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BMATE201 - Module 5

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221 views25 pages

BMATE201 - Module 5

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kamaxey638
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© © All Rights Reserved
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BMATE201 - Module 5 - Numerical Methods II

Dr. Narasimhan G, RNSIT 1


5.1 Taylor’s series method

Working rule:
𝑑𝑦
❖ Consider the initial value problem 𝑑𝑥 = 𝑓(𝑥, 𝑦)with 𝑦(𝑥0 ) = 𝑦0.

❖ Find 𝑦 ′ (𝑥0 ), 𝑦 ′′ (𝑥0 ), 𝑦 ′′′ (𝑥0 ), 𝑒𝑡𝑐.


𝒙−𝒙𝟎 (𝒙−𝒙𝟎 )𝟐
❖ Substitute these values in Taylor’s series 𝒚(𝒙) = 𝒚(𝒙𝟎 ) + 𝒚′ (𝒙𝟎 ) + 𝒚′′ (𝒙𝟎 ) + ⋯
𝟏! 𝟐!

(At least three non-zero terms must appear in the series.)

1. Find by Taylor’s series method the value of 𝐲 at 𝐱 = 𝟎. 𝟏 and 𝐱 = 𝟎. 𝟐 to 5 places of


𝐝𝐲
decimals from 𝐝𝐱 = 𝐱 𝟐 𝐲 − 𝟏, 𝐲(𝟎) = 𝟏. (July 2017)

By data, 𝑥0 = 0, 𝑦0 = 1 𝑦′ = 𝑥2𝑦 − 1 𝑦 ′ (0) = −1

𝑦 ′′ = 2𝑥𝑦 + 𝑥 2 𝑦 ′ 𝑦 ′′ (0) = 0

𝑦 ′′′ = 2𝑦 + 4𝑥𝑦 ′ + 𝑥 2 𝑦 ′′ 𝑦 ′′′ (0) = 2


By Taylor’s series,
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!
Put 𝑥0 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = −1, 𝑦 ′′ (0) = 0, 𝑦 ′′′ (0) = 2.
𝑥 𝑥2 𝑥3
𝑦(𝑥) = 1 + (−1) + (0) + (2) + ⋯
1! 2! 3!
𝑥3
Therefore, 𝑦(𝑥) = 1 − 𝑥 + 3

𝑦(0.1) = 0.9003, 𝑦(0.2) = 0.8023.

2. Employ Taylor’s series method to obtain approx. value of 𝐲 at 𝐱 = 𝟎. 𝟐 for the differential
𝐝𝐲
equation = 𝟐𝐲 + 𝟑𝐞𝐱 , 𝐲(𝟎) = 𝟎. Compare the numerical solution obtained with exact
𝐝𝐱
solution. ( Jan 2018)
By data, 𝑥0 = 0, 𝑦0 = 0 𝑦 ′ = 2𝑦 + 3𝑒 𝑥 𝑦 ′ (0)
=3

𝑦 ′′ = 2𝑦 ′ + 3𝑒 𝑥 𝑦 ′′ (0) = 9

𝑦 ′′′ = 2𝑦 ′′ + 3𝑒 𝑥 𝑦 ′′′ (0) = 21


By Taylor’s series,
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!
Put 𝑥0 = 0, 𝑦(0) = 0, 𝑦 ′ (0) = 3, 𝑦 ′′ (0) = 9, 𝑦 ′′′ (0) = 21.
𝑥 𝑥2 𝑥3
𝑦(𝑥) = 0 + (3) + (9) + (21) + ⋯
1! 2! 3!
Therefore, 𝑦(𝑥) = 3𝑥 + 4.5𝑥 2 + 3.5𝑥 3 𝑦(0.2) = 0.8110.

Dr. Narasimhan G, RNSIT 2


𝐝𝐲
3. Solve by Taylor’s series method the equation = 𝐥𝐨𝐠 𝐱𝐲 for 𝐲(𝟏. 𝟏) and 𝐲(𝟏. 𝟐) given
𝐝𝐱
𝐲(𝟏) = 𝟐.

By data, 𝑥0 = 1, 𝑦0 = 2 𝑦 ′ = log 𝑥 + log 𝑦 𝑦 ′ (1) = 0.6932


1 1
𝑦 ′′ = + 𝑦′ 𝑦 ′′ (1) = 1.3466
𝑥 𝑦
1 1 1 2 𝑦 ′′′ (1) = 0.4667
𝑦 ′′′ = − 𝑥2 + 𝑦 𝑦′′ + (− 𝑦2 ) (𝑦′ )

By Taylor’s series:
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!
Put 𝑥0 = 1, 𝑦(1) = 2, 𝑦 ′ (1) = 0.6932, 𝑦′′ (1) = 1.3466, 𝑦′′′ (1) = 0.4667.
𝑥 − 𝑥0 (𝑥 − 𝑥0 )2 (𝑥 − 𝑥0 )3
𝑦(𝑥) = 2 + (0.6932) + (1.3466) + (0.4667) + ⋯
1! 2! 3!
Therefore, 𝑦(𝑥) = 2 + (𝑥 − 1)0.6931 + (𝑥 − 1)2 0.6733 + (𝑥 − 1)3 (0.4667)
𝑦(1.1) = 2.0807, 𝑦(1.2) = 2.1692.

𝐝𝐲
4. Find an approx. value of 𝐲 when 𝐱 = 𝟎. 𝟏 if 𝐝𝐱 = 𝐱 − 𝐲 𝟐 and 𝐲 = 𝟏 at 𝐱 = 𝟎 using Taylor’s
series method.

By data, 𝑥0 = 0, 𝑦0 = 1
𝑦 ′ = 𝑥 − 𝑦2 𝑦 ′ (0) = −1

𝑦 ′′ = 1 − 2𝑦𝑦′ 𝑦 ′′ (0) = 3
𝑦 ′′′ (0) = −8
𝑦 ′′′ = −2𝑦𝑦′′ − 2𝑦′2
𝑦 𝑖𝑣 (0) = 34
𝑦 𝑖𝑣 = −2𝑦𝑦 ′′′ − 2𝑦 ′′ 𝑦 ′ − 4𝑦′𝑦′′

Taylor’s series:
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!
Put 𝑥0 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = −1, 𝑦′′ (0) = 3, 𝑦′′′ (0) = −8.

