Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs.

& Difference Equations

CHAPTER # 4

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

CHAPTER # 4
PART-I: NUMERICAL DIFFERENTIAL EQUATIONS
1): Euler’s Method:-
Aim:-

To solve first order and first-degree differential equation:

……………………..(1)

Subject to the initial condition

Procedure:-

Suppose we have to find the approximate numerical value of : say ). We

divide the interval into n sub-intervals by the points:

or

and step-size is:

From eq. (1), we have

Integrating from to , we have

∫ ∫

Assuming (constant), then

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

……………… (2)

This is called Euler’s iteration formula for finding numerical solution of first order first
degree differential equation.

For , we have:-

For we have:-

For , we have:-

, and so on.

This Euler’s iteration formula (2) can be used to find , where is known. On
substituting the value of in (2) we get . Similarly putting the value of
in (2), we obtain and so on.

Note

SN For Independent variable For Dependent variable

… ………………………….. ……………………………………….

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Example# 1:-
Using Euler’s method, find an approximate value of y corresponding to , given that:

Solution:-

We have

The Euler’s iteration formula is given by

“Table of values”

1.0 1.00 3.00 1.30

1.1 1.30 3.70 1.67

1.2 1.67 4.50 2.12

1.3 2.12 5.54 2.67

1.4 2.67 6.74 3.34

1.5 3.34 8.18 4.16

1.6 4.16 9.92 5.15

1.7 5.15 12.00 6.35

1.8 6.35 14.50 7.80

1.9 7.80 17.50 9.55

2.0 9.55

Hence the required approximate value of at is that is

Example# 2(HW):-
Evaluate by Euler’s method from differential equation with
.
Answer:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

2): Modified Euler’s Method:-

Aim:-

To solve first order and first-degree differential equation:

……………………..(1)

Subject to the initial condition

Procedure:-

Suppose we have to find the approximate numerical value of y: say ). We

divide the interval into n sub-intervals by the points:

OR

and step-size is:

From eq. (1), we have

Integrating from to , we have

∫ ∫

∫ ∫

Using Trapezoidal rule for numerical integration on right side, we get

………… (2)

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

This is called Modified Euler’s iteration formula for finding numerical solution of first
order first degree differential equation.

Since which occurs on the right hand of eq. (2) can not be calculated since

is unknown. So first we calculate from Euler’s formula:

Thus for each stage we use the following two formula:

Example# 3 :-

Apply modified Euler’s method to solve , subject to and hence find

an approximate value of y when where

Solution :-

The differential equation with initial condition is given by:

we have

The formula for each iteration are given by:

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

“Table of values”

Euler’s formula Modified Euler’s formula

0 0.0 1.0 3.00 1.30 0.1 4.0 1.35

1 0.1 1.35 4.15 1.765 0.2 5.495 1.832

2 0.2 1.832 5.695 2.402 0.3 7.506 2.492

3 0.3 2.492 7.776 3.270 0.4 10.21 3.391

4 0.4 3.391 10.573 4.448 0.5 13.844 4.612

5 0.5 4.612 14.336 6.046 0.6 18.738 6.266

6 0.6 6.266 19.398 8.206 0.7 25.318 8.502

7 0.7 8.502 26.206 11.123 0.8 34.169 11.521

8 0.8 11.521 35.363 15.057 0.9 46.071 15.593

9 0.9 15.593 47.679 20.361 1.0 62.083 21.081

10 1.0 21.081

Hence the required approximate value of at is that is .

Example# 4(HW) :-

Evaluate by Modified Euler’s method from differential equation with

.
Answer:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

3): Runge – Kutta method (fouth – Order) (RK – method):-

A fourth order Runge – Kutta formula for

is given by:

where,

( )

( )

This is known as Runge –Kutta iteration formula. The error in this formula is of order .
This method have greater accuracy. No derivatives are required to be tabulated. It requires
only functional values at some selected points on the sub-intervals.

