Unit 1

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Numerical Methods
Unit-I: Numerical Methods-I
Numerical solution of ordinary differential equations of first order

and first degree: Picards method, Taylors series method, Modified
Eulers method, Runge-Kutta method of fourth order. Milnes and
Adams-Bashforth predictor and corrector methods [ No derivation of
formulae]
m
Unit-II: Numerical Methods-II
co
Numerical solution of simultaneous first order differential
equations: Picards method, Runge-Kutta method of fourth order.
s.
Numerical solution of second order ordinary differential equations:
bu
Picards method, Runge-kutta method and Milnes method.
la
Numerical Solution of Ordinary Differential Equations(ODE)

yl
lls
The most general form of an ODE of nth order is given by

.a
dy d 2 y d 3 y dn y
x, y, , 2 , 3 ,............., n = 0
-------- (1)
w
dx dx dx dx
w
A general solution of Eqn (1) is of the form

w
(x, y, c 1, c 2 , c 3 ,............., c n ) = 0 ------- (2)
If particular values are given to the constants then the resulting solution
is called a particular solution.
To obtain a particular solution from the general solution (2), we

must be given n conditions so that the constants can be determined. If
all the n conditions are specified at the same value of x then the problem
is termed as initial value problem. If the conditions are specified at more
than one value of x, then the problem is termed as boundary value
problem.
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Though there are many analytical methods for finding the solution
of the equation of the form (1), there exist large number of ODEs whose
solution cannot be obtained by the known analytical methods. In such
cases, we use numerical methods to get an approximate solution of a
given differential equation under the prescribed conditions.
Numerical solution of a Differential Equation dy

= f(x, y)
Consider the first order differential equation dx
Let y(x0 ), y(x1 ), ........y(x m ) be the solution values at the points x 0 , x1,..., x m
We wish to find the approximate values y 0 , y1, ........, y m to these solution
values.
Let the initial condition be y(x0 ) = y 0 . Let the exact solution y(x) of the
m
given differential equation be represented by a continuous curve. Divide
co
the interval [x 0 , x m ] on which the solution is derived into a finite number
of equispaced subintervals.
s.
bu
Approximate
la
solution
yl
Exact solution
lls
.a
w
x0 x1 x 2 x m-1 xm
w
w
For each x i , the approximate values of the dependent variable y(x) are
calculated using a suitable recursive formula. These values are y 0 , y1, ......, y m
and these are shown by points. Computation of these approximate
values is known as Numerical solution of the Differential equation.
Numerical solution of ODEs of first order and first degree
dy
= f(x, y) , y(x 0 ) = y 0
dx
Single step Methods:
Taylors series method
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Picards method
Modified Eulers method
Runge-Kutta method of fourth order
Taylors Series method

dy
Let y = f(x) be a solution of the equation = f(x, y) , y(x 0 ) = y 0
dx
Expanding it by Taylors series about x = x 0 we get
2 3
f(x) = f(x 0 )+
(x x 0 ) f / (x )+
( x x 0 ) //
f (x )+
( x x 0 ) ///
f (x ) + .....
0 0 0
1! 2! 3!
m
This may be written as
co
y(x) = y 0 +
(x x 0 ) y /
+
(x x 0 )2 y //
+
(x x 0 )3 y ///
+ .....
s.
0 0 0
1! 2! bu 3!
Putting x = x1 = x 0 + h , we get
h / h2 // h3 ///
la
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + .....
1! 2! 3!
yl
Similarly
lls
h / h2 // h3 ///
y 2 = f(x 2 ) = y1 + y1 + y1 + y1 + .....
1! 2! 3!
.a
w
In general,
w
h / h2 // h3 ///
y n+1 = f(x n+1 ) = y n + y n + y n + y n + .....
w
1! 2! 3!
Where y n = f(x n ), y n/ = f / (x n ), y n// = f // (x n ),........
Problem (1):
dy
Solve = x + y, y(1) = 0 numerically up to x=1.2 with h=0.1 by Taylors
dx
x0 =1 x1 =1.1 x2 =1.2
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series y0 =0 y1 =? y2 =? method
correct to
four decimal places. y / = x + y
Soln: Given data: , h=0.1
From the Taylors series, we have
m
h / h2 // h3 ///
co
y n+1 = f(x n+1 ) = y n + y n + y n + y n + ..... ---------- (1)
1! 2! 3!
s.
Where n=0, 1, 2,. bu
y/ = x + y y // = 1 + y / y /// = 1 + y //
la
yl
Put n=0 in Eqn (1)

lls
h / h2 // h3 ///
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... ----------- (2)
1! 2! 3!
.a
/
w
y0 = x0 + y0 = 1+ 0 = 1
w
// /
y0 = 1+ y0 = 1+ 1 = 2
w
/// //
y0 = y0 = 2
Substituting all these values in Eqn(2) we get
2 3
y1 = f(1.1) = 0 +
0.1
(1) +
(0.1) (2) + (0.1) (2) + .....
1! 2! 3!
y1 = y(1.1) = 0.1103
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Put n=1 in Eqn(1)
h / h2 // h3 /// ---------(3)
y 2 = f(x 2 ) = y1 + y1 + y1 + y1 + .....
1! 2! 3!
/
y1 = x1 + y1 = 1.1 + 0.1103 = 1.2103
// /
y1 = 1 + y1 = 1 + 1.2103 = 2.2103
/// //
y1 = y1 = 2.2103
om
2 3
y 2 = 0.1103 +
0.1
(1.2103) +
(0.1) (2.2103) + (0.1) (2.2103) + ...
1! 2! 3!
.c
y 2 = y(1.2) = 0.2427
s
bu
_________________________________________________________
la
Problem (2):
yl
Apply Taylors series method to find the value of y(1.1) and y(1.2)
lls
dy 1
.a
correct to 4 decimal places given that = xy 3

; y(1)=1 taking the
dx
w
first four terms of the Taylors series expansion.

w
w
1
Soln: Given data: y / = xy 3
, h=0.1
x0 =1 x1 =1.1 x2 =1.2
y0 =1 y1 =? y2 =?
h h2 h 3 ------------(1)
y n +1 = f(x n +1) = y n + yn / + y n // + y n /// + .....
1! 2! 3!
1 2
x 2 2 5 3 / 2
2
y / = xy 3 1 1 2
y // = y 3
+ x. .y 3 .y / y /// = y 3 y / + y 3 y // + y (y )
3 3 3 3
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Put n=0 in Eqn (1)

h / h2 // h3 ///
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... ----------- (2)
1! 2! 3!
1 1
y 0/ = x 0 y 0 3 = (1)(1) 3 =1
2
2
//
1 1 1 1 3
y =y
0 0
3
+ x 0 . .y 0 3 .y 0/ = (1) 3 + (1) (1) = 1.3333
3 3
2 2 3 / x 0 2 3 // 2 5 3 / 2
y 0/// = y 0 y 0 + y 0 y 0 y 0 (y 0 ) = 0.8888
3 3 3
m
co
2 3
y1 = 1 +
0.1
(1) +
(0.1) (1.3333) + (0.1) (0.8888) + .....
1! 2! 3!
y1 = y(1.1) = 1.1068
s.
bu
Put n=1 in Eqn(1)
la
h / h2 // h3 ///
yl
y 2 = f(x 2 ) = y1 + y1 + y1 + y1 + ..... ---------(3)

1! 2! 3!
l ls
1 1
.a
y1/ = x1y1 3 = (1.1)(1.1068 ) 3 = 1.1378

w
-2
1 1 1 1 -2
y =y //
1 1
3
+ x1.y13 .y1/ = (1.1068 ) 3 + (1.1)(1.1068 ) 3 (1.1378 ) = 1.4242
w
3 3
w
2 2 3 / x1 2 3 // 2 5 3 / 2
y1/// = y1 y1 + y1 y1 y1 (y1 ) = 0.8438
3 3 3

2 3
y 2 = 1.1068 +
0.1
(1.1378) +
(0.1) (1.4242) + (0.1) (0.8438)
1! 2! 3!
y 2 = y(1.2) = 1.2278
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Problem (3):
Use Taylors series method to approximate y when x=0.1 correct to 4

dy
decimal places given that = 3x + y 2 and y=1 when x=0 by taking the
dx
first five terms of the Taylors series expansion.
Soln: Given data: y / = 3 x + y 2, h=0.1
x0 =0 x1 =0.1
y0 =1 y1 =?
om
.c
h / h2 // h3 ///
y n+1 = f(xn+1 ) = y n + y n + y n + y n + ..... ----------(1)
Where n=0, 1, 2,.

1! 2! 3!
b us
la
y / = 3x + y 2 y // = 3 + 2yy // (
y /// = 2 yy // + (y / )
2
)
yl
lls
yIV = 2(yy /// + y / y // + 2y / y // ) = 2(yy /// + 3y / y // )

.a
Put n=0 in Eqn(1)

h / h2 // h3 ///
w
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... -----------(2)

1! 2! 3!
w
= 3 x0 + y 2 = 0 + 12 = 1
w
y0
0
y 0// = 3 + 2y 0 y 0/ = 3 + (2)(1)(1) = 5 ( ) ( )
y 0/// = 2 y 0 y 0// + (y 0/ ) = 2 (1)(5) + (1) = 12
2 2
0 = 2(y 0 y 0 + 3y 0 y 0 ) = 2((1)(12) + (3)(1)(5)) = 54

yIV /// / //
2 3 4
y1 = 1 +
0.1
(1) +
(0.1) (5) + (0.1) (12) + (0.1) (54) = 1.1272
1! 2! 3! 4!
y(0.1)=1.1272
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Problem (4):
dy
Given = 1 + xy with the initial condition y=1 when x=0. Compute
dx
y(0.2) correct to 4 decimal places by using Taylors series method.
Soln: Given data: y / = 1 + xy , h=0.2
x0 =0 x1 =0.2
y0 =1 y1 =?
m
co
s.
h / h2 // h3 ///
y n+1 = f(x n+1 ) = y n + y n + y n + y n + ..... ------------(1)
bu
1! 2! 3!
la
y / = 1 + xy y // = xy / + y y /// = xy // + y / + y / = xy // + 2y /
yl
yIV = xy /// + y // + 2y // = xy /// + 3y //

lls
.a
Put n=0 in Eqn(1)

h / h2 // h3 ///
w
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... -----------(2)

1! 2! 3!
w
y 0// = x 0 y 0/ + y 0 = (0)(1) + 1 = 1
w
/
y 0 = 1 + x 0 y 0 = 1 + (0)(1) = 1
y 0/// = x 0 y 0// + 2y 0/ = (0)(1) + (2)(1) = 2 y IV /// //

0 = x 0 y 0 + 3y 0 = (0)(2) + (3)(1) = 3
y1 = 1 +
0.2
(1) +
(0.2)2 (1) + (0.2)3 (2) + (0.2)4 (3) + ........
1! 2! 3! 4!
y1 = y(0.2) = 1.2228
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Problem (5):
Use Taylors series method to find the value of y at x=0.1 and x=0.2
dy
correct to 5 decimal places from = x 2 y - 1 , y(0)=1.
dx
Soln: Given data: y / = x 2 y - 1 , h=0.1
x0 =0 x1 =0.1 x2 =0.2
y0 =1 y1 =? y2 =?
om
.c
y n+1 = f(x n+1 ) = y n +
h / h2 // h3 ///
1! 2! 3!
b us
y n + y n + y n + ..... ----------(1)
Where n=0, 1, 2,.

la
y/ = x2y - 1 y // = 2xy + x 2 y /
yl
lls
y /// = 2y + 2xy / + 2xy / + x 2 y // = 2y + 4xy / + x 2 y //

.a
y IV = 2y / + 4y / + 4xy // + 2xy // + x 2 y /// = 6y / + 6xy // + x 2 y ///

w
w
Put n=0 in Eqn(1)

w
h / h2 // h3 ///
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... -----------(2)
1! 2! 3!
y 0/ = x 02 y 0 - 1 = (0)(1) 1 = 1 y 0// = 2x 0 y 0 + x 02 y 0/ = 2(0)(1) + (0)(-1) = 0
y 0/// = 2y 0 + 4x 0 y 0/ + x 02 y 0// = 2(1) + 4(0)(-1) + (0)(0) = 2
y IV / // 2 ///
0 = 6y 0 + 6x 0 y 0 + x 0 y 0 = 6(-1) + 6(0)(0) + (0)(2) = -6
y1 = 1 +
0.1
(-1) +
(0.1)2 (0) + (0.1)3 (2) + (0.1)4 (-6) + ... = 0.90030
1! 2! 3! 4!
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Put n=1 in Eqn(1)

h / h2 // h3 /// ---------(3)
y 2 = f(x 2 ) = y1 + y1 + y1 + y1 + .....
1! 2! 3!
y1/ = x 12 y1 - 1(0.1) 2 (0.90030) 1 = 0.99099
2
y1// = 2x 1y1 + x12 y1/ = 2(0.1)(0.9003 ) + (0.1) ( 0.99099 ) = 0.17015
y1/// = 2y 1 + 4x 1y1/ + x12 y 1// = 2(0.9003) + 4(0.1)(-0. 99099) + (0.1) 2 (0.17015)
om
= 1.40590
.c
y1IV = 6y 1/ + 6x 1y1// + x12 y1///
= -5.82979
b us
= 6(-0.99099 ) + 6(0.1)(0.1 7015) + (0.1) 2 (1.40590)
la

yl
2 3
0.1 (0.1) (0.17015) + (0.1) (1.40590)
lls
y 2 = 0.9003 + (-0.99099) +
1! 2! 3!
.a
4
+
(0.1)
(-5.82979)
4!
w
y 2 = y(0.2) = 0.80226
w
w
_________________________________________________________
Problem (6):
Using Taylors series method find y to five decimal places when x=1.02
x0 =1 x1 =1.02
y0 =2 y1 =?
given that dy = (xy - 1)dx and y=2 when x=1
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Soln: Given data: dy

= xy - 1 , h=0.02
dx
h / h2 // h3 /// ------------(1)
y n+1 = f(xn+1 ) = y n + y n + y n + y n + .....
1! 2! 3!
y / = xy - 1 y // = xy / + y
om
y /// = xy // + y / + y / = xy // + 2y /
.c
yIV = xy /// + y // + 2y // = xy /// + 3y //
s
bu
Put n=0 in Eqn(1)
la
h / h2 // h3 ///
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... -----------(2)
yl
1! 2! 3!
lls
y 0/ = x 0 y 0 - 1 = (1)(2) 1 = 1
.a
w
y 0// = x 0 y 0/ + y 0 = (1)(1) + 2 = 3
w
w
y 0/// = x 0 y 0// + 2y 0/ = (1)(3) + 2(1) = 5
y IV /// //
0 = x 0 y 0 + 3y 0 = (1)(5) + (3)(3) = 14
0.02 (0.02 )2 (0.02)3 (0.02 )4

y1 = 2 + (1) + (3) + (5) + (14) + ....
1! 2! 3! 4!
y1 = y(1.02) = 2.02000
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Problem (7):
Employ Taylors method to obtain the approximate value of y at x=0.2 for

dy
the differential equation = 2y + 3e x y(0)=0, correct to three places of
dx
decimal.
Soln: Given data: y / = 2y + 3e x , h=0.2
m
x0 =0 x1 =0.2
co
y0 =0 y1 =?
s.
From the Taylors series, we have bu
h / h2 // h3 ///
y n+1 = f(x n+1 ) = y n + y n + y n + y n + ..... ----------(1)
la
1! 2! 3!
yl
Where n=0, 1, 2,.