𝑥 𝑥2 𝑥3 𝑥4
𝑦(𝑥) = 1 + (−1) + (3) + (−8) + (34) + ⋯
1! 2! 3! 4!
3𝑥 2 4 3 17 4
𝑦(𝑥) = 1 − 𝑥 + − 𝑥 + 𝑥
2 3 6
𝑦(0.1) = 0.9139

Dr. Narasimhan G, RNSIT 3


5. Solve 𝐲 ′ = 𝐱 + 𝐲 given 𝐲(𝟏) = 𝟎. Find 𝐲(𝟏. 𝟏) and 𝐲(𝟏. 𝟐) by Taylor’s method.

By data, 𝑥0 = 1, 𝑦0 = 0 𝑦′ = 𝑥 + 𝑦 𝑦 ′ (1) = 1
𝑦′′ = 1 + 𝑦′ 𝑦 ′′ (1) = 2
𝑦 ′′′ = 𝑦 ′′ 𝑦 ′′′ (1) = 2

𝑦 𝑖𝑣 = 𝑦′′′ 𝑦 𝑖𝑣 (1) = 2
By Taylor’s series,
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!
Put 𝑥0 = 1, 𝑦(1) = 0, 𝑦 ′ (1) = 1, 𝑦′′ (1) = 2, 𝑦′′′ (1) = 2, 𝑦 𝑖𝑣 (1) = 2

𝑥−1 (𝑥 − 1)2 (𝑥 − 1)3 (𝑥 − 1)4


𝑦(𝑥) = 0 + (1) + (2) + (2) + (2) + ⋯
1! 2! 3! 4!
1 1
𝑦(𝑥) = 1 + (𝑥 − 1) + (𝑥 − 1)2 − (𝑥 − 1)3 + (𝑥 − 1)4
3 12
𝑦(1.1) = 1.1097, 𝑦(1.2) = 1.2375

6. Evaluate 𝐲(𝟎. 𝟏) correct to 6 places of decimal by Taylor’s series method if 𝐲(𝐱) satisfies
𝒚′ = 𝒙𝒚 + 𝟏, 𝒚(𝟎) = 𝟏.

By data, 𝑥0 = 0, 𝑦0 = 1,
𝑦 ′ = 𝑥𝑦 + 1 𝑦 ′ (0) = 1

𝑦′′ = 𝑥𝑦′ + 𝑦 𝑦 ′′ (0) = 1

𝑦 ′′′ = 𝑥𝑦 ′′ + 2𝑦 ′ 𝑦 ′′′ (0) = 2

By Taylor’s series,
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!
Put 𝑥0 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 1, 𝑦′′ (0) = 1, 𝑦′′′ (0) = 2

𝑥 𝑥2 𝑥3
𝑦(𝑥) = 1 + (1) + (1) + (2) + ⋯
1! 2! 3!
𝑥2 𝑥3
𝑦(𝑥) = 1 + 𝑥 + + , 𝑦(0.1) = 1.1053.
2 3

Dr. Narasimhan G, RNSIT 4


7. Solve 𝐲 ′ = 𝟑𝐱 + 𝐲 𝟐 , 𝐲(𝟎) = 𝟏 using Taylor’s series method and compute 𝐲(𝟎. 𝟏)

By data, 𝑥0 = 0, 𝑦0 = 1

𝑦 ′ = 3𝑥 + 𝑦2 𝑦 ′ (0) = 1

𝑦′′ = 3 + 2𝑦𝑦′ 𝑦 ′′ (0) = 5

2 𝑦 ′′′ (0) = 12
𝑦 ′′′ = 2𝑦𝑦 ′′ + 2𝑦 ′

By Taylor’s series,
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!

Put 𝑥0 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 1, 𝑦′′ (0) = 5, 𝑦′′′ (0) = 12

5𝑥 2
𝑦(𝑥) = 1 + 𝑥 + + 2𝑥 3
2

𝑦(0.1) = 1.1272.

𝒅𝒚
8. Using Taylor’s series method find 𝐲(𝟎. 𝟏) to 3 decimal places given that = 𝒆𝒙 − 𝒚 𝟐 ,
𝒅𝒙
𝒚(𝟎) = 𝟏

By data, 𝑥0 = 0, 𝑦0 = 1, 𝑦 ′ = 𝑒𝑥 − 𝑦2 𝑦 ′ (0) = 0

𝑦′′ = 𝑒𝑥 − 2𝑦𝑦′ 𝑦 ′′ (0) = 1

𝑦 ′′′ = 𝑒 𝑥 − 2𝑦 ′2 − 2𝑦𝑦 ′′ 𝑦 ′′′ (0) = −1


Taylor’s series,
𝑥 − 𝑥0 ′ (𝑥 − 𝑥0 )2 ′′ (𝑥 − 𝑥0 )3 ′′′
𝑦(𝑥) = 𝑦(𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (𝑥0 ) + 𝑦 (0) + ⋯
1! 2! 3!

Put 𝑥0 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 0, 𝑦′′ (0) = 1, 𝑦′′′ (0) = −1

𝑥2 𝑥3
𝑦(𝑥) = 1 + − , 𝑦(0.1) = 1.0048.
2 6

Dr. Narasimhan G, RNSIT 5


𝟓. 𝟐 𝐌𝐨𝐝𝐢𝐟𝐢𝐞𝐝 𝐄𝐮𝐥𝐞𝐫 ′ 𝐬 𝐦𝐞𝐭𝐡𝐨𝐝
__________________________________________________________________________

𝑑𝑦
❖ Consider the initial value problem 𝑑𝑥 = 𝑓(𝑥, 𝑦) with 𝑦(𝑥0 ) = 𝑦0.