Example #5 :-

Apply Runge – Kutta method to find an approximate value of when , given that;

Solution:-

The differential equation with initial condition is given by :

we have,

For First Iteration: :-

we have

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

( )

( )

The RK – formula for is given by:

Substituting the values we have,

For 2nd Iteration: :-

We have,

( )

( )

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

and

The RK – formula for is given by:

Substituting the values we have

Hence the required approximate value of y at is i.e.

Example# 6(HW) :-

Apply Runge – Kutta method (fourth order), to find an approximate value of when
, given that:

Answer:-

Example# 7(HW) :-

Find

Answer:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

CHAPTER # 4
PART-II: DIFFERENCE EQUATIONS
Difference Equation:-

A difference equation is a relation between the values of of a function defined on a

discrete set of argument . In general, a difference equation involves differences of a

function.

Order of Difference Equations:-

The order of a difference equation is the difference between the largest and smallest

arguments appearing in it.

Degree of Difference Equations:-

The degree of the highest differences function appearing in a difference equation free

from radicals and functions is called the degree of the difference equation.

Examples

SN Difference Equations Order Degree

1 1 1

2 2 1

3 3 1

4 2 2

5 3 1

6 4 3

7 2 3

8 5 4

Solution of Difference Equation:-

Solution of a difference equation is an expression for which satisfies the given difference

equation.

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

General Solution of Difference Equation:-

The general solution of a difference equation is that in which the number of arbitrary

constants is equal to the order of the difference equation.

Particular Integral/Solution of Difference Equation:-

A particular solution or particular integral is that solution which is obtained from the

general solution by giving particular values to the constants (using IVP & BVP).

Linear Difference Equation:-

In linear difference equations, occur in the first degree only and are not

multiplied together.

General Linear Difference Equation of Order

A general linear difference equation of order is of the form:

where and ) are given functions of irregular argument .

It can also be written as;

Homogeneous Linear Difference Equation of Order :-

If , the equation is called a homogeneous linear difference equation of order .

Non-homogeneous Linear Difference Equation of Order :-

If , in E , the equations called a non-homogeneous linear

difference equation of order .

Solution of linear homogeneous difference equation with constant coefficients:-

Let us consider the homogeneous difference equation

where are constants. It can be written as;

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

OR

where,

Auxillary Equation :-
Replace by in and equate it to zero, we get

This is called auxiliary equation. Let be the roots of the Eq. The
following cases will arise:

Three Different Types of Solution for Homogeneous DE:-

Case-I (Distinct Real Roots)

If all the roots be real and distinct, the general solution of ) is

given by

Case-II (Repeated Real Roots)

If the roots is repeated “ ” times, then general solution is:

Case-III (Complex Roots)

Let has two imaginary roots . The general solution is given by

where

√ ( )

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Table for Writing General Solutions of Homogeneous DE

Roots General Solutions
3,4
4,4,4

3±i4

√ ( )

2,3,3,4,4,4,5,6

2,3,3,5,6,3±i4

√ ( )

Example 1:-
Solve: – .
Solution:-
The given equation can be written as

The auxiliary equation is

–
⇒ – –
⇒ Roots are distinct and real
Hence the general solution is

Example 2:-
Solve: –
Solution:-
The given equation can be written as

The auxiliary equation is

–
⇒ –
⇒

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Roots are repeated and real

Hence the general solution is

Example 3:-

Solve:

Solution:-

The given equation can be written as

The auxillary equation is

√ √ √
⇒

⇒ √

⇒ Roots are complex

Hence the general solution is

⇒
where,
√
√ ( )

Example 4:-

Solve: –
Solution:-

The given equation can be written as;

⇒ – , –

⇒ –

⇒ –

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

The auxillary equation is:

⇒ – –

⇒Roots can distinct and real hence the general solution is

Substituting the initial conditions in eq. (1), we get

Solving simultaneously we get

Hence the particular solution is

⇒ –

Example 5:-

Solve: – –

Solution:-

The given equation can be written as

– –

The auxillary equation is:

– –

Hence the general solution is

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Substituting the initial and boundary conditions in Equation (1), we get

Solving simultaneously, we get

Hence the particular solution is:

Practice Problems:-

– – –

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Solution of Non-Homogeneous Linear Difference Equation with Constant

Coefficients
The general form of non-homogeneous linear difference equation is given by

where,

⇒ is a function of

The general or total solution of a non-homogeneous linear difference equation with

constants coefficients is given by

where,

is the homogeneous solution o

and

= is the particular solution which satisfy,

3.11.1. Particular Solution :-

There is no general procedure to find the particular solution of a difference equation. The

method depends on the form of the function i.e. In some simple cases we give the rules

for finding the particular solution.