lls
y / = 2y + 3e x y // = 2y / + 3e x
.a
yIV = 2y /// + 3e x
w
y /// = 2y // + 3e x
w
w
Put n=0 in Eqn(1)

h / h2 // h3 /// -----------(2)
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + .....
1! 2! 3!
y 0/ = 2y 0 + 3e x = (2)(0) + 3e0 = 3
0
y 0// = 2y 0/ + 3e x = (2)(3) + 3e 0 = 9
0
y 0/// = 2y 0// + 3e x = (2)(9) + 3e0 = 21

0
x
yIV ///
0 = 2y 0 + 3e = (2)(21) + 3e 0 = 45
0
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y1 = 0 +
0.2
(3) +
(0.2)2 (9) + (0.2)3 (21) + (0.2)4 (45) + ....
1! 2! 3! 4!
y1 = y(0.2) = 0.811
_________________________________________________________
Problem (8):
dy
Solve = y + x3 for x=1.1 and x=1.2, given y(1)=1 correct to four
om
dx
decimal places by using Taylors series method.
.c
Soln: Given data: y / = y + x 3 , h=0.1
x0 =1 x1 =1.1
b us x2 =1.2
la
y0 =1 y1 =? y2 =?
yl

lls
h / h2 // h3 ///
.a
y n+1 = f(x n+1 ) = y n + y n + y n + y n + ..... ----------(1)

1! 2! 3!
w
Where n=0, 1, 2,.

w
y / = y + x3 y // = y / + 3x 2 y /// = y // + 6x yIV = y /// + 6

w
Put n=0 in Eqn(1)

h / h2 // h3 /// -----------(2)
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + .....
1! 2! 3!
y 0/ = y 0 + x 30 = (1) + (1)3 = 2 y 0// = y 0/ + 3x 02 = (2) + 3(1)2 = 5
y 0/// = y 0// + 6x 0 = (5) + 6(1) = 11 yIV ///

0 = y 0 + 6 = 11 + 6 = 17
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0.1 (0.1)2 (0.1)3 (0.1)4

y1 = 1 + (2) + (5) + (11) + (17) + .... = 1.2269
1! 2! 3! 4!
Put n=1 in Eqn(1)
h / h2 // h3 /// ---------(3)
y 2 = f(x 2 ) = y1 + y1 + y1 + y1 + .....
1! 2! 3!
y1/ = y 1 + x13 = (1.2269) + (1.1)3 = 2.5579
y1// = y 1/ + 3x 12 = (2.5579) + 3(1.1) 2 = 6.1879
y1/// = y1// + 6x 1 = (6.1879) + 6(1.1) = 12.7879
m
co
y1IV = y1/// + 6 = 12.7879 + 6 = 18.7879
s.
Substituting all these values in Eqn(3) we get bu
y 2 = 1.2269 +
0.1
(2.5579) +
(0.1)2 (6.1879) + (0.1)3 (12.7879) + (0.1)4 (18.7879)...
la
1! 2! 3! 4!
yl
= 1.5158
lls
_________________________________
.a
w
Problem(9):
w
dy
Solve = 1 - 2xy , y(0)=0 by Taylors series method for x=0.2 correct
dx
w
to four decimal places. {Ans: y(0.2)=0.1947}
Problem(10):
dy
Solve + xy = 0 , y(0)=1 by Taylors series method for x=0.1 in steps
dx
of 0.05 correct to four decimal places. {Ans: y(0.1)=0.9950}
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Picards method
dy
Consider the initial value problem = f(x, y) , y(x 0 ) = y 0 ---------- (1)
dx
Integrating Eqn(1) from x 0 to x , we get
x
y = y 0 + f(x, y)dx ---------- (2)
x 0
Equation (2) is called Integral equation. Such an equation can be
om
solved by successive approximation.
x
The first approximation y1 of y is given by y1 = y 0 + f(x, y 0 )dx
.c
x 0
x
The second approximation is given by y 2 = y 0 + f(x, y1 )dx
x
b us x 0
Similarly y 3 = y 0 + x f(x, y 2 )dx

la
. .
0
. .
yl
. .
lls
x
y n = y 0 + f(x, y n-1 )dx
x 0
.a
The process of iteration is stopped when the values of y n-1 and y n are
the same to the desired accuracy.
w
_________________________________________________________
w
w
Problem (1):
dy
Solve = 1 + y 2 , y (0) =0 by Picards method up to third approximation.
dx
2
Soln: Given data: f(x, y) = 1 + y ; x 0 = 0 ; y 0 = 0
x
Picards iterative formula is given by y n = y 0 + f(x, y n-1 )dx
x 0
x x x
y n = 0 + (1 + y n2-1 )dx = 1.dx + (y n2-1 )dx
0 0 0
x
y n = x + (y n2-1 )dx ------- (1)
0
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Put n=1 in Eqn(1)

x x
y1 = x + (y 02 )dx = x + (0 )dx = x
0 0
Put n=2 in Eqn(1)

x x3
x
y 2 = x + (y )dx = x + (x )dx = x +
2
1
2
0 0 3
Put n=3 in Eqn(1)

2
x x3 xx 3 2x 5 x 7
y 3 = x + (y )dx = x + x + dx =
2
2 + +
0 0 3 3 15 63
m
co
s.
Problem (2):
bu
dy 2
Use Picards method to approximate y when x=0.1 & x=0.2 for dx = x + y
la
yl
y(0)=0 by considering third approximation correct to 4 decimal places.

lls
2
Soln: Given data: f(x, y) = x + y
.a
x0 =0 x1 =0.1 x2 =0.2
w
y0 =0 y(0.1)=? y(0.2)=?
w
w
x
x 0
x
yn = y0 +
x
(x + y )dx
2
n-1
--------(1)
0
Step (1): To find y (0.1)
Put n=1 in Eqn(1)

0.1
2
(x + 0 )dx = x = 0.0050
x 0.1
y1 = y 0 + (x + y )dx = 0 +
2
0
x 0
0 2 0
Put n=2 in Eqn(1)
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0.1
x2
(x + y )dx = 0 + (x + (0.0050 ) )
x 0.1 2
y2 = y0 +
2
1 dx = = 0.0050
x 0
0 2 0
Put n=3 in Eqn(1)
0.1
x2
y3 = y0 +
x
(x + y )dx = 0 + (x + (0.0050 ) )
2
2
0.1 2
dx = = 0.0050
x 0
0 2 0
Thus y (0.1) = 0.0050 .
Step (2): To find y(0.2)
Let x 0 = 0.1 y 0 = 0.0050

0.2
y n = 0.0050 + (x + y )dx
2
n-1 ---------- (2)
m
0.1
Put n=1 in Eqn(2)
co
y1 = 0.0050 +
0.2
(x + y )dx = 0.0050 + (x + (0.0050 ) )dx = 0.02
2
0.2 2
s.
0
0.1 bu 0.1
Put n=2 in Eqn(2)

0.2
(x + (y ) )dx 2 0.2
(x + (0.02 ) )dx
2
la
y 2 = 0.0050 + 1 = 0.0050 +
0.1 0.1
yl
0.2
x2 2
= 0.0050 + + (0.02 ) x
lls
2 0.1
= 0.0200
.a
w
Similarly by putting n=3 in Eqn(2), we obtain

w
0.2
(x + (0.02) )dx = 0.0200
2
w
y 3 = 0.0050 +
0.1
Thus
y (0.2) = 0.0200 _____________________________________________
___________
Problem (3):
dy
Use Picards method to solve = x 2 y , y(0)=1 for x=0.2 .
dx
x0 =0 xf(x, y) = x 2 y
1 =0.2
y0 =1 y(0.2)=?
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Soln: Given data:
Picards iterative formula is given by x

y n = y 0 + f(x, y n-1 )dx
x 0
0.2
yn = 1+
0
(x 2
y n-1 )dx -------(1)
Put n=1 in Eqn(1)

0.2 0.2
y1 = 1 +
0
(x 2
y 0 )dx = 1 +
0
(x 2
1)dx = 0.8026
Put n=2 in Eqn(1)
0.2 0.2
(x 2
y1 )dx = 1 + (x 2
0.8026 )dx = 0.8421
m
y2 = 1+
0 0
co
Put n=3 in Eqn(1)
s.
0.2 0.2
y3 = 1+
0
(x 2
y 2 )dx = 1 +
0
(x 2
0.8421)dx = 0.8342
bu
Put n=4 in Eqn(1)
la
0.2 0.2
y 4 = 1+ (x 2
y 3 )dx = 1 + (x 2
0.8342 )dx = 0.8358
yl
0 0
Similarly y 5 = 0.8355 y 6 = 0.8355

lls
.a
Since y4 & y5 are the same up to four places of decimals

w
y(0.2)=0.8355
w
_________________________________________________________
w
Problem (4):
dy
Solve = x 2 + 2xy , y (0) =0 by Picards method up to the third
dx
approximation.
Soln: Given data: f(x, y) = x 2 + 2xy ; x 0 = 0 ; y 0 = 0

x
x 0
x
y n = 0 + (x 2 + 2xy n1 )dx
0
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--------(1)
Put n=1 in Eqn(1)

3
x x x
(x + 2xy 0 )dx = (x )dx =
2 2
y1 =
0 0 3
Put n=2 in Eqn(1)
x x x3 x3 x5
y 2 = (x 2 + 2xy1 )dx = x 2 + 2x dx = + 2
0 0 3 3 15
Put n=3 in Eqn(1)

x x x3 5
2 2
y 3 = x + 2xy 2 dx = x + 2x +2
x dx
3 15
0 0
om
x 3
y3 = x2 + 2 x 4 + 4 x6 dx = x + 2 x5 + 4 x7
0 3 15 3 15 105
s .c
bu
_________________________________________________________
la
yl
Problem(5):
lls
dy
Solve by Picards method = 1 + xy , y(0)=1 for x=0.1 Correct to four
dx
.a
decimal places.
w
w
Soln: Given data: f(x, y) = 1 + xy

w
x0 =0 x1 =0.1
y0 =1 y(0.1)=?
x
x 0
0.1
yn = 1+ (1 + xyn1 )dx ---------(1)
0
Put n=1 in Eqn(1)

0.1
0.1 0.1 x2
y1 = 1 + (1 + xy 0 )dx = 1 + (1 + x ) = 1 + x + = 1.105
0 0 2 0
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Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
Since y2 & y3 are the same up to four places of decimals y(0.1)=1.1055
Problem (6):
dy
Given the differential equation = x y , with the condition y=1 when
dx
x=0, use Picards method to obtain y for x=0.2 correct to four decimal
places.
m
Soln: Given data:
f(x, y) = x - y
co
x0 =0 x1 =0.2
y0 =1 y(0.2)=?
s.
bu
x
Picards iterative formula is given by y n = y 0 + x f(x, y n-1 )dx
la
0
yl
0.2
yn = 1 + (x - y n1 )dx ---------(1)
ls
0
l
.a
Put n=1 in Eqn(1)

0.2
2
(x - 1) = 1 + x x = 0.82
w
0.2 0.2
y1 = 1 + (x - y 0 )dx = 1 +
0 0 2 0
w
Put n=2 in Eqn(1)

w
0.2 0.2
y2 = 1+ (x - y1 )dx = 1 + (x - 0.82 )dx
0 0
0.2
x2
= 1 + - 0.82x = 0.856
2 0
Similarly,
for n = 3, y 3 = 0.8488
n = 4, y 4 = 0.8502
n = 5, y 5 = 0.8499
n = 6, y 6 = 0.8500
n = 7, y 7 = 0.8500
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Since y6 & y7 are the same up to four places of decimals
y(0.2)=0.8500
Problem (7):
dy y x
Given the differential equation = , with the condition y=1 when
dx y + x
x=0. Use Picards method to obtain y for x=0.1 correct to three decimal
places.
y-x
Soln: Given data: f(x, y) =
y+x
m
x0 =0 x1 =0.1
co
y0 =1 y(0.1)=?
s.
x
Picards iterative formula is given by y n = y 0 + x f(x, y n-1 )dx
bu
0
y n1 x
la
0.1
yn = 1+ dx ---------(1)
0 y n1 + x
yl
Put n=1 in Eqn(1)

lls
.a
0.1 y0 x 0.1 1 x 0.1 x 1

y1 = 1 + dx = 1 + dx = 1+ dx
0 1 + x 1 + x
0
y0 + x 0
w
w
0.1 x + 1 2 0.1 x +1 2 0.1 2

dx dx = 1 1 dx
w
= 1 = 1
0 x +1 0 x + 1 x + 1 0 x + 1
0.1 0.1
y1 = 1 (x )0 + 2[log(x + 1)]0 = 1.090
Put n=2 in Eqn(1)
0.1 y1 x 0.1 1.090 x

y2 = 1+ dx = 1 + dx
0 y1 + x 0 1.090 + x
0.1 1.090 - x 1.090 + 1.090 0.1 2(1.090) - (x + 1.090)

= 1+ dx = 1 + dx
0 1.090 + x 0 x + 1.090
0.1 2.18
= 1+ ]0.1
1dx = 1 + 2.18[log(x + 1.090 )Dr.
0 V. (x )0.1
Ramachandra
0 Murthy
0 x + 1.090 www.allsyllabus.com
Put n=3 in Eqn(1)
0.1 0.1
y2 x 1.091 x
y 3 = 1 + dx = 1 + dx
0 y2 + x
0 1.091 + x
0.1
1.091 - x 1.091 + 1.091
= 1+ dx
0 1.091 + x
0.1
2(1.091) - (x + 1.091)
= 1+ dx
m
0 x + 1.091
co
0.1
2.182
= 1+ 1dx
s.
0
x + 1.091 bu
= 1 + 2.182[log(x + 1.091)]0.1 (x )0.1
0 0
la
= 1.091
yl
Since y2 & y3 are the same up to three places of decimals

lls
y(0.1)=1.091
.a
_________________________________________________________
w
w
Problem(8):
w
dy
Solve = y x 2 , y(0)=1 by Picards method up to third approximation
dx
and hence find the value of y at x=0.1.
Soln: Given data: f(x, y) = y x 2

x
x 0
x
y n = 1 + (y n1 x 2 )dx ---------(1)
0
Put n=1 in Eqn(1)

x
x x x3 x3
y 1 = 1 + (y 0 x )dx = 1 + (1 x )dx = 1 + x = 1 + x
2 2
0 0 3 0 3
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Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
x x x2 x 4 x3
y 3 = 1 + (y 2 x )dx = 1 + 1 + x + x 2 dx
2
0 0 2 12 3
x x2 x3 x 4
= 1 + 1 + x dx
0 2 3 12
m
x2 x3 x 4 x5
= 1+ x +
co
2 6 12 60
s.
y(0.1)=1.1051 bu
_________________________________________________________
la
Problem(9):
yl
dy
Solve = 3x + y 2 , y(0)=1 for x=0.1 by Picards method correct to four
lls
dx
.a
decimal places. {Ans: y(0.1)=1.1270}

w
w
Problem(10):
w
Use Picards method to solve dy = x 2 + y 2 , y(0)=0 for x=0.4

dx
{Ans: y(0.4)=0.0214}
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Modified Eulers method

