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ISSN: 2230-9926 International Journal of Development Research

Vol. 08, Issue, 02, pp.18973-18976, February, 2018

ORIGINAL RESEARCH ARTICLE

ORIGINAL RESEARCH ARTICLE OPEN ACCESS

SOLUTION OF FIRST ORDER DIFFERENTIAL EQUATION USING NUMERICAL NEWTON’S

INTERPOLATION AND LAGRANGE METHOD
*Faith Chelimo Kosgei
School of Biological and Physical Sciences, Moi University P.O Box 3900 Eldoret Kenya

ARTICLE INFO ABSTRACT

Article History: Differential equation is one of the major areas in mathematics with series of method and
Received 15th November, 2017 solutions. We have analytic method and numerical methods; analytic method is only applicable to
Received in revised form a class of equations, so most of the times numerical methods are used. Most of the researches on
28th December, 2017 numerical approach to the solution of first order ordinary differential equation tend to adopt
Accepted 23rd January, 2018 methods such as Runge Kutta method, Taylor series method and Euler’s method; but none of the
Published online 28th February, 2018 study has actually combined the newt on’s interpolation and Lagrange method to solve first order
differential equation. This study will combine of Newton’s interpolation and Lagrange method to
Key Words: solve the problems of first order differential equation.
Differential equation, Analytic method,
Numerical method.

Copyright © 2018, Faith Chelimo Kosgei. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted
use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citation: Faith Chelimo Kosgei, 2018. “Solution of first order differential equation using numerical Newton’s interpolation and Lagrange method”,
International Journal of Development Research, 8, (02), 18973-18976.

INTRODUCTION changing slightly in the entire domain. This is an example of

the continuous dependence on data that we shall require: A
Many problems in real life situation can be formulated in the well-posed differential equation problem consists of at least
form of ordinary differential equation, hence the need to solve one differential equation and at least one additional equation
the differential equations. A numerical method is a tool such that the system together have one and only one solution
designed to solve numerical problems. A differential equation (existence and uniqueness) called the analytic or exact solution
as for example u'(x) = Cos(x) for 0 <x< 3 is written as an (Joshn Wiley, 1969) to distinguish it from the approximate
equation involving some derivative of an unknown function u numerical solutions that we shall consider. Further, this
(Weisstein, 2004). There is also a domain of the differential analytic solution must depend continuously on the data in the
equation (for the example 0 <x< 3). In reality, a differential (vague) sense that if the equations are changed slightly then
equation is then an infinite number of equations, one for each x also the solution does not change too much. The study in this
in the domain. The analytic or exact solution is the functional regard wishes to determine the solution of first order
expression of u or for the example case u(x) = sin(x) + c where differential equation using combination of Newton’s
c is an arbitrary constant, because of this non uniqueness interpolation and Lagrange method.
which is inherent in differential equations we typically include
some additional equations. For our example case, an Literature review
appropriate additional equation would be u(1) = 2 which
would allow us to determine c to be 2 − sin(1) and hence Let’s consider the following initial value problem
recover the unique analytical solution u(x) = sin(x)+2 − sin(1).
The differential equation together with the additional equation
(s) are denoted a differential equation problem. Note that for
our example, if the value of u (1) is changed slightly, Where
for example from 2 to 1.95 then also the values of u are only
f(x, y) is a known function and the values in the initial
*Corresponding author: Faith Chelimo Kosgei, conditions are also known numbers.
School of Biological and Physical Sciences, Moi University P.O Box
3900 Eldoret, Kenya.
18974 Faith Chelimo Kosgei, Solution of first order differential equation using numerical newton’s interpolation and lagrange method

Euler method Newton’s interpolation method

The Euler method for approximating the solution to the initial-

value problem is given by

Taylor’s series method

The method is given by the expression; Lagrange method

Runge kutta method Example 1

We do have 1st order Runge kutta, 2nd order Runge kutta 3rd, Solve = 1 − (0) = 0
4th etc
Runge Kutta – 4
Taking step h=0.01

Using Newton’s interpolation

Therefore the method is given by

Forming quadratic using Lagrange

Newton’s interpolation

Where

The equation is used to get the values for at any given value
of x

Example 2

Consider the differential equation

Etc.

