INSTITUTE OF DISTANCE EDUCATION

UNIVERSITY OF MADRAS

BCA

II YEAR – SEMESTER III

CORE PAPER VII – NUMERICAL AND STATISTICAL METHODS

SESSION - 3

DR. B. ESWARI

ASSISTANT PROFESSOR, MATHS

INSTITUTE OF DISTANCE EDUCATION

UNIVERSITY OF MADRAS
Numerical Integration
𝒃
To evaluate a definite integral ∫𝒂 𝒇(𝒙) 𝒅𝒙

We apply the following rules:

1. Trapezoidal Rule
2. Simpson’s 1⁄3 rule and Simpson’s 3⁄8 rule
3. Romberg’s Integration

Trapezoidal rule

Simpson’s 𝟏⁄𝟑 rule

Simpson’s 𝟑⁄𝟖 rule

Romberg’s Integration
MA2264 Numerical Methods
13 .


HW 10 : Calculate 0
3
sin x dx
taking 7 ordinates (6 intervals) using
a) Trapezoidal rule (b) Simpson’s 1/3 rule
(c) Simpson’s 3/8 rule
Solution : (a) 1.33467 (b) 1.32612 (c)1.30516,AI=1.3333
2 dx
2
Eg 11 : Evaluate 0 x  4 using Romberg’s method. Hence obtain an
approximate value for π.
Solution :
To find I1
20 1
When h   1, y  f  x   2
2 x 4
2 dx
Let I = 0 x 2  4
The tabulated values of y are
x 0 1 2
1 1
f  x  2 2
 0.25 0.2 0.125
x 4 0 4
y0 y1 y2
Using Trapezoidal rule,
2 dx h
I1   2   y0  y2   2  y1  
0 x 4 2
1
  0.25  0.125   2  0.2  
2
 0.3875
To find I 2
20 1
h   0.5
4 2
The tabulated values of y are
x 0 0.5 1 1.5 2
1
f  x  2 0.25 0.23529 0.2 0.160 0.125
x 4
y0 y1 y2 y3 y4
Using Trapezoidal rule,
2 dx h
I2   2   y0  y4   2  y1  y2  y3  
0 x 4 2
 0.25  0.25  0.125   2  0.23529  0.2  0.160  
 0.39136
14 Unit III – Numerical Differentiation and Integration
To find I3
20 1
h  0.25
8 4
The tabulated values of y are
x 0 0.25 0.50 0.75 1 1.25 1.5 1.75 2

f  x 0.24 0.23 0.21 0.17 0.14

6 5 9 9 1 0.12
1 0.25 0.2 0.16
 1 2 1 1 5 5
x2  4 5 9 8 8 9
y0 y1 y2 y3 y4 y5 y6 y7 y8
Using Trapezoidal rule,
dx
2 h
I3     y0  y  
x2  4 2
0

 0.25  0.125  
 0.125  
 2  0.24615  0.23529  0.21918  0.2  0.17918  0.16  0.14159  
 0.39237
Romberg's formula for I1 & I 2 is
 I2  I1   0.39136  0.39136 
I RM1,2  I 2   0.39136 
3 3
= 0.39265
Romberg's formula for I 2 & I3 is
 I3  I 2   0.39237  0.39237 
I RM 2,3  I3   0.39237 
3 3
= 0.39271
 I RM1,2  0.3927 & I RM 2,3  0.3927
Here I RM1,2 & I RM 2,3 are almost equal and I = 0.3927  1
By actual integration,
x2
2 dx 1 1
0 x 2  4  2  tan x 2  x 0  2  tan 1  tan  0 
1 1 1

1  
=   0     2
24  8

From 1 &  2  ,  0.3927
8
  = 8  0.3927   3.1416
1MA8491 Numerical Methods .

UNIT IV
INITIAL VALUE PROBLEMS FOR ORDINARY
DIFFERENTIAL EQUATIONS
Single step methods: Taylor series method – Euler method for first order
equation – Fourth order Runge – Kutta method for
solving first and second order equations.
Multi step methods: Milne’s and Adam’s predictor and corrector methods.