Consider first order differential equation
dy
= f(x, y) , y(x 0 ) = y 0
dx
Modified Eulers formula is given by
(r +1) = y + h f (x , y ) + f x , y(r) r = 0,1,2,..

y n n n n +1 n +1
n +1 2
where y
(0) = y + hf (x , y ) (Euler' s formula) n = 0,1,2,...
___________________________________________________
n +1 n n n
m
_________________________________________________________
co
Problem(1):
Determine the value of y for x=0(0.05)0.1 given that
s.
dy
= x 2 + y, y(0) = 1, using Modified Eulers method up to four places of
bu
dx
decimal.
la
Soln: Given data: f (x, y ) = x 2 + y , h=0.05

yl
lls
x0 = 0 x1= 0.05 x 2 = 0.1

.a
y0 = 1 y1= ? y2 = ?
w
w
Modified Eulers Formula is given by

w
(r +1) = y h
f (x n , y n ) + f x n +1, y
(r)
n +1
y n+ _______( 1)
n +1 2
where y
(0 ) = y n + hf (x n , y n ) ______(2) r = 0,1,2,...
n +1
n = 0,1,2,...
Step-(1): (To find y1 = y(x1) = y(0.05) )

Put n=0 in Equations (1) and (2)
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y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
0 0 0 1 1
1 2
where y
(0 ) = y + hf (x , y ) ______(4)
1 0 0 0
Initial approximation:
From Eqn(4)
y
(0 ) = y + hf (x , y )
1 0 0 0
= 1 + 0.05 x 2 + y 0 = 1 + 0.05[0 + 1] = 1.05

0
First approximation:
Put r=0 in Eqn(3)
om
(1) h (0)
y = y 0 + f (x 0 , y 0 ) + f x1, y
1 2 1
.c
0.05
= 1+

(x 0 )2 + y 0 + (x1)2 + y1(0)
= 1+
2
0.05 2

us
(0) + 1 + (0.05 )2 + 1.05 = 1.0513
b
2
la
Second approximation:
yl
Put r=1 in Eqn(3)

lls
(2) = y + h f (x , y ) + f x , y(1)
.a
y 0 0 0 1 1
1 2
w
0.05
= 1+

(x 0 )2 + y 0 + (x1)2 + y1(1)
w
2
w
0.05 2
= 1+

(0) + 1 + (0.05 )2 + 1.0513 = 1.0513
2
Since y
(1) and y (2) are the same correct to four decimal places
1 1
y(0.05)=1.0513
Step-(2): (To find y 2 = y(x 2 ) = y(0.1) )

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(r +1) = y1 + h f (x (r)
y 1, y1) + f x 2 , y 2 _______(5)
2 2
( )
where y 0 = y1 + hf (x1, y1) ______(6)
2
From Eqn(6)
( )
y 0 = y1 + hf (x1, y1) = 1.0513 + 0.05 x 2 + y1
2 1
= 1.0513 + 0.05 (0.05 )2 + 1.0513 = 1.1039

m
Put r=0 in Eqn(5)
co
y
(1) = y h (0)
f (x1, y1) + f x 2 , y
2 1+ 2
2
s.
0.05
x1)2 + y1 + (x1)2 + y
( (0)
= 1.0513 +
bu
2 2
0.05
(0.05 )2 + 1.0513 + (0.1)2 + 1.1039
la
= 1.0513 +
2

yl
= 1.1054
lls
.a
Put r=1 in Eqn(5)

w
y
(2) = y h (1)
f (x1, y1) + f x 2 , y
1+
w
2 2 2
w
0.05
= 1.0513 +

(x1)2 + y1 + (x1)2 + y(1) 2
2
0.05
= 1.0513 + (0.05 )2 + 1.0513 + (0.1)2 + 1.1054 = 1.1055
2
Similarly y
(3 ) = 1.1055
2
(2) (3) are the same correct to four decimal places
Since y & y
2 2
y(0.1)=1.1055
Problem(2):
dy
Obtain the solution of the equation = x + y with y=1 when x=0 for y
dx
at x=0.6 in steps of 0.3 using Modified Eulers method correct to four
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decimal places.
Soln: Given data: f (x, y ) = x + y , h=0.3
x0 = 0 x1= 0.3 x 2 = 0.6
y0 = 1 y1= ? y2 = ?

y
(r +1) = y + h f (x , y ) + f x , y(r) _______(1)
n n n n +1 n +1
n+1 2
( )
where y 0 = yn + hf (xn , yn ) ______(2)
n+1
om
Step-(1): (To find y1 = y(x1) = y(0.3) )
.c
y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
1 0
( )
2
0 0
us
1 1
where y 0 = y 0 + hf (x 0 , y 0 ) ______(4)
b
1
la
yl
From Eqn(4)
lls
y
(0 ) = y + hf (x , y )
1 0 0 0
.a
[ ]
= 1 + 0.3 x 0 + y 0 = 1 + 0.3[0 + 1] = 1.3
w
w
Put r=0 in Eqn(3)

(1) h (0)
y = y 0 + f (x 0 , y 0 ) + f x1, y
w
1 2 1
0.3
= 1+ (x 0 ) + y 0 + (x1) + y1(0)
2
0.3
= 1+
2
[ ]
(0 ) + 1 + (0.3) + 1.3 = 1.3660
Put r=1 in Eqn(3)
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y
(2) = y + h f (x , y ) + f x , y(1)
0 0 0 1 1
1 2
0.3 (1)
= 1+ ( x ) + y + ( x ) + y
2 1
0 0 1
y
(2) = 1 + 0.3 (0) + 1 + (0.3) + 1.3660 = 1.3703
[ ]
1 2
Similarly y
(3 ) = 1.3703
1
(2)
Since y & y
(3) are the same correct to four decimal places
1 1
y(0.3)=1.3703
m
Step-(2): (To find y 2 = y(x 2 ) = y(0.6) )
co
y
(r +1) = y + h f (x , y ) + f x , y(r) _______(5)
0 1 1 2 2
2 2
s.

( )
where y 0 = y1 + hf (x1, y1) ______(6)
bu
2
la
yl
From Eqn(6)
lls
( )
y 0 = y1 + hf (x1, y1) = 1.3703 + 0.3 x1 + y1 ( )
2
.a
[
= 1.3703 + 0.3 (0.3 ) + 1.3703 ] = 1.8114
w
w
Put r=0 in Eqn(5)
w
(1) h (0)
y = y1 + f (x1, y1) + f x 2 , y
2 2 2
0.3 (0)
= 1.3703 + (x1) + y1 + (x 2 ) + y
2 2
0.3
= 1.3703 +
2
[
(0.3) + 1.3703 + (0.6) + ]
1.8114 = 1.8827
Similarly y
(2) = 1.8667, y (3) = 1.8869, y (4) = 1.8869
2 2 2
y(0.6)=1.8869
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Problem(3):
dy
Using Modified Eulers method find y(0.2) given that = x + y ; y(0)=1
dx
correct to four decimal places.
x0 = 0 x1= 0.2
y0 = 1 y1= ?

(r +1) = y + h f (x , y ) + f x , y(r) _______(1)
m
y n n n n +1 n +1
n+1 2
co
( )
where y 0 = yn + hf (xn , yn ) ______(2)
n+1
s.
To find y1 = y(x1) = y(0.2)
bu
la
y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
0 0 0 1 1
1 2
yl
( )
where y 0 = y 0 + hf (x 0 , y 0 ) ______(4)
lls
1
.a
From Eqn(4)
w
y
(0) = y + hf (x , y )
1 0 0 0
w
= 1 + 0.2[x 0 + y 0 ] = 1 + 0.2[0 + 1] = 1.2

w
Put r=0 in Eqn(3)
(1) h (0)
y = y 0 + f (x 0 , y 0 ) + f x1, y
1 2 1
0.2
x 0 + y 0 + x1 + y
(0)
= 1+
2 1
0.2
= 1+ [0 + 1 + 0.2 + 1.2] = 1.24
2
Put r=1 in Eqn(3)
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y
(2) = y + h f (x , y ) + f x , y(1)
0 0 0 1 1
1 2
0.2
x 0 + y 0 + x1 + y
(1)
= 1+
2 1
y
(2) = 1 + 0.2 [0 + 1 + 0.2 + 1.24] = 1.244
1 2
Similarly y
(3 ) = 1.2444 & y (4) = 1.2444
1 1
(3) (4)
Since y & y are the same correct to four decimal places
1 1
y(0.2)=1.2444
m
Problem(4):
co
Use Modified Eulers method to find the approximate value of y(1.1) for
dy
the solution of the initial value problem = 2xy , y(1)=1 correct to three
s.
dx
bu
decimal places. Perform two iterations.
Soln: Given data: f (x, y ) = 2xy , h=0.1
la
x0 = 1 x1= 1.1
y0 = 1 y1= ?
yl
lls

(r +1) = y + h f (x , y ) + f x , y(r) _______(1)
.a
y n n n n +1 n +1
n+1 2
w
( )
where y 0 = yn + hf (xn , yn ) ______(2)
w
n+1
To find y1 = y(x1) = y(1.1)
w
y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
0 0 0 1 1
1 2
( )
where y 0 = y 0 + hf (x 0 , y 0 ) ______(4)
1
From Eqn(4)
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y
(0 ) = y + hf (x , y )
1 0 0 0
= 1 + 0.1[2x 0 y 0 ] = 1 + 0.1[( 2)(1)(1)] = 1.2
Put r=0 in Eqn(3)
(1) h (0)
y = y 0 + f (x 0 , y 0 ) + f x1, y
1 2 1
0.1
2x 0 y 0 + 2x1y
(0)
= 1+
2 1
0.1
= 1+ [2(1)(1) + 2(1.1)(1.2)] = 1.232
2
m
Put r=1 in Eqn(3)
co
(2) = y + h f (x , y ) + f x , y(1)
s.
y 0 0 0 1 1
1 2
bu
0.1
2x 0 y 0 + 2x1y
(1)
= 1+
2 1
la
(2) = 1 + 0.1 [2(1)(1) + 2(1.1)(1.232)] = 1.2355

yl
y
1 2
lls
The value of y(1.1) after two iteration is y(0.2)=1.2355

.a
Problem(5):
w
Find y(1.2) and y(1.4) by Modified Eulers method given that

w
dy 2y
= + x3 , y(1)=0.5 correct to three decimal places.
w
dx x
2y
Soln: Given data: f (x, y ) = + x 3 , h=0.2
x
x0 = 1 x1= 1.2 x1= 1.4
y 0 = 0.5 y1= ? y1= ?
(r +1) = y h
f (xn , yn ) + f xn +1, y
(r)
n +1
y n+ _______(1)
n+1 2
( )
where y 0 = yn + hf (xn , yn ) ______(2)
n+1
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Step(1): To find y1 = y(x1) = y(1.2)

y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
0 0 0 1 1
1 2
( )
where y 0 = y 0 + hf (x 0 , y 0 ) ______(4)
1
From Eqn(4)
y
(0 ) = y + hf (x , y )
1 0 0 0
2y
m
= 0.5 + 0.2 0 + (x 0 )3
x0
co
2(0.5)
= 0.5 + 0.2 + (1)3
s.
1 bu
= 0.9
la
yl
ls
Put r=0 in Eqn(3)

(1) h (0)
y = y 0 + f (x 0 , y 0 ) + f x1, y
l
.a
1 2 1
w
2y
(0)
0.2 2y 0
= 0.5 + 3
+ (x 0 ) + 1 + (x1)
3
w
2 x0 x1

w
0.2 2(0.5 ) 2(0.9 )

= 0.5 + + (1)3 + + (1.2)3
2 1 1.2
= 1.0227
Put r=1 in Eqn(3)
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y
(2) = y + h f (x , y ) + f x , y(1)
0 0 0 1 1
1 2
2y
(1)
0.2 2y 0
= 0.5 + 3
+ (x 0 ) + 1 + (x1)
3
2 x0 x1

0.2 2(0.5 ) 2(1.0227 )
= 0.5 + + (1)3 + + (1.2)3
2 1 1.2
= 1.043
Similarly y
(3) = 1.046 and y (4) = 1.046
1 1
(3) (4)
1 1
m
y(1.2)=1.2444
co
Step(2): To find y 2 = y(x 2 ) = y(1.4)
s.
(r +1) = y h
bu
(r)
y 1+ f (x1, y1) + f x 2 , y _______( 5)
2 2 2
la
( )
where y 0 = y1 + hf (x1, y1) ______(6)
2
yl
ls
From Eqn(6)
l
.a
y
(0) = y + hf (x , y )
2 1 1 1
w
2y
= 1.046 + 0.2 1 + (x1)3
w
x1
w
2(1.046)
= 1.046 + 0.2 + (1.2)3
1.2
= 1.740
Put r=0 in Eqn(5)
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y
(1) = y h (0)
f (x1, y1) + f x 2 , y
2 1+ 2
2
2y
(0)
0.2 2y1
= 1.046 + 3
+ (x1) + 2 + (x 2 )
3
2 x1 x2

0.2 2(1.046 ) 2(1.74 )
= 1.046 + + (1.2)3 + + (1.4 )3
2 1.2 1.4
= 1.916
Similarly y
(2) = 1.941
2
y
(3) = 1.944 y (4) = 1.945 y (5) = 1.945
m
2 , 2 , 2
co
Since y
(4) & y (5) are the same correct to three decimal places
2 2
s.
y(1.4)=1.945 bu
Problem(6):
la
dy
solve = 1 y , y(0)=0 by Modified Eulers method for x=0.1 correct to
yl
dx
lls
four decimal places.