Lagrange method
We will take to be h=0.01

MATERIALS AND METHODS

The study will combine both Newton’s interpolation method
and Lagrange method to solve first order differential equation.
Since the problem is an initial value problem (IVP), the first
value for y is available. We will use newton’s interpolation to
find the second two terms then use the three values for y to
form a quadratic equation using Lagrange method as follows;
18975 International Journal of Development Research, Vol. 08, Issue, 02, pp.18973-18976, February, 2018

Forming quadratic using Lagrange

Forming quadratic using Lagrange

Table 1. The table showing results of the equation = −

X Combined Newton’s interpolation and Lagrange Exact values Percentage error

0 0 0 0%
0.01 0.01 0.009950166251 0.50083333%
0.02 0.0199 0.019801326 0.498320163%
0.03 0.0297 0.029554466 0.492426423%
0.04 0.0394 0.03921056 0.483135155%
0.05 0.049 0.048770575 0.470468105%
0.06 0.0585 0.058235466 0.454248962%
0.07 0.0679 0.06760618 0.434605238%
0.08 0.0772 0.076883653 0.411461978%
0.09 0.0864 0.086068814 0.384792103%
0.1 0.0955 0.095162581 0.354571093%

Table 2. The table showing results of the equation = −

X Combined Newton’s interpolation and Lagrange Exact Percentage error

0 1 1 0%
0.01 0.99 0.990050166 -0.00506701596%
0.02 0.980101 0.980201326 -0.00983363455%
0.03 0.970303 0.970454466 -0.0000015607%
0.04 0.960606 0.96081056 -0.021290357%
0.05 0.950101 0.951270575 -0.12294872%
0.06 0.941515 0.941835466 -0.034025688%
0.07 0.932121 0.93250618 -0.041305892%
0.08 0.922828 0.923283653 -0.049351355%
0.09 0.913636 0.914168814 -0.058283983%
0.1 0.904545 0.905162582 -0.068228829%

Table 3. The table showing results of the equation = −

X Combined Newton’s interpolation and Lagrange Exact Percentage error

0 0.5 0.5 0%
0.01 0.505 0.504974916 0.004967375%
0.02 0.50995 0.50999933 -0.009672561727%
0.03 0.51485 0.514772733 0.015009924%
0.04 0.5197 0.519594612 0.020282735%
0.05 0.5245 0.524364451 0.02585015%
0.06 0.52925 0.529081726 0.031804916%
0.07 0.53395 0.533745909 0.010893273%
0.08 0.5386 0.538356466 0.04523657%
0.09 0.5432 0.542912858 0.05288915%
0.1 0.54775 0.547414541 0.06195205%

Example 3
′
Solve the initial value problem = − (0) = 0.5
Taking step h=0.01 RESULTS AND DISCUSSION
The method that has been used gives results very close to the
exact value. This is noted by the percentage error that is very
minor. The method is very accurate and easy to use after etting
the quadratic equation. Thus one can get the value of y at any
value of x without necessary getting preceding values of y.

Conclusion and Recommendation

Numerical methods used such as Runge kutta, Euler, Taylor

series methods etc. are cumbersome and have a bigger
18976 Faith Chelimo Kosgei, Solution of first order differential equation using numerical newton’s interpolation and lagrange method

percentage error. I therefore recommend the use of combined Dr. Cuneyt Sert Numerical Methods Interpolation Mechanical
Newton’s interpolation and Lagrange method to solve first Engineering Department Middle East Technical University
order differential equation. Ankara, Turkey 2004
Isaacson E., Keller H.B., Analysis of numerical methods,
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Stoer J., Burlisch R., Introduction to numerical analysis,
Davis P.J., Interpolation and approximation, Second edition, Second edition, SpringerVerlag, New York, NY, 1993
Dover, New York, NY, 1975 Su¨li E., Mayers D., An introduction to numerical analysis,
Cambridge university press, Cambridge, UK, 2003.

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