342 COMPUTER BASED NUMERICAL AND STATISTICAL TECHNIQUES

x 3 x7 2
Thus, + + x 11 represents y correct to 4 decimal places. In the range |x| ≤ .988.
3 63 2079
i.e. –0.988 ≤ x ≤ 0.988.
dy 1
Example 13. Integrate the differential equation = x sin πy with y = at x = 0, by Picard’s
dx 2
method of successive approximations.
y = y0 + z
x0
x
b g
f x, y dx . ...(1)

1
Sol. The first approximation y1 of y is obtained by substituting y = In the right hand
2
member of (1) i.e., we have
1
y1 =
2
x 1
z
+ x sin π. dx = + .
0 2
1 x2
2 2
FG IJ
H K
Similarly, the second and third approximation y2 and y3 are given as
R| e1 + x j U|
z S|T 2 V|Wdx = z
2
1 x 1 x πx 2
y2 = + x sin π. + x cos dx
2 0 2 0 2

F π x + ...I dx
+ z xG 1 –
2 4

H 8 JK
1 x
= 0
2
1 x 2 π 2x 6
= + – + ...
2 2 48

and y3 =
1
2
+ z |RS|T12 + x2 – π48x + 12 + z x cos πFGH x2 – π 8x IJKdx|UV|W
0
x
x sin π
2 2 6 x

0
2 2 6

R| 1 F πx π x I U|
+ z xS1 – G
2

|T 2 H 2 48 JK V|W
2 2 6
1 x
= – + ... dx
2 0

1 x 2 π 2x 6
+
= – + ...
2 2 48
We observe that y2 agree with y3 upto and including term in x6.
1 x2 –x 6
We can use the relation y =+ with the knowledge that the error is approximately .
2 2 5
Thus, we can find y1 and y2 correct to 4 decimal places with h = 0.1.

7.4 EULER’S METHOD

The oldest and simplest method was derived by Euler. In this method, we determine the change
Δy is y corresponding to small increment in the argument x . Consider the differential equation.
dy
= f ( x, y ) ...(1)
dx
with the initial condition y ( x0 ) = y0 .
NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATION 343

Integrating (1) w.r.t. x between x0 and x1, we get

y1 x1
∫ y0
dy = ∫ x0
f ( x , y ) dx

x1
y1 = y0 + ∫ x0
f ( x , y ) dx ...(2)

Now, replacing f ( x, y ) by the approximation f ( x0 , y0 ) , we get

x1
y1 = y0 + ∫ x0
f ( x0 , y0 ) dx

= y0 + f ( x0 , y0 )( x1 − x0 )
y1 = y0 + hf ( x0 , y0 ) (3 x1 – x0 = Δx = h)
This is the formula for first approximation y1 of y.
Similarly, second approximation y2 is given by
y2 = y1 + hf ( x1 , y1 )
In general,
yn + 1 = yn + hf ( xn , yn )

7.5 EULER’S MODIFIED METHOD

Instead of approximating f ( x, y ) by f ( x0 , y0 ) in equation (2). Let the integral is approximated by
Trapezoidal rule to botain.
h
[ f ( x0 , y0 ) + f ( x1 y1 )]
y1 = y0 +
2
We obtain the iteration formula,

y1
n +1 h
2⎣
( n)
= y0 + ⎡⎢ f ( x0 , y0 ) + f x1 , y1 ⎤⎥ (
⎦ ) n = 0,1, 2......

where, y1(n) is the nth approximation to y1.

The above iteration formula can be started by y1(1) from Euler’s method.
y1(0) = y0 + h(x0,y0)
Example 14. Using Euler’s method, compute y(0.5) for differential equation
dy 2
= y − x 2 , with y = 1 when x = 0
dx

0.5
Sol. Let h= = 0.1
5

x0 = 0, y0 = 1, f ( x, y ) = y 2 − x 2
Using Euler’s method we have
yn + 1 = yn + hf ( xn , yn )
344 COMPUTER BASED NUMERICAL AND STATISTICAL TECHNIQUES

But considering n= 0,1, 2, ........in succession, we get

y1 = y0 + hf ( x0 , y0 )

( )
= 1 + 0.1 12 − 0 = 1.10000

y2 = y1 + hf ( x1 , y1 )

= 1.10000 + 0.1 ⎡⎣(1.10000 ) − ( 0.1) ⎤⎦ = 1.22000

2 2

y3 = y2 + hf ( x2 , y2 )

= 1.22000 + 0.1 ⎡(1.22 ) − ( 0.2 ) ⎤ = 1.36484

2 2
⎣ ⎦
y4 = y3 + hf ( x3 , y3 )

= 1.36484 + 0.1[(1.36484)2 _ (0.3 ) ] = 1.54212

2

y5 = y4 + hf ( x4 , y4 )

= 1.54212 + 0.1 ⎡(1.54212 ) − (0.4 ) ⎤ = 1.76393

2 2
⎣ ⎦
Hence, the value of y at x = 0.5 is 1.76393. Ans.

