrary constant.

Example.

dy/dx=1

dy=dx

y=x+c

where c is arbitrary constant

partial differential equations (pd)

partial differential equations is a family of surface