.a
Soln: Given data: f (x, y ) = 1 y , h=0.1

x0 = 0 x1= 0.1
w
y0 = 0 y1= ?
w
w

y
(r +1) = y + h f (x , y ) + f x , y(r) _______(1)
n n n n +1 n +1
n+1 2
( )
where y 0 = yn + hf (xn , yn ) ______(2)
n+1
To find y1 = y(x1) = y(0.1)

www.allsyllabus.com
y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
0 0 0 1 1
1 2
( )
where y 0 = y 0 + hf (x 0 , y 0 ) ______(4)
1
From Eqn(4)
y
(0 ) = y + hf (x , y ) = y + h[1 y ]
1 0 0 0 0 0
= 0 + 0.1[1 0] = 0.1
Put r=0 in Eqn(3)
(1) h (0)
y = y 0 + f (x 0 , y 0 ) + f x1, y = y 0 + 1 y 0 + 1 + y
h (0)
m
1 2 1 2 1
co
0.1
=0+ [1 0 + 1 0.1] = 0.095
2
s.
bu
Put r=1 in Eqn(3)
la
y
(2) = y + h f (x , y ) + f x , y(1)
0 0 0 1 1
1 2
yl
h
= y 0 + 1 - y 0 + 1 y
(1)
lls
2 1
.a
0.1
=0+ [1 0 + 1 0.095] = 0.0952
2
w
w
Similarly y
(3) = 0.0952 ,
1
w
(3) (4)
1 1
y(0.1)=0.0952
Problem(7):
Use Modified Eulers method to solve the differential equation
dy
= x + y2 ,y(0)=1 for x=0.2 in steps of 0.1 correct to three
dx
decimal places.
Soln: Given data: f (x, y ) = x + y 2 , h=0.1

x0 = 0 x1= 0.1 x 2 = 0.2
www.allsyllabus.com
y0 = 1 y1= 1.1174 y 2 = 1.2762

y
(r +1) = y + h f (x , y ) + f x , y(r) _______(1)
n n n n +1 n +1
n+1 2
( )
where y 0 = yn + hf (xn , yn ) ______(2)
n+1
Step(1): To find y1 = y(x1) = y(0.1)

y
(r +1) = y + h f (x , y ) + f x , y(r) _______( 3)
0 0 0 1 1
1 2
( )
where y 0 = y 0 + hf (x 0 , y 0 ) ______(4)
m
1
co
From Eqn(4)
s.
y
(0 ) = y + hf (x , y )
0 0 0
1
bu
= 1 + 0.1 x 0 + (y 0 )2 = 1 + 0.10 + (1)2 = 1.1

la
yl
lls
Put r=0 in Eqn(3)

(1) h (0) h (0)
2
y = y 0 + f (x 0 , y 0 ) + f x1, y = y 0 + x 0 +(y 0 )2 + x1 + y
.a
1 2 1 2 1

w
0.1
0 + (1)2 + 0.1 + (1.1)2 = 1.1155
w
= 1+
2
w
Put r=1 in Eqn(3)
y
(2) = y + h f (x , y ) + f x , y(1)
0 0 0 1 1
1 2
h (1)
2
= y0 + x 0 + (y 0 )2 + x1 + y
2 1

0.1
= 1+ [0 + (1)2 + 0.1 + (1.1155 )2 ] = 1.1172
2
www.allsyllabus.com
Similarly y
(3 ) = 1.1174 , y (4) = 1.1174
1 1
(3) (4)
Clearly y & y are same correct to four decimal places.
1 1
y(0.1)=1.1174
Step-(2): (To find y 2 = y(x 2 ) = y(0.2) )
y
(r +1) = y + h f (x , y ) + f x , y(r) _______(5)
1 1 1 2 2
2 2
( )
where y 0 = y1 + hf (x1, y1) ______(6)
2
From Eqn(6)
m
y
(0 ) = y + hf (x , y ) = y + h x + (y )2
2 1 1 1 1 1 1
co
= 1.1174 + 0.10.1 + (1.1174 )2 = 1.2522

s.
bu
Put r=0 in Eqn(5)
la
(1) h (0)
y = y1 + f (x1, y1) + f x 2, y
yl
2 2 2
lls
h 2 (0)
2
= y1 + 1
x + ( y1 ) + x 2 2
+ y
2
.a

0.1
0.1 + (1.1174 )2 + 0.2 + (1.2522 )2 = 1.2732
w
= 1.1174 +
2
w
Similarly y
(2) = 1.2758, y (3) = 1.2762, y (4 ) = 1.2762
w
2 2 2
(3)
Since y and y
(4)
are the same correct to four decimal places
2 2
y(0.2)=1.2762
Problem(8):
Find y(4.4) by Modified Eulers method taking h=0.2 from the differential
dy 2 - y 2
equation = , y(4)=1 correct to Four decimal places.
dx 5x
{Ans:y(4.4)=1.0187}
www.allsyllabus.com
Problem(9):
dy
Solve = x 2 + y , y(0)=1 for x=0.02 taking h=0.01 by Modified Eulers
dx
method correct to Four decimal places. Carry out two iterations after
each step.
{Ans:y(0.02)=1.020}
_________________________________________________________
__
m
Runge-Kutta Method of 4th order
co
dy
s.
Consider = f(x, y) , y(x 0 ) = y 0
dx bu
The Runge-Kutta method of 4th order is given by
1
y n +1 = y n + [k1 + 2k 2 + 2k 3 + k 4 ]
la
6
where k1 = hf (x n , y n )
yl
h k
lls
k 2 = hf x n + , y n + 1
2 2
.a
h k
k 3 = hf x n + , y n + 2
w
2 2
k 4 = hf (x n + h, y n + k 3 )
w
w
Problem(1):
By employing Runge-Kutta method of fourth order solve the differential
equation 2y / 6x = y ,y(0)=1 for x=0.2 in steps of 0.1 correct to four
decimal places.
y
Soln: Given data: f (x, y ) = 3x + , h=0.1
2
x0 = 0 x1= 0.1 x1= 0.2
y0 = 1 y1= 1.0664 y 2 = 1.1670
www.allsyllabus.com
1
y n +1 = y n +[k1 + 2k 2 + 2k 3 + k 4 ]
6

h k1
k 2 = hf x n + , y n + -------------------- (1)
2 2
h k
k 3 = hf x n + , y n + 2
2 2
k 4 = hf (x n + h, y n + k 3 )

Put n=0 in Eqn(1)

1
y1 = y 0 + [k 1 + 2k 2 + 2k 3 + k 4 ] --------------------------- (2)
om
6
where k1 = hf (x 0 , y 0 )

.c
h k1
k 2 = hf x 0 + , y 0 +
2

h
2
k 3 = hf x 0 + , y 0 +
b us
k2

2 2
la

k 4 = hf (x 0 + h, y 0 + k 3 )
yl
k1 = hf (x 0 , y 0 )
lls
y 1
= h3x 0 + 0 = 0.13(0) + = 0.05
2 2
.a
h k
k 2 = hf x 0 + , y 0 + 1
w
2 2
w
h 1 k
= h3 x 0 + + y 0 + 1
w
2 2 2
0.1 1 0.05
= 0.13 0 + + 1 + = 0.0662
2 2 2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
h 1 k
= h3 x 0 + + y 0 + 2
2 2 2
0.1 1 0.0662
= 0.13 0 + + 1 + = 0.0666
2 2 2
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k 4 = hf (x 0 + h, y 0 + k 3 )
1
= h3(x 0 + h) + (y 0 + k 3 )
2
1
= 0.13(0 + 0.1) + (1 + 0.0666 ) = 0.0833
2
Substituting all these values in Eqn(2), we get
1
y1 = 1 + [0.05 + 2(0.0662) + 2(0.0666) + 0.0833 ] = 1.0664
6
Put n=1 in Eqn(1)
1
y 2 = y1 + [k1 + 2k 2 + 2k 3 + k 4 ] ---------------------- (3)
6
Where
m
k1 = hf (x1, y1)
k
co
h
k 2 = hf x1 + , y1 + 1
2 2
s.
h k
k 3 = hf x1 + , y1 + 2
bu
2 2
k 4 = hf (x1 + h, y1 + k 3 )
la
k1 = hf (x1, y1)
yl
y 1.0664
= h3x1 + 1 = 0.13(0.1) + = 0.0833
2
lls
2
h k
k 2 = hf x1 + , y1 + 1
.a
2 2
w
h 1 k
= h3 x1 + + y1 + 1
w
2 2 2
w
0.1 1 0.0833
= 0.13 0.1 + + 1.0664 + = 0.1004
2 2 2
h k
k 3 = hf x1 + , y1 + 2
2 2
h 1 k
= h3 x1 + + y1 + 2
2 2 2
0.1 1 0.1004
= 0.13 0.1 + + 1.0644 + = 0.1008
2 2 2
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k 4 = hf (x1 + h, y1 + k 3 )
1
= h3(x1 + h) + (y1 + k 3 )
2
1
= 0.13(0.1 + 0.1) + (1.0664 + 0.1008 ) = 0.1183
2
1
y 2 = 1.0664 + [0.0833 + 2(0.1004) + 2(0.1008) + 0.1183 ]
6
= 1.1670
Problem(2):
om
Apply Runge-Kutta method of fourth order to find an approximate value
dy
of y(0.1) and y(0.2) of = x + y 2 , y(0)=1 correct to three decimal
dx
.c
places.
Soln: Given data: f (x, y ) = x + y 2 , h=0.1
x0 = 0 x1= 0.1
b us x 2 = 0.2
y0 = 1 y1= ? y2= ?
la
th
The Runge-Kutta method of 4 order is given by
yl
1
yn +1 = yn + [k1 + 2k 2 + 2k 3 + k 4 ]
lls
6
where k1 = hf (xn , yn )
.a

h k1
w
k 2 = hf xn + , yn + -------------------------(1)
2 2
w
h k
k 3 = hf xn + , yn + 2
w
2 2
k 4 = hf (xn + h, yn + k 3 )

Put n=0 in Eqn(1)
1
y1 = y 0 + [k1 + 2k 2 + 2k 3 + k 4 ] --------------------------(2)
6
www.allsyllabus.com
where k1 = hf (x 0 , y 0 )
h k
k 2 = hf x 0 + , y 0 + 1
2 2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
k 4 = hf (x 0 + h, y 0 + k 3 )
k1 = hf (x 0 , y 0 )
= h x 0 + (y 0 )2 = 0.10 + (1)2 = 0.1

h k
k 2 = hf x 0 + , y 0 + 1
m
2 2
co
h k1
2

= h x 0 + + y 0 +
2
s.
2
bu
0.1 0.1
2

= 0.1 0 + + 1 + = 0.1152
2 2
la

h k
yl
k 3 = hf x 0 + , y 0 + 2
2 2
lls
h k
2

= h x 0 + + y 0 + 2
.a
2 2

w
0.1 0.1152
2
w

= 0.1 0 + + 1 + = 0.1168
2 2
w

k 4 = hf (x 0 + h, y 0 + k 3 )
= h(x 0 + h ) + (y 0 + k 3 )2

= 0.1(0 + 0.1) + (1 + 0.1168 )2 = 0.1347

1
y1 = 1 + [0.1 + 2(0.1152) + 2(0.1168) + 0.1347 ] = 1.1164
6
1
Put n=1 in Eqn(1) y 2 = y1 + [k1 + 2k 2 + 2k 3 + k 4 ] -----------(3)
6
Where
www.allsyllabus.com
k1 = hf (x1, y1)
h k
k 2 = hf x1 + , y1 + 1
2 2
h k
k 3 = hf x1 + , y1 + 2
2 2
k 4 = hf (x1 + h, y1 + k 3 )
k1 = hf (x1, y1)
= h x1 + (y1)2 = 0.1(0.1) + (1.1164 )2 = 0.1346

h k
k 2 = hf x1 + , y1 + 1
2 2
m
h k
2

co
= h x1 + + y1 + 1
2 2

s.
bu
0.1346
2
0.1
= 0.1 0.1 + + 1.1164 + = 0.1551
2 2
la

yl
h k
k 3 = hf x1 + , y1 + 2
2 2
lls
h k
2

.a
= h x1 + + y1 + 2
2 2

w
0.1551
2
w
0.1
= 0.1 0.1 +
+ 1.1164 + = 0.1575
w
2 2

k 4 = hf (x1 + h, y1 + k 3 )
= h (x1 + h) + (y1 + k 3 )2

= 0.1(0.1 + 0.1) + (1.1164 + 0.1575 )2 = 0.1822

1
y 2 = 1.1164 + [0.1346 + 2(0.1551) + 2(0.1575) + 0.1822]
6
= 1.2734
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Problem(3):
Use Runge-Kutta method of fourth order to approximate y when x=0.1,
dy
given that y=1 when x=0 and =x+y
dx

x0 = 0 x1 = 0.1
y0 = 1 y1 = ?
1
y n +1 = y n + [k1 + 2k 2 + 2k 3 + k 4 ]
6
h k
m
k 2 = hf x n + , y n + 1 ------------------(1)
2 2
co
h k
k 3 = hf x n + , y n + 2
2 2
k 4 = hf (x n + h, y n + k 3 )
s.
bu
Put n=0 in Eqn(1)
1
la
y1 = y 0 + [k1 + 2k 2 + 2k 3 + k 4 ] -------------------(2)
6
yl
where k1 = hf (x 0 , y 0 )
lls
h k
k 2 = hf x 0 + , y 0 + 1
2 2
.a
h k
k 3 = hf x 0 + , y 0 + 2
w
2 2
w
k 4 = hf (x 0 + h, y 0 + k 3 )
w
k1 = hf (x 0 , y 0 )
= h[x 0 + (y 0 )] = 0.1[0 + 1] = 0.1
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h k
k 2 = hf x 0 + , y 0 + 1
2 2
h k
= h x 0 + + y 0 + 1
2 2
0.1 0.1
= 0.1 0 + + 1 + = 0.11
2 2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
h k
= h x 0 + + y 0 + 2
2 2
0.1 0.11
m
= 0.1 0 + + 1 + = 0.1105
2 2
co
k 4 = hf (x 0 + h, y 0 + k 3 )
= h[(x 0 + h) + (y 0 + k 3 )]
s.
= 0.1[(0 + 0.1) + (1 + 0.1105 )] = 0.1210
bu
1
y1 = 1 + [0.1 + 2(0.11) + 2(0.1105) + 0.1210 ]
la
6
yl
= 1.1103
lls
.a
Problem(4):
w
Use Runge-Kutta method of fourth order to obtain an approximation to

w
dy
y(1.5) for the solution of = 2xy ;y(1)=1 correct to four decimal places.
w
dx
Soln: Given data: f (x, y ) = 2xy , h=0.5
x0 = 1 x1= 1.5
y0 = 1 y1= ?
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1
y n +1 = y n +[k1 + 2k 2 + 2k 3 + k 4 ]
6

h k1
k 2 = hf x n + , y n + ------------------(1)
2 2
h k
k 3 = hf x n + , y n + 2
2 2
k 4 = hf (x n + h, y n + k 3 )

Put n=0 in Eqn(1)

