This document discusses numerical methods for solving ordinary differential equations. It covers:
1) Taylor series method, which expresses the solution as a Taylor series and computes derivatives at the initial point.
2) Euler's method, which uses the slope at the initial point to estimate the solution over small steps.
3) Modified Euler's method, which improves on Euler's method by averaging the slope over each step.
4) Runge-Kutta methods, which use weighted averages of multiple slope estimates within each step to achieve higher accuracy than Euler's method with larger step sizes.
This document discusses numerical methods for solving ordinary differential equations. It covers:
1) Taylor series method, which expresses the solution as a Taylor series and computes derivatives at the initial point.
2) Euler's method, which uses the slope at the initial point to estimate the solution over small steps.
3) Modified Euler's method, which improves on Euler's method by averaging the slope over each step.
4) Runge-Kutta methods, which use weighted averages of multiple slope estimates within each step to achieve higher accuracy than Euler's method with larger step sizes.
This document discusses numerical methods for solving ordinary differential equations. It covers:
1) Taylor series method, which expresses the solution as a Taylor series and computes derivatives at the initial point.
2) Euler's method, which uses the slope at the initial point to estimate the solution over small steps.
3) Modified Euler's method, which improves on Euler's method by averaging the slope over each step.
4) Runge-Kutta methods, which use weighted averages of multiple slope estimates within each step to achieve higher accuracy than Euler's method with larger step sizes.
This document discusses numerical methods for solving ordinary differential equations. It covers:
1) Taylor series method, which expresses the solution as a Taylor series and computes derivatives at the initial point.
2) Euler's method, which uses the slope at the initial point to estimate the solution over small steps.
3) Modified Euler's method, which improves on Euler's method by averaging the slope over each step.
4) Runge-Kutta methods, which use weighted averages of multiple slope estimates within each step to achieve higher accuracy than Euler's method with larger step sizes.
Initial Value Problems for Ordinary Differential Equations
Introduction: The analytic methods of solving differential equations are applicable only to limited class of equations. The differential equations appearing in physical problems do not fall into the category of familiar types. Therefore one has to study numerical method to solve such equations. Basically a first order differential equation of the form y = f(x,y), y(x0 ) = y0 .. (1) is to be solved numerically by different methods. The methods for the solution of the initial value problem (1) can be classified mainly into two types. They are single step method and multi-step methods. In single step methods, the solution at any point Xi+1 is obtained using the solution at only the previous point xi where as in multistep method the solution is obtained using the solution at a number of previous points. These methods yield the solution in one of the two forms: (i) A series for y in terms of powers of x, from which the value of y can be obtained by direct substitution. (ii) A set of tabulated values of x and y. Taylor Series Method : Here, we describe the method to solve the initial value problems using Taylor series method. This method is the fundamental numerical method for the solution of initial value problems (1). Consider the differential equation (1) Let y = y(x) be a continuously differentiable function satisfying the equation (1). Expanding y in terms of Taylor series around the point x = x0, we get ' (x-x0 )2 '' (x-x0 )3 ''' y = y0 + (x-x0 )y0 + y0 + y0 +........... (2) 2! 3! The value of the differential coefficients y'0 , y''0 , y'''0 , .......... at x = x0 can be computed from the equation y' = f(x,y) Example 1. Use Taylor series method to find y(0.1) from the equation = 3 + 2 with y(0)=1. Find the value of y for x = 0.1 correct to 3 decimal places. Solution. Given = 3 + 2 .(i) Differentiating w.r.t x, we get = 3 + 2 .(ii) = 2 + 2( )2 (iii) Given y(0)=1. So putting x=0 and y=1 we get from (i) (0) = 1 Putting x=0 and y=1 and (0) = 1 from (ii) we get (0) = 3 + 2(1)(1) = 5 Similarly, we get (0) = 12 from (iii). Substituting these values in the above Taylor series expansion (2),we get 2 3 =1++ (5) + (12) +.. . 2! 3! (0.1)2 (0.1)3 Therefore y(0.1)= (0.1) = 1 + 0.1 + (5) + (12) = 1.127 correct to 2! 3!
3 Decimal places. Example 2. Use Taylor series method to find y(0.1) and y (0.2) from the equation = with y(0)=1. Solution. Given = . Therefore (0) = 0. = , (0) = 1 = 2 , (0) = 0 = 3 , (0) = 3 Similarly, (0) = 0, (0) = 15 Substituting these values in the above Taylor series expansion (2),we get 2 3 4 5 6 =1+0+ (1) + (0) + (3) + (0) + (15) +.. . 2! 3! 4! 5! 6! 2 4 6 =1 + + 2 8 48 Exercises: Use Taylor series method to solve the differential equations numerically correct to three decimal places. i) = 2 + 3 , y(0)=1 at x=0.1 ii) = (1 2 2 ), y(0)=1 at x=0.1 and x=0.2
Eulers Method: In Taylor series method, we express a series for y in terms of powers of x, from which the value of y can be obtained by direct substitution. As the approximation is poor, we derive Euler method by using Taylor series method, where the values of y are computed by short steps ahead for equal intervals h of the independent variable. dy Consider the differential equation f (x, y) dx with the initial condition y(x 0 ) y0 .