Topic 1.1 : Taylor’s series method

dy
Given  y   f  x, y  with y  x0   y0
dx
d2y f f dy
  
dx 2 x y dx
ie., y   f x  f y  y  
llly find y , y ,...
Taylor’s series expansion of y(x) above x  x0 is given by
 x  x0   x  x0 2  x  x0 3
y  x   y  x0   y   x0   y   x0   y   x0   ...
1! 2! 3!
 x  x0   x  x0 2  x  x0 3
 y0  y0  y0  y0  ...
1! 2! 3!
 or 
h h2 h3
y  x1   y1  y0  y0  y0  y0  ..., where x1  x0  h, h  x  x0
1! 2! 3!
h h2 h3
y  x2   y2  y1  y1  y1  y1 ..., where x2  x1  h, h  x  x0
1! 2! 3!

Eg 1 : Using Taylor’s series method, find y at x = 0.1, if

dy
 x 2 y  1, y  0   1
dx
2
Solution : Given y   x y  1, x0  0, y0  1, h  0.1
 Taylor’s series formula is
h h2 h3
y1  y0  y   y   y0  ...  1
1! 2! 3!
y  x2 y  1 y0  x0 2 y0  1  1
y   2 xy  x 2 y  y0  2 x0 y0  x02 y0  0
y   2  xy   y   x 2 y   y 2 x
2 Unit IV – Initial Value Problems For Ordinary Differential Equations
y0  2  x0 y0  y0   x 2 y0  y0 2 x0
2
y iv  2 y   2 xy   2 y   2 xy  iv
y0  2 y0  2 x0 y0  2 y0
 x y   y   2 x   2 y 
2
 2 xy0  x 2 y0  y   2 x0 
 2 y0
 6
0.1  0.1 2
 0.13  0.14
 1  y1  1   1   0   0   6 
1! 2! 3! 4!
 0.13  0.14
ie., y  0.1  1   0.1    ...
3 4
 0.900305

CW 2 : Using Taylor’s method, compute y (0.2) and y (0.4) correct to 4

dy
  y   1  2 xy & y  0   0.
decimal places given dx
Solution : y (0.2) = 0.194752003, y (0.4) = 0.359883723

HW 3 : Using Taylor’s series method, with the first five terms in the
expansion; find y (0.1) correct to 3 decimal places, given that
dy
 e x  y 2 , y  0   1.
dx
Solution : y (0.1) = 1.0049891 ≃ 1.005 (correct to 3 decimal places)

Topic 1.2 : Taylor’s series method for simultaneous first order

differential equations
dy dz
Given  f1  x, y, z  ,  f 2  x, y, z  with initial
dx dx
conditions y  x0   y0 , z  x0   z0
EG 4 : Solve the system of equations
dy dz
 z  x2 ,  y  x with y  0   1, z  0   1
dx dx
by taking h  0.1 to get y  0.1 and z  0.1 .
Solution : Given x0  0, y0  1, z0  1
WKT, Taylor's series for y1 is y1  y  0.1
h h2 h3 h 4 iv
= y0  y0  y0  y0  y0  ...  1
1! 2! 3! 4!
3MA8491 Numerical Methods .

& Taylor's series for z1 is z1  z  0.1

h h2 h3 h 4 iv
= z0  z0  z0  z0  z0  ...   2
1! 2! 3! 4!
dy y0  z0  x0 2  1  0 dz z0  x0  y0
y   z  x2 z   x y
dx 1 dx  0 1  1
y   z   2 x y0  1 z   1  y  z0  1  y0  2

y   z   2 y0  0 z   y  z0  1
y  z 
iv
y0iv  1 z iv  y  z0iv  0

 0.1  0.12  0.13  0.14

 1  y  0.1  1  1  1   0  1
1! 2! 3! 4!
= 1.1050  correct to 4 decimal places 

 0.1  0.12  0.13  0.14

Now  2   z  0.1  1  1   2  1   0
1! 2! 3! 4!
= 1.110167
≃ 1.1102  correct to 4 decimal places 

Topic 1.3 : Taylor’s series for II order differential equations

Eg 5 : By Taylor’s series, find y (0.1) and y (0.2) given that
y   y  xy , y  0   1, y   0   0.
Solution : Given x0  0, y0  1, y0  0 & y   y  xy 
WKT, Taylor's series formula is
x2 x3
y  x   y0  xy0  y0  y0  ...  1
2! 3!
y   y  xy  y0  y0  x0 y0  1  0  0   1
y   y   xy   y   2 y   xy  y0  0
y  2 y   xy   y   3 y   xy 
iv
y0iv  3
x2 x4
 1  y  x   1  0  1  0   3  ...
2! 4!
x2 x4
 1   ...
2 8
4 Unit IV – Initial Value Problems For Ordinary Differential Equations

