Numerical Methods Ordinary Differential Equations - 1: Dr. N. B. Vyas

Numerical Methods
Ordinary Differential Equations - 1
Dr. N. B. Vyas
Department of Mathematics,
Atmiya Institute of Technology & Science,
Rajkot (Gujarat) - INDIA
niravbvyas@gmail.com
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Ordinary Differential Equations
Taylor’s Series Method:

Consider the first order Differential Equation
dy
= f (x, y), y(x0 ) = y0
dx

Ordinary Differential Equations
Taylor’s Series Method:

Consider the first order Differential Equation
dy
= f (x, y), y(x0 ) = y0
dx
The Taylor’s series is

(x − x0 ) 0 (x − x0 )2 00
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + . . .
1! 2!

Taylor’s Series Method
Ex:1
Solve y 0 = x + y, y(0) = 1 by Taylor’s series
method. Hence find values of y at x = 0.1 and
x = 0.2

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1


y0 = x + y


y 0 = x + y ⇒ y 0 (0) = 1


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0 ⇒ y 00 (0) = 1 + y 0 (0) = 1 + 1 = 2


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0 ⇒ y 00 (0) = 1 + y 0 (0) = 1 + 1 = 2
y 000 = y 00


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0 ⇒ y 00 (0) = 1 + y 0 (0) = 1 + 1 = 2
y 000 = y 00 ⇒ y 000 (0) = y 00 (0) = 2


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0 ⇒ y 00 (0) = 1 + y 0 (0) = 1 + 1 = 2
y 000 = y 00 ⇒ y 000 (0) = y 00 (0) = 2
y iv = y 000


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0 ⇒ y 00 (0) = 1 + y 0 (0) = 1 + 1 = 2
y 000 = y 00 ⇒ y 000 (0) = y 00 (0) = 2
y iv = y 000 ⇒ y iv (0) = y 000 (0) = 2 . . .


y 0 = x + y ⇒ y 0 (0) = 1
y 00 = 1 + y 0 ⇒ y 00 (0) = 1 + y 0 (0) = 1 + 1 = 2
y 000 = y 00 ⇒ y 000 (0) = y 00 (0) = 2
y iv = y 000 ⇒ y iv (0) = y 000 (0) = 2 . . .
Taylor’s series is
(x − x0 ) 0 (x − x0 )2 00
y(x) = y(x0 ) + y (x0 ) + y (x0 ) + . . .
1! 2!

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12
(0.1)3 (0.1)4
y(0.1) = 1 + (0.1) + (0.1)2 + + + ...
3 12

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12
(0.1)3 (0.1)4
y(0.1) = 1 + (0.1) + (0.1)2 + + + ...
3 12
= 1.1103

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12
(0.1)3 (0.1)4
y(0.1) = 1 + (0.1) + (0.1)2 + + + ...
3 12
= 1.1103

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12
(0.1)3 (0.1)4
y(0.1) = 1 + (0.1) + (0.1)2 + + + ...
3 12
= 1.1103
(0.2)3 (0.2)4
y(0.2) = 1 + (0.2) + (0.2)2 + + + ...
3 12

0 x2 00 x3 000
y(x) = 1 + xy (0) + y (0) + y (0) . . .
2! 3!
2 3
x x x4
= 1 + x(1) + (2) + (2) + (2) + . . .
2 6 24
3 4
x x
= 1 + x + x2 + + + ...
3 12
(0.1)3 (0.1)4
y(0.1) = 1 + (0.1) + (0.1)2 + + + ...
3 12
= 1.1103
(0.2)3 (0.2)4
y(0.2) = 1 + (0.2) + (0.2)2 + + + ...
3 12
= 1.2428
Taylor’s Series
Ex Using Taylor’s series method, obtain the solution

dy
of = 3x + y 2 , given that y(0) = 1. Find the
dx
value of y for x = 0.1

Taylor’s Series
Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Taylor’s Series

y 0 = 3x + y 2

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00 ⇒ y 000 (x0 ) = 2(1)2 + 2(5) = 12

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00 ⇒ y 000 (x0 ) = 2(1)2 + 2(5) = 12
By Taylor’s series,
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00 ⇒ y 000 (x0 ) = 2(1)2 + 2(5) = 12
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3
= 1 + x + (5) + (12) + . . .
2! 3!

