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\
|
( ) 0 c ...., ,......... c , c , c y, x,
n 3 2 1
=
Taylors and Picards methods 3
Dr. V. Ramachandra Murthy
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
Consider the first order differential equation
Let be the solution values at the points
We wish to find the approximate values to these solution
values.
Let the initial condition be . Let the exact solution y(x) of the
given differential equation be represented by a continuous curve. Divide
the interval on which the solution is derived into a finite number
of equispaced subintervals.
0
x
1
x
2
x
1 - m
x
m
x
For each , the approximate values of the dependent variable y(x) are
calculated using a suitable recursive formula. These values are
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
Single step Methods:
Taylors series method
y) f(x,
dx
dy
=
) x ........y( ), y(x ), y(x
m 1 0
m
x ,...,
1
x ,
0
x
m 1 0
y ........, , y , y
0 0
y ) y(x =
[ ]
m
x ,
0
x
Approximate
solution
Exact solution
i
x
m 1 0
y ......, , y , y
0 0
y ) y(x , y) f(x,
dx
dy
= =
Taylors and Picards methods 4
Dr. V. Ramachandra Murthy
Picards method
Modified Eulers method
Runge-Kutta method of fourth order
Taylors Series method
Let y = f(x) be a solution of the equation
Expanding it by Taylors series about we get
This may be written as
Putting , we get
Similarly
In general,
Where
Problem (1):
Solve numerically up to x=1.2 with h=0.1 by Taylors
x
0
=1 x
1
=1.1 x
2
=1.2
0 0
y ) y(x , y) f(x,
dx
dy
= =
0
x x =
( ) ( ) ( )
..... ) (x f
3!
x x
) (x f
2!
x x
) (x f
1!
x x
) f(x f(x)
0
///
3
0
0
//
2
0
0
/
0
0
+
+ =
( ) ( ) ( )
..... y
3!
x x
y
2!
x x
y
1!
x x
y y(x)
///
0
3
0
//
0
2
0
/
0
0
0
+
+ =
h x x x
0 1
+ = =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
1
3
//
1
2
/
1 1 2 2
+ + + + = =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
),........ (x f y ), (x f y ), f(x y
n
// //
n n
/ /
n n n
= = =
0 y(1) y, x
dx
dy
= + =
Taylors and Picards methods 5
Dr. V. Ramachandra Murthy
series method
correct to
four decimal places.
Soln: Given data: , h=0.1
From the Taylors series, we have
---------- (1)
Where n=0, 1, 2,.
Put n=0 in Eqn (1)
----------- (2)
Substituting all these values in Eqn(2) we get
y
0
=0 y
1
=? y
2
=?
y x y
/
+ =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
y x y
/
+ =
/ //
y 1 y + =
// ///
y 1 y + =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
1 0 1 y x y
0 0
/
0
= + = + =
2 1 1 y 1 y
/
0
//
0
= + = + =
2 y y
//
0
///
0
= =
( ) ( )
..... (2)
3!
0.1
(2)
2!
0.1
(1)
1!
0.1
0 f(1.1) y
3 2
1
+ + + + = =
0.1103 y(1.1) y
1
= =
Taylors and Picards methods 6
Dr. V. Ramachandra Murthy
Put n=1 in Eqn(1)
---------(3)
Substituting all these values in Eqn(3) we get
_________________________________________________________
Problem (2):
Apply Taylors series method to find the value of y(1.1) and y(1.2)
correct to 4 decimal places given that ; y(1)=1 taking the
first four terms of the Taylors series expansion.
Soln: Given data: , h=0.1
From the Taylors series, we have
------------(1)
x
0
=1 x
1
=1.1 x
2
=1.2
y
0
=1 y
1
=? y
2
=?
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
1
3
//
1
2
/
1 1 2 2
+ + + + = =
1.2103 0.1103 1.1 y x y
1 1
/
1
= + = + =
2.2103 1.2103 1 y 1 y
/
1
//
1
= + = + =
2.2103 y y
//
1
///
1
= =
( ) ( )
... (2.2103)
3!
0.1
(2.2103)
2!
0.1
(1.2103)
1!
0.1
0.1103 y
3 2
2
+ + + + =
0.2427 y(1.2) y
2
= =
3
1
/
xy y =
.....
///
n
y
3!
3
h
//
n
y
2!
2
h
/
n
y
1!
h
n
y )
1 n
f(x
1 n
y + + + + =
+
=
+
3
1
xy
dx
dy
=
3
1
/
xy y = /
3
2
3
1
//
.y .y
3
1
x. y y
+ = ( )
(
\
|
+ + =
2
/
3
5
//
3
2
/
3
2
///
y y
3
2
y y
3
x
y y
3
2
y
Taylors and Picards methods 7
Dr. V. Ramachandra Murthy
Put n=0 in Eqn (1)
----------- (2)
Substituting all these values in Eqn(2) we get
Put n=1 in Eqn(1)
---------(3)
Substituting all these values in Eqn(3) we get
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
1
3
//
1
2
/
1 1 2 2
+ + + + = =
( )( ) 1 1 1 y x y
3
1
3
1
0 0
/
0
= = =
1.3333 (1)
3
1
(1) (1) .y .y
3
1
. x y y
3
2
3
1
/
0
3
2
0 0
3
1
0
//
0
=
|
\
|
+ = + =
( ) 8888 . 0 y y
3
2
y y
3
x
y y
3
2
y
2
/
0
3
5
0
//
0
3
2
0
0
/
0
3
2
0
///
0
=
(
+ =
( ) ( )
..... (0.8888)
3!
0.1
(1.3333)
2!
0.1
(1)
1!