Example 15. Using Euler’s method, compute y(0.04) for the differential equation.
y1 = –y with y(0) = 1 (Take h = 0.01)
Sol. Using Euler’s method
yn + 1 = yn + hf ( xn , yn )
By considering n = 0,1, 2,......... in succession, we obtain
y1 = y0 + hf ( x0 , y0 )
= 1 + 0.01 ( −1 ) = 0.99
y2 = y1 + hf ( x1 , y1 )
= 0.99 + 0.01 ( −0.99) = 0.9801
y 3 = 0.9801 + 0.01 ( −0.9801 ) = 0.970299
y 4 = 0.970299 + 0.01 ( −0970299 ) = 0960596
Hence, the value of y ( 0.04 ) is 0.960596. Ans.

Example 16. Find the solution of differential equation

dy
= xy with y(1) = 5
dx
in the interval 1,1.5] using h = 0.1.
Sol. As per given we have
x1 = 1, y0 = 5, f ( xy ) = xy
Using Euler’s method
yn + 1 = yn + hf ( xn , yn )
NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATION 345

Now, by considering n= 0,1, 2...... in succession, we get

For n= 0 y1 = y0 + 0.1 f ( x0 , y0 )

= 5 + 0.1 (1 × 5 ) = 5.5
For n= 1 y2 = y1 + 0.1 f ( x1 , y1 )
= 5.5 + 0.1 (1.1× 5.5 ) = 6.105

For n = 2 y3 = y2 + 0.1 f ( x2 , y2 )
= 6.105 + 0.1(1.2 × 6.105) = 6.838
For n= 3 y4 = y3 + 0.1 f ( x3 , y3 )

= 6.838 + 0.1 (1.3 × 6.838 ) = 7.727

For n= 4 y5 = y4 + 0.1 f(x4, y4)
= 7.727 + 0.1 (1.4 × 7.727 ) = 8.809

Hence, the value of y (1.5) is 8.809. Ans.

y −x
Example 17. Given y′ = with y0 = 1 find y for x = 0.1 in four steps by Euler’s method.
y+x
0.1
Sol. Let h= = 0.025 , given y0 = 1 , where x = 0
4
We know that
yn + 1 = yn + hf ( xn , yn )
By putting n= 0,1, 2, 3, we obtain
y1 = y0 + hf ( x0 , y0 )
(1 − 0 )
= 1 + 0.025 = 1.025
(1 + 0 )
⇒ y1 = 1.025
Again, y2 = y1 + hf ( x1 , y1 )

(1.025 − 0.025)
= 1.025 + 0.025 (where x1 = x0 + h = 0 + 0.025 ⇒ x1 = 0.025 )
(1.025 + 0.025)
= 1.0488
⇒ y2 = 1.0488
Now again y3 = y2 + hf(x2, y2) (where x2 = x0 + 2h = 0 + 2 × 0.025 = 0.05)
b1.0488 – 0.05g
=1.0488 + 0.025
b1.0488 + 0.05g = 1.07152

⇒ y3 = 1.07152
y4 = y3 + hf ( x3 , y3 ) (where x 3 = x 0 + 3 h = 0 + 3 × 0.025 = 0.075 )
346 COMPUTER BASED NUMERICAL AND STATISTICAL TECHNIQUES

(1.07152 − 0.075 )
= 1.07152 + 0.025 = 1.09324
(1.07152 + 0.075)
⇒ y 4 = 1.09324 at ( x4 = x0 + 4h = 0 + 4 × 0.025 = 0.1)
Hence, y(0.1) = 1.0932 . Ans.