❖ Find the value of 𝑦1 using Euler’s formula 𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )


❖ Improve the value of 𝑦1 using Modified Euler’s formula
(𝟏) 𝒉 (𝟐) 𝒉 (𝟏)
𝒚𝟏 = 𝒚𝟎 + 𝟐 [𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝟏 )], 𝒚𝟏 = 𝒚𝟎 + 𝟐 [𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝟏 )]

𝑑𝑦
Note 1: 𝑦1 = 𝑦0 + 𝑝 = 𝑦0 + ℎ tan 𝜃 = 𝑦0 + ℎ [ ] = 𝑦0 + ℎ 𝑓(𝑥0 , 𝑦0 )
𝑑𝑥 (𝑥0 ,𝑦0 )

(Accuracy can be improved by using Modified Euler’s method. By default, carryout two
modifications.)

Dr. Narasimhan G, RNSIT 6


1. Using Modified Euler’s method, Find an approximate value of 𝐲 when 𝐱 = 𝟎. 𝟐 given that
𝐝𝐲
= 𝐱 + 𝐲 and 𝐲 = 𝟏 when 𝐱 = 𝟎 by taking step length 0.1
𝐝𝐱

By data, 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦, ℎ = 0.1


Step 1: Find 𝒚𝟏 𝑥0 = 0 𝑥1 = 0.1
By Euler’s formula, 𝑦0 = 1 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 1 + 0.1𝑓(0, 1) = 1 + 0.1(0 + 1) = 1.1
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.1
=1+ [𝑓(0, 1) + 𝑓(0.1, 1.1)]
2

= 1 + 0.05(0 + 1 + 0.1 + 1.1) = 1.115


(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.1
=1+ [𝑓(0, 1) + 𝑓(0.1, 1.115)]
2

= 1 + 0.05[0 + 1 + 0.1 + 1.115] = 1.1105

𝑦1 = 𝑦(0.1) = 1.1105

Step 2: Find 𝒚𝟐 𝑥1 = 0.1 𝑥2 = 0.2


By Euler’s formula, 𝑦1 = 1.1105 𝑦2 =?
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 )
= 1.1105 + 0.1𝑓(0.1, 1.1105)
= 1.1105 + 0.1(0.1 + 1.1105) = 1.2316
By Modified Euler’s formula,
(1) ℎ
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 1.1105 + 0.05[0.1 + 1.1105 + 0.2 + 1.2316]


= 1.2426
(2) ℎ (1)
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 1.1105 + 0.05[0.1 + 1.1105 + 0.2 + 1.2426]


= 1.2432
𝑦2 = 𝑦(0.2) = 1.2432

Dr. Narasimhan G, RNSIT 7


𝐝𝐲
2. Using the modified Euler’s method, Find 𝐲(𝟎. 𝟏) given that 𝐝𝐱 = 𝐱 𝟐 + 𝐲 and 𝐲(𝟎) = 𝟏 take
step 𝒉 = 𝟎. 𝟎𝟓 and perform two modifications in each stage.

By data, 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦, ℎ = 0.05


Step 1: Find 𝒚𝟏 𝑥0 = 0 𝑥1 = 0.05
By Euler’s formula, 𝑦0 = 1 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 1 + 0.05𝑓(0, 1) = 1 + 0.05(0 + 1) = 1.05
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.05
=1+ [𝑓(0, 1) + 𝑓(0.05, 1.05)]
2

= 1 + 0.025(02 + 1 + 0.052 + 1.1) = 1.0513


(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.05
=1+ [𝑓(0, 1) + 𝑓(0.1, 1.0513)]
2

= 1 + 0.05[02 + 1 + 0.052 + 1.0513] = 1.0514

𝑦1 = 𝑦(0.1) = 1.0514

Step 2: Find 𝒚𝟐 𝑥1 = 0.05 𝑥2 = 0.1


By Euler’s formula, 𝑦1 = 1.0514 𝑦2 =?
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 )
= 1.0514 + 0.05𝑓(0.05, 1.0514)
= 1.0514 + 0.05(0.052 + 1.0514) = 1.1041
By Modified Euler’s formula,
(1) ℎ
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 1.0514 + 0.025[0.052 + 1.0514 + 0.12 + 1.1041]


= 1.1056
(2) ℎ (1)
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 1.0514 + 0.025[0.052 + 1.0514 + 0.12 + 1.1056]


= 1.1056
𝑦2 = 𝑦(0.1) = 1.1056

Dr. Narasimhan G, RNSIT 8


3. Using Modified Euler’s method find 𝐲(𝟎. 𝟐) and 𝐲(𝟎. 𝟒) given that 𝐲 ′ = 𝐲 + 𝐞𝐱 , 𝐲(𝟎) = 𝟎.

By data, 𝑓(𝑥, 𝑦) = 𝑦 + 𝑒 𝑥 , ℎ = 0.2


Step 1: Find 𝒚𝟏 𝑥0 = 0 𝑥1 = 0.2
By Euler’s formula, 𝑦0 = 0 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 0 + 0.2𝑓(0, 0) = 0 + 0.2(0 + 1) = 0.2
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
2
0.2
=0+ [𝑓(0, 0) + 𝑓(0.2, 0.2)]
2

= 0 + 0.1(0 + 1 + 0.2 + 1.2214) = 0.2421


(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=0+ [𝑓(0, 0) + 𝑓(0.2, 0.2421)]
2

= 0 + 0.1[0 + 1 + 0.2421 + 1.2214] = 0.2464

𝑦1 = 𝑦(0.2) = 0.2464

Step 2: Find 𝒚𝟐 𝑥1 = 0.2 𝑥2 = 0.4


By Euler’s formula, 𝑦1 = 0.2464 𝑦2 =?
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 )
= 0.2464 + 0.2𝑓(0.2, 1.2464)
= 0.2464 + 0.2(0.2464 + 1.2214) = 0.5400
By Modified Euler’s formula,
(1) ℎ
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 0.2464 + 0.1[0.2464 + 1.2214 + 0.5400 + 1.4918]