0.1
1 y
3 2
1
+ + + + =
1.1068 y(1.1) y
1
= =
( ) ( ) ( ) 4242 . 1 1.1378 1.1068 (1.1)
3
1
1.1068 .y .y x
3
1
y y 3
2 -
3
1
/
1
3
2 -
1 1
3
1
1
//
1
= + = + =
( ) 1.1378 1.1068 (1.1) y x y
3
1
3
1
1 1
/
1
= = =
( ) 8438 . 0 y y
3
2
y y
3
x
y y
3
2
y
2
/
1
3
5
1
//
1
3
2
1
1
/
1
3
2
1
///
1
=
(
+ =
( ) ( )
(0.8438)
3!
0.1
(1.4242)
2!
0.1
(1.1378)
1!
0.1
1.1068 y
3 2
2
+ + + =
1.2278 y(1.2) y
2
= =
Taylors and Picards methods 8
Dr. V. Ramachandra Murthy
Problem (3):
Use Taylors series method to approximate y when x=0.1 correct to 4
decimal places given that and y=1 when x=0 by taking the
first five terms of the Taylors series expansion.
Soln: Given data: , h=0.1
From the Taylors series, we have
----------(1)
Where n=0, 1, 2,.
Put n=0 in Eqn(1)
-----------(2)
1
2
1 0
2
0
0
3
0
= + = + = y x y
Substituting all these values in Eqn(2) we get
y(0.1)=1.1272
x
0
=0 x
1
=0.1
y
0
=1 y
1
=?
2 /
y x 3 y + =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
2 /
y x 3 y + =
// //
2yy 3 y + =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
2
y 3x
dx
dy
+ =
( ) ( )
2
/ // ///
y yy 2 y + =
( ) ( )
// / /// // / // / /// IV
y 3y yy 2 y 2y y y yy 2 y + = + + =
5 (2)(1)(1) 3 y 2y 3 y
/
0 0
//
0
= + = + =
( ) ( ) ( ) ( ) 12 1 (1)(5) 2 y y y 2 y
2
2
/
0
//
0 0
///
0
= + = + =
( ) ( ) 54 (3)(1)(5) (1)(12) 2 y 3y y y 2 y
//
0
/
0
///
0 0
IV
0
= + = + =
( ) ( ) ( )
1.1272 (54)
4!
0.1
(12)
3!
0.1
(5)
2!
0.1
(1)
1!
0.1
1 y
4 3 2
1
= + + + + =
Taylors and Picards methods 9
Dr. V. Ramachandra Murthy
Problem (4):
Given with the initial condition y=1 when x=0. Compute
y(0.2) correct to 4 decimal places by using Taylors series method.
Soln: Given data: , h=0.2
From the Taylors series, we have
------------(1)
Put n=0 in Eqn(1)
-----------(2)
Substituting all these values in Eqn(2) we get
x
0
=0 x
1
=0.2
y
0
=1 y
1
=?
xy 1 y
/
+ =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
xy 1
dx
dy
+ =
xy 1 y
/
+ = y xy y
/ //
+ =
/ // / / // ///
2y xy y y xy y + = + + =
// /// // // /// IV
3y xy 2y y xy y + = + + =
1 1 (0)(1) y y x y
0
/
0 0
//
0
= + = + =
2 (2)(1) (0)(1) 2y y x y
/
0
//
0 0
///
0
= + = + =
1 (0)(1) 1
0
y
0
x 1
/
0
y = + = + =
3 (3)(1) (0)(2) 3y y x y
//
0
///
0 0
IV
0
= + = + =
( ) ( ) ( )
........ (3)
4!
4
0.2
(2)
3!
3
0.2
(1)
2!
2
0.2
(1)
1!
0.2
1
1
y + + + + + =
1.2228 y(0.2) y
1
= =
Taylors and Picards methods 10
Dr. V. Ramachandra Murthy
Problem (5):
Use Taylors series method to find the value of y at x=0.1 and x=0.2
correct to 5 decimal places from , y(0)=1.
Soln: Given data: , h=0.1
From the Taylors series, we have
----------(1)
Where n=0, 1, 2,.
Put n=0 in Eqn(1)
-----------(2)
Substituting all these values in Eqn(2) we get
x
0
=0 x
1
=0.1 x
2
=0.2
y
0
=1 y
1
=? y
2
=?
1 - y x y
2 /
=
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
1 - y x
dx
dy
2
=
/ 2 //
y x 2xy y + =
// 2 / // 2 / / ///
y x 4xy 2y y x 2xy 2xy 2y y + + = + + + =
/// 2 // / /// 2 // // / / IV
y x 6xy 6y y x 2xy 4xy 4y 2y y + + = + + + + =
1 - y x y
2 /
=
0 (0)(-1) 2(0)(1) y x y 2x y
/
0
2
0 0 0
//
0
= + = + =
2 (0)(0) 4(0)(-1) 2(1) y x y 4x 2y y
//
0
2
0
/
0 0 0
///
0
= + + = + + =
1 1 (0)(1) 1 - y x y
0
2
0
/
0
= = =
-6 (0)(2) 6(0)(0) 6(-1) y x y 6x 6y y
///
0
2
0
//
0 0
/
0
IV
0
= + + = + + =
( ) ( ) ( )
0.90030 ... (-6)
4!
4
0.1
(2)
3!
3
0.1
(0)
2!
2
0.1
(-1)
1!
0.1
1
1
y = + + + + + =
Taylors and Picards methods 11
Dr. V. Ramachandra Murthy
Put n=1 in Eqn(1)
---------(3)
Substituting all these values in Eqn(3) we get
_________________________________________________________
Problem (6):
Using Taylors series method find y to five decimal places when x=1.02
given that and y=2 when x=1
x
0
=1 x
1
=1.02
y
0
=2 y
1
=?
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
1
3
//
1
2
/
1 1 2 2
+ + + + = =
1.40590 =
0.99099 1 (0.90030) 1(0.1) - y x y
2
1
2
1
/
1
= =
( )( ) ( ) ( ) 17015 . 0 99099 . 0 1 . 0 9003 . 0 1 . 0 2 y x y 2x y
2
/
1
2
1 1 1
//
1
= + = + =
(0.17015) (0.1) 99099) 4(0.1)(-0. 2(0.9003) y x y 4x 2y y
2 //
1
2
1
/
1 1 1
///
1
+ + = + + =
( ) ( )
( )
(-5.82979)
4!