 0.12  0.14
y  0.1  1    ...
2 8
 1.0050125 ≃ 1.0050  correct to 4 decimal places 

 0.2 2  0.2 4
y  0.2   1    ...
2 8
 1.0202

Topic 2.1 : Euler method

Given y   f  x, y  , x0 , y0 , h
Euler algorithm is
y1  y0  hf  x0 , y0 
y 2  y1  hf  x1 , y1 
y3  y2  hf  x2 , y2 
⋮
y n  yn 1  hf  xn 1 , yn 1 

Eg 6 : Using Euler’s method, find y (0.2), y (0.4) and y (0.6) from

dy
 x  y, y  0   1 with h  0.2.
dx
Solution : Given y  0   or  y0   1  x0  0
& x1  0.2, x2  0.4, x3  0.4, h  0.2
y  x  y
We have to find y  0.2   y1
Now, by Euler algorithm,
y1  y0  hf  x0 , y0 
ie., y  0.2   1   0.2  x  y    x  x0   1  0.2  x0  y0   1   0.2  0  1
 y y 
 0
 y  0.2   1.2  y1
y2  y1  hf  x1 , y1   1.2   0.2   x1  y1 
 1.2  0.2  0.2  1.2  1.48  y  0.4   1.48
y3  y2  hf  x2 , y2   1.48   0.2   x2  y2 
 1.856  y  0.6   1.856
5MA8491 Numerical Methods .

 The result of the problem:

x y
x0  0 y0  1
x1  0.2 y1  y0  hf  x0 , y0   1.2
x2  0.4 y2  y1  hf  x1 , y1   1.48
x3  0.4 y3  y2  hf  x2 , y2   1.856
dy
 y  ex , y  0  0
CW 7 : Solve dx for x = 0.2, 0.4 by using Euler’s
method.
Solution : y1  0.2, y2  0.484281

HW 8 : Using Euler’s method, find the solution of the initial value problem
dy
 log  x  y  , y  0   2
dx at x = 0.2 by assuming h = 0.2.
Solution : y (0.2) = 2.0602

Topic 2.2 : Modified Euler method

 h 1 
yn 1  yn  hf  xn  , yn  hf  xn , yn  
 2 2 
 h h 
n  0, y1  y0  hf  x0  , y0  f  x0 , y0  
 2 2 
 h h 
n  1, y2  y1  hf  x1  , y1  f  x, y  
 2 2 
 h h 
y3  y2  hf  x2  , y2  f  x2 , y2  
 2 2 
Eg 9 : Solve y   1  y, y  0   0 by modified Euler method.
Solution : Given y   f  x, y   1  y, x0  0, y0  0
Let h  0.1,  x1  0.1, x2  0.2, x3  0.3
We have to find y1 , y2 , y3 .
By Modified Euler’s method:
 h 1 
yn 1  yn  hf  xn  , yn  hf  xn , yn  
 2 2 
 h h 
y1  y0  hf  x0  , y0  f  x0 , y0  
 2 2 
 Here f  x0 , y0   f  x  x0 , y  y0   1  y0  1  0  1
6 Unit IV – Initial Value Problems For Ordinary Differential Equations

 0.1 0.1 
Therefore y1  0   0.1 f 0  , 0 1
 2 2 
 0.1 f  0.05,0.05   0.1 1  y 
 xy0.05
0.05 
 1  0.05

y1  0.095
 h h 
Now y2  y1  hf  x1  , y1  f  x1 , y1  
 2 2 
 Here f  x1 , y1   1  y1  0.905
 0.1 0.1 
i.e., y2  0.905   0.1 f 0.1  , 0.095  f  0.1, 0.095  
 2 2 
y2  0.18098
 h h 
Now y3  y2  hf  x2  , y2  f  x2 , y2  
 2 2 
 Here f  x2 , y2   1  y2  1  0.18098  0.81902 
 0.1 0.1 
i.e., y3  0.18098   0.1 f 0.2  , 0.18098  f  0.2, 0.18098  
 2 2 
y3  0.258787
 y0  0, y1  0.095, y2  0.18098, y3  0.258787

CW 10 : By using modified Euler method, find

dy x  y
y 1.8  if  , y  2  1  Hint h  0.2
dx x  y
Solution : y (1.8) = 0.9349

dy
HW 11 : Given  y  x 2  0, y  0   1, y  0.1  0.9052,
dx
y  0.2   0.8213, find correct to four decimal places y  0.3 ,
using modified Euler's method.
 Hint y   x 2  y 
Solution :  
 h h 
y  0.3  y3  y2  hf  x2  , y2  f  x2 , y2    0.7493
 2 2 
 7MA8491 Numerical Methods .