= 0.5968
(2) ℎ (1)
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 0.2464 + 0.1[0.2464 + 1.2214 + 0.5968 + 1.4918]


= 0.6025
𝑦2 = 𝑦(0.2) = 0.6025

Dr. Narasimhan G, RNSIT 9


4. Solve the following by Using Modified Euler’s method, 𝐲’ = 𝐥𝐨𝐠 𝟏𝟎 (𝐱 + 𝐲), 𝐲(𝟏) = 𝟐 at
𝐱 = 𝟏. 𝟐 and 𝐱 = 𝟏. 𝟒

By data, 𝑓(𝑥, 𝑦) = log10 (𝑥 + 𝑦), ℎ = 0.2


Step 1: Find 𝒚𝟏 𝑥0 = 1 𝑥1 = 1.2
By Euler’s formula, 𝑦0 = 2 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 2 + 0.2𝑓(1, 2) = 2.0954
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=2+ [𝑓(1, 2) + 𝑓(1.2, 2.0954)]
2

= 2.0995
(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=2+ [𝑓(1, 2) + 𝑓(0.2, 2.0995)]
2

= 2 + 0.1[0.3010 + 0.3551] = 2.0995

𝑦1 = 𝑦(1.2) = 2.0995

Step 2: Find 𝒚𝟐 𝑥1 = 1.2 𝑥2 = 1.4


By Euler’s formula, 𝑦1 = 2.0995 𝑦2 =?
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 )
= 2.0995 + 0.2𝑓(0.2, 2.0995)
= 2.2032
By Modified Euler’s formula,
(1) ℎ
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 2.0995 + 0.1[𝑓(1.2, 2.0995) + 𝑓(1.4, 2.2032)]


= 2.2071
(2) ℎ (1)
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 2.0995 + 0.1[𝑓(1.2, 2.0995) + 𝑓(1.4, 2.2032)]


= 2.2071
𝑦2 = 𝑦(0.4) = 2.2071

Dr. Narasimhan G, RNSIT 10


𝐝𝐲
5. Solve the following by Using Modified Euler’s method, 𝐝𝐱 = 𝒍𝒐𝒈 (𝒙 + 𝒚), 𝐲(𝟏) = 𝟐 at 𝐱 =
𝟏. 𝟐 and 𝐱 = 𝟏. 𝟒

By data, 𝑓(𝑥, 𝑦) = 𝑙𝑜𝑔 (𝑥 + 𝑦), ℎ = 0.2


Step 1: Find 𝒚𝟏 𝑥0 = 1 𝑥1 = 1.2
By Euler’s formula, 𝑦0 = 2 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 2 + 0.2𝑓(1, 2) = 2 + 0.2(1.0986) = 2.2197
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=2+ [1.0986 + 𝑓(1.2, 2.2197)]
2

= 2 + 0.1(1.0986 + 1.2296) = 2.2328


(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=2+ [𝑓(1, 2) + 𝑓(0.2, 2.2328)]
2

= 2 + 0.1[1.0986 + 0.8890] = 2.1988

𝑦1 = 𝑦(1.2) = 2.1988

Step 2: Find 𝒚𝟐 𝑥1 = 1.2 𝑥2 = 1.4


By Euler’s formula, 𝑦1 = 2.1988 𝑦2 =?
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 )
= 2.1988 + 0.2𝑓(0.2, 2.1988)
= 2.1988 + 0.2(0.8750) = 2.3738
By Modified Euler’s formula,
(1) ℎ
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 2.1988 + 0.1[0.8750 + 1.3280]


= 2.4191
(2) ℎ (1)
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 2.1988 + 0.1[0.8750 + 1.34]


= 2.4195
𝑦2 = 𝑦(1.4) = 2.4195

Dr. Narasimhan G, RNSIT 11


𝐝𝐲
6. Using Modified Euler’s method find the solution of the differential equation 𝐝𝐱 = 𝐱 + |√𝐲|
with initial conditions 𝐲 = 𝟏 at 𝐱 = 𝟎 for the range 𝟎 ≤ 𝐱 ≤ 𝟎. 𝟒 in steps of 0.2

Solution:
By data, 𝑓(𝑥, 𝑦) = 𝑥 + |√𝑦|, ℎ = 0.2
Step 1: Find 𝒚𝟏 𝑥0 = 0 𝑥1 = 0.2
By Euler’s formula, 𝑦0 = 1 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 1 + 0.2𝑓(0, 1) = 1 + 0.2(1) = 1.2
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=1+ [1 + 𝑓(0.2, 1.2)]
2

= 1 + 0.1(1 + 1.2954) = 1.2295


(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.2
=1+ [1 + 𝑓(0.2, 1.2295)]
2

= 1 + 0.1[1 + 1.3088] = 1.2309

𝑦1 = 𝑦(0.2) = 1.2309

Step 2: Find 𝒚𝟐 𝑥1 = 0.2 𝑥2 = 0.4


By Euler’s formula, 𝑦1 = 1.2309 𝑦2 =?
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 )
= 1.2309 + 0.2𝑓(0.2, 1.2309)
= 1.2309 + 0.2(1.3095) = 1.4928
By Modified Euler’s formula,
(1) ℎ
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 1.2309 + 0.1[1.3095 + 1.6218]


= 1.5240
(2) ℎ (1)
𝑦2 = 𝑦1 + 2 [𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦2 )]

= 1.2309 + 0.1[1.3095 + 1.6345 ]


= 1.5253
𝑦2 = 𝑦(0.4) = 1.5253

Dr. Narasimhan G, RNSIT 12


𝐝𝐲 𝐲−𝐱
7. Given = 𝐲+𝐱 with boundary conditions 𝐲 = 𝟏 when 𝐱 = 𝟎. Find approximately 𝐲 for
𝐝𝐱
𝐱 = 𝟎. 𝟏 by Modified Euler’s method. Carryout three modifications.