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00 ⇒ y 000 (x0 ) = 2(1)2 + 2(5) = 12
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3
= 1 + x + (5) + (12) + . . .
2! 3!
5x2
=1+x+ + 2x3 + . . .
2!

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00 ⇒ y 000 (x0 ) = 2(1)2 + 2(5) = 12
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3
= 1 + x + (5) + (12) + . . .
2! 3!
5x2
=1+x+ + 2x3 + . . .
2!
y(0.1) =

Taylor’s Series

y 0 = 3x + y 2 ⇒ y 0 (x0 ) = 3(x0 ) + y02 = 3(0) + 1 = 1
y 00 = 3 + 2yy 0 ⇒ y 00 (x0 ) = 3 + 2(1)(1) = 5
y 000 = 2(y 0 )2 + 2yy 00 ⇒ y 000 (x0 ) = 2(1)2 + 2(5) = 12
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3
= 1 + x + (5) + (12) + . . .
2! 3!
5x2
=1+x+ + 2x3 + . . .
2!
y(0.1) =

Taylor’s Series
Ex Using Taylor’s series method, find the solution of

dy
= 2y + 3ex , y(0) = 0,at x = 0.2
dx

Taylor’s Series
Sol. Here,y 0 = f (x, y) = 2y + 3ex , x0 = 0 and y0 = 0.

Taylor’s Series

y 0 = 2y + 3ex

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex ⇒ y iv (x0 ) = 45

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex ⇒ y iv (x0 ) = 45

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex ⇒ y iv (x0 ) = 45
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex ⇒ y iv (x0 ) = 45
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3 x4
= 0 + x(3) + (9) + (21) + (45) + . . .
2! 3! 4!

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex ⇒ y iv (x0 ) = 45
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3 x4
= 0 + x(3) + (9) + (21) + (45) + . . .
2! 3! 4!
9x2 7x3 15x4
= 3x + + + + ...
2 2 8

Taylor’s Series

y 0 = 2y + 3ex ⇒ y 0 (x0 ) = 2(y0 ) + 3ex0 = 2(0) + 3e0 = 3
y 00 = 2y 0 + 3ex ⇒ y 00 (x0 ) = 2(y00 ) + 3ex0 = 2(3) + 3e0 = 9
y 000 = 2y 00 + 3ex ⇒ y 000 (x0 ) = 2(y000 ) + 3ex0 = 2(9) + 3e0 = 21
y iv = 2y 000 + 3ex ⇒ y iv (x0 ) = 45
(x − x0 )2 00 (x − x0 )3 000
y(x) = y0 +(x−x0 )y 0 (x0 )+ y (x0 )+ y (x0 )+. . .
2! 3!
x2 x3 x4
= 0 + x(3) + (9) + (21) + (45) + . . .
2! 3! 4!
9x2 7x3 15x4
= 3x + + + + ...
2 2 8
y(0.2) =

Ex:
dy
Use Taylor’s series method to solve = x2 + y 2 ,
dx
y(0) = 1. Find y(0.1) correct up to 4 decimal
places.

Ex:
dy
Use Taylor’s series method to solve = x2 y − 1,
dx
y(0) = 1. Find y(0.03).

Picard’s Method
Picard’s Method:
Consider the first order differential equation.