Topic 3.1 : Fourth order Runge – Kutta method for solving I order
Differential Equations[Single step method]
dy
Given  y   f  x, y 
dx
& y  x0   c0 ,
Now y  x1   ?  c1 , y  x2   ?  c2 , y  x3   ?  c3 ,...

General
h(  Interval length)
xn  known xn 1  known
yn  known yn 1  yn  yn 1  to find 
To find f  xn 1   y  xn 1   yn 1 :
Fourth order Runge – Kutta Algorithm :
yn 1  y  xn  h   y  xn   yn 1  yn  yn 1
1
where yn 1   k1  2k2  2k3  k4 
6
where k1  hf  xn , yn 
 h k 
k2  hf  xn  , yn  1 
 2 2
 h k 
k3  hf  xn  , yn  2 
 2 2 
k4  hf  xn  h, yn  k3 
To find f  x1   y  x1   y1 :
k1  hf  x0 , y0 
 h k 
k2  hf  x0  , y0  1 
 2 2
 h k 
k3  hf  x0  , y0  2 
 2 2 
k4  hf  x0  h, y0  k3 
1
y1   k1  2k2  2k3  k4 
6
 y1  y  x0  h   y  x0   y1  y0  y1
8 Unit IV – Initial Value Problems For Ordinary Differential Equations

dy
 x  y 2 , y  0   1,
Eg 12 : Given dx find y (0.1) & y (0.2) by Runge –
Kutta method for IV order.
Solution : Given y   f  x, y   x  y , h  0.1
2

& x0  0, y  x0  0   1.
To find y (0.1) :
k1  hf  x0 , y0    0.1 f  0.1   0.1 0  12   0.1
 
 h k 
k2  hf  x0  , y0  1    0.1 f 0  0.05, 1  0.05  
 2 2
  0.1 0.05  1.05    0.11525
2
 
 h k   0.11525 
k3  hf  x0  , y0  2    0.1 f 0.05,1 
 2 2  2 
  0.1 0.05  1.057625    0.116857
2
 
k4  hf  x0  h, y0  k3    0.1 f  0.05,1  0.116857 
2
  0.1 0.05  1.116857    0.134737
 
1 1
y   k1  2k2  2k3  k4    0.1  2  0.1  2  0.11525    0.116857  
6 6
 0.11649
 y  0.1  y1  y0  y  1  0.11649  1.11649  y1  1.11649
To find y  0.2   y2 : (Second interval)
k1  hf  x1 , y1    0.1 f  0.1,1.11649   0.1 0.1  1.116492  
 0.1347
 h k   0.1347 
k2  hf  x1  , y1  1    0.1 f 0.1  0.05,1.11649 
 2 2  2 
  0.1 f  0.15,1.18385  0.1552
 h k   0.1552 
k3  hf  x1  , y1  2    0.1 f 0.1  0.05,1.11649 
 2 2   2 
  0.1 f  0.15,1.1941  0.1576
k4  hf  x1  h, y1  k3    0.1 f  0.1  0.1,1.11649  0.1576
  0.1 f  0.2,1.2741  0.1823
9MA8491 Numerical Methods .

