Picard's method of successive approximations

11.8,

AIM. To solve dy
=f(x. ) subject to y (%)=yo
dx

Now =f.)
dx
(1)
dy=f( y) dx

Integrating, y=J fx y) dr+c .(2)

Setting x = on the R.H.S. after integration and y=yo on the L.H.S.,
we have
o
o=f, y) dx +c .(3)

(2)-(3) gives
y-Yo fx, y) dx ..(3)

y=yo+ fx, y) dx ..4)

n equation (4), the R.H.S. integrand f(x, y) involves y also. nis

As the integration is
no
DOssi uation
POSSlole as it
is called integral
an equation.
is, we will solve it by successive apprOx
in
the initial values of y namely yo in the integrandJC,)
placeuof ytand
of
e then integrate the R.H.S. to get an approximate val
on the LH.S.
 364 Numerical Methods-
ie., =yo*a)dr
5)
Since f , Yo) is a function of x also, it is possible to integrate i
wr.t
After getting the first approximationy"
use this for y,
the place y in fa,y) of (4) and then integrate to pet value y)
approximation of y namely y second
i.e.
6)
Proceeding in this way, we get the nth
approximate value of y a

.(7)
Equation gives the
(7) general iterative formula for y. It is
Picard's ieration formula called
The sequence y yy.. yshould converge to
the process is not valid. y(); otherwise
The condition for the
convergence of the sequence are
are continuous.
f(x, y) and
ay
That is, 1f(a,
y)1Sk, and S
dy k
in region containing the point
a

o Yo) where k, k are constants. By extending this to the second

order,
Y-fG.y. y). given y(4)= Yo )=Yo. we get

Example 1. Sotve y= y -x. y (0)= i, by Picard's

third method upto the
approximation. Hence, find the value of y (0 1), y (02).
(BR. Nov. 1995)
Solution. y =y-?

y= -Hdr heref («. )=y-?.5=0,.=

use
y=o=i
y1+0-d 1)
on the R.H.S. and
integrate

use
1a-Ha=1tz-
this
(2)

again in (1),
 Solution of Ordinary Differential Equations
Numerical Solution
365
-?dx
=1+X+ 12 3 .(3)
this again
in (),
using

=1+J1 +x+2

=1+X+4
..4)
Puttingx=0-1 in (4)

y(0-1)= 1+(0-1) +(0-1 (0-1 (0-1 (0-1

2 6 12 60
=
1+01 +0-005 00001666- 0-00000833-0-000000166
= 1-1048249

y(0-2) =1+(02) + (02) (0-2 0-2

2 6 12 60
= 12404_0-008 0-0016 0-00032
2 6 12 60
=
1-2+002-0-00133333-0-00013333- 0-000005333
= 1-218528

Note: In getting the value y (0-2) we could have started with

xo= 01 and
yo1-1048249 to get a closer value of y2 =y (0-2).
We will adopt this procedure.
Now
y=yo +) f«.y) dr
y=1-1048249+ o-x) dr
y= 1-1048249+| o
J0-1
(01)
-
11048249+1-1048249 (0-1) (1-1048249)+3
=0-99467574 +1-1048249 x--
"=1-1048249+099467574+ 1-1048249x-3
 366
110482894

11048249+|
099467574 x +

48249
(r -
0-1) +
1-1048249+
099467574
2
=

-01--
0 - 2 ) = 1-2184066

dy
Example 2. Solve=I+y
dr
given y(0)=1. Obtain the
values
v(01). y (0-2) using Picard's method and check your
answer with
exact solution.
Solution. Here f ( . y) = x+y. I =0. y% = 1.

yYo+ d
y=l+

Putting y= Yo on the R.H.S.,

=1fa.d
=I 1) dx =1+r+
Again using y
=y on the RHS. of (1). we get
++r+ d

= I+r+r+r
Again using on the R.HS

d =1I+r

yx)= 1+I+r+
Setting x=01.
y01)=1+o1-001o001)0001)
I+01+001 0-0003333+0000004
= 1 1103374
Numerical Solution of dinary Differential Equations
361
y (02)=1+02+(0-2?+20-2
24
= 1-242733

dy
Integrating Xty, we get y = 2e-x-1

y(01) =2e-1-0-1=111034184 (actualvalue)

y (0-2) 2e-02-1=124280555
In both cases, y (0-1) are same (correct to 4 decimal places) and the
values of y (0-2) differ only by 0-0001.
dy
Example 3. Solve +y. y 0)=1 by Picard's method.
dx
Solution. Here A=0, Yo= 1; by Picard's method,

y=yo+ f(x, y) dr

-1++s .(1)

=1+0+)d*=1tx+ ...(2)

y=1+ dr
= 14

= 1+x+x+ (3)

Calculation of (3) is tedious and hence approximate value is y

given by (3).
Example 4. Solve y'+y=e.y)=0, by Picard's method.
Solution. By Picard's method,

=0+-d
Here o0, = 0,

y=S-0de=é-1
0
 368

=-) 2

6
dx

-1
24

Approximate y = - 5 - 1

EXERCISE 11.2

Using Picard's iterative formula, solve the following problems. Also

the values at the calculate
required points.
1.
Solve=x+yf+1,
dx given y (0) =
0.

2. Obtain y(0-1) given y= and y

y+x
(0) =
1.
3. Solve:
y'=1+2yx, given y (0) =0.
4. Solve: y=1+xy.
given y(0) =1. 5. Solve: y=x-y, given y(0) = .
6. Find the values of y for
x=0K0-1(05) given y 1+xy and =
which passes
through (0, 1).
7. Solve:
y=x+yf given y (0) =1.
8. Given
y'=- and y (0) =0 find y (0-25), y (0-5).
i+y2
9. Solve:
y=1+xy given y (2) = 0.
10. Solve:
I. Solve:
y'=*+y given y (0) = 0.
y =
2x-y with y (1) = 3. Find also y
12. Solve: (1:1)
y=1+y given y (0)
Also find
= 0.
y (0-2) and y (0-4).