UNIT-V

NUMERICAL SOLUTION OF ORDINARY

DIFFERENTIAL EQUATIONS
PART-A

1. State Taylor series algorithm for the first order differential equations.
Solution:
dy
To find the numerical solution of =f ¿ with the condition y(x0)=y0. We expand
dx
‘y(x)’ at a general point ‘xm’ in a Taylor series, getting.,
2 3 r
h ' h ' ' h ' '' h r
y m +1= y m + y m + y m + y m +… y m
1! 2! 3! r!
r th
Here y m denotes the r derivatives of ‘y’ with respect to ‘x’ at the point (xm, ym).

2. State the disadvantage of Taylor series method.

Solution:
dy
In the differential equation =f (x , y ), the function f (x , y ) may have a
dx
complicated algebraic structure. Then the evaluation of higher order derivatives may
become tedious. This is the disadvantage of this method.

3. Bring out the merits and demerits of Taylor series method.

Solution:
It is a powerful single step method. It is the best method if the expressions for
higher order derivates are simpler.
The major demerit of this method is the evaluation of higher order derivatives
become tedious for complicated algebraic expressions.

dy
4. Using Taylor’s series find y(0.1) for =1− y , y ( 0 )=0.
dx
Solution: Here x0=0, y0=0, h=0.1
y ‘ = 1-y y0’ = 1- y0 = 1- 0 = 1
y’’ = -y’ y0’ ’ = - y0’ = -1
y’’’= - y’’ y0’’’ = - y0’’ = 1
2
h
y(x) = y(0) + hy’(0) + y’’(0)+……………………
2!
2 3
(0.1) (0.1)
y(0.1) = 0 + (0.1)(1) + (-1) + (1)+…………
2! 3!

1
 = 0.1 – 0.005 + 0.000167
= 0.0952.

5. By using Taylor’s series method, find y(1.1) for y’¿ x + y , y ( 1 )=0.

Solution: Here x0=0, y0=1, h=0.1
y ‘ = x+y y0’ = x0+ y0 = 0+1 = 1
y’’ = 1+y’ y0’ ’ = 1+y0’ = 1+1=2
y’’’= y’’ y0’’’ = y0’’ = 2.
2
h
y(x) = y0 + hy0’ + y0’’+……………………
2!
2 3
(0.1) (0.1)
y(1.1) = 1+ (0.1)(1) + (2) + (2)+…………
2! 3!
= 1.1103
6. State Euler algorithm to solve y’=f(x,y), y(x0)=y0.
Solution:
y n +1= y n +hf [ x n , y n ] when n=0,1,2……
This is Euler algorithm. It can also be written as
y(x+h) = y(x) + hf(x,y).
7. Using Euler’s method, solve the following differential equation y’= -y subject to
y(0)=1. Hence find y(0.01).
Solution: Given; f(x,y)= -y, x0=0, y0=1.
By Euler algorithm,
y1 = y0+hf (x0, y0)
= 1+h(-y0)=1+(x – x0)(- y0)
= 1+(x-0)(-1) = 1-x
y(0.01) = 1-0.01=0.99
8. State modified Euler algorithm to solve y’=f(x,y), y(x0)=y0.
Solution;
h h
y n +1= y n +hf [ x n + , y n + f ( x n , y n ) ].
2 2
dy 2 2
9. Using Modified Euler’s method, find y(0.1) if =x + y , y ( 0 )=1.
dx
Solution;
Given; f(x,y)= x 2 + y 2 , x0=0, y0=1, h=0.1,x1=0.1.
By modified Euler method
h h
. y n +1= y n +hf [ x n + , y n + f ( x n , y n ) ].
2 2
h h
y 1= y 0 + hf [x 0 + , y 0 + f ( x 0 , y 0 ) ].
2 2
2 2
f ( x 0 , y 0 )=x 0 + y 0 = 0+1= 1

2
 0.1 0.1
¿ 1+( 0.1)f [0+ ,1+ (1 )]
2 2
¿ 1+(0.1)f [0.05 ,1.05]
¿ 1+ ( 0.1 ) ¿ ]
¿ 1+ ( 0.1 ) [0.0025+1.1025 ]
= 1+ ( 0.1 ) [ 1.1105 ] =1.1105
Therefore y(0.1) =1.1105.
dy
10. Write down the R-K formula of fourth order to solve =f ( x , y ), with y(x0)=y0.
dx
Solution:
The Algorithm for this method is given below
k 1=hf ( x , y )

( h
k 2=hf x + , y +
2
k1
2 )
k =hf ( x + , y + )
h k 2
3
2 2

k =hf ( x+ , y+ )
h k 3
4
2 2
1
& ∆y = [ k + k + k +k ]
6 1 2 3 4
Therefore y ( x+ h )= y ( x )+ ∆ y .