1
y1 = y 0 +[k1 + 2k 2 + 2k 3 + k 4 ] --------------------------(2)
m
6
where k1 = hf (x 0 , y 0 )
co
h k
k 2 = hf x 0 + , y 0 + 1
s.
2 2 bu
h k
k 3 = hf x 0 + , y 0 + 2
2 2
la
k 4 = hf (x 0 + h, y 0 + k 3 )
yl
k1 = hf (x 0 , y 0 )
lls
= h[2x 0 y 0 ] = 0.5[2(1)(1)] = 1
.a
h k
k 2 = hf x 0 + , y 0 + 1
w
2 2
w
h k
= h2 x 0 + y 0 + 1
w
2 2
0.5 1
= 0.5 21 + 1 + = 1.875
2 2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
h k
= h2 x 0 + y 0 + 2
2 2
0.5 1.875
= 0.5 21 + 1 + = 2.4218
2 2
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k 4 = hf (x 0 + h, y 0 + k 3 )
= h[2(x 0 + h)(y 0 + k 3 )]
= 0.5[2(1 + 0.5 )(1 + 2.4218 )] = 5.1327
1
y1 = 1 + [1 + 2(1.875) + 2(2.4218) + 5.1327 ]
6
= 3.4543
Problem(5):
Obtain the values of y at x=0.1, 0.2 using Runge-Kutta method of 4th
order for the differential equation y / = y ; y(0)=1 correct to four decimal
places.
m
Soln: Given data: f (x, y ) = -y , h=0.1
x0 = 0 x1 = 0.1 x 2 = 0.2
co
y0 = 1 y1= ? y2= ?
th
s.
1
bu
y n +1 = y n + [k1 + 2k 2 + 2k 3 + k 4 ]
6
la

h k1
yl
k 2 = hf x n + , y n + -----------(1)
2 2
lls
h k
k 3 = hf x n + , y n + 2
.a
2 2
k 4 = hf (x n + h, y n + k 3 )
w
Put n=0 in Eqn(1)

w
1
y1 = y 0 + [k1 + 2k 2 + 2k 3 + k 4 ] -------------(2)
6
where k1 = hf (x 0 , y 0 )
h k
k 2 = hf x 0 + , y 0 + 1
2 2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
k 4 = hf (x 0 + h, y 0 + k 3 )
www.allsyllabus.com
k1 = hf (x 0 , y 0 )
= h[- y 0 ] = 0.1[- 1] = -0.1
h k
k 2 = hf x 0 + , y 0 + 1
2 2
k
= h y 0 + 1
2
0.1
= 0.11 - = 0.095
2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
m
k
= h y 0 + 2
co
2
0.095
s.
= 0.11 = 0.0952
2
bu
k 4 = hf (x 0 + h, y 0 + k 3 )
la
= h[ (y 0 + k 3 )]
= 0.1[(1 - 0.0952 )] = -0.0904
yl
lls

.a
1
y1 = 1 + [- 0.1 + 2(-0.095) + 2(-0.0952) - 0.0904 ] = 0.9048
w
6
w
1
Put n=1 in Eqn(1) y 2 = y1 + [k1 + 2k 2 + 2k 3 + k 4 ] -------------(3)
w
6
k1 = hf (x1, y1)
h k
k 2 = hf x1 + , y1 + 1
2 2
h k
k 3 = hf x1 + , y1 + 2
2 2
k 4 = hf (x1 + h, y1 + k 3 )
k1 = hf (x1, y1)
= h[- (y1)] = 0.1[0.9048] = -0.0904
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h k
k 2 = hf x1 + , y1 + 1
2 2
k
= h y1 + 1
2
0.0904
= 0.10.9048 = -0.0859
2
h k
k 3 = hf x1 + , y1 + 2
2 2
k
= h y1 + 2
2
0.0859
= 0.1 0.9048 = -0.0861
m
2
co
k 4 = hf (x1 + h, y1 + k 3 )
= h[ (y1 + k 3 )]
s.
= 0.1[(0.9048 - 0.0861)] = 0.0818
bu
1
y 2 = 0.9048 + [- 0.0904 + 2(-0.0859) + 2(-0.0861) - 0.0818 ]
la
6
yl
= 0.8187
lls
.a
w
Problem(6):
w
By using the Runge-Kutta method of fourth order find the approximate

dy 1
w
values of y(0.5) and y(1), given that = y(0)=1 correct to four

dx x + y
decimal places.
dy 1
Soln: Given data: = , h=0.5
dx x + y
x0 = 0 x1= 0.5 x2= 1
y0 = 1 y1 = ? y2= ?
th
www.allsyllabus.com
1
y n +1 = y n + [k1 + 2k 2 + 2k 3 + k 4 ]
6

h k1
k 2 = hf x n + , y n + ---------------------(1)
2 2
h k
k 3 = hf x n + , y n + 2
2 2
k 4 = hf (x n + h, y n + k 3 )

Put n=0 in Eqn(1)
1
y1 = y 0 + [k1 + 2k 2 + 2k 3 + k 4 ] -----------------------(2)
6
where k1 = hf (x 0 , y 0 )
om
h k
k 2 = hf x 0 + , y 0 + 1
2 2
.c
h k
k 3 = hf x 0 + , y 0 + 2
2 2
b us
k 4 = hf (x 0 + h, y 0 + k 3 )
la
k1 = hf (x 0 , y 0 )
yl
1 1
= h = 0.5 = 0.5
0 + 1
lls
x0 + y0
h k
k 2 = hf x 0 + , y 0 + 1
.a
2 2
w
1 1
= h = 0.5
k 0 .5 0.5
x0 + h + y0 + 1
w
0 + + 1+
2 2 2 2
= 0.3333
h k
k 3 = hf x 0 + , y 0 + 2
2 2

1 1
= h = 0.5
k 0.5 0.3333
x0 + h + y0 + 2 0 + + 1+
2 2 2 2
= 0.3529
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k 4 = hf (x 0 + h, y 0 + k 3 )
1 1
= h = 0.5
x0 + h + y0 + k 3 0 + 0.5 + 1 + 0.3529
= 0.2698

1
y1 = 1 + [0.5 + 2(0.3333) + 2(0.3529) + 0.2698] = 1.3570
6
1
Put n=1 in Eqn(1) y 2 = y1 + [k1 + 2k 2 + 2k 3 + k 4 ] --------------(3)
6
k1 = hf (x1, y1)
om
h k
k 2 = hf x1 + , y1 + 1
2 2
k
.c
h
k 3 = hf x1 + , y1 + 2
2 2
k 4 = hf (x1 + h, y1 + k 3 )
b us
k1 = hf (x1, y1)
la
1 1
= h = 0.5 = 0.2692
0.5 + 1.357
yl
x1 + y1
lls
h k
k 2 = hf x1 + , y1 + 1
2 2
.a
1 1
= h = 0.5
0.2692
w
k 0.5
x1 + h + y1 + 1 0.5 + + 1.3570 +
2 2 2 2
w
= 0.2230
h k
k 3 = hf x1 + , y1 + 2
2 2

1 1
= h = 0.5
k 0.5 0.2230
x1 + h + y1 + 2 0.5 + + 1.357 +
2 2 2 2
= 0.2253
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k 4 = hf (x1 + h, y1 + k 3 )
1 1
= h = 0.5
x1 + h + y1 + k 3 0.5 + 0.5 + 1.357 + 0.2253
= 0.1936
1
y 2 = 1.3570 + [0.2692 + 2(0.2230) + 2(0.2253) + 0.1936 ]
6
= 1.5835
m
co
Problem(7):
s.
bu
By using the Runge-Kutta method of fourth order solve the initial value
problem y / = 3e x + 2y ; y(0)=0 at x=0.1 correct to three decimal places.
la
Soln: Given data: f (x, y ) = 3e x + 2y , h=0.1

yl
lls
x0 = 0 x1= 0.1
y0 = 0 y1= ?
.a

w
1
yn +1 = y n + [k1 + 2k 2 + 2k 3 + k 4 ]
w
6
w
where k1 = hf (xn , yn )
h k
k 2 = hf xn + , yn + 1 ---------------(1)
2 2
h k
k 3 = hf xn + , yn + 2
2 2
k 4 = hf (xn + h, yn + k 3 )
Put n=0 in Eqn(1)
1
y1 = y 0 + [k1 + 2k 2 + 2k 3 + k 4 ] -------------------(2)
6
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where k1 = hf (x 0 , y 0 )
h k
k 2 = hf x 0 + , y 0 + 1
2 2
h k
k 3 = hf x 0 + , y 0 + 2
2 2
k 4 = hf (x 0 + h, y 0 + k 3 )
k1 = hf (x 0 , y 0 )
= h 3e x + 2y 0
0
= 0.13e 0 + 2(0) = 0.3

h k
m
k 2 = hf x 0 + , y 0 + 1
2 2
co
h 0.1
(x + 2 ) k1 (0 + 2 ) 0.3
s.
0
= h 3e + 2 y 0 + = 0.5 3e + 2 0 +
2 2

bu

= 0.345
la
h k
k 3 = hf x 0 + , y 0 + 2
yl
2 2
lls
h 0.1
(x + ) k (0 + ) 0.345
= h3e
0
2 + 2 y 0 + 2 = 0.13e 2 + 2 0 +
.a
2
2

w
= 0.349
w
k 4 = hf (x 0 + h, y 0 + k 3 )
w
= h3e(x +h) + 2(y 0 + k 3 ) = 0.13e(0 + 0.1) + 2(0 + 0.349 )

0 0

= 0.401
1
y1 = 0 + [0.3 + 2(0.345) + 2(0.349) + 0.401]
6
= 0.348
Problem(8):
Obtain the value of y at x=0.2 using Runge-Kutta method of 4th order for
www.allsyllabus.com
y-x
the differential equation y / = ; y(0)=1 correct to four decimal
y+x
places.
y-x
Soln: Given data: f (x, y ) = , h=0.2
y+x
x0 = 0 x1= 0.2
y0 = 1 y1= ?

1
y n +1 = y n + [k1 + 2k 2 + 2k 3 + k 4 ]
6
( )
om
where k1 = hf x n , y n

h k1
k 2 = hf x n + , y n + ...............................(1)
2 2
.c
h k
k 3 = hf x n + , y n + 2
2 2

b us
k 4 = hf (x n + h, y n + k 3 )
la
Put n=0 in Eqn(1)
1
yl
y1 = y 0 + [k1 + 2k 2 + 2k 3 + k 4 ] -----------------(2)
6
lls
where k1 = hf (x 0 , y 0 )
.a
h k
k 2 = hf x 0 + , y 0 + 1
2 2
w
h k
w
k 3 = hf x 0 + , y 0 + 2
2 2
w
k 4 = hf (x 0 + h, y 0 + k 3 )
k1 = hf (x 0 , y 0 )
y x0 1- 0
= h 0 = 0.2 = 0.2
y0 + x0 1 + 0
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h k
k 2 = hf x 0 + , y 0 + 1
2 2
k1 h 0.2 0.2
y0 + 2 x0 + 2 1 + 2 0 + 2
= h = 0.2
y + k1 + x + h 1 + 0.2 + 0 + 0.2
0 2 0 2
2

2

= 0.1666
h k
k 3 = hf x 0 + , y 0 + 2
2 2
k2 h 0.1666 0.2
y0 + 2 x0 + 2 1 + 0 +
2
= h = 0.2 2

om
y + k2 + x + h 1 + 0.1666 + 0 + 0.2
0 2 0 2 2

2

.c
= 0.1661
k 4 = hf (x 0 + h, y 0 + k 3 )
(y + k 3 ) (x 0 + h)
= 0.2 0 = 0.2
b us
(1 + 0.1661) (0 + 0.2)

(y 0 + k 3 ) + (x 0 + h) (1 + 0.1661) + (0 + 0.2)
la
= 0.1414
yl

1
lls
y1 = 1 + [0.2 + 2(0.1666) + 2(0.1661) + 0.1414 ]

6
.a
= 1.1678
Problem(9):
w
Evaluate y(1.1) by fourth order Runge-Kutta method given that

w
y 1
y/ + = , y(1)=1 correct to four decimal places.
w
x x2
{Ans: y(1.1)=0.9958}
Problem(10):
dy y 2 x 2
Using Runge-Kutta method of fourth order solve =
dx y 2 + x 2
y(0)=1 at x=0.2 and 0.4.
{Ans: y(0.2)=1.1959,
y(0.4)=1.3751}
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Numerical Methods
Predictor-Corrector methods
(Multi Step Methods)
The methods in which the construction ofy n+1 involves the use of not
yn only (i.e y n -1, y n - 2 ,....etc)
the solution but also some of its predecessors
are called Multi step methods.
Milnes Predictor-Corrector Method
dy
Consider the differential equation = f(x, y); y(x 0 ) = y 0
m
dx
Milnes predictor and corrector formula is given by
co
4h
s.
y 4,p = y 0 + (2f1 f2 + 2f 3 ) (1) Predictor formula
3
bu
= y 2 + f2 + 4f 3 + f (2) Corrector formula
(r +1) h (r)
y
4,c 3 4
la
= f x 4 , y
(r) (r)
where f1 = f (x1, y1 ), f2 = f (x 2 , y 2 ), f3 = f (x 3 , y 3 ), f
4 4
yl

= f x 4 , y
(0) (0) (0) (r) (r)
ls
Note : f
4 4 where y 4 = y 4,p & y 4 = y 4,c for r 0

l
.a
Problem(1)
dy x + y
w
Find y(2) if y(x) is the solution of = , given that y(0)=2,

dx 2
w
y(0.5)=2.636, y(1)=3.595, y(1.5)=4.968 using Milnes Predictor-Corrector

w
method correct to four decimal places.
Soln: Given data f(x, y) = x + y , h=0.5

2
x0 = 0 x1 = 0.5 x2 = 1.0 x3 = 1.5 x4 = 2.0
y0 = 0 y1 = 2.636 y2 = 3.595 y3 = 4.968 y4 = ?
Milnes Predictor formula is given by

4h
y 4,p = y 0 + (2f1 f2 + 2f3 ) (1)
3
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yi xi + yi
xi f i= f(x i , y i ) =
2
x1 = 0.5 y1 = 2.636 x1 + y1 0.5 + 2.636

f1 = = = 1.568
2 2
x2 = 1 y 2 = 3.595 x 2 + y 2 1 + 3.595
f2 = = = 2.2975
2 2
m
co
x 3 + y 3 1.5 + 4.968
y 3 = 4.968 f3 = = = 3.234
2 2
x 3 = 1.5
s.
bu
Substituting all the values in eqn(1) we get,
la
4(0.5)
y 4,p = 2 + {2(1.568) 2.2975 + 2(3.234)} = 6.871
yl
3
lls
Milnes Corrector formula is given by

h
y (r4,+c1) = y 2 + (f2 + 4f3 + f4(r) ) ( 2) where f4(r) = f (x 4 , y (r)
4 )
.a
3
w
First improvement: Put r=0 in eqn(2)

h
w
y (1)
4,c = y 2 + (f2 + 4f3 + f4(0) ), Where
3
w
x 4 + y 4,p 2 + 6.871
f4(0) = f (x 4 , y (0)
4 ) = f (x 4 , y 4,p ) = = = 4.4355
2 2
0.5
y (1) 4,c = 3.595 + (2.2975 + 4(3.234) + 4.4355 ) = 6.8731
3
Second improvement: Put r=1 in eqn(2)

h
y (2)
4,c = y 2 +
3
(f2 + 4f3 + f4(1) )
where
x 4 + y (1)
f4(1) = f (x 4 , y (1)
4 ) = f (x 4 , y 4,c ) =
(1) 4,c
2
2 + 6.8731
= = 4.4365
2
0.5 www.allsyllabus.com
y (2)
4,c = 3.595 + (2.2975 + 4(3.234) + 4.4365 )
3
Third improvement: Put r=2 in eqn(2)

h
y (3)
4,c = y 2 + (f2 + 4f3 + f4(2) )
3
where
x 4 + y (2) 2 + 6.8733
f = f (x 4 , y ) = f (x 4 , y ) =
(2)
4
(2)
4
(2)
4,c
4,c
= = 4.4366
2 2
0.5
y (3)
4,c = 3.595 + (2.2975 + 4(3.234) + 4.4366 ) = 6.8733
3
Since y (2) (3)
4,c & y 4,c
are the same up to four decimal places
y(2)=6.8733
om
Problem(2):
c
dy
Use Milnes method to find y(0.3) from = x 2 + y 2 , y(0)=1 after
s.
dx
computing y(-0.1),y(0.1) and y(0.2) by Taylors series method correct to
bu
four decimal places..
la
Soln: Given data f(x, y) = x 2 + y 2 , h=0.1, x 0 = 0 , y 0 = 2

yl
We shall first find y(-0.1),y(0.1) and y(0.2) by Taylors series method.