dy
Example 18. Given = x + y with initial condition y(0) = 1. Find y(.05) and y(.1) correct to 6
dx
decimal places.
Sol. Using Euler’s method, we obtain
y1(0) = y1 = y0 + hf ( x0 , y0 ) = 1 +.05 (0 + 1) = 1.05
We improve y1 by using Euler’s modified method
h
( )
y1( ) = y0 + ⎡ f ( x0 , y0 ) + f x1 , y10 ⎤
1
2⎣ ⎦
.05
= 1+ ⎡(0 + 1) + (.05 + 1.05 )⎤⎦
2 ⎣
= 1.0525.
.05
y1( ) = 1 + ⎡( 0 + 1)+ (.05 + 1.0525 )⎤⎦
2
2 ⎣
=1.0525625
( 3) .05
y1 = 1 + ⎡( 0 + 1) + (.05 + 1.0525625 )⎤⎦
2 ⎣
= 1.052564
( 4) .05
y1 = 1 + ⎡(0 + 1) + (.05 + 1.052564 )⎤⎦
2 ⎣
= 1.0525641 .

Since, y1( 3 ) = y1( 4 ) = 1.052564 correct to 6 decimal places. Hence we take y1 = 1.052564 i.e., we
have y (.05 ) = 1.052564
Again, using Euler’s method, we obtain
y2( ) = y2 = y1 + hf ( x1 , y1 )
0

= 1.052564 + .05 (1.052564 + .05 )

= 1.1076922.
We improve y2 by using Euler’s modified method
( 1) .05
y2 = 1.052564 + ⎡(1.052564 + .05 ) + (1.1076922 + .1)⎤⎦
2 ⎣
= 1.1120511.
.05
y2( ) = 1.052564 + ⎡(1.052564 + .05) + (1.1120511 + .1)⎤⎦
2
2 ⎣
= 1.1104294.
NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATION 347

.05
y(2 ) = 1.052564 + ⎡(1.052564 + .05 ) + (1.1104294 + .1)⎤⎦
3
2 ⎣
= 1.1103888.
.05
y(2 ) = 1.052564 + ⎡(1.052564 + .05 ) + (1.1103888 + .1)⎤⎦
4
2 ⎣
= 1.1103878.
.05
y(2 ) = 1.052564 + ⎡(1.052564 + .05 ) + (1.1103878 + .1)⎤⎦
5
2 ⎣
= 1.1103878.
Since, y2( 4 ) = y(25 ) = 1.1103878, correct to 7 decimal places. Hence, we take y 2 = 1.1103878.
Therefore, we have y (.1) = 1.110388, correct to 6 decimal places. Ans.

Example 19. Find y(2.2) using Euler’s method for

dy
= − xy 2 , where y(2) = 1. (Take h = .1 )
dx
Sol. By Euler’s method, we obtain,
y1(0) = y1 = y0 + hf ( x0 , y0 ) = 1 + .1 (−2)(−1) = .8.
2

This value of y1 is improved by using Euler’s modified method

1 h
2⎣
( )
y1( ) = y0 + ⎡⎢ f ( x0 , y0 ) + f x1 , y1( ) ⎤⎥
0
⎦

=1 +
0.1
2
{−2 (1) + (−2.1)(.8 ) }
2 2

= .8328

Similarly
( 2)
y1 = 1 +
0.1
2
{
−2 (1) + ( −2.1)(.8328 )
2 2
}
= .8272

y1( ) = 1 +
3 0.1
2
{
−2 (1) + ( −2.1)(.8272 )
2 2
}
= .8281

y1( ) =1 +
4 0.1
2
{
−2 (1) + ( −2.1)(.8281)
2 2
}
=.8280

y1( ) = 1 +
5 0.1
2
{
−2 (1) + ( −2.1)(.8280 )
2 2
}
= .8280
Since y1( 4 ) = y1( 5 ) = 0.8280. Hence, we take y1 = .828 at x1 = 2.1
Now, if y2 is the value of y at x = 2.2. Then, we apply Euler’s method to compute y ( 2.2) ,
i.e., we obtain
y2(0 ) = y2 = y1 + hf ( x1 , y1 )

= .828 + .1 ( −2.1)(.828 ) = .68402

2
348 COMPUTER BASED NUMERICAL AND STATISTICAL TECHNIQUES

Now, using Euler’s modified formula, we obtain

(1) 0.1 ⎡
y2 = .828 + (−2.1)(.828 )2 + (−2.2 )(.68402 )2 ⎤⎦
2 ⎣
= .70454
0.1 ⎡
y2( ) = .828 + (−2.1) (.828 ) + ( −2.2 )(.70454 ) ⎤
2 2 2
2 ⎣ ⎦
= .70141.
0.1 ⎡
y2( ) = .828 + (−2.1)(.828 )2 + (−2.2 )(.70141)2 ⎤⎦
3
2 ⎣
= .70189.
0.1 ⎡
y2( ) = .828 + (−2.1)(.828 )2 + (−2.2 )(.70189 )2 ⎤⎦
4
2 ⎣
= .70182
0.1 ⎡
y2( ) = .828 + (−2.1)(.828 )2 = (−2.2)(.70182)2 ⎤⎦
5
2 ⎣
= .70183
(4) ( 5)
Since, y2 = y2 = .7018 , correct to 4 decimal places.
Hence, we have y ( 2.2) = .7018. Ans.