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx
subject to y(x0 ) = y0

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx
The equation (1) can be written as

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx
dy = f (x, y)dx

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx
dy = f (x, y)dx
Integrating between the limits for x and y, we get

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx
dy = f (x, y)dx
Z y Z x
dy = f (x, y)dx
y0 x0

Picard’s Method
Picard’s Method:
dy
= f (x, y) − − − (1)
dx
dy = f (x, y)dx
Z y Z x
dy = f (x, y)dx
y0 x0

Picard’s Method
Z x
(y − y0 ) = f (x, y)dx
x0

Picard’s Method
Z x
(y − y0 ) = f (x, y)dx
x
Z x0
y = y0 + f (x, y)dx − − − (2)
x0

Picard’s Method
Z x
(y − y0 ) = f (x, y)dx
x
Z x0
y = y0 + f (x, y)dx − − − (2)
x0
Equation (2) is known as integral equation and
can be solved by successive approximation or
iteration.

Picard’s Method
Z x
(y − y0 ) = f (x, y)dx
x
Z x0
y = y0 + f (x, y)dx − − − (2)
x0
iteration.
Now by Picard’s method, for 1st approximation
y1

Picard’s Method
Z x
(y − y0 ) = f (x, y)dx
x
Z x0
y = y0 + f (x, y)dx − − − (2)
x0
iteration.
y1
we replace y by y0 in f (x, y) in R.H.S of eq. (2),
we get

Picard’s Method
Z x
(y − y0 ) = f (x, y)dx
x
Z x0
y = y0 + f (x, y)dx − − − (2)
x0
iteration.
y1
we get Z
x
y 1 = y0 + f (x, y0 )dx
x0
Picard’s Method
For 2nd approximation y2 ,

Picard’s Method

we get

Picard’s Method

we get
Z x
y 2 = y0 + f (x, y1 )dx
x0

Picard’s Method

we get
Z x
y 2 = y0 + f (x, y1 )dx
x0
In general,

Picard’s Method

we get
Z x
y 2 = y0 + f (x, y1 )dx
x0
In general,
Z x
yn+1 = y0 + f (x, yn )dx for n = 0, 1, 2, . . .
x0

Picard’s Method

we get
Z x
y 2 = y0 + f (x, y1 )dx
x0
In general,
Z x
yn+1 = y0 + f (x, yn )dx for n = 0, 1, 2, . . .
x0
stop the process when the two consecutive values
of y are same up to desired accuracy.

Picard’s Method
Note:
This method is applicable to a limited class of
equations in which the successive integration can
be performed easily.

Picard’s Method
Ex Using Picard’s method solve

dy
= 3 + 2xy where y(0) = 1 for x = 0.1.
dx

Picard’s Method
Sol.: Z x
By Picard’s method yn+1 = y0 + f (x, yn ) dx
x0

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = 3 + 2xy

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = 3 + 2xy
1st approximation:

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = 3 + 2xy
1st approximation:
put n = 0 and y0 = 1 in f (x, y)

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = 3 + 2xy
1st approximation:
Z x
y1 = 1 + (3 + 2x) dx
0

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = 3 + 2xy
1st approximation:
Z x
y1 = 1 + (3 + 2x) dx
0
∴ y1 = 1 + 3x + x2

Picard’s Method
2nd approximation:

Picard’s Method
2nd approximation:
put n = 1 and y1 = 1 + 3x + x2 in f (x, y)

Picard’s Method
2nd approximation:
Z x
3 + 2x(1 + 3x + x2 ) dx

y2 = 1 +
0

Picard’s Method
2nd approximation:
Z x
3 + 2x(1 + 3x + x2 ) dx

y2 = 1 +
Z0 x
3 + 2x + 6x2 + 2x3 ) dx

=1+
0

Picard’s Method
2nd approximation:
Z x
3 + 2x(1 + 3x + x2 ) dx

y2 = 1 +
Z0 x
3 + 2x + 6x2 + 2x3 ) dx

=1+
0
2 x4 3
∴ y2 = 1 + 3x + x + 2x +
2

Picard’s Method
2nd approximation:
Z x
3 + 2x(1 + 3x + x2 ) dx

y2 = 1 +
Z0 x
3 + 2x + 6x2 + 2x3 ) dx

=1+
0
2 x43
∴ y2 = 1 + 3x + x + 2x +
2
which is approximate solution, putting x = 0.1