0.1
(1.40590)
3!
0.1
(0.17015)
2!
0.1
(-0.99099)
1!
0.1
0.9003 y
4
3 2
2
+
+ + + =
0.80226 y(0.2) y
2
= =
-5.82979
(1.40590) (0.1) 7015) 6(0.1)(0.1 ) 6(-0.99099
y x y 6x 6y y
2
///
1
2
1
//
1 1
/
1
IV
1
=
+ + =
+ + =
1)dx - (xy dy =
Taylors and Picards methods 12
Dr. V. Ramachandra Murthy
Soln: Given data: , h=0.02
From the Taylors series, we have
------------(1)
Put n=0 in Eqn(1)
-----------(2)
Substituting all these values in Eqn(2) we get
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
1 - xy
dx
dy
=
1 - xy y
/
= y xy y
/ //
+ =
/ // / / // ///
2y xy y y xy y + = + + =
// /// // // /// IV
3y xy y 2 y xy y + = + + =
3 2 (1)(1) y y x y
0
/
0 0
//
0
= + = + =
5 2(1) (1)(3) 2y y x y
/
0
//
0 0
///
0
= + = + =
1 1 (1)(2) 1 - y x y
0 0
/
0
= = =
14 (3)(3) (1)(5) 3y y x y
//
0
///
0 0
IV
0
= + = + =
( ) ( ) ( )
.... (14)
4!
4
0.02
(5)
3!
3
0.02
(3)
2!
2
0.02
(1)
1!
0.02
2
1
y + + + + + =
02000 . 2 y(1.02)
1
y = =
Taylors and Picards methods 13
Dr. V. Ramachandra Murthy
Problem (7):
Employ Taylors method to obtain the approximate value of y at x=0.2 for
the differential equation y(0)=0, correct to three places of
decimal.
Soln: Given data: , h=0.2
From the Taylors series, we have
----------(1)
Where n=0, 1, 2,.
Put n=0 in Eqn(1)
-----------(2)
x
0
=0 x
1
=0.2
y
0
=0 y
1
=?
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
x
3e 2y
dx
dy
+ =
x /
3e 2y y + =
x /
3e 2y y + =
x / //
3e 2y y + =
x // ///
3e 2y y + =
x /// IV
3e 2y y + =
3 3e (2)(0) 3e 2y y
0 x
0
/
0
0
= + = + =
9 3e (2)(3) 3e 2y y
0 x /
0
//
0
0
= + = + =
21 3e (2)(9) 3e 2y y
0 x //
0
///
0
0
= + = + =
45 3e (2)(21) 3e 2y y
0 x ///
0
IV
0
0
= + = + =
Taylors and Picards methods 14
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn(2) we get
_________________________________________________________
Problem (8):
Solve for x=1.1 and x=1.2, given y(1)=1 correct to four
decimal places by using Taylors series method.
Soln: Given data: , h=0.1
From the Taylors series, we have
----------(1)
Where n=0, 1, 2,.
Put n=0 in Eqn(1)
-----------(2)
x
0
=1 x
1
=1.1 x
2
=1.2
y
0
=1 y
1
=? y
2
=?
( ) ( ) ( )
.... (45)
4!
4
0.2
(21)
3!
3
0.2
(9)
2!
2
0.2
(3)
1!
0.2
0
1
y + + + + + =
0.811 y(0.2) y
1
= =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
3
x y
dx
dy
+ =
3 /
x y y + =
3 /
x y y + =
2 / //
3x y y + = 6x y y
// ///
+ = 6 y y
/// IV
+ =
5 3(1) (2) 3x y y
2 2
0
/
0
//
0
= + = + =
11 6(1) (5) 6x y y
0
//
0
///
0
= + = + =
2 (1) (1) x y y
3 3
0 0
/
0
= + = + =
17 6 11 6 y y
///
0
IV
0
= + = + =
Taylors and Picards methods 15
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn(2) we get
Put n=1 in Eqn(1)
---------(3)
Substituting all these values in Eqn(3) we get
_________________________________
Problem(9):
Solve , y(0)=0 by Taylors series method for x=0.2 correct
to four decimal places. {Ans: y(0.2)=0.1947}
Problem(10):
Solve , y(0)=1 by Taylors series method for x=0.1 in steps
of 0.05 correct to four decimal places. {Ans: y(0.1)=0.9950}
.....
///
1
y
3!
3
h
//
1
y
2!
2
h
/
1
y
1!
h
1
y )
2
f(x
2
y + + + + = =
( ) ( ) ( )
1.2269 .... (17)
4!
4
0.1
(11)
3!
3
0.1
(5)
2!
2
0.1
(2)
1!
0.1
1
1
y = + + + + + =
2.5579 (1.1) (1.2269) x y y
3 3
1 1
/
1
= + = + =
6.1879 3(1.1) (2.5579) 3x y y
2 2
1
/
1
//
1
= + = + =
12.7879 6(1.1) (6.1879) 6x y y
1
//
1
///
1
= + = + =
18.7879 6 12.7879 6 y y
///
1
IV
1
= + = + =
( ) ( ) ( )
5158 . 1
... (18.7879)
4!
4
0.1
(12.7879)
3!
3
0.1
(6.1879)
2!
2
0.1
(2.5579)
1!
0.1
2269 . 1
2
y
=
+ + + + =
2xy - 1
dx
dy
=
0 xy
dx
dy
= +
Taylors and Picards methods 16
Dr. V. Ramachandra Murthy
Picards method
Consider the initial value problem ---------- (1)
Integrating Eqn(1) from , we get
---------- (2)
Equation (2) is called Integral equation. Such an equation can be
solved by successive approximation.
The first approximation y
1
of y is given by
The second approximation is given by
Similarly
. .