If y(x) is the exact solution of the above equation, then the Taylors
series for y(x) around x x 0 is given by
(x x 0 )2 11 y(x) y0 (x x 0 )y01 y0 . . . 2! Neglecting second and higher order terms, we get y(x) y0 (x x 0 )y0' .
Denoting x x 0 h , we get y(x 0 h) y0 h y(x 0 )' where y(x 0 )' f (x 0 , y0 ) .
Taking x1 x 0 h , we get y1 y0 h f (x 0 , y0 ) .
Similarly y2 y1 h f (x1 , y1 ) .
Proceeding in this way , for x n 1 x n h , we obtain the general formula
yn 1 yn h f (x n , yn ) . Example 1. Using Eulers method, find an approximate value of y
corresponding to x=1, given that = + 2 and y=1 when x=2.
Solution. (, ) = + 2 . +1 = + ( , ) = + 0.1( + 2) Let us take n=10 and h=0.1. The various calculations are arranged as follows.
Remark : The process is very slow and to obtain reasonable accuracy with Eulers method, we need to take a smaller value for h. Because of this restriction on h, the method is unsuitable for practical use a modification of it, known as modified Eulers method, which gives more accurate results. Modified Eulers method : Instead of approximating f (x, y) by f (x 0 , y0 ) , we approximate the integral h by means of Trapezoidal rule to obtain y1 y0 f (x 0 , y0 ) f (x1, y1(0) ) . 2 We thus obtain the iteration formula h y1(n 1) y0 f (x 0 , y 0 ) f (x1, y1(n) ) , n 0,1, 2,... 2 Where y1(n ) is the nth approximation to y1 , which can be found using Eulers formula y1(0) y0 hf (x 0 , y0 ) .
Example 1.Using modified Eulers method , Solve = + ,y(0)=1
Choose h= 0.2, Compute y(0.4).
Solution : Here (, ) = + x0=0, y0=1. Let x1=x0+h = 0.2 and x2=x1+h = 0.4. We have to find y1=y(x1)=y(0.2) and y2=y(x2)=y(0.4). Now, f(x0,y0)=f(0.1)=0-1= -1. Therefore by Eulers formula, y1(0)=y0+h f(x0,y0)= 1 + (0.2)(0+1)=1.2 (1) (0) By Modified Eulers formula, 1 = 0 + {(0 , 0 ) + (1 , 1 )} 2 0.2 =1+ {(0 + 1) + 0.2 + 1.2} = 1.2295 2
Note: In Euler method, the interval length h should be kept small and hence these methods can be applied for tabulating y over a limited range only. Exercise
1. Using Eulers method, find the approximate value of y, when x=0.2 by
taking step length h=0.1. Given that = 1 , (0) = 1
2. Solve the equation = (1 + ), (1) = 1 at x = 1.1 taking step
length h=0.05.
Runge-Kutta Methods Introduction: Eulers method is less efficient in practical problems since it requires h to be small for obtaining reasonable accuracy. The Runge-Kutta methods are designed to give greater accuracy and they possess the advantage of requiring only the function value at some selected points on the subinterval. The basic idea of R- K methods is to approximate the integral by a weighted average of slopes and approximate slopes at a number of points in the interval [ xi, x i+1]
I. Runge Kutta Method of Second Order:
Consider the initial value problem = (, ), ( ) = .
The second order R-K method formula is given by,
That is the value of y at x = xi is : = + ( + ).
Where, = ( , ) = ( + , + ). Example 1. Apply RK method of order two to find the value of y when x=0.2,
We need to find y at = + . The fourth-order Runge-Kutta
method formula is given by
= ( + ) = + ( + + + )
Where = ( , )
= ( + , + )
= ( + , + )
= ( + , + ). Example 1. Using 4th order Runge Kutta method , solve = + 2 with y(0)=1 at x= 0.2 in steps of length h=0.1 Solution. Here (, ) = + 2 x0=0, y0=1 , h=0.1, x1= 0+h=0.1, x2 = 0.1+0.1=0.2 To fond y2=y(x2)=y(0.2). k1 = h f(x0, y0)=(0.1)(0+12)=0.1 k2 = h f(x0+h/2, y0+k1/2)=(0.1)f(0.05, 1.05)=0.11525 k3 = h f(x0+h/2, y0+k2/2)=(0.1)f(0.05, 1.057625)=0.116857 k4 = h f(x0+h, y0+k3)=(0.1)f(0.1, 1.116857)=0.13474. Then using RK formula,