(Exponential Case):-

1): Case-I: :-

2): Case-II: , then:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

1):

2):

3):

4):

5):

and so on.

Three Important Points about the roots of Polynomial:-

If, we have

– –

⇒ 2 and 4 are roots of , which means that

⇒ But

⇒ etc.

Ponit-1: because there are factors of ( – )and ( – )

Ponit-2: These factors – and ( – ) not necessary appear as Linear, May be

Quadratic, May be Cubic, May be BiQuadratic etc. In general power of . That is

– and ( – )

Ponit-3: The Remaining factor w.r.t. root 2 is ( – ) and Remaining factor w.r.t. root 4

( – ) Note the Remaining factor w.r.t. root 2 is ( – ), never be equal to zero at

(actually it is -2) and the Remaining factor w.r.t. root 4 is ( – ), never be equal to

zero at (actually it is 2).

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Note:-

If “ ” is the root of i.e

This means that have the factor – and can be written as:

where is the remaining factor and In above

1): If , we called Linear Case

2): If , we called Quadratic Case

3): If , we called Cubic Case

4): If , we called BiQuadratic Case and so on.

Examples for calculating Particular solutions for :-

1):

2):

3):

4):

5):

6):

7):

Note:-

1):

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

2):

3):

Example 1:-
Solve: –
Solution:-
The given equation can be written as
–
For :-
The auxiliary equation is
–

⇒
Roots are distinct and real. Hence the homogeneous solution is

( ) ( )

For :-
We have

⇒ ( ) ( )

Example 2:-
Solve: –
Solution:-
The given equation can be written as

For :-
The auxiliary equation is

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

⇒
⇒
Roots are repeated and real. Hence the homogeneous solution is

For :-
We have

(Here )

(Quadratic Case)

Example 3:-
Solve:
Solution:-
The given equation can be written as

For :-
The auxiliary equation is

⇒
⇒
Roots are distinct and real. Hence the homogeneous solution is

For :-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

We have

⇒ (Here )

We have

⇒ (Linear Case)

Note:-

If

⇒ ( ) and ( )

(Oscillating Case):-

Then

OR

can be written as

and solve as in Case-I with . At the end separate real and imaginary parts

according to the cosine and sine case.

Note (For sepration of Real and Imagnary Parts):-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

We have

Hence in general

Example 1:-
–
Solution:-
The given equation can be written as

:-

⇒
The homogenous solution is

For :-

( )
⇒

⇒
( )

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Example 2:-

Solution:-

The given equation can be written as

:-

⇒ ⇒

⇒ √ ⇒ ( )

⇒ = ( ) 1

⇒ =

For :-
We have

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

( )
⇒

⇒ =

Hence the general solution is

Example 3:-
1):

2):

( )

4):

Factorial Polynomial :-

Table for differences of factorial polynomial

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Important DPZ Formulae

Formulae Name Formulae Expressions

Derivative Formula

Power Formula

Zero Formula

Applications of DPZ Formulae

Evaluate the Following:-

1):

2):
⇒ ( ) [ ]
⇒ ( )

3):
⇒ [ ]

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

⇒
⇒

(Polynomial Case):-
We have

Then we expand in ascending power of and operate on , by using

DPZ formulae and get the required Particular Solutions

Expansion Formulae of :-

1):

2):

Example-1:-

Solution:-
The given equation can be written as

:-

⇒ ⇒

Roots are distinct and real. Hence the homogeneous solution is

:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

⇒ * +

⇒ [ ( ) ]

