‫المملكة العربية السعودية‬

Kingdom of Saudi Arabia

Ministry of Education ‫وزارة التـــعليـــم‬
Jazan University ‫جامـــعة جـــــازان‬
College of Science ‫كليــة العـــلوم‬
Mathematics Department ‫قسم الرياضيات‬

Numerical Methods
(For Engineering College Students)

MATH-410

----------------------------------------------------------
Chapter–5: Numerical Solution of Ordinary
Differential Equations
----------------------------------------------------------

Prepared by

Dr Hashim Khan

Email: [email protected]
[email protected]

Dr Hashim Khan, Jazan University Page -1

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Contents:

Chapter-5: Numerical Solution of Ordinary Differential Equations

Section Topic Page No.

1.1 Introduction 3

1.2 Picard’s Iteration Method 4

1.3 Euler’s Method 9

1.4 Modified Euler’s Method 12

1.5 Taylor’s Series Method 15

1.6 Runge-Kutta Methods 18

1.7 Runge-Kutta Second Order Method OR Heun’s Method 18

1.8 Runge-Kutta Third Order Method 21

1.9 Runge-Kutta Fourth Order Method 23

1.10 Exercise 1 26

Dr Hashim Khan, Jazan University Page-2

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.1 Introduction:

Many problems in science and engineering when formulated in mathematical terms lead to
ordinary differential equations with appropriate initial and/or boundary conditions.

For example:

 The trajectory of a ballistic missile

 The motion of an artificial satellite in its orbit
 Theories concerning electrical networks
 Bending of beams
 Stability of aircrafts etc.
are modeled by differential equations.

In general, a linear or nonlinear ordinary differential equation can be written as-

( )

(a) Initial Value Problem:

The first order ordinary differential equation of the form-

( ) , ( )

is called an Initial value problem.

(b) Reduction of a Higher Order ODE to a System of First Order ODE

Any higher order ordinary differential equation can be reduced to a system of first order
ordinary differential equations by substitution. i.e.
Consider second order ordinary differential equations-

( ), , ( ) , ( ) ( )

Let, ( )

Thus, from equations ( ) ( ), we get first order ordinary differential equation-

𝒅𝒑
𝒇(𝒕 𝒚 𝒑), 𝒑(𝒂) 𝜷
𝒅𝒕
( )
𝒅𝒚
𝒑, 𝒚(𝒂) 𝜶
𝒅𝒕

Dr Hashim Khan, Jazan University Page-3

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.2 Picard’s Iteration Method:

Consider the first order ordinary differential equation of the form-

( ) ( ) , ( ) ( )

Integrating the above ordinary differential equation with respect to from to , we have-

∫ ( ) ∫ ( )

[ ( )] ∫ ( )

( ) ( ) ∫ ( )

( ) ( ) ∫ ( )

This is an integral equation which contains the unknown function under the integral sign.
Thus, the first approximation ( ) to the solution is obtained by replacing to on the R.H.S.
We get-
( )( ) ( ) ∫ ( )

( )( ) ( ) ( )
Similarly, ∫ ( )
Proceeding in this way, we obtain-
( )( ) ( ) ( )
∫ ( )

𝒕
𝒚(𝒏) (𝒕) 𝒚(𝒕𝟎 ) ∫ 𝒇(𝒕 𝒚(𝒏 𝟏)
) 𝒅𝒕
𝒕𝟎

As a matter of fact, the process is stopped when the two successive iterations of are same to the
desired degree of accuracy.

Dr Hashim Khan, Jazan University Page-4

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.2.1: Use Picard’s Iteration Method to find the solution up to 5th approximations to the given
initial value problem and hence obtain ( ).

, , ( ) , with

Solution: We have- ( ) , ( )

Picard’s First Approximation:

( ) ( ) ∫ ( )
( )
∫( ) [ ( ) ]
( )
∫( )
( )
* +
( )

Picard’s Second Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )

( )
* +
( )

Picard’s Third Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )

( )
* +
( )

Picard’s Fourth Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )

( )
* +
( )

Dr Hashim Khan, Jazan University Page-5

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Picard’s Fifth Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )

( )
* +
( )

Deduction: When, , we get the following table-

Picard’s Iteration Method

Number of Iteration Approximation
( )
( )
1 ( )

2 ( )

3 ( )

4 ( )

5 ( )

From the table, we observe that 4th and 5th approximations are same up to five decimal places, thus-

𝒚(𝟎 𝟐) 𝟏 𝟐𝟒𝟐𝟖𝟎
is accurate answer up to five decimal places.