1
y   k1  2k2  2k3  k4   0.1571
6
y2  y1  y  1.11649  0.1571  1.27359
i.e.,
x 0 0.1 0.2
y 1 1.11649 1.27359

CW 13 : Using R. K. method of fourth order solve for

dy 2 xy  e x
for x  1.4, from  with y  0 at x  1.
dx x 2  xe x

Solution : y1  0.140  Here y2  y 1.4   0.27  , h  0.2

dy
 x2  y
HW 14 : Solve y for x = 0.2, 0.4 from the given O.D.E. dx and
y = 0.8 at x = 0.
Solution : y1  y  0.2   0.99029, y2  y  0.4   0.120828

Topic 3.2 : Fourth Order Runge – Kutta method for solving II order
differential equation

Eg 15 : Consider the II order initial value problem

y   2 y   2 y  e 2t sin t with y  0    0.4 and y   0    0.6 using fourth
order Runge – Kutta method, find y (0.2), z (0.2).
Solution : Let t  x
 y   2 y   2 y  e 2 x sin x, y  x  0   0.4
y   x  0   0.6
 y   2 y   2 y  e 2 x sin x  1
Here h  0.2
Setting y   z , y   z 
 1  z   2 z  2 y  e 2 x sin x
dy
Let f1  x, y, z    z,
dx
d2y dz
& f 2  x, y , z   2
  2 z  2 x  e 2 x sin x
dx dx
10 Unit IV – Initial Value Problems For Ordinary Differential Equations
k1  hf1  x0 , y0 , z0  ℓ 1  hf 2  x0 , y0 , z0 
  0.2   z0    0.2   2 z0  2 y0  e 2 x0 sin x0 
 
  0.2  0.6   0.12 2 0 

  0.2   2  0.6   2  0.4   e sin  0  
 
 0.136
 h k ℓ   h k ℓ 
k2  hf1  x0  , y0  1 , z0  1  ℓ 2  hf 2  x0  , y0  1 , z0  1 
 2 2 2  2 2 2
 0.2   0.2 0.2 
0  2 ,  0  2 , 0.4  2 , 
    0.2  f 2  
  0.2   0.4  
0.12 
,  0.6  0.136 
 2   2 
 
 0.6   0.136    0.2  f 2  0.1,  0.46,  0.532
 2   2  0.532   2  0.46  
 0.1064   0.2   2 0.1 
  e   sin  0.1 
  0.2   1.064  0.92  0.1294
 0.00292
 h k ℓ   h k ℓ 
k3  hf1  x0  , y0  2 , z0  2  ℓ 3  hf 2  x0  , y0  2 , z0  2 
 2 2 2  2 2 2
 0.2   0.2 0.1064 
0  2 ,  0  2 , 0.4  2 , 
    0.2  f 2  
 0.1064   0.00292 
  0.2  f1 0.4  ,  0.6 
 2   2 
 
 0.6  0.00292    0.2  f 2  0.1, 0.4532, 0.60146
 2   2  0.60146   2  0.4532  
  0.2  f1  0.1, 0.4532, 0.60142   0.2   2 0.1 
  e   sin  0.1 
  0.2   0.60146  0.1203
  0.2   1.20292  0.9064  0.12194
 0.0105
k4  hf1  x0  h, y0  k3 , z0  ℓ 3  ℓ 4  hf 2  x0  h, y0  k3 , z0  ℓ 3 
0  0.2,  0  0.2, 0.4  0.1203, 
  0.2  f 2 
  0.2  f1  0.4  0.1203,    0.6  0.0105 
 0.6  0.0105   2  0.6105   2  0.5203 
  0.2  f1  0.2, 0.5203, 0.6105   0.2   2 0.2 
  e   sin  0.1 
  0.2   0.6105
  0.2   1.221  1.0406  0.29638
 0.1221
 0.0825
MA8491 Numerical Methods
11 .

1 1
y   k1  2k1  2k2  2k3  z   ℓ 1  2ℓ 2  2ℓ 3  ℓ 4 
6 6
 0.1159  0.03194
y1  y  0.2   y0  y z1  z  0.2   z0  z
 0.5159  0.2806

CW 16 : Given y   xy   y  0, y  0   1, y   0   0, find the value of y(0.1)

by using R. K. method of fourth order.
Solution : y (0.1) = 0.9950

HW 17 : Given y   x  y    y  0, y  0   1, y   0   0, find the value of

22

y(0.2) by using R. K. method of fourth order.

Solution : y (0.2) = 0.9801

Topic 3.3 : R. K. Method for simultaneous first order differential

equations
dy dz
 f1  x, y, z  &  f 2  x, y , z 
Solving the equation dx dx with
the initial conditions y  x0   y0 , z  x0   z 0 .