. .
. .
The process of iteration is stopped when the values of and are
the same to the desired accuracy.
_________________________________________________________
Problem (1):
Solve , y (0) =0 by Picards method up to third approximation.
Soln: Given data:
Picards iterative formula is given by
------- (1)
0 0
y ) y(x , y) f(x,
dx
dy
= =
x to x
0
+ =
x
x
0
0
y)dx f(x, y y
+ =
x
x
0 0 1
0
)dx y f(x, y y
+ =
x
x
1 0 2
0
)dx y f(x, y y
+ =
x
x
2 0 3
0
)dx y f(x, y y
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
1 - n
y
n
y
2
y 1
dx
dy
+ =
0 y ; 0 x ; y 1 y) f(x,
0 0
2
= = + =
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( ) ( ) + = + + =
x
0
2
1 - n
x
0
x
0
2
1 - n n
dx y 1.dx dx y 1 0 y
( ) + =
x
0
2
1 - n n
dx y x y
Taylors and Picards methods 17
Dr. V. Ramachandra Murthy
Put n=1 in Eqn(1)
Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
Problem (2):
Use Picards method to approximate y when x=0.1 & x=0.2 for
y(0)=0 by considering third approximation correct to 4 decimal places.
Soln: Given data:
Picards iterative formula is given by
--------(1)
Step (1): To find y (0.1)
Put n=1 in Eqn(1)
Put n=2 in Eqn(1)
x
0
=0 x
1
=0.1 x
2
=0.2
y
0
=0 y(0.1)=? y(0.2)=?
( ) ( ) x dx 0 x dx y x y
x
0
x
0
2
0 1
= + = + =
( ) ( )
3
x
x dx x x dx y x y
3
x
0
2
x
0
2
1 2
+ = + = + =
( )
63
x
15
2x
3
x
dx
3
x
x x dx y x y
7 5 3
x
0
2
3
x
0
2
2 3
+ + =
|
|
\
|
+ + = + =
2
y x
dx
dy
+ =
2
y x y) f(x, + =
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( ) + + =
x
x
2
1 - n 0 n
0
dx y x y y
( ) ( ) 0.0050
2
x
dx 0 x 0 dx y x y y
0.1
0
2
0.1
0
x
x
2
0 0 1
0
=
|
|
\
|
= + + = + + =
Taylors and Picards methods 18
Dr. V. Ramachandra Murthy
Put n=3 in Eqn(1)
Thus 0050 . 0 ) 1 . 0 ( = y .
Step (2): To find y(0.2)
Let
---------- (2)
Put n=1 in Eqn(2)
Put n=2 in Eqn(2)
Similarly by putting n=3 in Eqn(2), we obtain
Thus
0200 . 0 ) 2 . 0 ( = y _____________________________________________
___________
Problem (3):
Use Picards method to solve , y(0)=1 for x=0.2 .
x
0
=0 x
1
=0.2
y
0
=1 y(0.2)=?
( ) ( ) ( ) 0.0050
2
x
dx 0.0050 x 0 dx y x y y
0.1
0
2
0.1
0
2
x
x
2
1 0 2
0
=
|
|
\
|
= + + = + + =
( ) ( ) ( ) 0.0050
2
x
dx 0050 . 0 x 0 dx y x y y
0.1
0
2
0.1
0
2
x
x
2
2 0 3
0
=
|
|
\
|
= + + = + + =
( ) ( ) ( ) 02 . 0 dx 0.0050 x 0050 . 0 dx y x 0050 . 0 y
0.2
0.1
2
0.2
0.1
2
0 1
= + + = + + =
1 . 0 x
0
=
0.0050 y
0
=
( ) + + =
0.2
0.1
2
1 - n n
dx y x 0.0050 y
( ) ( ) ( ) ( )
( )
0.0200
x 0.02
2
x
0.0050
dx 0.02 x 0.0050 dx y x 0.0050 y
0.2
0.1
2
2
0.2
0.1
2
0.2
0.1
2
1 2
=
|
|
\
|
+ + =
+ + = + + =
( ) ( ) 0.0200 dx 0.02 x 0.0050 y
0.2
0.1
2
3
= + + =
y x
dx
dy
2
=
y x y) f(x,
2
=
Taylors and Picards methods 19
Dr. V. Ramachandra Murthy
Soln: Given data:
Picards iterative formula is given by
-------(1)
Put n=1 in Eqn(1)
Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
Put n=4 in Eqn(1)
Similarly
Since y
4
& y
5
are the same up to four places of decimals
y(0.2)=0.8355
_________________________________________________________
Problem (4):
Solve , y (0) =0 by Picards method up to the third
approximation.
Soln: Given data:
Picards iterative formula is given by
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( ) + =
0.2
0
1 - n
2
n
dx y x 1 y
( ) ( ) 0.8026 dx 1 x 1 dx y x 1 y
0.2
0
2
0.2
0
0
2
1
= + = + =
( ) ( ) 0.8421 dx 0.8026 x 1 dx y x 1 y
0.2
0
2
0.2
0
1
2
2
= + = + =
( ) ( ) 0.8342 dx 0.8421 x 1 dx y x 1 y
0.2
0
2
0.2
0
2
2
3
= + = + =
( ) ( ) 0.8358 dx 0.8342 x 1 dx y x 1 y
0.2
0
2
0.2
0
3
2
4
= + = + =
8355 . 0 y
5
= 8355 . 0 y
6
=
2xy x
dx
dy
2
+ =
0 y ; 0 x ; 2xy x y) f(x,
0 0
2
= = + =
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( )
+ + =
x
0
1 n
2
n
dx 2xy x 0 y
Taylors and Picards methods 20
Dr. V. Ramachandra Murthy
--------(1)
Put n=1 in Eqn(1)
Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
_________________________________________________________
Problem(5):
Solve by Picards method , y(0)=1 for x=0.1 Correct to four
decimal places.
