NUMERICAL SOLUTION OF SECOND ORDER

LINEAR DIFFERENTIAL EQUATIONS USING FINITE

DIFFERENCE METHOD

BY: KUMA JAGEMA

ADVISOR: Mr. MASHO JIMA. (M. SC)
 ACKNOWLEDGEMENT

• First of all, I would like to thanks God for helping me

from beginning to the end of research Next, I would
like to thank my advisor Mr. Masho Jima for his
valuable contribution and guidance from the title
selection to proposal building.
• Finally, I would like to say thank you for my family
for supporting me.
 Outline…
INTRODUCTION
Statement of the Problem
Objectives
METHODOLOGY
Result and Discussion
Conclusion and
Recommendation
 INTRODUCTION
Background of The Study
• A differential equation is an equation that relates a function
to its derivative(s).
• The unknown is the function.
• A differential equation is said to be ordinary if the function is
univariate and more precisely if its domain is a connected
subset of ℝ.
• Ordinary differential equations arise in many different
contexts.
• These different contexts include fundamental laws of
physics, mechanics, electricity, thermodynamics, and also
population and growth modeling.
 Cont…
• Linear differential equations, which have solutions that can
be added and multiplied by coefficients, are well-defined
and understood, and exact closed-form solutions are
obtained.

• By contrast, ODEs that lack additive solutions are

nonlinear, and solving them is far more intricate, as one can
rarely represent them by elementary functions in closed
form:

• Instead, exact and analytic solutions of ODEs are in series

or integral form [1].
 Statement of the Problem
• Many studies have been devoted in order to find the
solution of ordinary differential equations.
• Thus, numerical methods have been developed and
have proved really helpful to solve those ordinary
differential equations.
• Due to this, the present study answers the following
question.
• How do you define second order linear differential equations?
• Which numerical methods are used to solve second-order
linear DE of BVPs?
• How to compute numerical examples for second-order linear
DE of BVPs?
 Objectives
• General Objective
– The general objective of this study is to assess numerical
solution of second order linear differential equations of
boundary value problems.

• Specific Objectives
 The specific objectives of this study are:
 To define second order linear differential equations?
 To identify numerical methods are used to solve second-
order linear DE of BVPs?
 To compute numerical examples for second-order linear DE
of BVPs?
 Significance of the Project
This project might;
– It helps students as reference material
– it may uses as initial point or source of
information.
– It may help who want to do more research on this
area
 METHODOLOGY
• Study area and period
– Study were conducted in Jimma University College of
natural sciences department of mathematics from
September 2021 to August 2022.
• Study Design
– This project was employed documentary review design
to indicate numerical solution of second-order linear
differential equations.
• Source of information
– During conducting this research, the data were collected
from review article, book numerical solutions of DEs,
and different internet websites.
 Mathematical Procedure
• In order to achieve the stated objective of the
study, the following mathematical procedures were
applied:
• Describing second order linear differential
equation.
• Identifying numerical methods used to solve linear
differential equations of IVPs.
• Performing the example of the equations and
applying the methods.
• Comparing an error obtained by the problems in
each method.
 Result and Discussion
Solving Second Order Linear Differential Equations Using Finite Difference
Method
• Since the ordinary differential equation is of second order, we need to prescribe
two suitable conditions to obtain a unique solution of the problem. If the
conditions are prescribed at the end points x = a and x = b, then it is called a
two-point boundary value problem.
y ''second
• Consider the    
y ' q linear
p x order  
x y differential  
x  a, b
f x , equation
(1)

• with the boundary a

y xcondition 0 and y  xn   b (2)

p  x, q  x r x x  a, b 

• with and are continuous for all .
• There exists many methods of solving second order ordinary differential equations.
 Finite difference method
• The finite difference method is used to solve ordinary
differential equations that have conditions imposed on
the boundary rather than at the initial point.
• These problems are called boundary-value problems.
Subdivide the interval [a, b] into n equal sub-intervals.
The length of the sub-interval is called the step length.
We denote the step length by ∆x or h. Therefore
ba
x 
h
a  x0 , x1  x0  h, x2  x0  2h,..., xi  x0  ih,..., xn  x0  nh  b
• The points are called
the nodes or nodal points or lattice points.
 Cont…
• We denote the numerical solution at any point by and the exact
solution by .
• To obtain the appropriate finite difference approximation to the
derivative we proceed to expanding in Tailor series