Example 5.2.2: Use Picard’s Iteration Method to find the solution up to 3rd approximations to the given
initial value problem and hence obtain ( ).

, , ( )

Solution: We have- ( ) , , ( )

Picard’s First Approximation:

( ) ( ) ∫ ( )
( )
∫( ) [ ( ) ]
( )
∫( ) [ ]
( ) ( )
* +

Dr Hashim Khan, Jazan University Page-6

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Picard’s Second Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )
( )
∫( )

( )
* +
( )

Picard’s Third Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )
( )
∫( )

( )
* +
( )

Deduction: When, , we get the following table-

Picard’s Iteration Method

Number of Iteration Approximation
( )
( )
1 ( )

2 ( )

3 ( )

From the table, we observe that 2nd and 3rd approximations are same up to two decimal places, thus-

𝒚(𝟎 𝟐) 𝟏 𝟎𝟏𝟖
is accurate answer up to two decimal places.

Dr Hashim Khan, Jazan University Page-7

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.2.3: Use Picard’s Iteration Method to find the solution up to 3rd approximations
to the given initial value problem and hence obtain ( ) and ( ).
, , ( )
Solution: We have- ( ) , , ( )

Picard’s First Approximation:

( ) ( ) ∫ ( )
( )
∫( ) [ ( ) ]
( )
∫( ) [ ]
( )
* +
( )

Picard’s Second Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( )
( )
∫( )

( )
* +
( )

Picard’s Third Approximation:

( ) ( ) ( )
∫ ( )
( ) ( ) ( ) ( )
∫( ) [ ( ) ]
( )
∫( ])
( )
∫( )

( )
* +
( )

Deduction Picard’s Iteration Method

Number of Iteration Approximation Approximation
( ) ( )
( ) ( )
1 ( ) ( )

2 ( ) ( )

3 ( ) ( )

Dr Hashim Khan, Jazan University Page-8

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.3 Euler’s Method:

Euler’s Method is the most elementary approximation technique for solving
initial value problem (IVP). Although this method is not in practice, the simplicity of its derivation
can be used to illustrate the techniques involved in the construction of some of the more advanced
techniques, without the cumbersome algebra that accompanies these techniques.

Let us consider the well-posed initial value problem (IVP)

( ) ( ( )) , ( ) ( )

Define, the common distance between the points that is call step size-

( )

Expand the function ( ) using Taylor’s series, we get –

( )
( ) ( ) ( ) ( ) ( ) ( ) ( )

Since is small, therefore and higher terms, being a very small can be deleted.
Thus, we get-

( ) ( ) ( )

( ) ( ) ( ( )) [ ( ) ( ( ))]

𝒚𝒊 𝟏 𝒚𝒊 𝒉𝒇(𝒕𝒊 𝒚𝒊 )

( )

This is called Euler’s Method for solving initial value problem (IVP)

Dr Hashim Khan, Jazan University Page-9

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.3.1: Use Euler’s Method to approximate the solution of given initial value problem at
with
, , ( )

Solution: We have, ( )

Euler’s First Approximation: Here, , ( ) and

( )

[ ] [ ( ) ]

[ ( ) ]

( ) ( )

Euler’s Second Approximation: Here, , ( ) and

( )

[ ] [ ( ) ]

[ ( ) ]

( ) ( )

Euler’s Third Approximation: Here, , ( ) and

( )

[ ] [ ( ) ]

[ ( ) ]

( ) ( )

Euler’s Fourth Approximation: Here, , ( ) and

( )

[ ] [ ( ) ]

[ ( ) ]

( ) ( )

Dr Hashim Khan, Jazan University Page-10

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.3.2: Apply Euler’s Method to approximate ( ) to the given initial value problem with

, , ( )
Solution: We have, ( )

Euler’s First Approximation: Here, , ( ) and

( )

* + [ ( ) ]

( ) ( )

Euler’s Second Approximation: Here, , ( ) and

( )

* + [ ( ) * +]

( ) ( )

Euler’s Third Approximation: Here, , ( ) and

( )

* + [ ( ) [ ]]