𝑦−𝑥
By data, 𝑓(𝑥, 𝑦) = 𝑦+𝑥 ℎ = 0.1

Step 1: Find 𝒚𝟏 𝑥0 = 0 𝑥1 = 0.1


By Euler’s formula, 𝑦0 = 1 𝑦1 =?
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 )
= 1 + 0.1𝑓(0, 1) = 1 + 0.1(1) = 1.1
By Modified Euler’s formula,
(1) ℎ
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.1
=1+ [1 + 𝑓(0.1, 1.1)]
2
1.1−0.1
= 1 + 0.1 (1 + ) = 1.0916
1.1+0.1
(2) ℎ (1)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.1
=1+ [1 + 𝑓(0.1, 1.0916)]
2
1.0916−0.1
= 1 + 0.1 [1 + 1.0916+0.1] = 1.0916
(3) ℎ (2)
𝑦1 = 𝑦0 + 2 [𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦1 )]
0.1
=1+ [1 + 𝑓(0.1, 1.0916)]
2
1.0916−0.1
= 1 + 0.1 [1 + 1.0916+0.1] = 1.0916

𝑦1 = 𝑦(0.1) = 1.0916

Dr. Narasimhan G, RNSIT 13


Home work
8. Find an approximate value of y when x = 0.1 using Modified Euler’s method, given that y′ =
y
3x + 2 with y(0) = 1, h = 0.1
dy x
9. Find y(20.2) and y(20.4)using Modified Euler’s method, given that dx = log10 (y), y(20) =
5, taking h = 0.2

10. Using modified Euler’s formula, compute y(1.1)correct to five decimal places given that
dy y 1
+ x = x2 and y = 1 at x = 1. [Taking h = 0.1] [Aug
dx
21]

y
11. Solve y ′ (x) = 3x + 2 , y(0) = 1 then find y(0.2) with h = 0.2 using modified Euler’s
method. [Sep 20]]

dy
12. Given = x + sin y, y(0) = 1. Compute y(0.4) with h = 0.2 using Euler’s modified
dx
method. [Jan 20]
dy
13. Using modified Euler’s method to compute y(0.2), given − xy 2 = 0 under the initial
dx
condition y(0) = 2. Perform three iteration at each step, taking h = 0.1.
[MQP 1, 18MAT]

dy
14. Solve the differential equation = x√y under the initial condition y(1) = 1, by using
dx
modified Euler’s method at the point x = 1.4. Perform three iterations at each step, taking
h=0.2. [MQP 2, 18MAT]

Dr. Narasimhan G, RNSIT 14


5.3 Runge - Kutta method of fourth order

Working Rule:
𝑑𝑦
❖ Consider the initial value problem 𝑑𝑥 = 𝑓(𝑥, 𝑦) with 𝑦(𝑥0 ) = 𝑦0.
1
❖ 𝑦1 = 𝑦0 + 𝑘 = 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
Where
𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 )
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2
ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )

1. Apply Runge - Kutta method of fourth order to find an approximate value of 𝐲 when 𝐱 =
𝐝𝐲
𝟎. 𝟐 given that 𝐝𝐱 = 𝐱 + 𝐲 and 𝐲 = 𝟏 when 𝐱 = 𝟎 .

By data, 𝑓(𝑥0 , 𝑦0 ) = 𝑥0 + 𝑦0 = 1, ℎ = 0.2 𝑥0 = 0 𝑥1 = 0.2


𝑦0 = 1 𝑦1 =?
𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 )
= 0.2(1) = 0.2
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.2 𝑓(0.1, 1.1)


= 0.2(0.1 + 1.1) = 0.24
ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.2𝑓(0.1, 1.12)
= 0.2(0.1 + 1.12) = 0.244
𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= 0.2𝑓(0.2, 1.244)
= 0.2(0.2 + 1.244) = 0.2888
𝑦1 = 𝑦0 + 𝑘
1
= 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
1
= 1 + 6 (0.2 + 0.48 + 0.488 + 0.2888)

= 1.2428
Conclusion: 𝑦1 = 𝑦(0.2) = 1.2428

Dr. Narasimhan G, RNSIT 15


𝐝𝐲 𝐲 𝟐 −𝐱 𝟐
2. Using Runge-Kutta method of fourth order solve 𝐝𝐱 = 𝐲𝟐 +𝐱𝟐 with 𝐲(𝟎) = 𝟏 at 𝐱 = 𝟎. 𝟐
1−0
By data, 𝑓(𝑥0 , 𝑦0 ) = 𝑓(0, 1) = 1+0 = 1, ℎ = 0.2

𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 ) 𝑥0 = 0 𝑥1 = 0.2
𝑦0 = 1 𝑦1 =?
= 0.2(1) = 0.2
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.2 𝑓(0.1, 1.1)


1.12 −0.12
= 0.2 ( ) = 0.1967
1.12 +0.12

ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.2𝑓(0.1, 1.0984)
1.09842 −0.12
= 0.2 (1.09842+0.12) = 0.1967

𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= 0.2𝑓(0.2, 1.1967)
1.19672 −0.22
= 0.2 (1.19672+0.22) = 0.1891

𝑦1 = 𝑦0 + 𝑘
1
= 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
1
= 1 + 6 (0.2 + 0.3934 + 0.3934 + 0.1891)

= 1.1960
Conclusion: 𝑦1 = 𝑦(0.2) = 1.1960

Dr. Narasimhan G, RNSIT 16


3. Apply Runge-Kutta method of fourth order to find an approximate value of 𝐲 for steps
𝐝𝐲
of 𝟎. 𝟏 if = 𝐱 + 𝐲 𝟐 given that 𝐲 = 𝟏, where 𝐱 = 𝟎 at 𝐱 = 𝟎. 𝟏
𝐝𝐱

By data, 𝑓(𝑥0 , 𝑦0 ) = 𝑓(0, 1) = 0 + 12 = 1, ℎ = 0.1


𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 ) 𝑥0 = 0 𝑥1 = 0.1
𝑦0 = 1 𝑦1 =?
= 0.1(1) = 0.1
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.05, 1.05)