Picard’s Method
2nd approximation:
Z x
3 + 2x(1 + 3x + x2 ) dx

y2 = 1 +
Z0 x
3 + 2x + 6x2 + 2x3 ) dx

=1+
0
2 x43
∴ y2 = 1 + 3x + x + 2x +
2
y(0.1) =

Picard’s Method
2nd approximation:
Z x
3 + 2x(1 + 3x + x2 ) dx

y2 = 1 +
Z0 x
3 + 2x + 6x2 + 2x3 ) dx

=1+
0
2 x43
∴ y2 = 1 + 3x + x + 2x +
2
y(0.1) = 1.31205

Picard’s Method
Ex:
Using Picard’s method, obtain a solution upto
dy
4th approx of the equation = y + x, y(0) = 1.
dx

Picard’s Method
Sol.: Z x
By Picard’s method y = y0 + f (x, y) dx
x0

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = x + y

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = x + y
1st approximation: put y = y0 = 1 in f (x, y)

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = x + y
Z x
‘y1 = 1 + (1 + x) dx
0

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 1, f (x, y) = x + y
Z x
‘y1 = 1 + (1 + x) dx
0
x2
∴ y1 = 1 + x +
2

Picard’s Method
2nd approximation:

Picard’s Method
2nd approximation:
x2
put y = y1 = 1 + x + in f (x, y)
2

Picard’s Method
2nd approximation:
x2
put y = y1 = 1 + x + in f (x, y)
Z x 2
x2

‘y2 = 1 + 1 + 2x + dx
0 2

Picard’s Method
2nd approximation:
x2
put y = y1 = 1 + x + in f (x, y)
Z x 2
x2

‘y2 = 1 + 1 + 2x + dx
0 2
2 x3
∴ y2 = 1 + x + x +
6

Picard’s Method
3rd approximation:
x3
2
put y = 1 + x + x + in f (x, y)
6

Picard’s Method
3rd approximation:
2x3
put y = 1 + x + x + in f (x, y)
Z x 6
3

x
‘y3 = 1 + 1 + 2x + x2 + dx
0 6

Picard’s Method
3rd approximation:
2x3
put y = 1 + x + x + in f (x, y)
Z x 6
3

x
‘y3 = 1 + 1 + 2x + x2 + dx
0 6
2 x3 x4
∴ y3 = 1 + x + x + +
3 24

Picard’s Method
4th approximation:

Picard’s Method
4th approximation:
x3 x4
2
put y = 1 + x + x + + in f (x, y)
3 24

Picard’s Method
4th approximation:
2x3 x4
put y = 1 + x + x + + in f (x, y)
Z x 3 24
3 4

x x
‘y4 = 1 + 1 + 2x + x2 + + dx
0 3 24

Picard’s Method
4th approximation:
2x3 x4
put y = 1 + x + x + + in f (x, y)
Z x 3 24
3 4

x x
‘y4 = 1 + 1 + 2x + x2 + + dx
0 3 24
2 x3 x4 x5
∴ y4 = 1 + x + x + + +
3 12 120

Picard’s Method
Ex:
Using Picard’s 2nd approx. solution of the initial
dy
value problem = x2 + y 2 ,for x = 0.4 correct to
dx
4 decimal places given that y(0) = 0.

Picard’s Method
Sol.: Z x
x0

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 0, f (x, y) = x + y 2 2

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 0, f (x, y) = x + y 2 2

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 0, f (x, y) = x + y 2 2

Z x
‘y1 = 0 + (x2 + 0) dx
0

Picard’s Method
Sol.: Z x
x0
Here x0 = 0, y0 = 0, f (x, y) = x + y 2 2

Z x
‘y1 = 0 + (x2 + 0) dx
0
3
x
∴ y1 =
3

Picard’s Method
2nd approximation:

Picard’s Method
2nd approximation:
x3
put y = y1 = in f (x, y)
3

Picard’s Method
2nd approximation:
x3
3"
Z x 3 2 #
x
‘y2 = y0 + x2 + dx
0 3

Picard’s Method
2nd approximation:
x3
3"
Z x 3 2 #
x
‘y2 = y0 + x2 + dx
0 3
x3 x7
∴ y2 = +
3 63

Picard’s Method
2nd approximation:
x3
3"
Z x 3 2 #
x
‘y2 = y0 + x2 + dx
0 3
x3 x7
∴ y2 = +
3 63
y(0.4) =

Picard’s Method
Ex:
Find the value of y for x = 0.1 by Picard’s
dy y−x
method given that = ,y(0) = 1.
dx y + x

Picard’s Method
Sol.: Z x
x0

Picard’s Method
Sol.: Z x
x0
y−x
Here x0 = 0, y0 = 1, f (x, y) =
y+x

Picard’s Method
Sol.: Z x
x0
y−x
Here x0 = 0, y0 = 1, f (x, y) =
y+x
st
1 approximation: put y = y0 = 1 in f (x, y)

Picard’s Method
Sol.: Z x
x0
y−x
Here x0 = 0, y0 = 1, f (x, y) =
y+x
st
Z x Z x
1−x 2 − (1 + x)
y1 = 1 + dx = 1 + dx
0 1+x 0 1+x

Picard’s Method
Sol.: Z x
x0
y−x
Here x0 = 0, y0 = 1, f (x, y) =
y+x
st
Z x Z x
1−x 2 − (1 + x)
y1 = 1 + dx = 1 + dx
0 1+x 0 1+x
Z x
2
=1+ − 1 dx
0 1+x

Picard’s Method
Sol.: Z x
x0
y−x
Here x0 = 0, y0 = 1, f (x, y) =
y+x
st
Z x Z x
1−x 2 − (1 + x)
y1 = 1 + dx = 1 + dx
0 1+x 0 1+x
Z x
2
=1+ − 1 dx
0 1+x
∴ y1 = 1 − x + 2log(1 + x)

Picard’s Method
2nd approximation:

Picard’s Method
2nd approximation:
put y = y1 = 1 + 2log(1 + x) − x in f (x, y)

Picard’s Method
2nd approximation:
Z x
1 − x + 2log(1 + x) − x
y2 = 1 + dx
0 1 − x + 2log(1 + x) + x

Picard’s Method
2nd approximation:
Z x
1 − x + 2log(1 + x) − x
y2 = 1 + dx
0 1 − x + 2log(1 + x) + x
Z x
1 − 2x + 2log(1 + x)
=1+ dx
0 1 + 2log(1 + x)

Picard’s Method
2nd approximation:
Z x
1 − x + 2log(1 + x) − x
y2 = 1 + dx
0 1 − x + 2log(1 + x) + x
Z x
1 − 2x + 2log(1 + x)
=1+ dx
0 1 + 2log(1 + x)
Z x
2x
=1+ 1− dx
0 1 + 2log(1 + x)

Picard’s Method
Z x
2x
=1+x− dx
0 1 + 2log(1 + x)

Picard’s Method
Z x
2x
=1+x− dx
0 1 + 2log(1 + x)
which is difficult to integrate therefore using 1st
approximation.

Picard’s Method
Z x
2x
=1+x− dx
0 1 + 2log(1 + x)
which is difficult to integrate therefore using 1st
approximation.
y(0.1) =

Numerical Methods Ordinary Differential Equations - 1: Dr. N. B. Vyas

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Numerical Methods Ordinary Differential Equations - 1: Dr. N. B. Vyas

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Numerical Methods

Ordinary Differential Equations - 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Taylor’s Series Method:

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Taylor’s Series Method:

The Taylor’s series is

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol.: Here y 0 = f (x, y) = x + y, x0 = 0 and y0 = 1

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Ex Using Taylor’s series method, obtain the solution

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.

Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

Sol. Here,y 0 = f (x, y) = 3x + y 2 , x0 = 0 and y0 = 1.