CHAPTER 6

Solving the Ordinary

Differential Equations

Faculty of Water Resources Engineering

PhD. Van Thao LE
CHAPTER 6

Numerical Methods

Faculty of Water Resources Engineering

PhD. Van Thao LE
SOLVING THE
ORDINARY
DIFFERENTIAL
EQUATIONS

Faculty of Water Resources Engineering

PhD. Van Thao LE
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6.1 Introduction
6.2 Initial value problem (Cauchy problem)
We conside the simplest case of a single, first-order equation of the general type
dy / dx = f(x,y), with initial condition y(0) = A

y '  f ( x, y )
......................(*)
y ( x0 )  y0 
6.2.1 Method of successive approximation (Picard or iterative method)

Solving the equation (*) is to do a formal integration of this equation. This yields
x x x

 dy   f (t, y)dt
x0 x0
 y(x )  y(x 0 )   f ( t , y )dt
x0

or: y ( x)  y0   f (t , y (t ))dt.........(**)
x0 4
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f
Asumption that f(x,y) is continue function and K
y

x
y1  y 0   f ( t , y 0 )dt
x0

x
Similarly: y 2  y 0   f ( t , y1 )dt
x0
Then we can systematically generalize this process by defining the following
successive approximation scheme:
x
y n  y 0   f ( t , y n1 )dt , n = 1,2,3,…
x0
x

So: y(x )  y n (x )  y 0   f ( t , y n1 )dt lim y n ( x )  y( x )

n  5
x0
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M (KC) n
Estimated error: y n ( x )  y( x )  where : f ( x, y)  M
K .n!

and: x  x0 < a  , |y-y0|< b   , then C = min  a , b 

 M
6.2.2 Euler’s method
A simple but important method, y y=f(x)
which can be considered to be a A3
special case of the Taylor appro-
ximation, is known as the forward
A2
Euler method.
A1
Ao
First, dividing the interval [xo, X]
in n equal subinterval:
O xo x1 x2 x3 x
xi=xo+ih, i = 0,1,2,....,n
(X  x o )
where: h
n 6
Using the Taylor series expansion y=f(x) at x , we have:
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y(ci )
y(x)  y(xi )  y(x i ).(x - x i )  ( x  xi ) 2
2!
where: ci = xi + (x - xi), 0 <  <1

and: x = xi+1 = xi + h, và y’(xi) = f(xi ,y(xi ))

y(ci )
There fore: y(x i 1 )  y(xi )  h.f(xi , y(x i ))  h . 2

2!
If the step size h is sufficiently small, the last term may be ignore

Estimated error

f
If: L and y ''  K where L, K are constant
y
Then:
ei  ui  y(x i )  M ( e0  h)
K
M e L ( x i x 0 )
,  7
2
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6.2.3 Runge-Kutta methods

Fourth-order Runge-Kutta methods

1
ui +1 = ui + (k 1  2k 2  2k 3  k 4 )
6
where
k 1  h.f (x i , ui )
k  h.f (x  0.5h, u  0.5k )
 2 i i 1

k 3  h.f (x i  0.5h, ui  0.5k 2 )
k 4  h.f (x i  h, ui  k 3 )

Estimated error ui  Y (x i )  0(h 4 )

8
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6.2.4 Adam methods

Solving ordinary differential equations (ODE) of the form

Y’ = f(x , y)

initial condition: Y(x0) = Y0

by any method (Exp: Runghe-Kutta methods), we find out continuously three roots
of this ODE :

Y1 = Y(x1) = Y(x 0+h), Y2 = Y(x0+2h), Y3 = Y(x0 + 3h)

Based on (x0,Y0), (x1,Y1), (x2,Y2), (x3,Y3), we can evaluate q0, q1, q2, q3.

Where: q0 = h.Y0’ = h.f(x0, y0), q1 = h.f(x1,y1), q2 = h.f(x2,y2), q3 = h.f(x3,y3).

After that, we establist a table of finite difference of y and q

9
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x y y q q 2q 3q -------

xo yo qo

yo q0

x1 y1 q1  2 q0

y1 q1
 3 q0
x2 y2 q2  2 q1 -------
-
y2 q2 --------

x3 y3 q3 -------

------- ------- -------- ------- -------- -------- -------- -------

----- --- -- --- --- -- - 10
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Knowings the term in the diagoanal, we can fint out y3 by Adam formulas:

1 5 2 3 3
y 3  q3  .q2  . q1  . .q0
2 12 8
Continuing, we calculate:

Y4 = Y3 + Y3  q4 = h.f(x4, Y4)

q3 = q4 – q3 , 2q2 = q3 - q2 , 3q1 = 2.q2 - 2.q1

With a new diagonal, we can continue to determine Y4 :

Y4 = q4 + 1/2.q3 + 5/12.2q2 + 3/8.3q1

Y5 = Y4 + Y4

and so on,… 11
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PROBLEMS

1. Determine the roots of the following simultaneous linear eq. using the Gauss-
Seidel iteration method:

1,02x1 – 0,25x2 – 0,30x3 = 0,515

-0,41x1 +1,13x2 – 0,15x3 = 1,555
-0,25x1 – 0,14x2 + 1,21x3 = 2,780

12
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END of CHAPTER 6

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