= 0.1(0.05 + 1.052 ) = 0.1153
ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.05, 1.0576)


= 0.1 (0.05 + 1.05762 ) = 0.1168
𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= 0.1 𝑓(0.1, 1.1168)
= 0.1 (0.1 + 1.05762 ) = 0.1347
𝑦1 = 𝑦0 + 𝑘
1
= 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
1
= 1 + 6 (0.1 + 0.2306 + 0.2332 + 0.1347)

= 1.1164
Conclusion: 𝑦1 = 𝑦(0.1) = 1.1164

Dr. Narasimhan G, RNSIT 17


𝐝𝐲 𝐲
4. Using Runge-Kutta method of fourth order find 𝐲(𝟎. 𝟏) given that 𝐝𝐱 = 𝟑𝐱 + 𝟐,
𝐲(𝟎) = 𝟏, taking 𝐡 = 𝟎. 𝟏
1
Solution: By data, 𝑓(𝑥0 , 𝑦0 ) = 𝑓(0, 1) = 3(0) + 2 = 0.5, ℎ = 0.1

𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 ) 𝑥0 = 0 𝑥1 = 0.1
𝑦0 = 1 𝑦1 =?
= 0.1(0.5) = 0.05
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.05, 1.025)


= 0.1(0.15 + 0.5125) = 0.0663
ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.05, 1.0332)


= 0.1 (0.15 + 0.5166) = 0.0667
𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= 0.1 𝑓(0.1, 1.0667)
= 0.1 (0.3 + 0.5334) = 0.0833
𝑦1 = 𝑦0 + 𝑘
1
= 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
1
= 1 + 6 {0.05 + 2(0.0663) + 2(0.0667) + 0.0833}

= 1.0666
Conclusion: 𝑦1 = 𝑦(0.1) = 1.0666

Dr. Narasimhan G, RNSIT 18


𝐝𝐲
5. Using Runge-Kutta method of fourth order find 𝐲(𝟎. 𝟏) given that 𝐝𝐱 = 𝟑𝐞𝐱 + 𝟐𝐲,
𝐲(𝟎) = 𝟎, taking 𝐡 = 𝟎. 𝟏
By data, 𝑓(𝑥0 , 𝑦0 ) = 𝑓(0, 0) = 3(1) + 0 = 3, ℎ = 0.1
𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 ) 𝑥0 = 0 𝑥1 = 0.1
𝑦0 = 0 𝑦1 =?
= 0.1(3) = 0.3
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.05, 0.15)


= 0.1(3𝑒 0.05 + 2(0.15)) = 0.3454
ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.05, 0.1727)

= 0.1 (3𝑒 0.05 + 2(0.1727)) = 0.3499

𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= 0.1 𝑓(0.1, 0.3499)
= 0.1 (𝑒 0.1 + 2(0.3499)) = 0.4015

𝑦1 = 𝑦0 + 𝑘
1
= 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
1
= 1 + 6 {0.3 + 2(0.3454) + 2(0.3499) + 0.4015}

= 1.3487
Conclusion: 𝑦1 = 𝑦(0.1) = 1.3487

Dr. Narasimhan G, RNSIT 19


𝐝𝐲 𝐲−𝐱
6. Using Runge-Kutta method of fourth order find 𝐲(𝟎. 𝟐) given that 𝐝𝐱 = 𝐲+𝐱,
𝐲(𝟎. 𝟏) = 𝟏. 𝟎𝟗𝟏𝟐, taking 𝐡 = 𝟎. 𝟏
1.0912−0.1
By data, 𝑓(𝑥0 , 𝑦0 ) = 𝑓(0.1, 1.0912) = 1.0912+0.1 = 0.8321, ℎ = 0.1

𝑘1 = ℎ𝑓(𝑥0 , 𝑦0 ) 𝑥0 = 0.1 𝑥1 = 0.2


𝑦0 = 1.0912 𝑦1 =?
= 0.1 (0.8321) = 0.0832
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.15, 1.1328)


1.1328−0.15
= 0.1 (1.1328+0.15) = 0.0766
ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑥0 + 2 , 𝑦0 + )
2

= 0.1 𝑓(0.15, 1.1295)


1.1295−0.15
= 0.1 (1.1295+0.15) = 0.0766

𝑘4 = ℎ𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= 0.1 𝑓(0.2, 1.1678 )
1.1678−0.2
= 0.1 ( ) = 0.0708
1.1678+0.2

𝑦1 = 𝑦0 + 𝑘
1
= 𝑦0 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
1
= 1.0912 + 6 {0,0832 + 2(0.0766) + 2(0.0766) + 0.0708}

= 1.1679
Conclusion: 𝑦1 = 𝑦(0.2) = 1.1679

Home work:
7. Using Runge-Kutta method of fourth order find y(1.1) given that 𝑦 = 1.2 when 𝑥 = 1 and
dy
= 3x + y 2 .
dx
𝑑𝑦
8. Using Runge-Kutta method of fourth order find y(1.2) from = 𝑥 2 + 𝑦 2 , 𝑦(0) = 1 taking
𝑑𝑥
ℎ = 0.1

Dr. Narasimhan G, RNSIT 20


5.4 Milne’s predictor - corrector method
___________________________________________________________________________

Working Rule:
𝑑𝑦
❖ Consider the ordinary differential equation 𝑑𝑥 = 𝑓(𝑥, 𝑦) with

𝑦(𝑥0 ) = 𝑦0 , 𝑦(𝑥1 ) = 𝑦1 , 𝑦(𝑥2 ) = 𝑦2 𝑎𝑛𝑑 𝑦(𝑥3 ) = 𝑦3 .