Soln: Given data:
Picards iterative formula is given by
---------(1)
Put n=1 in Eqn(1)
x
0
=0 x
1
=0.1
y
0
=1 y(0.1)=?
( )
15
x
2
3
x
dx
3
x
2x x dx 2xy x y
5 3
x
0
3
2
x
0
1
2
2
+ =
|
|
\
|
+ = + =
( ) ( )
3
x
dx x dx 2xy x y
3
x
0
2
x
0
0
2
1
= = + =
+ + =
+ =
|
|
\
|
|
|
\
|
|
\
|
x
0
dx
15
5
x
2
3
3
x
2x
2
x
x
0
dx
2
2xy
2
x
3
y
7
x
105
4
5
x
15
2
3
3
x
x
0
dx
6
x
15
4
4
x
3
2
2
x
3
y + + =
+ + =
|
|
\
|
xy 1
dx
dy
+ =
xy 1 y) f(x, + =
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( )
+ + =
0.1
0
1 n n
dx xy 1 1 y
( ) ( ) 1.105
2
x
x 1 x 1 1 dx xy 1 1 y
0.1
0
0.1
0
2
0.1
0
0 1
=
|
|
\
|
+ + = + + = + + =
Taylors and Picards methods 21
Dr. V. Ramachandra Murthy
Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
Since y
2
& y
3
are the same up to four places of decimals y(0.1)=1.1055
Problem (6):
Given the differential equation , with the condition y=1 when
x=0, use Picards method to obtain y for x=0.2 correct to four decimal
places.
Soln: Given data:
Picards iterative formula is given by
---------(1)
Put n=1 in Eqn(1)
Put n=2 in Eqn(1)
Similarly,
x
0
=0 x
1
=0.2
y
0
=1 y(0.2)=?
y x
dx
dy
=
y - x y) f(x, =
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( )
+ =
0.2
0
1 n n
dx y - x 1 y
( ) ( ) 0.82 x
2
x
1 1 - x 1 dx y - x 1 y
0.2
0
0.2
0
2
0.2
0
0 1
=
|
|
\
|
+ = + = + =
( ) ( )
0.856 0.82x -
2
x
1
dx 0.82 - x 1 dx y - x 1 y
0.2
0
2
0.2
0
0.2
0
1 2
=
|
|
\
|
+ =
+ = + =
8500 . 0 y 7, n
8500 . 0 y 6, n
8499 . 0 y 5, n
8502 . 0 y 4, n
8488 . 0 y 3, n for
7
6
5
4
3
= =
= =
= =
= =
= =
Taylors and Picards methods 22
Dr. V. Ramachandra Murthy
Since y
6
& y
7
are the same up to four places of decimals
y(0.2)=0.8500
Problem (7):
Given the differential equation , with the condition y=1 when
x=0. Use Picards method to obtain y for x=0.1 correct to three decimal
places.
Soln: Given data:
Picards iterative formula is given by
---------(1)
Put n=1 in Eqn(1)
Put n=2 in Eqn(1)
x
0
=0
x
1
=0.1
y
0
=1 y(0.1)=?
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
x y
x y
dx
dy
+
=
x y
x - y
y) f(x,
+
=
|
\
|
+
+ =
0.1
0
1 n
1 n
n
dx
x y
x y
1 y
dx
1 x
2
1 1 dx
1 x
2
1 x
1 x
1 dx
1 x
2 1 x
1
dx
x 1
1 x
1 dx
x 1
x 1
1 dx
x y
x y
1 y
0.1
0
0.1
0
0.1
0
0.1
0
0.1
0
0.1
0
0
0
1
|
\
|
+
=
|
\
|
+
+
+
=
|
\
|
+
+
=
|
\
|
+
+ =
|
\
|
+
+ =
|
|
\
|
+
+ =
( ) ( ) [ ] 090 . 1 1 x log 2 x 1 y
0.1
0
0.1
0 1
= + + =
( ) [ ] ( )
1.091 7561) 2.18(0.087 0.1 1
x 1.090 x log 2.18 1 dx 1
1.090 x
2.18
1
dx
1.090 x
1.090) (x - 2(1.090)
1 dx
x 1.090
1.090 1.090 x - 1.090
1
dx
x 1.090
x 1.090
1 dx
x y
x y
1 y
0.1
0
0.1
0
0.1
0
0.1
0
0.1
0
0.1
0
0.1
0
1
1
2
= + =
+ + =
|
\
|
+
+ =
|
\
|
+
+
+ =
|
\
|
+
+
+ =
|
\
|
+
+ =
|
|
\
|
+
+ =
Taylors and Picards methods 23
Dr. V. Ramachandra Murthy
Put n=3 in Eqn(1)
Since y
2
& y
3
are the same up to three places of decimals
y(0.1)=1.091
_________________________________________________________
Problem(8):
Solve , y(0)=1 by Picards method up to third approximation
and hence find the value of y at x=0.1.