lls
By Taylors series method, we have

.a
h / h2 // h3 /// _____(1)
y n+1 = f(x n+1 ) = y n + y n + y n + y n + .....
1! 2! 3!
w
Given y / = x 2 + y 2
w
y // = 2x + 2yy /
w
(
y /// = 2 + 2 yy // + (y / )
2
)
yIV = 2(yy /// + y / y // + 2y / y // ) = 2(yy /// + 3y / y // )
Put n=0 in eqn(1)

h / h2 // h3 ///
y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... ____(2)
1! 2! 3!
y 0/ = x 02 + y 02 = 1
y 0// = 2x 0 + 2y 0 y 0/ = 2
( )
y 0/// = 2 + 2 y 0 y 0// + (y 0/ ) = 8
2
0 = 2(y 0 y 0 + 3 y 0 y 0 ) = 28
yIV /// / //
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2 3 4
0.1 (0.1) (0.1) (0.1)
y1 = 1 + (1) + (2) + (8) + (28) + .......
1! 2! 3! 4!
= 1.1114
y(0.1)=1.1114
similarly y(-0.1)=0.9087, y(0.2)=1.2529
Thus
x 0 = 0.1 x1 = 0 x 2 = 0.1 x 3 = 0.2 x 4 = 0.3
y 0 = 0.9087 y1 = 1 y 2 = 1.1114 y 3 = 1.2529 y4 = ?
m
4h
co
y 4,p = y 0 + (2f1 f2 + 2f3 ) (3)
3
s.
2 2
xi yi f i= f(x i , y i ) = (x i ) + (y i )
bu
2 2 2 2
x1 = 0 y1 = 1 f 1= (x1 ) + (y1 ) = (0 ) + (1) = 1
la
2 2
x 2 = 0.1 y 2 = 1.1114 f 2= (x 2 ) + (y 2 ) = 1.2452
2 2
x 3 = 0.2 y 3 = 1.2529 f 3= (x 3 ) + (y 3 ) = 1.6097
yl
lls

.a
w
4(0.1)
y 4,p = 0.9087 + {2(1) 1.2452 + 2(1.6097 )} = 1.4385
w
3
w

h
= y 2 + f2 + 4f3 + f ( 4) where f = f x 4 , y
(r +1) (r) (r) (r)
y
4,c 3 4 4 4
(0) (r) (r)
f = y 4,p and f = y , r 0
4 4 4,c
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h
= y 2 + f2 + 4f3 + f , Where f = f x 4 , y
(1) (0) (0) (0)
y
4,c 3 4 4 4
f
(0) ( )2
4
( )
= x 4 + y 4,p 2 = (0.3 )2 + (1.4385 )2 = 2.1592
(1) 0.1
y
4,c
= 1.1114 + (1.2452 + 4(1.6097) + 2.1592) = 1.4395
3
= y 2 + f2 + 4f3 + f where
(2) h (1)
y
4,c 3 4
2
= f x 4 , y = f x 4 , y
(1) (1) (1) 2 (1)
= (x 4 ) + y 4,c
m
f
4 4 4,c
co
= (0.3 )2 + (1.4395 )2 = 2.1621
0.1
s.
(2)
y
4,c
= 1.1114 + (1.2452 + 4(1.6097) + 2.1621) = 1.4396
3
bu
(3)
similarly y = 1.4396
4,c
la
yl
(2) (3)
Since y &y are the same up to four decimal places
4,c 4,c
lls
y(0.3)=1.4396
.a
Problem(3):
w
Using Milnes method find y(4.4) given that 5xy / + y 2 2 = 0

w
y(4)=1, y(4.1)=1.0049, y(4.2)=1.0097, y(4.3)=1.0143 correct to four

w
decimal places.
2 y2
Soln: Given data : f(x, y) = , h = 0.1
5x
x0 = 4 x1 = 4.1 x 2 = 4.2 x 3 = 4.3 x 4 = 4.4

y0 = 1 y1 = 1.0049 y 2 = 1.0097 y 3 = 1.0143 y4 = ?

4h
y 4,p = y 0 + (2f1 f2 + 2f3 ) (1)
3
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2 (yi )2
xi yi f i= f(xi, yi ) =
5x i
x1 = 4.1 y1 = 1.0049 2 (y1)2 2 (1.0049 )2

f 1= = = 0.0483
5x1 5(4.1)
x 2 = 4.2
y 2 = 1.0097 2 (y 2 )2 2 (1.0097 )2
f 2= = = 0.0466
5x 2 5(4.2)
om
.c
x 3 = 4.3 y 3 = 1.0143 2 (y 3 )2 2 (1.0143 )2
f 3= = = 0.0451
b us5x 3 5(4.3)
la

yl
lls
4(0.1)
y 4,p = 1 + {2(0.0483) 0.0466 + 2(0.0451)} = 1.0816
3
.a

w
w
= y 2 + f2 + 4f3 + f (2) where f = f x 4 , y

(r +1) h (r) (r) (r)
y
4,c 4 4 4
w
3
(0) (r) (r)
f = y 4,p and f = y , r 0
4 4 4,c
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h
= y 2 + f2 + 4f3 + f , Where
(1) (0)
y
4,c 3 4
f
(0) (0) ( )
= f x 4 , y = f x 4 , y 4,p =
( )
2 y 4,p 2 2 (1.0186 )2
= = 0.0437
4 4 5x 4 5(4.4)
(1) 0.1
y
4,c
= 1.0097 + (0.0466 + 4(0.0451) + 0.0437 ) = 1.0187
3
h
= y 2 + f2 + 4f3 + f where
(2) (1)
y
4,c 3 4
2
(1)
m
2 y
(1) (1) (1) 4,c
= f x 4, y = f x 4, y
4,c
f =
co
4 4 5x 4
2 (1.0187 )2
s.
= = 0.0437
5(4.4)
bu
(2) 0.1
y
4,c
= 1.0097 + (0.0466 + 4(0.0451) + 0.0437 ) = 1.0187
la
3
yl
(1) (2)
ls
4,c 4,c
y(4.4)=1.0187
l
.a
w
Problem(4):
w
dy 1
Given = 1 + x 2 y 2 and y(0)=1, y(0.1)=1.06, y(0.2)=1.12,
dx 2
w
y(0.3)=1.21. Evaluate y(0.4) by Milnes Predictor-Corrector method.
1
1 + x y , h = 0.1
Soln : Given data : f(x, y) = 2 2
2
x0 = 0 x1 = 0.1 x 2 = 0.2 x 3 = 0.3 x 4 = 0.4
y0 = 1 y1 = 1.06 y 2 = 1.12 y 3 = 1.21 y4 = ?
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4h
y 4,p = y 0 + (2f1 f2 + 2f3 ) (1)
3
1
1 + xi yi
f i= f(xi, yi ) = 2 2
yi
xi 2
1
1 + x1 y1 = 0.5674
x1 = 0.1 2 2
m
y1 = 1.06 f 1=
2
co
s.
bu 1
1 + x 2 y 2 = 0.6522
f 2= 2 2
x 2 = 0.2 y 2 = 1.12
2
la
yl
1
1 + x 3 y 3 = 0.7979
x 3 = 0.3 y 3 = 1.21 f 3= 2 2
2
lls
.a

w
w
4(0.1)
y 4,p = 1 + {2(0.5674) 0.6522 + 2(0.7979 )} = 1.2771
w
h
= y 2 + f2 + 4f3 + f ( 2)
(r +1) (r)
y
4,c 3 4
where f = f x 4 , y ,
(r) (r) (0) (r) (r)
f = y 4,p and f = y ,r 0
4 4 4 4 4,c
www.allsyllabus.com
h
= y 2 + f2 + 4f3 + f , Where
(1) (0)
y
4,c 3 4
1 1
= f x 4 , y = 1 + x 2 y 2 = 1 + (0.4 )2 (1.2771)2 = 0.9459
(0) (0)
f
4 4 2 4 4,p 2
(1) 0.1
y
4,c
= 1.12 + (0.6522 + 4(0.7979) + 0.9459 ) = 1.2796
3
h
= y 2 + f2 + 4f3 + f , Where
(2) (1)
y
4,c 3 4
= f x 4 , y = 1 + x 2 y
(1) (1) 1 (1) 1 ( )2 (
f = 1 + 0.4 1.2796 )2 = 0.9496
4 4 2 4 4,c 2
m
(2) 0.1
(0.6522 + 4(0.7979) + 0.9496 ) = 1.2797
co
y = 1.12 +
4,c 3
(3)
s.
Similarly y = 1.2797
4,c bu
(2) (3)
4,c 4,c
la
y(0.4)=1.2797
yl
lls
Problem(5):
dy
Using Milnes predictor-corrector method solve = 2y y 2
.a
dx
y(0)=1 for x=0.2 if y(0.05)=1.0499, y(0.1)=1.0996, y(0.15)=1.1488
w
correct to four decimal places.

w
w
Soln: Given data : f(x, y) = 2y y 2 , h = 0.05
x0 = 0 x1 = 0.05 x 2 = 0.1 x 3 = 0.15 x 4 = 0.4

y0 = 1 y1 = 1.0499 y 2 = 1.0996 y 3 = 1.1488 y4 = ?

4h
y 4,p = y 0 + (2f1 f2 + 2f3 ) (1)
3
xi yi f i= f(xi , yi ) = 2y i - y 2
i
x1 = 0.05 y1 = 1.0499 2
f 1= 2y1 - y = 0.9975
1
www.allsyllabus.com
x 2 = 0.1 y 2 = 1.0996 f 2= 2y 2 - y 2 = 0.9960

2
x 3 = 0.15 y 3 = 1.1488 f 3= 2y 3 - y 2 = 0.9778

3
4(0.05)
y 4,p = 1 + {2(0.9975 ) 0.9960 + 2(0.9778)} = 1.1969
3
h
= y 2 + f2 + 4f3 + f ( 2)
(r +1) (r)
m
y
4,c 3 4
co
(r) (r) (0) (r) (r)
f = y 4,p and f = y ,r 0
4 4 4 4 4,c
s.
First improvement: Put r=0 in eqn(2) bu
h
= y 2 + f2 + 4f3 + f , Where
(1) (0)
la
y
4,c 3 4
yl
= f x 4 , y = 2y 4,p y 4,p 2 = 2(1.1969 ) (1.1969 )2 = 0.9612

( )
(0) (0)
f
lls
4 4
(1) 0.05
.a
y
4,c
= 1.0996 + (0.9960 + 4(0.9778) + 0.9612 ) = 1.1974
3
w

w
w
= y 2 + f2 + 4f3 + f , Where
(2) h (1)
y
4,c 3 4
2
= f x 4 , y = 2y
(1) (1) (1) (1) 2
f
4 4 4, c
y
4,c = 2(1.1974 ) (1.1974 ) = 0.9610

(2) 0.05
y
4,c
= 1.0996 + (0.9960 + 4(0.9778) + 0.9610 )
3
= 1.1974
(1) (2)
4,c 4,c
y(0.2)=1.1974
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Problem(6):
dy
Solve the initial value problem = 1 + xy 2 ; y(0) = 1
dx
for x=0.4 by Milnes predictor and corrector method correct to three
decimal places, given that
x 0.1 0.2 0.3
y 1.105 1.223 1.355
Soln: Given data : f(x, y) = 1 + xy 2 , h = 0.1

x0 = 0 x1 = 0.1 x 2 = 0.2 x 3 = 0.3 x 4 = 0.4
m
y0 = 1 y1 = 1.105 y 2 = 1.223 y 3 = 1.355 y4 = ?
co
s.
4h
(2f1 f2 + 2f3 ) (1)
y 4,p = y 0 +
bu
3
la
f i= f(xi , y i ) = 1 + x i y 2
yl
xi yi
i
lls
.a
x1 = 0.1 y1 = 1.105
f 1= 1 + x1y 2 = 1 + (0.1)(1.105 )2 = 1.122
w
1
w
w
x 2 = 0.2 y 2 = 1.223
f 2= 1 + x 2 y 2 = 1 + (0.2)(1.223 )2 = 1.299
2
x 3 = 0.3 y 3 = 1.355
f 3= 1 + x 3 y 2 = 1 + (0.3 )(1.355 )2 = 1.550
3
4(0.1)
y 4,p = 1 + {2(1.122) 1.299 + 2(1.550)} = 1.526
3
www.allsyllabus.com
h
= y 2 + f2 + 4f3 + f ( 2)
(r +1) (r)
y
4,c 3 4
(r) (r) (0) (r) (r)
f = y 4,p and f =y ,r 0
4 4 4 4 4,c
h
= y 2 + f2 + 4f3 + f , Where
(1) (0)
y
4,c 3 4
= f x 4 , y = 1 + x 4 y 4,p 2 = 1 + (0.4 )(1.526 )2 = 1.931
( )
(0) (0)
f
m
4 4
co
(1) 0.1
y
4,c
= 1.223 + (1.299 + 4(1.550) + 1.931) = 1.537
3
s.
bu
la
= y 2 + f2 + 4f3 + f , Where
(2) h (1)
y
4,c 3 4
yl
2
lls
= f x 4 , y = 1 + x 4 y
(1) (1) (1) 2
f
4 4 4,c = 1 + (0.4 )(1.537 ) = 1.944