Now starting from  x0 , y0 , z0  with increments,

y & z
in y & z
respectively. Use formula
k1  hf1  x0 , y0 , z0  ℓ 1  hf 2  x0 , y0 , z0 
 h k ℓ   h k ℓ 
k2  hf1  x0  , y0  1 , z0  1  ℓ 2  hf 2  x0  , y0  1 , z0  1 
 2 2 2  2 2 2
 h k ℓ   h k ℓ 
k3  hf1  x0  , y0  2 , z0  2  ℓ 3  hf 2  x0  , y0  2 , z0  2 
 2 2 2   2 2 2 
k4  hf1  x0  h, y0  k3 , z0  ℓ 3  ℓ 4  hf 2  x0  h, y0  k3 , z0  ℓ 3 
1 1
y   k1  2k2  2k3  k4  z   ℓ 1  2ℓ 2  2ℓ 3  ℓ 4 
6 6
y1  y0  y z1  z0  z

dy dz
 xz  1,   xy
Eg 18 : Solving the system of differential equation dx dx
for x = 0.3 using fourth order R. K. method, the initial values are
x = 0, y = 0, z = 1.
Solution : Given x0  0, y0  0, z0  1, h  0.3.
12 Unit IV – Initial Value Problems For Ordinary Differential Equations

f1  x, y, z   xz  1 f 2  x, y, z    xy
k1  hf1  x0 , y0 , z0    0.3  x0 z0  1 ℓ 1  hf 2  x0 , y0 , z0    0.3  0  0  
  0.3 0  1  0.3 0
 h k ℓ   h k ℓ 
k2  hf1  x0  , y0  1 , z0  1  ℓ 2  hf 2  x0  , y0  1 , z0  1 
 2 2 2  2 2 2
 0.345  0.007
 h k ℓ   h k ℓ 
k3  hf1  x0  , y0  2 , z0  2  ℓ 3  hf 2  x0  , y0  2 , z0  2 
 2 2 2   2 2 2 
 0.3448  0.0078
k4  hf1  x0  h, y0  k3 , z0  ℓ 3  ℓ 4  hf 2  x0  h, y0  k3 , z0  ℓ 3 
 0.3893  0.031032
1 1
y   k1  2k2  2k3  k4   0.34482 z   ℓ 1  2ℓ 2  2ℓ 3  ℓ 4   0.01011
6 6
y1  y0  y  0  0.34482 z1  z0  z  1   0.01011
 y  0.3  0.34482  z  0.3  0.98989
CW 19 : Solve the simultaneous differential equation
dy dz
 2 y  z,  y  3 z , y  0   0, z  0   0.5
dx dx
for y (0.1) and z (0.1) using R. K. method of fourth method.
Solution : Given x0  0, y0  0, z0  0.5, h  0.1
 y  0.1  0.04814, z  0.1  0.37263.
HW 20 : Using the R. K. method, tabulate the solution of the system
dy dz
 x  z,  x  y, y  0, z  0,
dx dx
when x = 0 at intervals of h = 0.1 from x = 0.0 to x = 0.2.
Solution : Given x0  0, y0  0, z0  1, h  0.1
 y  0.1  0.1050, z  0.1  0.9998
y  0.2   0.2199, z  0.2   0.9986
Topic 4 : Milne’s predictor and corrector methods (multistep method)
Milne’s predictor formula
4h
yn 1, p  yn 3   2 yn  2  yn 1  2 yn 
3
Milne’s corrector formula
h
yn 1, c  yn 1   yn 1  4 yn  yn 1 
3
MA8491 Numerical Methods
13 .

dy 1
  x  y  , y  0   2, y  0.5   2.636,
Eg 21 : Given dx 2
y 1  3.595, y 1.5   4.968 by Milne’s method to find y (2).
Solution : Given
x0  0 x1  0.5 x2  1 x3  1.5 x4  2
y0  2 y1  2.636 y2  3.595 y3  4.968 y4  ?
Here h = 0.5
1
y    x  y   f  x, y 
Given 2
By Milne's predictor formula,
4h
yn 1, p = yn 3 +  2yn 2  yn 1  2 yn 
3
4h
n  3, y31, p = y0 +  2y1  y2  2 y3   1
3
1 1
Now, y1 =  x1  y1  = 0.5+2.636 =1.568
2 2
1 1
y2 =  x2  y2  = 1+3.595 =2.2975
2 2
1 1
y3 =  x3  y3  = 1.5+4.968 =3.234
2 2
4  0.5 
1  y4, p = 2+  2 1.568   2.2975  2  3.234  
3 
= 6. 871  = y4 , say 
By Milne’ corrector formula,
h
yn 1, c  yn 1   yn 1  4 yn  yn 1 
3
h
n  3, y4, c  y2   y2  4 y3  y4    2
3
1 1
Now y4   x4  y4    2  6.871  4.4355
2 2
0.5
 2   y4, c  3.595   2.2975  4  3.234   4.4355
3
0.5
 3.595  19.669   6.8732
3
 Corrected value of y at 2 is y  2  = 6.8732.
14 Unit IV – Initial Value Problems For Ordinary Differential Equations