( ) ( )

Euler’s Fourth Approximation: Here, , ( ) and

( )

* + [ ( ) [ ]]

( ) ( )

Euler’s Fifth Approximation: Here, , ( ) and

( )

* + [ ( ) [ ]]

( ) ( )

Dr Hashim Khan, Jazan University Page-11

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.4 Modified Euler’s Method:

The modified Euler’s method gives the greater improvement in
accuracy over the original Euler’s method.
Consider the initial value problem (IVP)-

( ) ( ) , ( ) ( )

Define, the common distance between the points that is call step size-

( )

We know that the Euler’s Method is -

( ) ( ) ( ) For,

Then, the Modified Euler’s Method is given by-

𝒉
𝒚𝑴𝑬
𝒊 𝟏 𝒚(𝒕𝒊 𝟏 ) 𝒚(𝒕𝒊 ) [𝒇(𝒕𝒊 𝒚𝒊 ) 𝒇(𝒕𝒊 𝟏 𝒚(𝒕𝒊 ) 𝒉𝒇(𝒕𝒊 𝒚𝒊 ))]
𝟐

For,

The Modified Euler’s Method can also be expressed as follows-

𝒉
𝒚𝑴𝑬
𝒊 𝟏 𝒚(𝒕𝒊 𝟏 ) 𝒚(𝒕𝒊 ) [𝒇(𝒕𝒊 𝒚𝒊 ) 𝒇(𝒕𝒊 𝟏 𝒚𝑬𝒊 𝟏 )]
𝟐

Where, 𝒚𝑬𝒊 𝟏 𝒚(𝒕𝒊 ) 𝒉𝒇(𝒕𝒊 𝒚𝒊 ), For, 𝒊 𝟎𝟏𝟐𝟑 𝒏 𝟏

Dr Hashim Khan, Jazan University Page-12

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.4.1: Use Modified Euler’s Method to find ( ) and ( ) to the given initial value
problem, taking

, , ( )

Solution: We have, ( ) ,

Step-1: Here, , ( ) and

The Modified Euler’s Method for

First, ( ) ( )
[ ] [ ( ) ]
[ ( ) ]

Now,
( ) ( ) ( ) [ ( ) ( )]
( ) ( ) ( ) [( ) ( )]
( ) ( ) [( ( ) ) ( ( ) )]
( )

Step-2: Here, , ( ) and

The Modified Euler’s Method for

First, ( ) ( )
[ ] [ ( ) ]
[ ( ) ]

Now,
( ) ( ) ( ) [ ( ) ( )]
( ) ( ) ( ) [( ) ( )]
( ( ) )
( ) ( ) [ ]
( ( ) )
( )

Dr Hashim Khan, Jazan University Page-13

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.4.2 Use Modified Euler’s Method to approximate ( ) to the given initial value problem:
, , ( ) ,

Solution: We have, ( ) ,

STEP-1: Here, , , ( ) and

First from Euler’s Formula:

( )

[ ] [ ( ) ]

Now from Modified Euler’s Formula:

( ) [ ( ) ( )]

( ) [( ) ( )]

( )

STEP-2: Here, , , ( ) and

First from Euler’s Formula:

( )

[ ] [ ( ) ]

Now from Modified Euler’s Formula:

( ) [ ( ) ( )]

( ) [( ) ( )]

( )

Dr Hashim Khan, Jazan University Page-14

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.5 Taylor’s Series Method of Order n:

Consider the first order ordinary differential equation of the form-

( ) ( ) , ( ) ( )

Define, the common distance between the points that is call step size-

( )

Expand the function ( ) using Taylor’s Polynomial about , we get –

( )
( ) ( ) ( ) ( ) ( ) ( ) ( )

𝒉𝟐 𝒉𝟑 𝒉𝟒 (𝟒) 𝒉𝒏 (𝒏)
𝒚𝒊 𝟏 𝒚𝒊 𝒉𝒚𝒊 𝒚 𝒚 𝒚 𝒚 ( )
𝟐 𝒊 𝟑 𝒊 𝟒 𝒊 𝒏 𝒊

Substitute, , , from equation ( ) into equation ( )

The equation ( ) is called Taylor’s Series Method of Order n to solve Initial Value
Problem (IVP).