Example 20. Find y(.2) and y(.5) Given

dy
= log10 ( x + y )
dx
with initial condition y = 1 for x = 0.
dy
Sol. Let = f ( x , y ) = log10 ( x + y ) and h = .2
dx
By Euler’s formula, we have
y1(0 ) = y1 = y 0 + hf ( x0 , y0 )
= 1 + .2log (0 + 1) = 1.
Now, we improve this value by using Euler’s modified formula and thus we obtain
1 h
2⎣
( 0
)
y1( ) = y0 + ⎡⎢ f ( x0 , y0 ) + f x1 , y1( ) ⎤⎥
⎦
0.2
=1 +
2
{log (0 + 1) = log (.2 + 1)}
= 1.0079
0.2
( 2)
y1 = 1 +
2
{log (0 + 1) + log (.2 + 1.0079)}
= 1.0082
0.2
y1( ) = 1 +
3
2
{log (0 + 1) + log (.2 + 1.0082)}
= 1.0082
NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATION 349

Since, y1( 2 ) = y1( 3 ) = 1.0082 . Hence, we take y1 = 1.0082 at x = .2 , i.e., y (.2 ) = 1.0082. Ans.
Again using Euler’s formula, we obtain
y2(0 ) = y 2 = y1 + hf ( x1 + y1 )
= 1.0082 + 0.3 ⎡⎣ log (0.2 + 1.0082 )⎤⎦ = 1.0328
To improve y2 , we use Euler’s modified formula and we obtain
0.3
y (1) = 1.0082 + ⎡log (1.0328 + .5 )+ log (.2 + 1.0082 )⎤⎦
2
2 ⎣
= 1.0483
0.3
y2( ) = 1.0082 + ⎡log (1.0483 + .5 ) log (.2 + 1.0082)⎤⎦
2
2 ⎣
= 1.049
( 3) 0.3
y2 = 1.0082 + ⎡log (1.049 + .5 ) + log (.2 + 1.0082 )⎤⎦
2 ⎣
= 1.0490
(3) ( 2)
Since y2 = y2 = 1.0490, we take y2 = 1.0490 , i.e., y (.5 ) = 1.0490 . Ans.

Example 21. Using Euler’s modified method, compute y(0.1) correct to six decimal figures, where
dy 2
= x + y with y = .94 when x = 0.
dx
Sol. By Euler’s method, we have
y 1(0 ) = y 1 = y 0 + hf ( x 0 , y 0 )
= .94 + .1( 0 = .94 )
= 1.034
Now, we improve y1 by using Euler’s modified formula and we obtain
1 h
2⎣
0
(
y1( ) = y0 + ⎡⎢ f ( x0 , y0 ) + f x1 y1( ) ⎤⎥
⎦ )
=.94 +
0.1
2
b
0 + . 94 + 1 g {a f 2
+ 1.034 }
= 1.0392

y(2)
1
= .94 +
0.1 ⎡
2 ⎣
{
(0 + .94 ) + (.1)2 + 1.0392 ⎤⎦ }
=1.03946

( 3)
y1 = .94 +
0.1 ⎡
2 ⎣
{
(0 + .94 ) + (.1)2 + 1.03946 ⎤⎦ }
= 1.039473

y1( ) = .94 +
4 0.1 ⎡
2 ⎣
(0 + .94 ) + { (.1) + 1.039473}⎤⎦
2

= 1.0394737
350 COMPUTER BASED NUMERICAL AND STATISTICAL TECHNIQUES

Since, y1( 3 ) = y1( 4 ) = 1.039473, correct to 6 decimal places

Hence, we have y (.1) = 1.039473. Ans.
dy
Example 22. Using Euler’s modified method, solve numerically the equation =x+ y with
dx
y(0) = 1 for 0 ≤ x ≤ 0.6, in steps of 0.2.
Sol. The interval h = 0.2

By Euler’s method, we obtain y1( 0 ) = y1 = y0 + h ( x0 , y0 )

( )
= 1 + 0.2 0 + 1 = 1.2.