dy 3
 x  y, y  0   2, y  0.2   2.073,
CW 22 : Given dx the values of
y  0.4   2.452, y  0.6   3.023 are got by R.K. Method. Find
y  0.8  by Milne’s method.

Solution : y4, p  4.1659, y4, c  3.7953

HW 23:Solve y   x  y , 0  x  1, y  0   0, y  0.2   0.02,
2

y  0.4   0.0795, y  0.6   0.1762 by Milne’s method to find y (0.8) and y (1).
Solution : y (0.8) = 0.3046, y (1) = 0.4515.
Topic 5 : Adam’s predictor and corrector methods
(efficient multistep method) [Adam’s-Bashforth method]
Adam’s predictor formula :
h
yn 1, p  yn  55 yn  59 yn 1  37 yn  2  9 yn  3 
24
Adam’s corrector formula :
h
yn 1, c  yn  9 yn 1  19 yn  5 yn 1  yn  2 
24
 x 2 1  y  , y 1  1, y 1.1  1.233, y 1.2   1.548,
dy
Eg 24 : Given dx
y 1.3  1.979, evaluate y (1.4) by Adam’s-Basforth method.
Solution : Given
x0  0 x1  1.1 x2  1.2 x3  1.3 x4  1.4
y0  1 y1  1.233 y2  1.548 y3  1.979 y4  ?
Here h = 0.1
By Adam’s predictor formula,
h
yn 1, p  yn  55 yn  59 yn 1  37 yn  2  9 yn  3 
24
h
n  3, y4, p  y3  55 y3  59 y2  37 y1  9 y0   1
24
Here y0  x0 2 1  y0   12 1  1  2
y1  x12 1  y1   1.1 1  1.233  2.70193
2

y2  x2 1  y2   1.2  1  1.548  3.60912

2

y3  x3 1  y3   1.3 1  1.979  5.0345

2

0.1
 1  y4, p 1.979  55  5.0345   59  3.60912   37  2.70193  9  2  
4 
 2.5870451
MA8491 Numerical Methods
15 .

By Adam’s corrector method,

h
yn 1, c  yn  9 yn 1  19 yn  5 yn 1  yn  2 
24
h
 n  3 , y4, c  y3  9 y4  19 y3  5 y2  y1    2
24
y4   x4  1  y4   1.4  1  2.5871  7.030716
2 2

0.1
  2   y4, c 1.979  9  7.030716   19  5.0345   5  3.60912    2.70193 
24 
 2.5772844.
2
CW 25 : Using Adam’s Bashforth method, find y (4.4) given 5 xy   y  2,
y (4) =1, y (4.1) =1.0049, y (4.2) =1.0097 & y (4.3) =1.0143.
2  y2
y  ,  y4, p  1.0186 & y4, c  1.0187.
Solution : Here 2x
CW 26 : Evaluate y (0.9), using Adam Bashforth’s predictor-corrector
1
dy
 xy 3 ,
method, given that dx y (1)=1, y (1.1)=1.10681, y (1.2)=1.22787
and y (1.3)=1.36412.
Solution : Here h = – 0.1,  y4, p  0.906518 & y4, c  0.906520.
16 Unit IV – Initial Value Problems For Ordinary Differential Equations

