t f the most widely used methods and it is particu- larly suitable in cases when the computation of higher deriva- tives is complicated. \ We consider the differential cquation J =f, y) with the initial condition y(x))=Jo. | Let / be the interval between equidistant values of x, Then the first increment in y is computed from the formulae \| Ay=hf(% Jo), kis ( tft ). | ky=lt ( at qinttt), \ i ‘ keel oth, youths), | [AVS EG 42 ytkD, | taken in the given order, \ J (Then\x,ex,+h and y=yyt Ay, Ina similar manner the increment in y for thi « val is cpmputed by means of the formulae e second inter. Km Af (ty yy), too att) a)Numerical Solution of Ordinar ‘y Differential Equations 269 A k. kit (nt tines), k= if Oth, thy Av=, Ot het Maths and similarly for the next intervals, Its to be noted hat the caleutations for the first increment are exactly the same as for any other increment. The change in the formutae for the different intervals is onty in the values of x and ¥ to be substituted. Hence, to obtain Ay for the nth interval we substitute x91, Ye-y, in the expressions for ky, Ra, ete. - Remark. Specially when di/dx is independent of y, say dyfdx=fix). the Runge-Kutta method reduces to Simpson's rule. We have ki=H (x), keys Af (xe+4h), Ky=H (Xot-4A), Ky=AL (xy 4h), and hence by= 3 [seat (rt4 42 (+3) santo] =P fon 4 ot HD ftegt ay, which is the same result as would be obtained by using Simpson's rule Co the interval xy to X»+/ if we take two equal subintervals of width 4/2. J The inherent error in the Runge-Kutta method is of the order 4®. Therefore it is of the same order as that in Simpson's rule, § 7. Ageneral approach to predictors and correctors. Suppose we want to develop a formula which uses the infor: mation of the function y(x) snd its first derivative fe, of vty) at the past three points together with one more old value of the fee as eo pe2652" Kaginestied ‘ntetbounattes ‘ oh art panto be ety tors = O11 Sohaton. Taking * ~ Ky = (tore) = 0 a ‘ Kaw (9p 09) n x 201 mrs twtr 3 = 0.1004 0S + 1.4005) = OIL, 7 a KY Kav(aepmt 5 = 0.1(0 40.0841 oy = 0.1108, 8.1, wo obtain Taw + a0) = O10 Yeoh Ka = alto + Avi + Ki) = 0.1004 0.1 +L + 0.1108) = O.A2108, Therefore, : v= y(0L1) mv tg {Kr + Ka + IK +R) at 10.0 40.22 + 0.2240 + 0.12105) = O.LL034167, BAAWPLE B56 ‘Apply fourth andes Runge-Kutta method to Peashy MO! to determine 510.1) and y{0.2) correct to four deck mal places. Soleton. Taking h = 0.1, we ave Ki = Af leo.) = (045) = 0.08, naw (athne$) = o1)st0-+008) +500 +00)] = 0.06625, nev(o+},m+4) = 0:1 [304009145 (1 +28) = 0,06605625, Ke = Af (x0 + Aye + Ky) = 0.1[3(0 + 0.1) +3 (1 + 008665625)) = 0.1{0.3 + 0.533328125] = 0.0833328125, eave Ww ploy ak eK news §.2(0.06009825) 1 ait? ev n2et2s] 400 \ . gens 22 INS we ost 340.0025) fut (0.2), we NOES that 1 keeartacnd2.tB (ON pyhoueera 0 0811282, A roair(athnt \ 20, rr soaney( 0, 10040813, reat x new (attne) 01 [re 140.05) + 0. 100RI6497,, Kae iia) tau Ka) 5 wearin conned (hosaer tegen] OU S847LL, .0NNN262 LONSSeE = y 10918 1 qgssna 4 tN | Hence HO2MWALKKEK) 1 1.06652422 + H10.0893262-4200 y00409515) +2(0.100836437)+0.11584711] | 1.186801 75601, 1668, BUME 657 Apoly the fourth order Runge-Kutta method to salve a RETA WAL ‘Take step size A= 0.1 and determine appracima Hons 10 90.1) and y(0.2) correct to four decinnal places, » Seanned by CamSeannerPctes TIME A = 0.1, we hye Kia M00) = 0.1104 1) 94 A ‘ Kiear(oed, neh) ~oifoosy + (: “| = 0.1105, h Komir(ath, nok =0) f 05)? 4 (: 4% "| = 0.111605256, Kee MW bo + hye + K;) = 0.10.4)? + (1+ 0.111605256)?) = 0.124566624, ‘Therefore, 2 = HON) = ye + LK 42K + 2K + Ke) =l+ zo. + 2(0.1105) + 2(0.111605286) +:0.124566624) = 1.101462856 = 1.11446. To find (0.2), we have KH) 20.1 +97 =0.1[(0.1)? +(4.11 14628)"] 0124534956, ak krety(i4d, n+) 2 7 =0.1 {(or+4) + (varrasen 258 | =0.1400042, Ak Kay (« tity . ’ =0./ fons (itnann 2X2) | =0.1418371125, Keith n+Ks) 01 5(0.2)" + (1.41946284.0.141897112))} =0.161076063, Neste Nemeriest Methads = 26.53 Hence. Pre rlO.Q)ryy 61s 42K 42K 4 Ka) = LUA2HS6 « [10124534056 4 2(0,1400142) +240. 1414270125) 0-0 161076063) © 1.2529K08 3 1.2530. 76.16 WUMERICAL SOLUTION OF PARTIAL DIFFEREMTIAL! EQUATIONS Partial diffcrentiah cypevone appear in the descrip lon of physical procdsecs in applied sciences and engineering. A differential equation which invalves more than one independent variable is called » partial differential equation, We restrict vurvelves to second order partipt differential equations, The general second order linear partial differential equation is of the for Aity + Ally + Cu), + Duy + Buy + Fue G, where A.B.C,D, and y. Equations of imo three types: . F. and G are all functions of x above form can be classified ty) UB 4 ae 0 at a point in the (x, y) plane, then the uation is called ellipitc. For example, tte equation us, + up, = 0, known as Laplaee equation, a IB? — 4 AC 20 ate point in the (2, » Blanc, then the equation is called parabalic. For example, the equation uw, - u, = 0, salled the heat conffuction equation, is pamnbotic, B?-4AC> Oma then the equation is clip (ii) diy int in the (x, y) plane, alled hyperbolic. For cxample, the equation ws, ~ dus = 0, 8s the Wave equation, is hyperbolic. ‘The most popular method for solving, partial differ- ential equation x finite-difference method. This method is based on formulas for approximating the first and second derivatives of a function, 26.16.1 Formation of Difference Equetion To get finite difference analogue of a partial differential equation, we replace the derivatives in