Chapter 1 Numerical Solution of Ordinary Differential

Equations

Ordinary differential equations (ODE) describe the behaviour of several physical phenomena. We
will mention, as an example, the equation of motion of a material point, the mass-spring system, the
heat equation, RLC circuits, chemical reactions, beam bending, oscillating systems such as
pendulums, etc. Because a large number of these ODEs are analytically unsolvable numerical
methods are needed. In this chapter, we will describe the most important methods for solving
ODEs.

1.1. Taylor’s series method

In general, we will be led to solve the following problem:

(1)

Consider, for example, the following problem:

(2)

This problem has the following analytical solution:

(3)

Expanding the function in terms of the Taylor’s series around the point , we obtain :

(4)

Setting we get the Maclaurin’s series:

(5)

The truncation error, due to the terms neglected in the series is given by :
 (6)

Unfortunately error 6 cannot be calculated because it is impossible to evaluate the derivative at

, with unknown.

Noting that then and equation 5 becomes:

(7)

By using eq. 2 we obtain the following successive derivatives of at :

(8)

By applying equation 7 the solution of problem 2 is :

(9)

Analytical solution 3 gives

So the numerical solution is exact, with fourth digits, when using Taylor’s series at fourth order.

The Taylor’s series method can easily be generalized to higher order equations. Consider for
example the second order equation given by problem :

(10)

The development 5 can be used because all the successive derivatives are known.