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Numerical Solution of Ordinary Differential Equations: With Initial Condition

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30 views4 pages

Numerical Solution of Ordinary Differential Equations: With Initial Condition

Uploaded by

Felix Omondi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical solution of ODEs Notes Ndung’u Reuben

1. Numerical solution of ordinary differential equations


Introduction
The most general form of an order ODE is

The general solution of is a relation between , and arbitrary constants which satisfies the
equation and is of the form:

If particular values of are given, then becomes a particular solution. (for this to be
obtained, conditions must be given).
Solution of first degree, first order ODE.
General form:

- -------------
With initial condition

There are two categories of methods for solving ODEs:


1) The One-Step Methods or Single-Step Methods:
The Picard’s method of successive approximation, and the Taylor Series method
2) The Step-by Step Methods or Marching Methods
Euler’s and the Modified Euler’s methods, the Runge – Kutta method (2nd and 4th order), ABM
and Milne’s predictor corrector methods etc.
Two Types of Methods
A. Explicit Methods
In explicit methods, the RHS of the equation has all known quantities.

B. Implicit Methods
Equation for has the form where is unknown.
RHS is non-linear. Therefore the equation must be solved for using suitable numerical
methods.
NB: Implicit Methods give better accuracy over explicit methods at the expense of additional effort.

I. Taylor Series Method

Consider the differential equation,

To solve for use the formula

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Numerical solution of ODEs Notes Ndung’u Reuben

NB: The method is applicable only when the derivatives of exist and the value of is small
enough so that the series converges.
An order Taylor series method uses order truncated Taylor series expansion. For example,
order Taylor Series method is:

II. Euler’s Method,


{This method is seldom used though it is important in derivation and illustration of advanced procedures}
Consider the first order ODE

is obtained using the formula

Called the Euler’s formula


III. Modified Euler’s Method,
Consider the first order ODE

is obtained using the formula

Procedure
First is obtained by unmodified Euler’s formula

and then substituted into the modified formula

Similarly,

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Numerical solution of ODEs Notes Ndung’u Reuben

The modified formula is iterated until convergence is achieved i.e. the condition ,
is satisfied, where is a very small arbitrary value selected depending on the level of accuracy
desired.
IV. Runge-Kutta,
Fourth order Runge-Kutta method
Let ,
and the initial values. Then,

Where,

The fourth order Runge-Kutta method is most commonly used and is known as Runge-Kutta method
only.
Working rule

To solve , , calculate , ,
, and .

Then . Starting from and repeating the process, obtain etc


V. Predictor-Corrector methods
a) Milne’s Predictor-Corrector Formulae
In this method,

which is called Milne’s Predictor formulae.


and,

Which is the Milne’s Corrector formulae.


b) Adam-Bashforth-Moulton (ABM or Adam’s) Predictor-Corrector Method
The Four-step Adams-Bashforth formula (Predictor) is

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Numerical solution of ODEs Notes Ndung’u Reuben
where,

The three-step Adams-Moulton formula (Corrector) is

where,

Exercises
1) Use 5th degree Taylor method to solve with when and find the value of
and with .

2) Using Taylor Series method, find at given , correct to d.p.


using the 4th order method.
3) Given with , find approximately the value of for by Euler’s method (in
five steps).
4) Obtain a numerical solution of the differential equation given the initial conditions
that when , in the range . Use modified Euler’s method correct to
decimal places.
5) Obtain a numerical solution of the differential equation given the initial condition
for .
6) Find given , , , ,
using Milne’s method and Adam’s method. { , }

7) Solve , using values by the fourth-order Runge-Kutta method.


8) Use the Adam-Bashforth-Moulton predictor-corrector method to find the approximation of the
solution to the IVP , , with the starting values obtained by the
modified Euler’s method. Compare both your approximate solutions with the true solution
.
9) Using Adams-Moulton method, obtain the solution of at given the values

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