Dr Hashim Khan, Jazan University Page-15

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.5.1: Use Taylor’s Series Method of Order 4 to find ( ) to the given initial
value problem (Taking ).

, , ( )

Solution: We know that

Step-1: Here, and ( )

( ) ( )

( ) ( )

Using Taylor’s Series Method for

( )
( )
( ) ( ) ( )
( ) ( )( ) ( ) ( ) ( )

( )

Step-2: Here, and ( )

( )

( ) ( )

( )

Using Taylor’s Series Method for

( )
( )

( ) ( )
( ) ( )( ) ( ) ( )
( )
( )

( )

Dr Hashim Khan, Jazan University Page-16

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.5.2: Use Taylor’s Series Method of order 4 to find ( ) to the given initial
value problem correct to four decimal places (Taking ).

, , ( )

Solution: We know that

Step-1: Here, and ( )

( )( )

( ) ( ) ( ) ( )

( ) ( )
( )( ) ( )( )

Using Taylor’s Series Method for

( )
( )

( ) ( ) ( )
( ) ( )( ) ( ) ( ) ( )

( )

Dr Hashim Khan, Jazan University Page-17

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.6 Runge-Kutta Methods:

The Taylor’s Series Methods have the desirable property of high order local
truncation error, but the disadvantage of requiring the computation and evaluation of the derivatives of
( ). This is a complicated and time consuming procedure for most problems, so Taylor’s Series
Methods are seldom used in practice.
Computationally, most efficient methods in terms of accuracy were developed by
two German Mathematicians, Carl Runge (1856-1927) and Wilhelm Kutta (1867-1944). These
methods are well known Runge-Kutta Methods.
Runge-Kutta Methods have the high order local truncation error of the Taylors
Methods but eliminate the need to compute and evaluate the derivatives of ( )

1.7 Runge-Kutta Second Order Method:

Consider the initial value problem (IVP)-

( ) ( ) , ( ) ( )

Define, the common distance between the points that is call step size-
( )

Second Order Runge-Kutta Method (General Form):

Now, let 𝑲𝟏 𝒉𝒇(𝒕𝒊 𝒚𝒊 )

and * ( ( ) ( ))+

𝑲𝟐 𝒉[𝒇(𝒕𝒊 𝒑𝟏 𝒉 𝒚𝒊 𝒒𝟏 𝑲𝟏 )]

Hence,
𝒚𝒊 𝟏 𝒚𝒊 (𝒂𝟏 𝑲𝟏 𝒂𝟐 𝑲𝟐 )

Heun’s Method:

Taking and in Second Order General Runge-Kutta Method

We get- 𝑲𝟏 𝑲𝟐
𝒚𝒊 𝟏 𝒚𝒊
𝟐

Where, 𝑲𝟏 𝒉𝒇(𝒕𝒊 𝒚𝒊 )

𝑲𝟐 𝒉[𝒇(𝒕𝒊 𝒉 𝒚𝒊 𝑲𝟏 )]

Dr Hashim Khan, Jazan University Page-18

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.7.1: Use Heun’s Method (Second Order Runge-Kutta Method) to find ( ) to the
given initial value problem, with

, , ( )

Solution: We have- ( ) ,

To find ( ) Using Heun’s Method: (for )

Here- , ( ) and

First, ( )
[ ] [ ( ) ]
[ ( ) ]

Next, [ ( )]
[( ) ( ) ] [ ( ) ( ) ( ) ]
[( ) ( ) ]

Now, ( ) ( )

( ) ( )

To find ( ) Using Heun’s Method: (for )

Here- , ( ) and

First, ( )
[ ] [ ( ) ]
[ ( ) ]

Next, [ ( )]
[( ) ( ) ] [ ( ) ( ) ( ) ]
[( ) ( ) ]

Now, ( ) ( )

( ) ( )

Dr Hashim Khan, Jazan University Page-19

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.7.2: Use Runge-Kutta Second Order Method to approximate the solution ( )
to the given initial value problem: , , ( ) , with
Solution: We have- ( )

Step-1: Applying Runge-Kutta Second Order Method ( )

Here- , ( ) ( ) and

( ) ( )
( ) * + * +
( )

( ) ( ) ( ) ( )
[ ( )] *( + * +
) ( ) ( ) ( )

Thus, [ ] * +

( )

Step-2: Applying Runge-Kutta Second Order Method ( )