11. State the merits of R.K method over Taylor series method.
Solution:
R.K methods do not require prior calculation of higher derivatives of y(x) as the
Taylor method does.
Since the differential equations are using in applications often complicated, the
calculation of derivatives may be difficult.
Also the R.K formulas involve the computation of f(x,y) at various positions,
instead of derivatives and this function occurs in the given equation.

12. How many prior values are required to predict the next value in Milne’s method.
Solution:
Four values.

13. Write down Milne’s predictor-corrector formula for solving initial value problem in
first order differential equation.
Solution:
Milne’s predictor formula is

3
 5
4h ' ' ' 14 h 5
y n +1= y n−3 + (2 y ¿¿ n−2 − y n−1+ 2 y n )+ y (ε 1)¿
3 45
where ε 1 lies between x n−3 and x n+1
Milne’s corrector formula is
5
h ' ' ' h 5
y n +1= y n−1+ ( y ¿¿ n−1 +4 y n+ y n+1)− y (ε 2)¿
3 90
ε x
where 2 lies between n−1 and n+1 x

dy 2
∧d y
14. Write the central difference approximation for dx .
2
dx
Solution:
dy ' 1
= y = ( y i +1− y i )
dx h
2
d y '' 1
2
= y = 2 ( y i−1−2 y i + y i+1 ).
dx h

15. Write down the finite difference for the following 2nd order ODE with h=1/n,
y’’=y+x, y(0)=y(1)=0.
Solution:
1
Given y’’ = y+x, y(0)=y(1)=0, h=
n
y i+1−2 y i + y i−1
2
= y i+ x i i=1,2,………,n
h
2
−⌈ y i+1 + y i + y i−1 ⌉ =−h ¿ ¿), i=1,2,………,n
− y i+ 1+¿ ,
With y0 = 0; yn= 0.

4
 PART-B
Taylor series method:
dy 2
1. Given =1+ y , where y=0 when x=0, find y(0.2), y(0.4) and y(0.6), using Taylor
dx
series method. [Question Bank Pg. No.: 23: 15. (a) (ii)]
dy
=x− y 2 , y (0)=1
2. By Taylor series method, find y(0.1), y(0.2) and y(0.3) if dx .
[Question Bank Pg. No.: 102: 15. (a) (i)]

Euler method:
1. Use Euler method, with h=0.1 to find the solution of y’ = x 2 + y 2 with y(0)=0 in 0 ≤ x ≤ 5
[Question Bank Pg. No.: 40: 15. (a) (i)]

Modified Euler method:

dy 2 2
=x + y , y (0)=1
1. Using Modified Euler method, find y(0.2), y(0.1) given dx
[Question Bank Pg. No.: 5.43: Q.No.B6].
dy
=x+ y , y (0 )=1
2. By Modified Euler method, find y(0.1), y(0.2) and y(0.3) if dx .
[Question Bank Pg. No.: 103: 15. (a) (ii)]

Runge-Kutta method:
1. Using R.K method of fourth order find y(0.1) and y(0.2) for the initial value problem
dy
=x+ y 2 , y (0 )=1 .
dx
[Pg. No.: 5.43: Eg: 5.3.3].

5
 dy y 2−x 2
= 2 2 , y (0 )=1
2. If dx y +x , find y(0.2), y(0.4) and y(0.6) by Runge-Kutta method of
fourth order and hence find y(0.8) by Milnes’s method.
[Question Bank Pg. No.: 105: 15. (b)]

Milne’s prdictor and corrector method:

' 2
1. Using Milne’s method find y(4.4) given 5 x y + y −2=0 given y (4) = 1 , y (4.1)=
1.0049, y(4.2) = 1.0097, y(4.3) = 1.0143
[Pg. No.: 5.64: Eg: 5.4.2 ]
dy
=x− y 2
2. Using Milne’s method, obtain the solution of dx at x=0.8, given y(0)=0;
y(0.2)=0.02; y(0.4)=0.0795; y(0.6)=0.1762.
[Pg. No.: 5.65: Eg: 5.4.3 ]

Finite difference method:

''
1. Solve the equation y =x+ y with the boundary conditions y(0) = y(1) = 0 using
finite differences dividing the interval into 4 equal parts.
[Pg. No.: 5.90: Eg: 5.5.6 ]
d2 y
2
− y=0
2. Solve the BVP dx with y(0) = 0, y(1) = 1, using finite difference method
with h = 0.2 [Question Bank Pg. No.: 92: 15. (b) (ii) ]