PART – A
dy
 x  y,
1. Use Euler’s method to find y (0.2) and y (0.4) given dx
y (0) = 1 with h = 0.2.
Solution : f  x, y   x  y, x0  0, y0  1, x1  0.2, x2  0.4
By Euler algorithm,
y1  y0  hf  x0 , y0   1   0.2   x0  y0   1   0.2   0  1
i.e., y1  y  0.2   1.2
y2  y1  hf  x1 , y1   1.2   0.2   x1  y1   1.2   0.2   0.2  1.2
 1.2  0.28
i.e., y2  y  0.4   1.48
y3  y2  hf  x2 , y2   1.48   0.2   x2  y2   1.48   0.2   0.4  1.48
 1.48  0.376
i.e., y3  y  0.6   1.856
2. Write the Adam-Bashforth predictor and corrector formulae.
Solution : Adam’s predictor and corrector formulas are
h
yk 1, p  yk  55 yk  59 yk 1  37 yk  2  9 yk  3 
24
h
yk 1, c  yk  9 yk 1  19 yk  5 yk 1  yk  2 
24

dy
 x  y,
3. Find y (0.1) by using Euler’s method given that dx
y (0) = 1.
Solution : Given,
f  x, y   x  y, x0  0, y0  1, x1  0.1, h  0.1
By Euler algorithm,
y1  y0  hf  x0 , y0 
 1   0.1  x0 +y0 
 1   0.1  0  1
 1  0.1
 1.01
i.e., y  0.1  1.01
MA8491 Numerical Methods
17 .

4. What are multistep methods? How are they better than single step
methods?
Solution : 1. Milne’s predictor – correction method.
2. Adams-Bashforth predictor – correction method.
In the single step methods, it is not possible to get any information
about truncation error.
In the multi step methods, it is possible to get easily a good estimate of
the truncation error.
5. Using Taylor series method, find y (1.1) given that y   x  y, y 1  0.
Solution : Given y   x  y, x0  1, y0  0, h  0.1
y  x  y y0  x0  y0  1  0  1
y   1  y  y0  1  y0  1  1  2
y   y  y0  y0  2
y iv  y  y0iv  y0  2
h h2 h3 h 4 iv
y1  y0  y0  y0  y0  y0  ...
1! 2! 3! 4!
 0.1  0.1  0.1
2 3 4
0.1
 y 1.1  0  1   2   2   2   ...
1! 2! 3! 4!

 0.1  0.1
3 4

 0.1   0.1 
2

3 1.2
 0.1  0.01  0.0003  0.0000083
 0.1103083
 0.1103  correct to four decimals 
Find y (0.2) for the equation y   y  e , given that y (0) = 0, by using
x
6.
Euler’s method.
Solution : Given, f  x, y   y  e , x0  0, y0  0, h  0.2
x

By Euler algorithm,
y1  y0  hf  x0 , y0 
 0  0.2 f  0, 0 
 0.2 0  e0   0.2
i.e., y  0.2   0.2
18 Unit IV – Initial Value Problems For Ordinary Differential Equations
dy
 f  x, y  with y  x0   y0 .
7. State Euler method to solve dx
Solution : yn 1  yn  hf  xn , yn  when n  0, 1, 2, ...
This is Euler algorithm. It can also be written as
y  x  h   y  x   hf  x, y 
MA8491 Numerical Methods
19 .

Unit IV Assignment problems

dy
 x 2 y  1, y (0)  1
1. Using Taylor series method find y at x = 0.1 if dx

2. Using modified Euler’s method find y at x = 0.1 if

dy
 x 2  y 2 , y (0)  1
dx

3. Using Runge – Kutta method of fourth order, solve

dy y 2  x 2
 with y (0)  1
dx y 2  x 2 at x = 0.2

4. Given y   xy   y  0, y (0)  1, y (0)  0 ,find the value of y(0.1) by

using R.K.method of fourth order.

5. Using R. K method of order 4,find y for x =0.1, 0.2, 0.3 given that
dy
 xy  y 2 , y (0)  1
dx also find the solution at x = 0.4 using Milne’s
method.

2
6. Using Milne’s method to find y(4.4) given that 5 xy   y  2,
y (4)  1, y (4.1)  1.0049, y (4.2)  1.0097, y (4.3)  1.0143 .

2
7. Given y   xy  y , y (0)  1 ,find y(0.1) by Taylor’s method, y(0.2) by
Euler’s method, y(0.3) by Runge – Kutta method and y(0.4) by Milne’s
method.

dy
 y  x 2  1, y (0)  0.5
8. Consider dx
(i) Using the modified Euler’s method, find y(0.2)
(ii) Using R.K. method of order 4, find y(0.4) and y(0.6)
(iii) Using Adam’s – Bashforth predictor corrector method, find y(0.8).