.a
(2) 0.1
y = 1.223 + (1.299 + 4(1.550) + 1.944 )
w
4,c 3
w
= 1.537
(1) (2)
w

4,c 4,c
y(0.4)=1.537
Problem(7):
dy
Part of a Numerical solution of = (0.2)x + (0.1)y is shown in the
dx
following table.
x 0.00 0.05 0.10 0.15

y 2.0000 2.0103 2.0211 2.0323
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Use Milnes Predictor and corrector method to find the next entry in the
table, correct to four decimal places.
Soln: Given data : f(x, y) = (0.2 )x + (0.1)y , h = 0.05
x0 = 0 x1 = 0.05 x 2 = 0.1 x 3 = 0.15 x 4 = 0.2
y0 = 2 y1 = 2.0103 y 2 = 2.0211 y 3 = 2.0323 y4 = ?
4h
y 4,p = y 0 + (2f1 f2 + 2f3 ) (1)
3
m
xi yi
co
f i= f(x i , y i ) = (0.2)x i + (0.1)y i
s.
x1 = 0.1 y1 = 1.105 bu
f 1= (0.2)0.05 + (0.1)2.0103 = 0.2110
la
x 2 = 0.2 y 2 = 1.223
f 2= (0.2 )0.1 + (0.1)2.0211 = 0.2221
yl
ls
x 3 = 0.3 y 3 = 1.355
f 3= (0.2 )0.15 + (0.1)2.0323 = 0.2332
l
.a
w
w

w
4(0.05)
y 4,p = 1 + {2(0.2110) 0.2221 + 2(0.2332)} = 2.0444
3
h
= y 2 + f2 + 4f3 + f (2)
(r +1) (r)
y
4,c 3 4
where f = f x 4 , y , f
(r) (r) (0) (r) (r)
= y 4,p and f =y ,r 0
4 4 4 4 4,c
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= y 2 + f2 + 4f3 + f , Where
(1) h (0)
y
4,c 3 4
= f x 4 , y = (0.2)x 4 + (0.1)y 4,p
(0) (0)
f
4 4
= (0.2)0.2 + (0.1)2.044 4 = 0.2444
(1) 0.05
y
4,c
= 2.0211 + (0.2221 + 4(0.2332) + 0.2444 ) = 2.0444
3
(1)
Since y 4,p & y are the same up to four decimal places
4,c
y(0.2)=2.0444
m
Problem(8):
Determine the value of y(0.4) using Milnes predictor and corrector
co
method correct to four decimal places. Given that
y / = xy + y 2 ; y(0) = 1Use Taylors series method to get the values of
y(0.1),y(0.2) and y(0.3).
s.
bu
{Ans: y(0.1)=1.1167, y(0.2)=1.2767, y(0.3)=1.5023
la
y 4,p = 1.8397, y(1) = 1.8369, y(2) = 1.8375, y(3) = 1.8376 = y(4)

yl
4,c 4,c 4,c 4,c

y(0.4) = 1.8376}
lls
.a
Problem(9):
w
By using the Milnes predictor-corrector method find an approximate

2y
w
solution of the equation y / = , x 0 at the point x=2 given that y(1)=2,

x
w
y(1.25)=3.13, y(1.5)=4.5 , y(1.75)=6.13.
y 4, p = 8.01, y (1) = 8.00, y (2) = 8.00

{Ans: 4, c 4, c
y(2) = 8.00}
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Adam-Bashforth Predictor-Corrector Method

dy
Consider the differential equation = f(x, y) ; y(x 0 ) = y 0
dx
Adam-Bashforth Predictor-Corrector formula is given by
h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) Predictor formula
24
(r +1) h (r)
y = y3 + 9f4 + 19f3 5f2 + f1 Corrector formula
m
4,c 24
where f1 = f (x1, y1), f2 = f (x 2 , y 2 ), f3 = f (x 3 , y 3 ), f (r) = f x 4 , y(r)
co
4 4
s.
Note : f4 = f x 4 , y 4 where y 4 = y 4,p & y 4 = y 4,c for r 0
(0) (0) (0) (r) (r)

bu
la
Problem(1):
dy x + y
yl
Solve for y(2) given that = ; y(0)=2, y(0.5)=2.636, y(1.0)=3.595,

dx 2
lls
y(1.5)=4.968 by Adam-Bashforth Predictor Corrector method correct to

.a
four decimal places.

x+y
w

2
w
w
x0 = 0 x1 = 0.5 x 2 = 1.0 x 3 = 1.5 x 4 = 2.0
y0 = 2 y1 = 2.636 y 2 = 3.595 y 3 = 4.968 y4 = ?
Adams Predictor formula is given by
h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) - - - - - - - -(1)
24
www.allsyllabus.com
x + yi
f i= f(xi, yi ) = i
xi yi 2
x + y0 0 + 2
f 0= f(x 0 , y 0 ) = 0 = =1
x0 = 0 y0 = 2 2 2
x +y 0.5 + 2.636
f 1= f(x1, y1) = 1 1 =
2 2
x1 = 0.5 y1 = 2.636
= 1.568
x + y 2 1.0 + 3.595
f 2= f(x 2, y 2 ) = 2 =
2 2
x2 = 1 y 2 = 3.595 = 2.2975
om
x + y 3 1.5 + 4.968
f 3= f(x 3 , y 3 ) = 3 =
2 2
x 3 = 1.5 y 3 = 4.968
.c
= 3.234
s
bu
Eqn(1) becomes
la
0.5
y 4,p = 4.968 + (55(3.234 ) 59(2.2975 ) + 37(1.568 ) 9(1))
yl
24
lls
= 6.8707
.a
Adam-Bashforth Corrector formula is given by

w
h (r)
9f + 19f3 5f2 + f1 (2)
(r +1)
y
4,c
= y3 +
24 4
w
(0)
= f x 4 , y where y
(0) (0) (r) (r)
w
f = y 4,p & y = y for r 0

4 4 4 4 4,c
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h (0)
+ 19f3 5f2 + f1
(1)
y
4,c
= y3 + 9f
24 4
x 4 + y 4,p 2 + 6.8707
= f x 4 , y = f x 4 , y 4,p =
( )
(0) (0)
where f = = 4.4353
4 4 2 2
(1) 0.5
y
4,c
= 4.968 + (9(4.4353 ) + 19(3.234 ) 5(2.2975 ) + 1.568 )
24
= 6.8730
(2) h (1)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1
24
(1)
m
x4 + y
4,c 2 + 6.8730
= f x 4 , y = f x 4 , y
(1) (1) (1)
where f
4 4
4,c
= =

co
2 2
= 4.4365
s.
(2) 0.5
y
4,c
= 4.968 + (9(4.4365 ) + 19(3.234 ) 5(2.2975 ) + 1.568 )
24
bu
= 6.8733
la
yl
Third improvement: Put r=2 in eqn(2)

(3) h (2)
lls
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1
24
.a
(2)
x4 + y
(2) (2) (2) 4,c 2 + 6.8733
w
f = f x 4, y = f x 4, y = = = 4.4366
4 4 4,c 2 2
w
(3) 0.5
y = 4.968 + (9(4.4366 ) + 19(3.234 ) 5(2.2975 ) + 1.568 )
w
4,c 24
= 6.8733
(2) (3)
4,c 4,c
y(2)=6.8733
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Problem(2):
dy
Obtain the solution of the initial value problem x 2 y = x 2 , y(1)=1 at
dx
x=1(0.1)1.3 by Taylors series method and at x=1.4 by Adams-Bashforth
Soln: Given f(x, y) = x 2 + x 2 y = x 2 (1 + y), x 0 = 1, y 0 = 1, h = 0.1

By Taylors series method, we have
h / h2 // h3 ///
y n +1 = f(xn +1) = y n + y n + yn + y n + ..... _____(1)
1! 2! 3!
m
Given y / = x 2 (1 + y)
co
y // = 2x(1 + y) + x 2 y /
s.
y /// = 4xy / + 2(1 + y) + x 2 y // bu
Similarly, yIV = 6y / + 6xy // + x 2 y ///
la
h h2 h3
Put n=0 in eqn(1) y1 = f(x1) = y 0 + y0 / + y 0 // + y 0 /// + ..... ------
yl
1! 2! 3!
lls
(2)
.a
y / = x 2 (1 + y 0 ) = 1(1 + 1) = 2
0 0
w
y // = 2x 0 (1 + y 0 ) + x 2 y / = 2(1)(1 + 1) + 1x2 = 6
0
w
0 0
y /// = 4x 0 y / + 2(1 + y 0 ) + x 2 y // = 4x1x2 + 2(1 + 1) + 1x6 = 18
w
0 0 0 0
yIV = 6y / + 6x 0 y // + x 2 y /// = 6x2 + 6x1x6 + 1x18 = 66
0 0 0 0 0
0.1 (0.1)2 (0.1)3 (0.1)4
y1 = 1 + (2) + (6) + (18) + (66) + .......
1! 2! 3! 24
= 1.2332
h / h2 // h3 ///
Put n=1 in eqn(1) y 2 = y1 + y1 + y1 + y1 + ..... ----------(3)
1! 2! 3!
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y / = x 2 (1 + y1) = (1.1)2 (1 + 1.2332) = 2.7021

1 1
y // = 2x1(1 + y1) + x 2 y / = 2(1.1)(1 + 1.2332) + (1.1)2 2.7021
1 1 1
= 7.8853
y /// = 4x1y / + 2(1 + y1) + x 2 y // = 25.8968
1 1 1 1
yIV = 6y / + 6x1y // + x 2 y /// = 99.5907
1 1 1 1 1
y 2 = 1.2332 +
0.1
(2.7021) +
(0.1)2 (7.8853) + (0.1)3 (25.8968)
1! 2! 3!
0.1)4
om
+
( (99.5907) + .......
4!
= 1.5475
s .c
similarly y 3 = 1.9785 bu
Thus
la
x0 = 1 x1 = 1.1 x 2 = 1.2 x 3 = 1.3 x 4 = 1.4

yl
y1 = 1.2332 y 2 = 1.5475 y 3 = 1.9785

lls
y0 = 1 y4 = ?
.a
Adam Predictor formula is given by

w
h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) ---------(4)
24
w
w
xi yi f i= f(x i, y i ) = (xi )2 (1 + y i )
x0 = 1 y0 = 1 f 0= (x 0 )2 (1 + y 0 ) = (1)2 (1 + 1) = 2
f 1= (x1)2 (1 + y1) = (1.1)2 (1 + 1.2332)

x1 = 1.1 y1 = 1.2332
= 2.7021
f 2= (x 2 )2 (1 + y 2 ) = (1.2)2 (1 + 1.5475 )
x 2 = 1.2 y 2 = 1.5475
= 3.6684
f 3= (x 3 )2 (1 + y 3 ) = (1.3 )2 (1 + 1.9785 )
x 3 = 1.3 y 3 = 1.9785
= 5.0336
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Eqn(4) becomes
0.5
y 4,p = 4.968 + (55(3.234 ) 59(2.2975 ) + 37(1.568 ) 9(1))
24
= 6.8707
(r +1) h (r)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 ---------(5)
24
(0)
= f x 4 , y where y
(0) (0) (r) (r)
f = y 4,p & y = y for r 0
4 4 4 4 4,c
m
co
h (0)
+ 19f3 5f2 + f1 where
(1)
s.
y
4,c
= y3 + 9f
24 4
bu
= f x 4 , y 0 = f x 4 , y 4,p = (x 4 )2 1 + y 4,p = (1.4 )2 (1 + 2.5717 )
( ) ( )
(0)
f
4 4
la
= 7.0005
yl
lls
(1) 0.1
y = 1.9785 + (9(7.0005 ) + 19(5.0336 ) 5(3.6684 ) + 2.7021)
.a
4,c 24
= 2.5743
w
w

w
(2) h (1)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
= f x 4 , y = f x 4 , y
(1) (1) (1) ( )2 (1) 2
f
4 4 4,c = x 4 1 + y 4,c = (1.4 ) (1 + 2.5743 )

= 7.0056
(2) (3)
y = 2.5745 Similarly y = 2.5745
4,c 4,c
(2) (3)
4,c 4,c
y(1.4)=2.5745
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Problem(3):
dy
Solve for y(0.4) given that = x y 2 ; y(0)=1, y(0.1)=0.9117,
dx
y(0.2)=0.8494, y(0.3)=0.8061 by Adam-Bashforth Predictor Corrector
Soln : Given data : f(x, y) = x y 2 , h = 0.1
x0 = 0 x1 = 0.1 x 2 = 0.2 x 3 = 0.3 x 4 = 0.4

y0 = 1 y1 = 0.9117 y 2 = 0.8494 y 3 = 0.8061 y4 = ?
m
h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) --------(1)
24
co
f i= f(x i, y i ) = xi - (y i )2
s.
xi yi bu
x0 = 0 y0 = 1 f 0= x 0 - (y 0 )2 = 0 - (1)2 = 1
la
f 1= x1 - (y1)2 = 0.1 - (0.9117 )2
x1 = 0.1 y1 = 0.9117
yl
= 0.7311
lls
f 2= x 2 - (y 2 )2 = 0.2 - (0.8494 )2
x 2 = 0.2 y 2 = 0.8494
.a
= 0.5214
w
f 3= x 3 - (y 3 )2 = 0.3 - (0.8061)2
w
x 3 = 0.3 y 3 = 0.8061
= 0.3497
w
Eqn(1) becomes
0.1
y 4,p = 0.8061 + (55(- 0.3497 ) 59(- 0.5214 ) + 37(- 0.7311) 9(- 1))
24
= 0.7789
www.allsyllabus.com
(r +1) h (r)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 ---------(2)
24
= f x 4 , y where y
(0) (0) (0) (r) (r)
f = y 4,p & y = y for r 0
4 4 4 4 4,c
(1) h (0)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
= f x 4 , y = f x 4 , y 4,p = x 4 y 4,p 2 = 0.4 (0.7789 )2 = 0.2066
( ) ( )
(0) (0)
f
4 4
(1) 0.1 9(- 0.2066 ) + 19(- 0.3497 ) 5(- 0.5214 )
y = 0.8061 +
4,c 24 0.7311
m
= 0.7784
co
s.
bu
(2) h (1)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
la
2
= f x 4 , y
(1) (1) y(1) = 0.4 (0.7784 )2 = 0.2059
4,c 4 4,c
f = x
yl
4
lls
(2) 0.1
y
4,c
= 0.8061 + (9(- 0.2059 ) + 19(- 0.3497 ) 5(- 0.5214 ) 0.7311)
24
.a
= 0.7785
w
(3)
Similarly y = 0.7785
4,c
w
w
(2) (3)
4,c 4,c
y(0.4)=0.7785
Problem(4):
dy xy
Solve = ; for x=0.4 using Adam-Bashforth Predictor Corrector
dx 2
method correct to four decimal places. Given that y(0)=1, y(0.1)=1.01,
y(0.2)=1.022, y(0.3)=0.1023.
www.allsyllabus.com
xy
2
x0 = 0 x1 = 0.1 x 2 = 0.2 x 3 = 0.3 x 4 = 0.4

y0 = 1 y1 = 1.01 y 2 = 1.022 y 3 = 1.023 y4 = ?