⇒ * +( )

Ignoring and higher order, we have

⇒ [ ]( )

Using DPZ formulae, we get

⇒ [ ( ) ]

⇒ [ ]

⇒ [ ]

Hence the general solution is

⇒

⇒ [ ]

Example-2:-
:
Solution:-
The given equation can be written as

:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

⇒ ⇒ ⇒
Roots are distinct and real. Hence the homogeneous solution is

:-
We have

⇒ ( ) ( )

⇒ ( )

⇒ * + ( )

⇒ * ( ) +

⇒ * +( )

Ignoring and higher order, we have

⇒ * +( )

⇒ [ ( )

( )]

Using DPZ formulae, we get

⇒ [ ( ) ]

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

⇒ * +

⇒ ( )

Hence the general solution is

⇒ ( )

, :-
(Mixture/Combine Case)
We have

Using Multiplying Theorem, we have

and then solve as case-I, II OR III according to the form of .

Example-1:-

Solution:-
The given equation can be written as

:-

⇒ ⇒
Roots are distinct and real. Hence the homogeneous solution is

We have

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Using Multiplying Theorem, we have

Replace by , we get

⇒ * +

⇒ [ ( ) ]

⇒ [ ]

Ignoring and higher order, we have

⇒ [ ]

Using DPZ formulae, we get

⇒ [ ( ) ]

⇒ [ ]

⇒ [ ]

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Hence the general solution is

⇒

⇒ * +

Example-2:-
–

Solution:-

:-

The auxiliary equation is

⇒ ⇒

Roots are distinct and real. Hence the homogeneous solution is

We have

⇒ =

Using Multiplying Theorem, we have

Replace by , we get

⇒ ( )

⇒ ( )

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

⇒ ( )

Ignoring and higher order, we have

⇒ ( )

⇒ ( ) ( )

Using DPZ formulae, we get

⇒ [ ( ) ]

Hence the general solution is:

⇒

Example-3:-
–

Solution:-

The given equation can be written as

:-

The auxiliary equation is

⇒ Roots are repeated and real.

The homogenous solution is

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

We have

⇒ ( )

⇒ ( ) ( ) ( )

Hence the general solution is:

⇒

1):

2): –

– ( )

4): ( – )

Simple Example of Mathematical Modeling through Differential Equation

and Difference Equation
For Continuous System (Differential Equation):-

Consider a particle following continuous sinusoidal wave. Then we have

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

This is the differential equation of this simple dynamical system.

Continuous Dynamical System

For Discrete System (Difference Equation):-

If a particle following discrete sinusoidal wave, then we have

⇒
⇒
⇒
⇒

Discrete Dynamical System

EXERCISE-4
PART-I: NUMERICAL DIFFERENTIAL EQUATIONS
Question # 1:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Using Euler’s method find an approximate value of corresponding to , given that

.

Answer:-

Question # 2:-
Using Euler’s method find an approximate value of corresponding to , given that

Answer:-

Question # 3:-
Apply modified Euler’s method to solve and hence find
an approximate value of
Answer:-

Question # 4:-
Using Euler’s modified formula, find an approximate value of
taking the interval 0.02.

Answer:-

Question # 5:-
Apply RK method to find an approximate value of 0.2, given that:
.

Answer:-

Question # 6:-
Apply RK method to find an approximate value of 0.2, given that:
.

Answer:-

Question # 7:-
Use Euler’s method to compute from the differential equation

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

when
Answer:-

Question # 8:-
Given that with initial condition that find by Euler’s
modified method , , correct up to three decimal Places.
Answer:-

Question # 9:-
Use Euler’s method to evaluate correct up to two decimal Places, from
.

Answer:-

Question # 10:-
Given that by
Euler’s method.
Answer:-

Question # 11:-
Evaluate by modified Euler’s method from differential equation with
.
Answer:-

Question # 12:-
Evaluate by modified Euler’s method from differential equation with
.
Answer:-

Question # 13:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Evaluate by modified Euler’s method from differential equation with

.
Answer:-

Question #15:-
Use RK-method to compute from .