❖ Find 𝑦4 = 𝑦(𝑥4 ) using Milne’s predictor-corrector formula
(𝒑) 𝟒𝒉 𝒉
𝒚𝟒 = 𝒚𝟎 + (𝟐𝒇𝟏 − 𝒇𝟐 + 𝟐𝒇𝟑 ), 𝒚(𝒄)
𝟒 = 𝒚𝟐 + (𝒇𝟐 + 𝟒𝒇𝟑 + 𝒇𝟒 )
𝟑 𝟑
𝑵𝒐𝒕𝒆:
❖ In Predictor corrector methods, four prior values are required to find 𝑦4 .
❖ Predictor formula is to predict the value of 𝑦4 .
❖ Corrector formula is to improve the value of 𝑦4 .
❖ Apply corrector formula twice to improve accuracy.
Problems:
𝐝𝐲
1. Given that 𝐝𝐱 = 𝐱 − 𝐲 𝟐 and the data 𝐲(𝟎) = 𝟎, 𝐲(𝟎. 𝟐) = 𝟎. 𝟎𝟐, 𝐲(𝟎. 𝟒) = 𝟎. 𝟎𝟕𝟗𝟓,

𝐲(𝟎. 𝟔) = 𝟎. 𝟏𝟕𝟔𝟐 compute 𝐲 at 𝐱 = 𝟎. 𝟖 by applying Milne’s method.


By data,
𝑥 𝑦 𝑓 = 𝑥 − 𝑦2
𝑥0 = 0 𝑦0 = 0 𝑓0 = 0
𝑥1 = 0.2 𝑦1 = 0.02 𝑓1 = 0.1996
𝑥2 = 0.4 𝑦2 = 0.0795 𝑓2 = 0.3937
𝑥3 = 0.6 𝑦3 = 0.1762 𝑓3 = 0.5689

By Milne’s predictor formula,


(𝑝) 4ℎ 4(0.2)
𝑦4 = 𝑦0 + (2𝑓1 − 𝑓2 + 2𝑓3 ) = 0 + (2(0.1996) − 0.3932 + 2(0.5689)) = 0.3049
3 3

𝑓4 = 𝑥4 − 𝑦4 2 = 0.8 − 0.30492 = 0.7070


By Milne’s corrector formula,
(𝑐) ℎ 0.2
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 ) = 0.0795 + (0.3937 + 4(0.5689) + 0.7070) = 0.3046
3

𝑓4 = 𝑥4 − 𝑦4 2 = 0.8 − 0.30462 = 0.7072


(𝑐) ℎ 0.2
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 ) = 0.0795 + 3
(0.3937 + 4(0.5689) + 0.7072) = 0.3046

Conclusion: 𝒚𝟒 = 𝒚(𝟎. 𝟒) = 𝟎. 𝟑𝟎𝟒𝟔

Dr. Narasimhan G, RNSIT 21


𝐝𝐲
2. Given = 𝐱𝐲 + 𝐲 𝟐 , 𝐲(𝟎) = 𝟏, 𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟏𝟔𝟗, 𝐲(𝟎. 𝟐) = 𝟏. 𝟐𝟕𝟕𝟑, 𝐲(𝟎. 𝟑) = 𝟏. 𝟓𝟎𝟒𝟗
𝐝𝐱

compute 𝐲(𝟎. 𝟒) using Milne’s method.

By data, 𝑥 𝑦 𝑓 = 𝑥𝑦 + 𝑦 2
𝑥0 = 0 𝑦0 = 1 𝑓0 = 1
𝑥1 = 0.1 𝑦1 = 1.1169 𝑓1 = 1.3591
𝑥2 = 0.2 𝑦2 = 1.2773 𝑓2 = 1.8869
𝑥3 = 0.3 𝑦3 = 1.5049 𝑓3 = 2.7162

By Milne’s predictor formula,


(𝑝) 4ℎ
𝑦4 = 𝑦0 + (2𝑓1 − 𝑓2 + 2𝑓3 )
3
4(0.1)
=1+ (2(1.3591) − 1.8869 + 2(2.7162))
3

= 1.8352
𝑓4 = 𝑥4 𝑦4 + 𝑦4 2
= (0.4)(1.8352) + 1.83522
= 4.1020
By Milne’s corrector formula,
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 )
0.1
= 1.2773 + (1.8869 + 4(2.7162) + 4.1020)
3

= 1.8391
𝑓4 = 𝑥4 𝑦4 + 𝑦4 2
= (0.4)(1.8352) + 1.83522
= 4.1179
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 )
0.1
= 1.2773 + (1.8869 + 4(2.7162) + 4.1179)
3

= 1.8397
Conclusion: 𝒚𝟒 = 𝒚(𝟎. 𝟒) = 𝟏. 𝟖𝟑𝟗𝟕

Dr. Narasimhan G, RNSIT 22


𝒅𝒚 𝒚
3. From the data given below find 𝐲 at 𝐱 = 𝟎. 𝟒 using Milne’s method. 𝒅𝒙 = 𝒙𝟐 + 𝟐

𝑥 1 1.1 1.2 1.3


𝑦 2 2.2156 2.4549 2.7514

By data,
𝑥 𝑦 𝑦
𝑓 = 𝑥2 +
2
𝑥0 = 1 𝑦0 = 2 𝑓0 = 2
𝑥1 = 1.1 𝑦1 = 2.2156 𝑓1 = 2.3178
𝑥2 = 1.2 𝑦2 = 2.4549 𝑓2 = 2.6675
𝑥3 = 1.3 𝑦3 = 2.7514 𝑓3 = 3.0657

By Milne’s predictor formula,


(𝑝) 4ℎ
𝑦4 = 𝑦0 + (2𝑓1 − 𝑓2 + 2𝑓3 )
3
4(0.1)
=2+ (2(2.3178) − 2.6675 + 2(3.0657))
3

= 3.0799
𝑦4
𝑓4 = 𝑥42 + 2
3.0799
= 1.42 + 2

= 3.5
By Milne’s corrector formula,
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 )
0.1
= 2.4549 + (2.6675 + 4(3.0657) + 3.5)
3

= 3.0692
𝑦4
𝑓4 = 𝑥42 + 2
3.0692
= 1.42 + 2

= 3.4946
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 )
0.1
= 2.4549 + (2.6675 + 4(3.0657) + 3.4946)
3

= 3.0690
Conclusion: 𝒚𝟒 = 𝒚(𝟏. 𝟒) = 𝟑. 𝟎𝟔𝟗𝟎

Dr. Narasimhan G, RNSIT 23


𝐝𝐲
4. If = 𝟐𝐞𝐱 − 𝐲, 𝐲(𝟎) = 𝟐, 𝐲(𝟎. 𝟏) = 𝟐. 𝟎𝟏𝟎, 𝐲(𝟎. 𝟐) = 𝟐. 𝟎𝟒, 𝐲(𝟎. 𝟑) = 𝟐. 𝟎𝟗 find 𝐲(𝟎. 𝟒)
𝐝𝐱

using Milne’s method.