h2 h3
y  x  h   y  x   hy '  x   y ''  x   y '''  x   ...
2! 3!
• Which gives
y  x  h   y  x  h 2 y ''  x 
y ' x    ...
h 2! h

y  x  h  y  x
y ' x   O h (4)
h
 Cont…
• Equation (4) is called the forward finite difference
approximation for y ' x  .
• In similar ways the expansion
h2 h3
• (5)
y  x  h   y  x   hy '  x   y ''  x   y '''  x   ...
2! 3!
• Which yields
y  x   y  x  h  h 2 y ''  x 
• y ' x    ...
h 2! h
• y  x  y x  h (6)
y ' x   O h 
• Equation (6) is called h the backward finite
difference approximation for y '  x .
 Cont…
• Again by subtracting equation (5) from equation
(3) we have

y ' x 
y  x  h  y  x  h
 O  h2 
(7)
2h

• Equation (7) is called the central finite difference

for .
 Cont…
• Similarly adding equation (3) and (5) we have
 h2 h3 
 
y x  h   
 y x  hy '  
x  y ''  
x  y '''   
x  ...
 2! 3! 
 h2 h3 
  y  x  h   y  x   hy '  x   y ''  x   y '''  x   ... 
 2! 3! 
y  x  h   y  x  h   2 y  x   h 2 y ''  x   ...

y  x  h  2 y x  y x  h (8)
y ' x  2
 O h 2

h
• Equation (8) is called the central finite difference fory '  x 
• Now to solve Eq.(1) and (2) we can use x  x  ih with i 0

the corresponding values y  x   y  x  ih for i  0,1,..., n

i 0
 Cont…
Then equations (7) and (8) also written as
yi 1  yi 1
yi'   O h2  (9)
2h

yi 1  2 yi  yi 1
And yi'' 
h2
 O  h 2

(10)

• Now using equations (9) and (10) into (1) it gives

yi 1  2 yi  yi 1 yi 1  yi 1
2
 pi  qi yi  fi i  1,..., n  1
h 2h
1
• Multiplying both terms by
y gives
 2y
i 1 i  yi 1  hpi  yi 1  yi 1   h 2
q y
i i  h 2
fi
2
 1   1 
1  hpi  yi 1  2  h qi  yi  1  hpi  yi 1  h fi , i  1,..., n  1
2 2
• Which leads
 2   2  (11)
• with y0  a and yn  n
(12)

• Equation (11) together with equation (12) compromise with a tridiagonal system which can be solved the method.
 Numerical Example
• Example 4.1
• Consider the boundary value problem

• With the exact is given by

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 Cont…
• The above equations have a coefficient matrix that is tridiagonal
(we can use Thomas’ algorithm to solve the equations) and is also
strictly diagonally dominant (convergence is guaranteed if we use
iterative methods such as the Gauss-Siedel method). Solving the
equations we get,

• The exact solution of the ordinary differential equation is derived

as follows. The homogeneous part of the solution is given by
solving the characteristic equation
Cont…
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Cont…
Cont…
 Cont…

• Unlike other examples in this chapter and in the book,

the above expression for the deflection of the beam is
displayed with a larger number of significant digits.
• This is done to minimize the round-off error because the
above expression involves subtraction of large numbers
that are close to each other.
 Cont…
• b) To calculate the relative true error, we must
first calculate the value of the exact solution at
y  50
 Conclusion and Recommendation
Conclusion
• The differential equation of first order have one initial condition to satisfy.

• While in second order differential equation to approximate the solution we

apply the boundary condition, thus the problem is called boundary value
problems, that the differential equations with conditions imposed at different
points.

• To solve such second order boundary value problems different methods like
shooting method, finite difference method, Rayleigh Rietz methods.

• Thus, this project discussed on finite difference method for boundary value
problems.

• In order to solve this first we discretize the data and then, by applying the first
order and the second order central difference formula we can easly, solve for
the values of at a particular points.
 Recommendation
Second order differential equations are solved in
different methods.

From these finite difference method is the one

which is applicable to solve ODE.

Hence, one can extend this method to higher

order differential equations
 o u
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