Answer:-

Question # 16:-
Compute using RK-method
with step-size
Answer:-

Question # 17:-
Use RK-method to compute from .

Answer:-

Question # 18:-
Use RK-method to compute from .

Answer:-

Question # 19:-
Compute by RK-method correct to five decimal Places, from the equation

Answer:-

Question # 20:-
Find the values of using modified Euler’s method with , given
that:

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Answer:-

Question # 21:-
Find the values of by using modified Euler’s method
given that:

Answer:-

Question # 22:-
Find the values of by using modified Euler’s method with
given that:

Answer:-

Question # 23:-
Find the values of by using Euler’s and modified Euler’s
methods respectively if:

Answer:-

Question # 24:-
Find

Answer:-

Question # 25:-
Find

Answer:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Question # 26:-
Find

Answer:-

Question # 27:-
Find

Answer:-

Question # 28:-
Find

Answer:-
.

Question # 29:-
Find

Answer:-

Question # 30:-
Find

Answer:-

Question # 31:-
Find

Answer:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Question # 32:-
Find

Answer:-

Question # 33:-
Find
.

Answer:-

Question # 34:-
The following ordinary differential equation(ODE) is used to describe a Population of Fish:

Where and are +ve constants; is known as the intrinsic growth constant. It measures
the differences between the birth and death rates per population unit in the absence of
overcrowding. The ratio is called saturation constant. Take and .
Use initial condition, Find , using Modified Euler’s Formula for step size
. Compare your results with the analytical solution of the above differential equation:

EXERCISE-4
PART-II: DIFFERENCE EQUATIONS
Solve the following difference equations

Question # 39:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Answer:-

Question # 40:-

Answer:-

Question # 41:-

Answer:-

{ ( ) ( )}

Question # 42:-
,
Answer:-

Question # 43:-
, ,
Answer:-

Question # 44:-

Answer:-
√ √
( ) ( )

Question # 45:-

Answer:-

{ ( ) ( )}

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Question # 46:-

Answer:-

Question # 47:-

Answer:-

Question # 48:-

Answer:-

Question # 49:-

Answer:-

Question # 50:-

Answer:-
(√ )

Question # 51:-

Answer:-

Question # 52:-

Answer:-

Question # 53:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Answer:-

Question # 54:-
–
Answer:-

( ) ( )

Question # 55:-

Answer:-

Question # 56:-

Answer:-

Question # 57:-

Answer:-

Question # 58:-

Answer:-

( )

Question # 59:-
.
Answer:-

( )

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Question # 60:-
–
Answer:-

( )

Question # 61:-

Answer:-

Question # 62:-

Answer:-

Question # 63:-

Answer:-

Question # 64:-

Answer:-

( √ ) ( √ )

Question # 65:-

Answer:-

Question # 66:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Answer:-

Question # 67:-

Answer:-

Question # 68:-
.
Answer:-

Question # 69:-

Answer:-

( )

Question # 70:-

Answer:-

Question # 71:-

Answer:-
( )

Question # 72:-
.

Answer:-

Question # 73:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Answer:-

( )

Question # 74:-
.
Answer:-

Question # 75:-
The Discrete Mathematical Modeling of Forced Vibrating System of particular oscillation
Phenomena leads to the following Nonhomogeneous Difference Equation of the form:

(1): Solve the difference equations in the form

(2): Can you relate this Discrete system to some Continuous Dynamical system?
(3): Write final conclusions on your General Solution.
Answer:-

Question # 76:-
The Discrete Mathematical Modeling of Forced Vibrating System of particular oscillation
Phenomena leads to the following Nonhomogeneous Difference Equation of the form:

(1): Solve the difference equations in the form

(2): Can you relate this Discrete system to some Continuous Dynamical system?
(3): Write final conclusions on your General Solution.

Answer:-

( )

Question # 77:-
The Discrete Mathematical Modeling of Forced Vibrating System of particular oscillation
Phenomena leads to the following Nonhomogeneous Difference Equation of the form:

(1): Solve the difference equations in the form

(2): Can you relate this Discrete system to some Continuous Dynamical system?