Here- , and

( ) ( )
( ) * + * +
( )

( ) ( )
[ ( )] *( +
) ( )

( ) ( )
*( ) (
+
)

Thus, [ ]

[ ]

( )

Dr Hashim Khan, Jazan University Page-20

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.8 Runge-Kutta Third Order Method:

Let us consider the initial value problem (IVP)-

( ) ( ) , ( ) ( )

Define, the common distance between the points that is call step size-

( )

The Third Order Runge-Kutta Method is described in the following steps:

𝑲𝟏 𝒉𝒇(𝒕𝒊 𝒚𝒊 )

𝒉 𝑲𝟏
𝑲𝟐 𝒉𝒇 𝒕𝒊 𝒚
𝟐 𝒊 𝟐

𝑲𝟐 𝒉𝒇(𝒕𝒊 𝒉 𝒚𝒊 𝑲𝟏 )

𝑲𝟑 𝒉𝒇(𝒕𝒊 𝒉 𝒚𝒊 𝑲𝟐 )

𝟏
Hence, 𝒚𝒊 𝟏 𝒚𝒊 [𝑲 𝟒𝑲𝟐 𝑲𝟑 ]
𝟔 𝟏

Dr Hashim Khan, Jazan University Page-21

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.8.1: Use Runge-Kutta Third Order Method to approximate the solution ( ) to the given
initial value problem and compare the result to the actual values.

, , ( ) , with

Note: Actual solution ( ) √( )

Solution: We have- ( )

Step-1: Applying Runge-Kutta Third Order Method ( )

Here- , ( ) ( ) and

( ) * + * +

( ) ( )
* ( )+ * + * +
( ) ( )

( ) ( )
( ) * + * +
( ) ( )

( ) ( )
( ) [ ] * +
( ) ( )

Thus,
[ ( ) ]

[ ( ) ]

( ) ( )

Comparison with the actual values:

Comparison
Runge-Kutta Third Order Method Actual values
( ) ( )

Dr Hashim Khan, Jazan University Page-22

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

1.9 Runge-Kutta Fourth Order Method:

Let us consider the initial value problem (IVP)-

( ) ( ) , ( ) ( )

Define, the common distance between the points that is call step size-
( )

The Fourth Order Runge-Kutta Method is described in the following steps:

𝑲𝟏 𝒉𝒇(𝒕𝒊 𝒚𝒊 )

𝒉 𝑲𝟏
𝑲𝟐 𝒉𝒇 𝒕𝒊 𝒚
𝟐 𝒊 𝟐

𝒉 𝑲𝟐
𝑲𝟑 𝒉𝒇 𝒕𝒊 𝒚
𝟐 𝒊 𝟐

𝑲𝟒 𝒉𝒇(𝒕𝒊 𝒉 𝒚𝒊 𝑲𝟑 )

𝟏
Hence, 𝒚𝒊 𝟏 𝒚𝒊 [𝑲 𝟐(𝑲𝟐 𝑲𝟑 ) 𝑲𝟒 ]
𝟔 𝟏

Example 5.9.1: Use Runge-Kutta Fourth Order Method to find ( ) and ( ) to the given initial
value problem with

, , ( )

Solution: We have- ( ) ,

To find ( ) Using Runge-Kutta Fourth Order Method : (Put )

Here- , ( ) and

( ) [ ] [ ( ) ]

* ( )+ [( ) ( ) ] [( ) ( ) ]

Dr Hashim Khan, Jazan University Page-23

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

* ( )+ [( ) ( ) ] [( ) ( ) ]

( ) [( ) ( ) ] [( ) ( ) ]

Thus, [ ( ) ] [ ( ) ]

( ) ( )

To find ( ) Using Runge-Kutta Fourth Order Method : (Put )

Here- , ( ) and

( ) [ ] [ ( ) ]

* ( )+ [( ) ( ) ]

[( ) ( ) ]

* ( )+ [( ) ( ) ]

[( ) ( ) ]

( ) [( ) ( ) ]

[( ) ( ) ]
Thus,

[ ( ) ]

( ) ( )

[ ( ) ]

( )

Dr Hashim Khan, Jazan University Page-24

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Example 5.9.2: Use Runge-Kutta Fourth Order Method to approximate the solution ( ) to the
given initial value problem and compare the result to the actual values.