Soln: Given data:
Picards iterative formula is given by
---------(1)
Put n=1 in Eqn(1)
( ) [ ] ( )
1.091
0.1
0
x
0.1
0
1.091 x log 2.182 1
dx
0.1
0
1
1.091 x
2.182
1
dx
0.1
0
1.091 x
1.091) (x - 2(1.091)
1
dx
0.1
0
x 1.091
1.091 1.091 x - 1.091
1
dx
0.1
0
x 1.091
x 1.091
1
0.1
0
dx
x
2
y
x
2
y
1
3
y
=
+ + =
|
\
|
+
+ =
|
\
|
+
+
+ =
|
\
|
+
+
+ =
|
\
|
+
+ =
|
|
\
|
+
+ =
2
x y
dx
dy
=
2
x y y) f(x, =
+ =
x
x
1 - n 0 n
0
)dx y f(x, y y
( ) + =
x
0
2
1 n n
dx x y 1 y
( ) ( )
3
x
x 1
3
x
x 1 dx x 1 1 dx x y 1 y
3
x
0
3
x
0
2
x
0
2
0 1
+ =
(
+ = + = + =
Taylors and Picards methods 24
Dr. V. Ramachandra Murthy
Put n=2 in Eqn(1)
Put n=3 in Eqn(1)
y(0.1)=1.1051
_________________________________________________________
Problem(9):
Solve , y(0)=1 for x=0.1 by Picards method correct to four
decimal places. {Ans: y(0.1)=1.1270}
Problem(10):
Use Picards method to solve , y(0)=0 for x=0.4
{Ans: y(0.4)=0.0214}
( )
60
x
12
x
6
x
2
x
x 1
dx
12
x
3
x
2
x
x 1 1
dx x
3
x
12
x
2
x
x 1 1 dx x y 1 y
5 4 3 2
x
0
4 3 2
x
0
2
3 4 2
x
0
2
2 3
+ + =
|
|
\
|
+ + =
|
|
\
|
+ + + = + =
2
y 3x
dx
dy
+ =
2 2
y x
dx
dy
+ =
Taylors and Picards methods 25
Dr. V. Ramachandra Murthy
Modified Eulers method
Consider first order differential equation
0 0
y ) y(x , y) f(x,
dx
dy
= =
Modified Eulers formula is given by
___________________________________________________
_________________________________________________________
Problem(1):
Determine the value of y for x=0(0.05)0.1 given that
1 y(0) y,
2
x
dx
dy
= + = , using Modified Eulers method up to four places of
decimal.
Soln: Given data: ( ) y
2
x y x, f + = , h=0.05
0
0
x =
Modified Eulers Formula is given by
( )
( )
( )
( )
0,1,2,... n
0,1,2,... r ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
=
= + =
+
(
\
|
+
+
+ + =
+
+
Step-(1): (To find y(0.05) )
1
y(x
1
y = = )
Put n=0 in Equations (1) and (2)
( )
( )
( )
( ) 0,1,2,... n formula) s (Euler'
n
y ,
n
x hf
n
y
0
1 n
y where
,.. 2 , 1 , 0
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
= + =
+
=
(
\
|
+
+
+ + =
+
+
r
0.05
1
x = 0.1
2
x =
1
0
y = ?
1
y = ?
2
y =
Taylors and Picards methods 26
Dr. V. Ramachandra Murthy
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
( )
( )
[ ] 1.05 1 0 0.05 1
0
y
2
0
x 0.05 1
0
y ,
0
x hf
0
y
0
1
y
= + + =
(
+ + =
+ =
First approximation:
Put r=0 in Eqn(3)
( )
( )
( ) ( )
( ) ( ) 0513 . 1 1.05
2
0.05 1
2
0
2
0.05
1
(0)
1
y
2
1
x
0
y
2
0
x
2
0.05
1
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
=
(
+ + + + =
(
+ + + + =
(
\
|
+ + =
Second approximation:
Put r=1 in Eqn(3)
( )
( )
( ) ( )
( ) ( ) 0513 . 1 1.0513
2
0.05 1
2
0
2
0.05
1
(1)
1
y
2
1
x
0
y
2
0
x
2
0.05
1
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
=
(
+ + + + =
(
+ + + + =
(
\
|
+ + =
Since
( ) 1
1
y and
( ) 2
1
y are the same correct to four decimal places
y(0.05)=1.0513
Step-(2): (To find y(0.1) )
2
y(x
2
y = = )
Put n=1 in Equations (1) and (2)
Taylors and Picards methods 27
Dr. V. Ramachandra Murthy
( )
( )
( )
( ) ______(6)
1
y ,
1
x hf
1
y
0
2
y where
_______(5)
(r)
2
y ,
2
x f
1
y ,
1
x f
2
h
y1
1 r
2
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(6)
( )
( )
( ) 1.1039 1.0513
2
0.05 0.05 1.0513
1
y
2
1
x 0.05 1.0513
1
y ,
1
x hf
1
y
0
2
y
=
(
+ + =
|
\
|
+ + = + =
First approximation:
Put r=0 in Eqn(5)
( )
( )
( ) ( )
( ) ( )
1.1054
1.1039
2
0.1 1.0513
2
0.05
2
0.05
1.0513
(0)
2
y
2
1
x
1
y
2
1
x
2
0.05
1.0513
(0)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
1
2
y
=
(
+ + + + =
(
+ + + + =
(
\
|
+ + =
Second approximation:
Put r=1 in Eqn(5)
( )
( )
( ) ( )
( ) ( ) 1055 . 1 1.1054
2
0.1 1.0513
2
0.05
2
0.05
1.0513
(1)
2
y
2
1
x
1
y
2
1
x
2
0.05
1.0513
(1)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
2
2
y
=
(
+ + + + =
(
+ + + + =
(
\
|
+ + =
Similarly
( )
1055 . 1
3
2
y =
Since
( ) ( ) 3
2
y &
2
2
y are the same correct to four decimal places
y(0.1)=1.1055
Problem(2):
Obtain the solution of the equation y x
dx
dy
+ = with y=1 when x=0 for y
at x=0.6 in steps of 0.3 using Modified Eulers method correct to four
Taylors and Picards methods 28
Dr. V. Ramachandra Murthy
decimal places.
Soln: Given data: ( ) y x y x, f + = , h=0.3
0
0
x =
Modified Eulers Formula is given by
( )
( )
( )
( ) ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
+ =
+
(
\
|
+
+
+ + =
+
+
Step-(1): (To find y(0.3) )
1
y(x
1
y = = )
Put n=0 in Equations (1) and (2)
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
( )
( )
[ ] [ ] 1.3 1 0 0.3 1
0
y
0
x 0.3 1
0
y ,
0
x hf
0
y
0
1
y
= + + = + + =
+ =
First approximation:
Put r=0 in Eqn(3)
( )
( )
( ) ( )
(
+ + + + =
(
\
|
+ + =
(0)
1
y
1
x
0
y
0
x
2
0.3
1
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
( ) ( ) [ ] 3660 . 1 1.3 0.3 1 0
2
0.3
1 = + + + + =
Second approximation:
Put r=1 in Eqn(3)
0.3
1
x = 0.6
2
x =
1
0
y = ?