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

(3): Write final conclusions on your General Solution.

Answer:-

Question # 78:-
The Discrete Mathematical Modeling of Some Vibrating System of particular oscillation
Phenomena leads to the following Nonhomogeneous Difference Equation of the form:

(1): Solve the difference equations in the form

(2): Can you relate this Discrete system to some Continuous Dynamical system?
(3): Write final conclusions on your General Solution.

Answer:-

( )

SUMMARY OF CH#4
PART-I: NUMERICAL DIFFERENTIAL EQUATIONS
1): Euler’s Method:-
Aim:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

To solve first order and first-degree differential equation:

The Euler’s iteration formula for finding numerical solution of first order first degree
differential equation.

2): Modified Euler’s Method:-

The Modified Euler’s iteration formula for finding numerical solution of first order first
degree differential equation.

3): Runge – Kutta method (Fouth – Order) (RK – method):-

A fourth order Runge – Kutta formula for numerical solution of first order first degree
differential equation given by:

where,

PART-II: DIFFERENCE EQUATIONS

Difference Equation:-
A difference equation is a relation between the values of of a function defined on a
discrete set of argument . In general, a difference equation involves differences of a
function.
Order of Difference Equation:-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

The order of a difference equation is the difference between the largest and smallest
arguments appearing in it.
Degree of a Difference Equation:-
The degree of the highest differences function appearing in a difference equation free
from radicals and functions is called the degree of the difference equation.
Solution of Difference Equation:-
Solution of a difference equation is an expression for which satisfies the given difference
equation.
General Solution of Difference Equation:-
The general solution of a difference equation is that in which the number of arbitrary
constants is equal to the order of the difference equation.
Particular Integral/Solution of Difference Equation:-
A particular solution or particular integral is that solution which is obtained from the
general solution by giving particular values to the constants (using IVP & BVP).
Linear Difference Equation:-
In linear difference equations, occur in the first degree only and are not
multiplied together.
General Linear Difference Equation of Order :-
A general linear difference equation of order is of the form:

where and ) are given functions of irregular argument .

It can also be written as;

Solution of linear homogeneous difference equation with constant coefficients:-

Step-1:-
Let us consider the homogeneous difference equation

where are constants. It can be written as;

Step-2:-
Write auxiliary equation:
Auxillary Equation :-
Replace by in and equate it to zero, we get

Step-3:-
Write the solutions according to the nature of the roots of auxiliary equation.
Case-I (Distinct Real Roots)
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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

If all the roots be real and distinct, the general solution of ) is

given by

( )

Case-II (Repeated Real Roots)

If the roots is repeated “ ” times, then general solution is:

Case-III (Complex Roots)

Let has two imaginary roots . The general solution is given by

where
√ ( )

Solution of Non-Homogeneous Linear Difference Equation with Constant

Coefficients:-
The general form of non-homogeneous linear difference equation is given by

The general or total solution of a non-homogeneous linear difference equation with

constants coefficients is given by
⇒

where,
is the homogeneous solution o
and
= is the particular solution which satisfy,

:-

1): Case-I:

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

2): Case-II: , then:-

1): (Linear Case)

2): (Quadratic Case)

3): (Cubic Case)

4): (BiQuadratic Case)

Note:-
If

⇒ ( ) and ( )

Note (For sepration of Real and Imagnary Parts):-

OR

can be written as

and solve as in Case-I with . At the end separate real and imaginary parts
according to the cosine and sine case.

Factorial Polynomial :-

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Advanced Mathematical Techniques CH#4 Numerical Diff. Eqs. & Difference Equations

Important DPZ Formulae

Formulae Name Formulae Expressions

Derivative Formula

Power Formula

Zero Formula

We have

Then we expand in ascending power of and operate on , by using

DPZ formulae and get the required Particular Solutions

Expansion Formulae of :-

1):

2):

,
We have

Using Multiplying Theorem, we have

and then solve as case-I, II OR III according to the form of .

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