Chapter 6 - Numerical Method For Ode

CHAPTER 6:
NUMERICAL METHOD
FOR ORDINARY
NUMERICAL METHOD FOR Ordinary
DIFFERENTIAL
differential equations (oDE)
EQUATIONS (ODE)
EDI3023: ENGINEERING MATHEMATICS 2
1
PREPARED BY: DR. WAN HAFIZA WAN HASSAN
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CHAPTER OUTLINE
Introduction
Euler’s Method
Improved Euler’s Method
Runge Kutta method
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INTRODUCTION
 In earlier chapters, we have solved ODEs and PDEs
analytically.
 However, in practise, we will encounter ODEs and PDEs
that cannot be solved by those analytic methods.
 Therefore, in real world, numerical methods for ODEs and
PDEs are used, often as part of a software package.
 Indeed, numeric software (i.e., MATLAB) has become an
indispensable tool for the engineer.
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INTRODUCTION
 An analytical solution involves framing the problem in a well-understood
form and calculating the exact solution.
 A numerical solution means making guesses at the solution and testing
whether the problem is solved well enough to stop.
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INTRODUCTION
 This chapter only focuses on numerical methods for First-Order ODEs using
three approaches :
 Euler Method (EM)
 Improved Euler Method (IEM)
 Runge Kutta Method (RKM)
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EULER METHOD
 One of the oldest and easiest numerical method to use.
 This method was originally devised by Euler and is called, oddly enough,
Euler’s Method.
 To begin, let’s consider first order ODE with IVF:
(1)
 We want to solve (1) to get What are known to use are:
and
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EULER METHOD
 By having and enough for us to write down the equation of
the tangent line to the solution at :

Hence,
Then,
In general, where
where
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EULER METHOD
Example 1: For the IVP
Use Euler’s Method with a step size of h = 0.1 to find approximate values of the solution at t =
0.1, 0.2, 0.3, 0.4, and 0.5. Compare them to the exact values of the solution at these points.
Using analytical approach, we get the exact solution

In order to use Euler’s Method, we first need to rewrite the differential equation into the form given in (1).
We can now start doing

some computations: So, at
At the next step: So, at
The same step repeats until we obtain

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EULER METHOD
Example 1: For the IVP
Use Euler’s Method with a step size of h = 0.1 to find approximate values of the solution at t =
0.1, 0.2, 0.3, 0.4, and 0.5. Compare them to the exact values of the solution at these points.
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IMPROVED EULER METHOD
 the improved Euler method, requires two evaluations of f at each step, first the predictor
(2a)
which is an auxiliary value, and then the new y-value, the corrector
(2b)
Hence the improved Euler method is a predictor–corrector method: In each step we predict
a value (2a) and then we correct it by (2b).
The computation indicated here can be conveniently organized as follows: given to compute
Hence
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 Example 2: Use the improved Euler method with h=0.1 to find approximate values of the solution of
the initial value problem
0.1
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Example 3: Repeat Example 2 using h=0.05.
Keep in mind that the approximate values corresponding to h=0.05 are
actually the results of double the steps (relative to h = 0.1) .
0
0.05
0.1
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Task #1 : Repeat Example 2 and Example 3 using Euler Method. Show all your steps and compile
your results in a table.
• Your answer may differ slightly from the answer obtained in this table due to accuracy of the calculator.
However, it should be correct up to 4 decimal places.
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RUNGE-KUTTA METHOD
 A method of great practical importance and much greater accuracy than that of the improved
Euler method.
 Each step we first compute four auxiliary quantities and then the new value
Hence
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RUNGE-KUTTA METHOD
 Example 4: Use the Runge-Kutta method with h = 0.1 to find approximate values for the
solution of the initial value problem at
The Runge-Kutta method yields,
0.1
0.549928221
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RUNGE-KUTTA METHOD
Task#2 : Repeat Example 4 with h = 0.05, compare your answer with Task #1 as well as the
exact solution. Thus, calculate the percentage of error for each method and discuss your
observations from the compiled results.
Table 1:
Table 2: Percentage of error (%)
0 0 0 0
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CHAPTER 6:

PREPARED BY: DR. WAN HAFIZA WAN HASSAN

Using analytical approach, we get the exact solution

We can now start doing

At the next step: So, at

The same step repeats until we obtain

The Runge-Kutta method yields,

Table 2: Percentage of error (%)

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