1
y = ?
2
y =
Taylors and Picards methods 29
Dr. V. Ramachandra Murthy
( )
( )
( ) ( )
( )
( ) ( ) [ ] 3703 . 1 1.3660 0.3 1 0
2
0.3
1
2
1
y
(1)
1
y
1
x
0
y
0
x
2
0.3
1
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
= + + + + =
(
+ + + + =
(
\
|
+ + =
Similarly
( )
3703 . 1
3
1
y =
Since
( ) ( ) 3
1
y &
2
1
y are the same correct to four decimal places
y(0.3)=1.3703
Step-(2): (To find y(0.6) )
2
y(x
2
y = = )
Put n=1 in Equations (1) and (2)
( )
( )
( )
( ) ______(6)
1
y ,
1
x hf
1
y
0
2
y where
_______(5)
(r)
2
y ,
2
x f
1
y ,
1
x f
2
h
0
y
1 r
2
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(6)
( )
( ) ( )
( ) [ ] 1.8114 1.3703 0.3 0.3 1.3703
1
y
1
x 0.3 1.3703
1
y ,
1
x hf
1
y
0
2
y
= + + =
+ + = + =
First approximation:
Put r=0 in Eqn(5)
( )
( )
( ) ( )
(
+ + + + =
(
\
|
+ + =
(0)
2
y
2
x
1
y
1
x
2
0.3
3703 . 1
(0)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
1
2
y
( ) ( ) [ ] 8827 . 1 1.8114 0.6 1.3703 0.3
2
0.3
3703 . 1 = + + + + =
Similarly
( ) ( ) ( )
8869 . 1
4
2
y , 8869 . 1
3
2
y , 8667 . 1
2
2
y = = =
y(0.6)=1.8869
Taylors and Picards methods 30
Dr. V. Ramachandra Murthy
Problem(3):
Using Modified Eulers method find y(0.2) given that y x
dx
dy
+ = ; y(0)=1
correct to four decimal places.
Soln: Given data: ( ) y x y x, f + = , h=0.2
0
0
x = 0.2
1
x =
1
0
y = ?
1
y =
Modified Eulers Formula is given by
( )
( )
( )
( ) ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
+ =
+
(
\
|
+
+
+ + =
+
+
To find y(0.2) )
1
y(x
1
y = =
Put n=0 in Equations (1) and (2)
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
( )
( )
[ ] [ ] 1.2 1 0 0.2 1
0
y
0
x 0.2 1
0
y ,
0
x hf
0
y
0
1
y
= + + = + + =
+ =
First approximation:
Put r=0 in Eqn(3)
( )
( )
[ ] 24 . 1 2 . 1 2 . 0 1 0
2
0.2
1
(0)
1
y
1
x
0
y
0
x
2
0.2
1
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
= + + + + =
(
+ + + + =
(
\
|
+ + =
Second approximation:
Put r=1 in Eqn(3)
Taylors and Picards methods 31
Dr. V. Ramachandra Murthy
( )
( )
( )
[ ] 244 . 1 24 . 1 2 . 0 1 0
2
0.2
1
2
1
y
(1)
1
y
1
x
0
y
0
x
2
0.2
1
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
= + + + + =
(
+ + + + =
(
\
|
+ + =
Similarly
( )
2444 . 1
3
1
y = &
( )
2444 . 1
4
1
y =
Since
( ) ( ) 4
1
y &
3
1
y are the same correct to four decimal places
y(0.2)=1.2444
Problem(4):
Use Modified Eulers method to find the approximate value of y(1.1) for
the solution of the initial value problem 2xy
dx
dy
= , y(1)=1 correct to three
decimal places. Perform two iterations.
Soln: Given data: ( ) 2xy y x, f = , h=0.1
1
0
x = 1.1
1
x =
1
0
y = ?
1
y =
Modified Eulers Formula is given by
( )
( )
( )
( ) ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
+ =
+
(
\
|
+
+
+ + =
+
+
To find y(1.1) )
1
y(x
1
y = =
Put n=0 in Equations (1) and (2)
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
Taylors and Picards methods 32
Dr. V. Ramachandra Murthy
( )
( )
[ ] [ ] 1.2 ) 1 )( 1 )( 2 ( 0.1 1
0
y
0
2x 0.1 1
0
y ,
0
x hf
0
y
0
1
y
= + = + =
+ =
First approximation:
Put r=0 in Eqn(3)
( )
( )
[ ] 1.232 ) 2(1.1)(1.2 2(1)(1)
2
0.1
1
(0)
1
y
1
2x
0
y
0
2x
2
0.1
1
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
= + + =
(
+ + =
(
\
|
+ + =
Second approximation:
Put r=1 in Eqn(3)
( )
( )
( )
[ ] 1.2355 32) 2(1.1)(1.2 2(1)(1)
2
0.1
1
2
1
y
(1)
1
y
1
2x
0
y
0
2x
2
0.1
1
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
= + + =
(
+ + =
(
\
|
+ + =
The value of y(1.1) after two iteration is y(0.2)=1.2355
Problem(5):
Find y(1.2) and y(1.4) by Modified Eulers method given that
3
x
x
2y
dx
dy
+ = , y(1)=0.5 correct to three decimal places.
Soln: Given data: ( )
3
x
x
2y
y x, f + = , h=0.2
1
0
x = 1.2
1
x = 1.4
1
x =
0.5
0
y = ?
1
y = ?