h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) --------(1)
24
xi yi xy
f i= f(xi , yi ) = i i
2
x0 = 0 y0 = 1 x y
om
0(1)
f 0= 0 0 = =0
2 2
x1 = 0.1 y1 = 1.01 x y 0.1(1.01)
f 1= 1 1 =
.c
= 0.0505
2 2
x 2 = 0.2 y 2 = 1.022 x y
f 2= 2 2 =
b
2
us 0.2(1.022)
2
= 0.1022
x 3 = 0.3 y 3 = 1.023 x y 0.3(1.023)

f 3= 3 3 =
la
= 0.1534
2 2
yl
lls
Eqn(1) becomes
0.1
(55(0.1534 ) 59(0.1022 ) + 37(0.0505 ) 9(0))
.a
y 4,p = 1.023 +
24
w
= 1.0408
w

w
(r +1) h (r)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 ---------(2)
24
= f x 4 , y where y
(0) (0) (0) (r) (r)
f = y 4,p & y = y for r 0
4 4 4 4 4,c
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(1) h (0)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
x 4 y 4,p 0.4(1.0408 )
= f x 4 , y 0 = f x 4 , y 4,p =
( )
(0)
f = = 0.2081
4 4 2 2
(1) 0.1 9(0.2081) + 19(0.1534 ) 5(0.1022 )
y = 1.023 +
4,c 24 + 0.0505
= 1.0410
(2) h (1)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
(1)
m
x4y
(1) (1) 4,c 0.4(1.0410)
f = f x 4, y = = = 0.2082
4 4,c 2 2
co
(2) 0.1 9(0.2082 ) + 19(0.1534 ) 5(0.1022 )
y = 1.023 +
24 + 0.0505
s.
4,c bu
= 1.0410
la
(1) (2)
4,c 4,c
yl
y(0.4)=1.0410
lls
Problem(5):
.a
dy 1
Solve = ; for x=0.8 using Adam-Bashforth Predictor Corrector
w
dx x + y
method correct to four decimal places. Given that y(0)=2, y(0.2)=2.0932,
w
y(0.4)=2.1754, y(0.6)=2.2492.
w
Soln:
1
Given data : f(x, y) = , h = 0.2
x+y
x0 = 0 x1 = 0.2 x 2 = 0.4 x 3 = 0.3 x 4 = 0.4
y0 = 2 y1 = 2.0932 y 2 = 2.1754 y 3 = 2.2492 y4 = ?
Adam- Predictor formula is given by

h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) --------(1)
24
www.allsyllabus.com
1
f i= f(xi, y i ) =
xi + yi
xi yi
1 1
f 0= = = 0 .5
x0 + y0 0 + 2
x0 = 0 y0 = 2
1 1
f 1= = = 0.4360
x1 + y1 0.2 + 2.0932
x1 = 0.2 y1 = 2.0932
1 1
f 2= = = 0.3882
x 2 + y 2 0.4 + 2.1754
x 2 = 0.4 y 2 = 2.1754
m
1 1
f 3= = = 0.3509
co
y 3 = 2.2492 x 3 + y 3 0.6 + 2.2492
x 3 = 0.6
s.
Eqn(1) becomes
bu
0.2
y 4,p = 2.2492 + (55(0.3509 ) 59(0.3882 ) + 37(0.4360 ) 9(0.5 ))
24
la
= 2.3160
yl

lls
(r +1) h (r)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 ---------(2)
24
.a
= f x 4 , y where y
(0) (0) (0) (r) (r)
f = y 4,p & y = y for r 0
w
4 4 4 4 4,c
w
(1) h (0)
w
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
1 1
= f x 4 , y 0 = f x 4 , y 4,p =
( )
(0)
f = = 0.3209
4 4 x 4 + y 4,p 0.8 + 2.3160
(1) 0.2
y
4,c
= 2.2492 + (9(0.3209 ) + 19(0.3509 ) 5(0.3882 ) + 0.4360 )
24
= 2.3162
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(2) h (1)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
= f x 4 , y
(1) (1) 1 1
f
4
4,c
= = = 0.3209
x4 + y
(1) 0.8 + 2.3162
4,c
(2) 0.2
y
4,c
= 2.2492 + (9(0.3209 ) + 19(0.3509 ) 5(0.3882) + 0.4360 )
24
= 2.3162
(1) (2)
4,c 4,c
y(0.8)=2.3162
m
co
s.
Problem(6): bu
Using Adam-Bashforth Predictor Corrector method evaluate y(1.4) if y
dy y 1
satisfies + = and y(1)=1, y(1.1)=0.996, y(1.2)=0.986,
la
dx x x 2
y(1.3)=0.972 correct to three decimal places.
yl
lls
1 y = 1 xy , h = 0.1
.a
Soln: Given data : f(x, y) =

x2 x x2
w
w
x0 = 1 x1 = 1.1 x 2 = 1.2 x 3 = 1.3 x 4 = 1.4

w
y0 = 1 y1 = 0.996 y 2 = 0.986 y 3 = 0.972 y4 = ?
Adam-Bashforth Predictor formula is given by

h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) --------(1)
24
www.allsyllabus.com
1 - xi yi
f i= f(x i, y i ) =
xi yi (xi )2
1 - x 0 y 0 1 - 1x1
f 0= = =0
(x 0 ) 2 (1) 2
x0 = 0 y0 = 1
1 - x1y1 1 - 1.1x0.996
f 1= =
(x1) 2 (1.1)2
x1 = 1.1 y1 = 0.996
= 0.079
1 - x 2 y 2 1 - 1.2x0.986
f 2= =
(x 2 ) 2 (1.2)2
x 2 = 1.2 y 2 = 0.986
m
= 0.127
co
1 - x 3 y 3 1 - 1.3x0.972
f 3= =
(x 3 ) 2 (1.3 )2
s.
x 3 = 1.3 y 3 = 0.972
= 0.155
bu
Eqn(1) becomes
la
0.1
(55(- 0.155 ) 59(- 0.127 ) + 37(- 0.079 ) 9(0))
yl
y 4,p = 0.972 +
24
lls
= 0.955
.a
Adams-Bashforth Corrector formula is given by

(r +1) h (r)
w
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 --------(2)
24
w
= f x 4 , y where y
(0) (0) (0) (r) (r)
f = y 4,p & y = y for r 0
w
4 4 4 4 4,c

(1) h (0)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
1 - x 4 y 4,p 1 - 1.4)(0.955)
f
(0)
4
(0) ( )
= f ( x 4,y ) = f x 4 , y 4,p =
4
= = -0.171
(x 4 )2 (1.4 )2
(1) 0.1
y
4,c
= 0.972 + (9(- 0.171) + 19(- 0.155 ) 5(- 0.171) 0.079 ) = 0.955
24
(1)
4,c
y(1.4)=0.955
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Problem(7):
Using Adam-Bashforth Predictor Corrector method obtain the solution of
dy
= x 2 y at x=0.4 correct to four places of decimals given that
dx
x: 0 0.1 0.2 0.3

y: 1 0.9051 0.8212 0.7491
Soln: Given data : f(x, y) = x 2 - y, h = 0.1
m
co
x0 = 0 x1 = 0.1 x 2 = 0.2 x 3 = 0.3 x 4 = 0.4
y0 = 1 y1 = 0.9051 y 2 = 0.8212 y 3 = 0.7491
s.
bu y4 = ?
Adam-Bashforth Predictor formula is given by

h
(55f3 59f2 + 37f1 9f0 ) --------(1)
la
y 4,p = y 3 +
24
yl
lls
.a
w
f i= f(x i, y i ) = (x i )2 - y i
w
xi yi
w
f 0= (x 0 )2 - y 0 = (0 )2 - 1 = 1
x0 = 0 y0 = 1
f 1= (x1)2 - y1 = (0.1)2 - 0.9051 = 0.8951

x1 = 0.1 y1 = 0.9051
f 2= (x 2 )2 - y 2 = (0.2 )2 - 0.8212 = 0.7812

x 2 = 0.2 y 2 = 0.8212
f 3= (x 3 )2 - y 3 = (0.3 )2 - 0.7491 = 0.6591
x 3 = 0.3 y 3 = 0.7491
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Eqn(1) becomes
0.1
y 4,p = 0.7491 + (55(- 0.6591) 59(- 0.7812 ) + 37(- 0.8951) 9(- 1))
24
= 0.6896
(r +1) h (r)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 --------(2)
24
= f x 4 , y where y
(0) (0) (0) (r) (r)
f = y 4,p & y = y for r 0
4 4 4 4 4,c
h (0)
+ 19f3 5f2 + f1 where
(1)
y
4,c
= y3 + 9f
24 4
m
(0) ( )
f4 = f x 4 , y 4,p = (x 4 )2 - y 4,p = (0.4 )2 - 0.6896 = -0.5296
co
0.1
y(1) = 0.7491 + (9(- 0.5296 ) + 19(- 0.6591) 5(- 0.7812 ) 0.8951)
s.
4,c 24 bu
= 0.6896
(1)
4,c
la
y(0.4)=0.6896
yl
lls
Problem(8):
.a

dy
= 2e x y for x=0.4 under the conditions y(0)=2, y(0.1)=2.010,
w
dx
w
y(0.2)=2.040 and y(0.3)=2.090 correct to four decimal places.

w
Soln: Given data : f(x, y) = 2e x -y, h = 0.1
x0 = 0 x1 = 0.1 x 2 = 0.2 x 3 = 0.3 x 4 = 0.4

y0 = 2 y1 = 2.010 y 2 = 2.040 y 3 = 2.090 y4 = ?
Adams Predictor formula is given by
h
y 4,p = y 3 + (55f3 59f2 + 37f1 9f0 ) --------(1)
24
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f i= f(xi, yi ) = 2e x yi
i
xi yi
f 0= 2e x y 0 = 2e0 2 = 0
0i
x0 = 0 y0 = 2
f 1= 2e x y1 = 2e0.1 2.010 = 0.2003

i
x1 = 0.1 y1 = 2.010
f 2= 2e x y 2 = 2e0.2 2.040 = 0.4028

2
x 2 = 0.2 y 2 = 2.040
f 3= 2e x y 3 = 2e0.3 2.090 = 0.6097

3
m
x 3 = 0.3 y 3 = 2.090
co
s.
Eqn(1) becomes
0.1
bu
y 4,p = 2.090 + (55(0.6097 ) 59(0.4028 ) + 37(0.2003 ) 9(0))
24
la
= 2.1615
yl

ls
(r +1) h (r)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 --------(2)
24
l
.a
= f x 4 , y where y
(0) (0) (0) (r) (r)
f = y 4,p & y = y for r 0
w
4 4 4 4 4,c
w

w
(1) h (0)
y
4,c
= y3 + 9f4 + 19f3 5f2 + f1 where
24
(0) (0) ( )
f4 = f ( x 4,y 4 ) = f x 4 , y 4,p = 2e x y 4,p = 2e0.4 2.1615
4
0.1
y(1) = 2.090 + (9(0.8221) + 19(0.6097 ) 5(0.4028 ) + 0.2003 )
4,c 24
= 2.1615
(1)
4,c
y(0.4)=2.1615
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Problem(8):
dy
= x y 2 at x=0.8 correct to four places of decimals given that
dx
x: 0 0.2 0.4 0.6
y: 0 0.0200 0.0795 0.1762
{Ans: y(0.8)=0.2416}
m
co
s.
bu
la
yl
lls
.a
w
w
w
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Unit 1

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Numerical solution of ordinary differential equations of first order

Numerical Solution of Ordinary Differential Equations(ODE)

The most general form of an ODE of nth order is given by

A general solution of Eqn (1) is of the form

(x, y, c 1, c 2 , c 3 ,............., c n ) = 0 ------- (2)

To obtain a particular solution from the general solution (2), we

Numerical solution of a Differential Equation dy

Numerical solution of ODEs of first order and first degree

Single step Methods:

Taylors series method

Taylors Series method

Where y n = f(x n ), y n/ = f / (x n ), y n// = f // (x n ),........

Soln: Given data: , h=0.1

From the Taylors series, we have

Put n=0 in Eqn (1)

Substituting all these values in Eqn(2) we get

Put n=1 in Eqn(1)

Substituting all these values in Eqn(3) we get

correct to 4 decimal places given that = xy 3

first four terms of the Taylors series expansion.

From the Taylors series, we have

Put n=0 in Eqn (1)

y 2 = f(x 2 ) = y1 + y1 + y1 + y1 + ..... ---------(3)

y1/ = x1y1 3 = (1.1)(1.1068 ) 3 = 1.1378

Substituting all these values in Eqn(3) we get

Use Taylors series method to approximate y when x=0.1 correct to 4

Soln: Given data: y / = 3 x + y 2, h=0.1

Where n=0, 1, 2,.

yIV = 2(yy /// + y / y // + 2y / y // ) = 2(yy /// + 3y / y // )

Put n=0 in Eqn(1)

y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... -----------(2)

0 = 2(y 0 y 0 + 3y 0 y 0 ) = 2((1)(12) + (3)(1)(5)) = 54

Substituting all these values in Eqn(2) we get

Soln: Given data: y / = 1 + xy , h=0.2

yIV = xy /// + y // + 2y // = xy /// + 3y //

Put n=0 in Eqn(1)

y1 = f(x1 ) = y 0 + y 0 + y 0 + y 0 + ..... -----------(2)

y 0/// = x 0 y 0// + 2y 0/ = (0)(1) + (2)(1) = 2 y IV /// //

Substituting all these values in Eqn(2) we get

Soln: Given data: y / = x 2 y - 1 , h=0.1

Where n=0, 1, 2,.

y /// = 2y + 2xy / + 2xy / + x 2 y // = 2y + 4xy / + x 2 y //

y IV = 2y / + 4y / + 4xy // + 2xy // + x 2 y /// = 6y / + 6xy // + x 2 y ///

Put n=0 in Eqn(1)

y 0/ = x 02 y 0 - 1 = (0)(1) 1 = 1 y 0// = 2x 0 y 0 + x 02 y 0/ = 2(0)(1) + (0)(-1) = 0

y 0/// = 2y 0 + 4x 0 y 0/ + x 02 y 0// = 2(1) + 4(0)(-1) + (0)(0) = 2

Substituting all these values in Eqn(2) we get

Put n=1 in Eqn(1)

y1/// = 2y 1 + 4x 1y1/ + x12 y 1// = 2(0.9003) + 4(0.1)(-0. 99099) + (0.1) 2 (0.17015)

Substituting all these values in Eqn(3) we get

given that dy = (xy - 1)dx and y=2 when x=1

Soln: Given data: dy

From the Taylors series, we have

y 0/// = x 0 y 0// + 2y 0/ = (1)(3) + 2(1) = 5

Substituting all these values in Eqn(2) we get

0.02 (0.02 )2 (0.02)3 (0.02 )4

Employ Taylors method to obtain the approximate value of y at x=0.2 for

Soln: Given data: y / = 2y + 3e x , h=0.2

Where n=0, 1, 2,.

Put n=0 in Eqn(1)

y 0/// = 2y 0// + 3e x = (2)(9) + 3e0 = 21