DNYANOPASAK SHIKSHAN

MANDAL’SCollege of Art’s Commerce

and Science Synopsis
Academic year 2018-19
NAME : PATHAN ARBAZ KHAN
CLASS : M.Sc IST YEAR
SUBJECT : MATHEMATICS

PAPER NAME : ORDINARY DIFFERENTIAL EQUATION

PAPER NO : III rd

SEMINAR TOPIC : METHOD OF SUCCESSIVE APPROXIMATION

ROLL NO : 9429
DATE : / /2019

Signature of student Signature of teacher

 The method of successive approximation

Let R be a rectangle given by,

R : I x-x0 I ≤ a , I y-y 0 I ≤ b , (a , b > 0 )

Let, f(x,y) be any point which is continuous real valued function on R i.e. f:R →R
We consider the differential equation
yI = f(x,y) …… (1)
i.e. dy/dx = f(x,y(x))
We are interested in finding a solution say 𝜙 on some interval I containing x 0
there is a solution 𝜙 of (1) satisfying
𝜙(x0) = y0 …....(2)

i.e. 𝜙 passes through the point (x0,y0). By this we mean there is a real valued
differentiable function 𝜙 satisfying (2) such that the points (x, 𝜙(x)) are in R for x
in I, and
𝜙(x) = f(x,𝜙(x))
for all x in I
such a function 𝜙 is called a solution to the initial value problem
yI = f(x,y) , y(x0) = y0 …..….(3)
On I our first step will be to show that the initial value problem is equivalent to an
integral equation namely
𝑥
y = y 0 + ∫𝑥 f(t, y)dt ……….(4)
0
on I
∴ yI = f(x,y) , y(x0) = y0
∴ Integrating from both sides with respective to x within limits from x 0 to x
We get,
𝑥 𝑥
(y(x))𝑥0 = ∫𝑥 f(t, y)dt
0
 𝑥
y(x)-y(x 0) =∫𝑥 f(t, y)
0
dt 𝑥
y(x) =y(x0) + ∫𝑥 f(t, y)
0

𝑥
dt
y = y0 + ∫𝑥0 f(t, y)dt

By a solution of this equation on I is mean a real valued continuous function 𝜙 on

I such that (x, 𝜙(x)) is in R for all x in I and
𝑥
𝜙 (x) = y0 + ∫𝑥 f(t, 𝜙(t))dt…..(5)
0

For all x in I
 Theorem :-
A function 𝜙 is a solution of initial value problems
yI = f(x,y) , y(x0)= y0
On an interval I iff it is the solution of the integral equation

Y=+ ∫𝑥 f(t, y) dt on interval

𝑥I 0

Proof :-
Suppose 𝜙 is a solution of initial value problem
yI = f(x,y) , y(x0)= y0 …(1)
So that 𝜙 is continuously differentiable on I such that
𝜙(x) = f(x,(x)) or 𝜙I (t) = f(t,𝜙(t)) ….(2)

Since 𝜙 is continuous on I and f is continuous on R the function f is defined by

F(t) = f(t, 𝜙(t))
Is continuous on I
Integrating (2) from x 0 to x we obtain
𝑥 𝑥
{ 𝜙(x)}𝑥 = ∫𝑥 f(t, 𝜙(t))dt
0

0 𝑥
𝜙(x) = 𝜙(x0) +∫𝑥 f(t, 𝜙(t))dt
0

𝑥
Since 𝜙(x0) = y 0 we see that 𝜙 is a solution of Y = y0 + ∫𝑥 f(t, y)
0
dt
Conversely,
Suppose 𝜙 satisfies,
𝑥
𝜙(x) = y0 + ∫𝑥 f(t, 𝜙(t))dt on I
0

Differentiating we find using the fundamental theorem of integral calculus

that, 𝜙(x) = f(x,𝜙(x))
For all x on I
Moreover from (3) it is clear that 𝜙(x0) = y 0
And thus 𝜙 is the solution of initial value problem (1)

Definition: successive approximation

We now define successive approximation to a solution of Initial value problem
that is
YI = f(x,y) , y(x0) = y 0
Define first approximation 𝜙0 as
𝜙0(x) = y0

This function satisfies the initial

condition 𝜙0(x0) = y 0
But does not in general satisfy
𝑥
y = y 0 +∫𝑥 dtf(t,
0
, 𝜙0(t))

however if we compute
𝑥
𝜙1(x) = y0 +∫𝑥 dtf(t,
0
, 𝜙0(t))

𝑥
= y0 +∫𝑥 0 f(t, ) dt

In general k y0approximation is defined

th
𝑥
as 𝜙k(x) = y0𝑥+∫ f(t, 𝜙k-1(t)) dt
0

or
𝑥
𝜙k+1(x) = y0 +∫𝑥 f(t, 𝜙k(t)) dt (k=0,1,2…)
0
Exercises
Consider the Initial value problem y I = 3y +1

a) Show that all the successive approximation 𝜙0,1,𝜙2,… exists for all real x.
b) Compute the first four approximations 𝜙0,1,𝜙2,𝜙3 to the solution.

Let x be an arbitrary
a) Here, f(x,y) = 3y+1
I f(x,y) I = I 3y+1 I
≤ 3IYI + 1 for all x
[If b=1 then I f(x,y) I ≤ 4 , for all x ]
f is continuous on R: IxI ≤ a and IyI ≤ b
So If(x,y)I ≤ 3IyI +1
≤ 3b+1
≤M
Then by previous theorem, all 𝜙k’s exists
For all x
IxI ≤ a =min (a,b/m)
and if we choose b such that
a < b/M
b) 𝜙0(x)= y0 =2
x
𝜙1(x) = y0 +∫x f (t, 𝜙0(t)) dt
0
𝑥
= y0 +∫0 f(t, 𝜙0(t)) dt

( f is continuous on R:Ix-aI≤a, Iy-aI ≤b)

𝑥
= 2 + ∫0 f (t, 2) dt

𝜙0(x) = 2
⇒ 𝜙0(t)= 2
𝑥
= 2 + ∫0 7 dt

f(x,y) = 3y + 1
f(t,2) = 7
= 2 + 7(t) 𝑥0
= 2 + 7x
𝑥
𝜙2(x) = y0 +∫0 f (t,1(t)) dt
𝑥
= 2 + ∫0 f (t,2+7t) dt
𝑥
= 2 + ∫0 (3(2+7t)+1) dt

= 2+(21t2/2 +7t) 𝑥0

= 2+(21x2/2+7x)

2
= 21x /2+7x + 2

and
𝑥
𝜙3(x) = y 0 +∫0 f(t, 𝜙2(t)) dt
𝑥 2
=2 + ∫0 f ( t, 21t /2 +7t) dt
𝑥
= 2 + ∫0 ( 3(21t2 /2 +7t+2)+1)dt
𝑥
= 2 + ∫ [ 63t2 /2 +21t +7]dt =
0
2 +[63t /63 +21t /22 +7t] 0 =𝑥 2
+ [21t /2 +21t
3 /2 +7t]
2 0 =2 𝑥 +

3
21x /2+ 21x 2 = 21x /2
/2+ 7x
+ 21x3/2+ 7x +22