, , ( ) , with

Note: Actual solution ( ) √( )

Solution: We have- ( )

Step-1: Applying Runge-Kutta Fourth Order Method ( )

Here- , ( ) ( ) and

( ) * + * +

( ) ( )
* ( )+ * + * +
( ) ( )

( ) ( )
* ( )+ * + * +
( ) ( )

( ) ( )
( ) * + * +
( ) ( )

Thus, [ ( ) ]

[ ( ) ]

( ) ( )

Comparison with the actual values:

Comparison
Runge-Kutta Third Order Method Runge-Kutta Fourth Order Method Actual values
( ) ( ) ( )

Dr Hashim Khan, Jazan University Page-25

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Exercise 1: Numerical Solution of Ordinary Differential Equations

Type-I: Choose the correct answer: (Questions 1-5)

1. For solving the Initial Value Problem ( ), , ( ) , The

Euler’s Method gives first approximation as
(a) ( )
(b) ( )
(c) ( )
(d) None of these

2. For solving the Initial Value Problem ( ), , ( ) , The

Third Order Runge-Kutta Method gives first approximation as
(a) [ ]
(b) [ ]
(c) [ ]
(d) None of these

3. For solving the Initial Value Problem ( ), , ( ) , The

Fourth Order Runge-Kutta Method gives first approximation as
(a) [ ]
(b) [ ]
(c) [ ( ) ]
(d) None of these

4. In which of the following Numerical Methods, the derivatives are required to be

calculated for solving Initial value problem (IVP):
(a) Third order Runge-Kutta Method
(b) Euler’s Method
(c) Taylor Series Method
(d) None of these

5. Heun’s Method for solving Initial value problem (IVP)is a particular case of-
(a) Runge-Kutta 4th order method
(b) Runge-Kutta 3rd order method
(c) Runge-Kutta 2nd order method
(d) None of these

Dr Hashim Khan, Jazan University Page-26

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

Type-I: Solve the following: (Questions 6-18)

6. Use Picard’s Iteration Method to find the solution up to 3th approximations to the given
initial value problem and hence obtain ( ).
, , ( ) , with

7. Use Picard’s Iteration Method to find the solution up to 4th approximations to the given
initial value problem and hence obtain ( ).
, , ( ) , with

8. Use Euler’s Method to approximate the solution to the given initial value problem at
and compare the result to the actual values.
, , ( ) , with

Note: Actual solution ( )

9. Use Euler’s Method to approximate the solution to the given initial value problem
and compare the result to the actual values.
, , ( ) , with
Note: Actual solution ( ) √( )

10.Use Modified Euler’s Method to approximate the solution to the given initial value
problem at and compare the result to the actual values.
, , ( ) , with
Note: Actual solution ( )

11.Use Taylor’s Series Method to approximate the solution to the given initial value problem
at and compare the result to the actual values.
, , ( ) , with

Note: Actual solution ( )

12. Use Taylor’s Series Method to approximate the solution to the given initial value problem
at and compare the result to the actual values.
, , ( ) , with
Note: Actual solution ( )

Dr Hashim Khan, Jazan University Page-27

 Dr Hashim Khan_Chapter-5_MATH-410_Numerical Methods_Academic Year: 2025-1

13.Use Huen’s Method to approximate the solution to the given initial value problem at
and compare the result to the actual values.
, , ( ) , with

Note: Actual solution ( )

14. Use Huen’s Method to approximate the solution to the given initial value problem at
and compare the result to the actual values.
, , ( ) , with

Note: Actual solution ( )

15. Use Runge-Kutta Third Order Method to approximate the solution to the given initial
value problem at and compare the result to the actual values.
, , ( ) , with

Note: Actual solution ( )

16. Use Runge-Kutta Third Order Method to approximate the solution to the given initial
value problem at and compare the result to the actual values.
, , ( ) , with
Note: Actual solution ( )

17. Use Runge-Kutta Fourth Order Method to approximate the solution to the given initial
value problem at and compare the result to the actual values.
, , ( ) , with

Note: Actual solution ( )

18. Use Runge-Kutta Fourth Order Method to approximate the solution to the given initial
value problem at and compare the result to the actual values.
, , ( ) , with
Note: Actual solution ( )

Dr Hashim Khan, Jazan University Page-28