By data,
𝑥 𝑦 𝑓 = 2𝑒 𝑥 − 𝑦
𝑥0 = 0 𝑦0 = 2 𝑓0 = 0
𝑥1 = 0.1 𝑦1 = 2.010 𝑓1 = 0.2003
𝑥2 = 0.2 𝑦2 = 2.04 𝑓2 = 0.4028
𝑥3 = 0.3 𝑦3 = 2.09 𝑓3 = 0.6097

By Milne’s predictor formula,


(𝑝) 4ℎ
𝑦4 = 𝑦0 + (2𝑓1 − 𝑓2 + 2𝑓3 )
3
0.4
=2+ (2(0.2003) − 0.4028 + 2(0.6097))
3

= 2.1623
𝑓4 = 2𝑒 𝑥4 − 𝑦4
= 2𝑒 0.4 − 2.1623
= 0.8213
By Milne’s corrector formula,
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 )
0.1
= 2.04 + (0.4028 + 4(0.6097) + 0.8213)
3

= 2.1621
𝑓4 = 2𝑒 𝑥4 − 𝑦4
= 2𝑒 0.4 − 2.1621
= 0.8215
(𝑐) ℎ
𝑦4 = 𝑦2 + (𝑓2 + 4𝑓3 + 𝑓4 )
3
0.1
= 2.04 + (0.4028 + 4(0.6097) + 0.8213)
3
= 2.1621
Conclusion: 𝒚𝟒 = 𝒚(𝟎. 𝟒) = 𝟐. 𝟏𝟔𝟐𝟏

Dr. Narasimhan G, RNSIT 24


𝐝𝐲
5. Find 𝐲 if 𝟐 𝐝𝐱 = (𝟏 + 𝐱 𝟐 )𝐲 𝟐 at 𝐱 = 𝟎. 𝟒 and 𝐲(𝟎) = 𝟏, 𝐲(𝟎. 𝟏) = 𝟏. 𝟎𝟔, 𝐲(𝟎. 𝟐) = 𝟏. 𝟏𝟐,

𝐲(𝟎. 𝟑) = 𝟏. 𝟐𝟏 by Milne’s predictor-corrector method.


By data,
𝑥 𝑦 𝑓 = (1 + 𝑥 2 )𝑦 2
𝑥0 = 0 𝑦0 = 1 𝑓0 = 0.5
𝑥1 = 0.1 𝑦1 = 1.06 𝑓1 = 0.5674
𝑥2 = 0.2 𝑦2 = 1.12 𝑓2 = 0.6523
𝑥3 = 0.3 𝑦3 = 1.21 𝑓3 = 0.7979
By Milne’s predictor formula,
(𝑝) 4ℎ
𝑦4 = 𝑦0 + (2𝑓1 − 𝑓2 + 2𝑓3 ) = 1.2807
3

𝑓4 = 𝑥4 − 𝑦4 2 = 0.9513
By Milne’s corrector formula,
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 ) = 1.2798

𝑓4 = 𝑥4 − 𝑦4 2 = 0.95
(𝑐) ℎ
𝑦4 = 𝑦2 + 3 (𝑓2 + 4𝑓3 + 𝑓4 ) = 1.2798

𝑦(1.4) = 1.2798

𝐝𝐲
6. Use Milne’s predictor-corrector method to find 𝐲(𝟎. 𝟒) from = 𝐱 𝟐 + 𝐲 𝟐 , 𝐲(𝟎) =
𝐝𝐱

𝟏, 𝐲(𝟎. 𝟏) = 𝟏. 𝟏𝟏𝟏𝟑, 𝐲(𝟎. 𝟐) = 𝟏. 𝟐𝟓𝟎𝟕, 𝐲(𝟎. 𝟑) = 𝟏. 𝟒𝟐𝟔. Apply the corrector formula
twice.

Solution: By data,

𝑥0 = 0 𝑦0 = 1 𝑦0′ = 𝑥0 2 + 𝑦0 2 =1
𝑥1 = 0.1 𝑦1 = 1.1113 𝑦1′ = 𝑥1 2 + 𝑦1 2 = 1.2450
𝑥2 = 0.2 𝑦2 = 1.2507 𝑦2′ = 𝑥2 2 + 𝑦2 2 = 1.6043
𝑥3 = 0.3 𝑦3 = 1.426 𝑦3′ = 𝑥3 2 + 𝑦3 2 = 2.1235
(𝑝) 4ℎ 2
𝑦4 = 𝑦0 + (2𝑦1′ − 𝑦2′ + 2𝑦3′ ) = 1 + (5.1327) = 1.6844
3 15

𝑦4′ = 𝑥42 + 𝑦4 2 = 2.9972


(𝑐) ℎ 1
𝑦4 = 𝑦2 + 3 (𝑦2′ + 4𝑦3′ + 𝑦4′ ) = 1.2507 + 30 (13.0955) = 1.6872

𝑦4′ = 𝑥42 + 𝑦4 2 = 3.0066


(𝑐) ℎ 1
𝑦4 = 𝑦2 + 3 (𝑦2′ + 4𝑦3′ + 𝑦4′ ) = 1.2507 + 30 (13.1049) = 1.6875

Therefore, 𝑦(1.4) = 1.6875

Dr. Narasimhan G, RNSIT 25

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