The value of y1(0 ) , thus obtained is improved by modified method.

(n + 1)
y1
h
2⎣
(
(n )
= y0 + ⎡⎢ f ( x0 , y0 ) + f x1 , y1 ⎤⎥
⎦ )
By considering n = 0, we obtain
h
y1(1) = y0 + B ( N 0 , O0 ) + B ( N1 , O1 )
2

=1 +
0.2 ⎡
2 ⎣
( )(
0 + 1 + 0.2 + 1.2 ⎤
⎦ )
= 1.2295
By considering n= 1 , we obtain

y1( ) = 1 +
2 0.2 ⎡
2 ⎣
( ) (
0 + 1 + 0.2 + 1.2295 ⎤
⎦ )
= 1.2309.
By considering n= 2 , we obtain
( 3)
y1 = 1 +
0.2 ⎡
2 ⎣
( )(
0 + 1 + 0.2 + 1.2309 ⎤
⎦ )
= 1.2309.
Since y1( 2 ) = y1( 3 ) == 1.2309. Hence, we take y1 = 1.2309 at x = 0.2 and proceed to compute y at
x = 0.4.
Again, applying Euler’s method, we obtain

(
y2( ) = y 2 = 1.2309 + 0.2 0.2 + 1.2309 = 1.49279
0
)
Now, we apply modified method for more accurate approximations and we obtain

y2( ) = 1.2309 +
1 .2 ⎡
2⎣
(
2+ ) (
1.2309 + 0.4 + 1.49279 ⎤
⎦)
= 1.52402

( 2)
y2 = 1.2309 +
.2 ⎡
2⎣
( )(
2 + 1.2309 + 0.4 + 1.52402 ⎤
⎦ )
= 1.525297
NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATION 351

.2
( ) (
y2( ) = 1.2309 + ⎡ 2 + 1.2309 + 0.4 + 1.525297 ⎤
3
2⎣ ⎦ )
= 1.52535
.2
( ) (
y2( ) = 1.2309 + ⎡ .2 1.2309 + 0.4 + 1.52535 ⎤
4
2 ⎣ ⎦ )
= 1.52535
Since, y2( )
3
= y2( ) = 1.52535 .
4
Hence, we take y2 = 1.52535 at x = 0.4 . To find the value of y ( = y3 )
for x = 0.6 , we apply Euler’s method to have
0
⎣ (
y(3 ) = y3 = 1.52535 + .2 ⎡ 4 + 1.52535 ⎤ = 1.85236
⎦ )
For better approximations, we use Euler’s modified formula and we obtain

y(3 ) = 1.52535 +
1 .2 ⎡
2⎣
( ) (
.4 + 1.52535 + 0.6 + 1.85236 ⎤
⎦ )
= 1.88496
.2
( ) (
y3( ) = 1.52535 + ⎡ .4 + 1.52535 + 0.6 + 1.88496 ⎤
2
2⎣ ⎦ )
= 1.88615
( 3)
y3 = 1.52535 +
.2 ⎡
2⎣
( )(
.4 + 1.52535 + 0.6 + 1.88615 ⎤
⎦ )
= 1.88619
(4)
y3 = 1.52535 +
.2 ⎡
2⎣
( )(
.4 + 1.52535 + 0.6 + 1.88619 ⎤
⎦ )
= 1.88619, correct to 5 decimal places.
Since, y3( 3) = y3( 4) = 1.88619. Hence, we take y = 1.88619 at x = 0.6. Ans.

PROBLEM SET 7.1

1 . Solve by Taylor’s method, y′ = x′′ + y′′ , y ( 0 ) = 1 . Computer y (0.1). [Ans. 1.11146]
dy 2x
2 . Solve by Taylor’s method, = y − ; y ( 0 ) = 1 . Also compute y (0.1) . [Ans. 1.0954]
dx y
dy 1
3 . Given differential equation = with y ( 4 ) = 4. Obtain y ( 4.1) and y ( 4.2) by Taylor’s
dx x 2 + y
series method. [Ans. 4.005. 4.0098]
dy
4 . Apply Picard’s method to find the third approximation of the solution of = x + y2 with
dx
3 2 4 3
the condition y(0) = 1. [Ans. = 1 + x + x + x + ... ]
2 3

5 . Using Picard’d method, obtain the solution of

dy
dx
( )
= x 1 + x 3 y ; y (0 ) = 3 Compute the value of

y (0.1) and y (0.2) . [Ans. 3.005, 3.020]