1
y =
Modified Eulers Formula is given by
( )
( )
( )
( ) ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
+ =
+
(
\
|
+
+
+ + =
+
+
Taylors and Picards methods 33
Dr. V. Ramachandra Murthy
Step(1): To find y(1.2) )
1
y(x
1
y = =
Put n=0 in Equations (1) and (2)
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
( )
( )
( )
( )
0.9
3
1
1
2(0.5)
0.2 0.5
3
0
x
0
x
0
2y
0.2 0.5
0
y ,
0
x hf
0
y
0
1
y
=
(
+ + =
(
+ + =
+ =
First approximation:
Put r=0 in Eqn(3)
( )
( )
( ) ( )
( )
( )
( )
( )
0227 . 1
3
1.2
1.2
0.9 2
3
1
1
0.5 2
2
0.2
0.5
3
1
x
1
x
(0)
1
2y
3
0
x
0
x
0
2y
2
0.2
0.5
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
=
(
+ + + + =
(
(
(
+ + + + =
(
\
|
+ + =
Second approximation:
Put r=1 in Eqn(3)
Taylors and Picards methods 34
Dr. V. Ramachandra Murthy
( )
( )
( ) ( )
( )
( )
( )
( )
043 . 1
3
1.2
1.2
1.0227 2
3
1
1
0.5 2
2
0.2
0.5
3
1
x
1
x
(1)
1
2y
3
0
x
0
x
0
2y
2
0.2
0.5
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
=
(
+ + + + =
(
(
(
+ + + + =
(
\
|
+ + =
Similarly
( )
046 . 1
3
1
y = and
( )
046 . 1
4
1
y =
Since
( ) ( ) 4
1
y &
3
1
y are the same correct to four decimal places
y(1.2)=1.2444
Step(2): To find y(1.4) )
2
y(x
2
y = =
Put n=1 in Equations (1) and (2)
( )
( )
( )
( ) ______(6)
1
y ,
1
x hf
1
y
0
2
y where
5) _______(
(r)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
1 r
2
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(6)
( )
( )
( )
( )
1.740
3
1.2
1.2
2(1.046)
0.2 046 . 1
3
1
x
1
x
1
2y
0.2 046 . 1
1
y ,
1
x hf
1
y
0
2
y
=
(
+ + =
(
+ + =
+ =
First approximation:
Put r=0 in Eqn(5)
Taylors and Picards methods 35
Dr. V. Ramachandra Murthy
( )
( )
( ) ( )
( )
( )
( )
( )
916 . 1
3
1.4
1.4
1.74 2
3
1.2
1.2
1.046 2
2
0.2
046 . 1
3
2
x
2
x
(0)
2
2y
3
1
x
1
x
1
2y
2
0.2
046 . 1
(0)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
1
2
y
=
(
+ + + + =
(
(
(
+ + + + =
(
\
|
+ + =
Similarly
( )
941 . 1
2
2
y =
( )
944 . 1
3
2
y =
,
( )
945 . 1
4
2
y =
,
( )
945 . 1
5
2
y =
Since
( ) ( ) 5
2
y &
4
2
y are the same correct to three decimal places
y(1.4)=1.945
Problem(6):
solve y 1
dx
dy
= , y(0)=0 by Modified Eulers method for x=0.1 correct to
four decimal places.
Soln: Given data: ( ) y 1 y x, f = , h=0.1
0
0
x = 0.1
1
x =
0
0
y = ?
1
y =
Modified Eulers Formula is given by
( )
( )
( )
( ) ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
+ =
+
(
\
|
+
+
+ + =
+
+
To find y(0.1) )
1
y(x
1
y = =
Put n=0 in Equations (1) and (2)
Taylors and Picards methods 36
Dr. V. Ramachandra Murthy
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
( )
( )
[ ] 1 . 0 0 1 0.1 0
]
0
1 [
0 0
y ,
0
x hf
0
y
0
1
y
= + =
+ = + = y h y
First approximation:
Put r=0 in Eqn(3)
( )
( )
[ ] 095 . 0 1 . 0 1 0 1
2
0.1
0
(0)
1
y 1
0
1
2
h
0
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
= + + =
(
+ + + =
(
\
|
+ + = y y
Second approximation:
Put r=1 in Eqn(3)
( )
( )
0952 . 0 ] 095 . 0 1 0 1 [
2
0.1
0
(1)
1
y 1
0
y - 1
2
h
0
y
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
= + + =
(
+ + =
(
\
|
+ + =
Similarly
( )
0952 . 0
3
1
y = ,
Since
( ) ( ) 4
1
y &
3
1
y are the same correct to four decimal places
y(0.1)=0.0952
Problem(7):
Use Modified Eulers method to solve the differential equation
2
y x
dx
dy
+ = ,y(0)=1 for x=0.2 in steps of 0.1 correct to three
decimal places.
Soln: Given data: ( )
2
y x y x, f + = , h=0.1
0
0
x = 0.1
1
x = 0.2
2
x =
Taylors and Picards methods 37
Dr. V. Ramachandra Murthy
1
0
y = 1.1174
1
y = 1.2762
2
y =
Modified Eulers Formula is given by
( )
( )
( )
( ) ______(2)
n
y ,
n
x hf
n
y
0
1 n
y where
1) _______(
(r)
1 n
y ,
1 n
x f
n
y ,
n
x f
2
h
n
y
1 r
1 n
y
+ =
+
(
\
|
+
+
+ + =
+
+
Step(1): To find y(0.1) )
1
y(x
1
y = =
Put n=0 in Equations (1) and (2)
( )
( )
( )
( ) ______(4)
0
y ,
0
x hf
0
y
0
1
y where
3) _______(
(r)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1 r
1
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(4)
( )
( )
( ) ( ) 1 . 1
2
1 0 0.1 1
2
0
y
0
x 0.1 1
0
y ,
0
x hf
0
y
0
1
y
=
(
+ + =
(
+ + =
+ =
First approximation:
Put r=0 in Eqn(3)
( )
( ) ( )
( ) ( ) 1155 . 1
2
1.1 1 . 0
2
1 0
2
0.1
1
2
(0)
1
y
1
x
2
0
y
0
x
2
h
0
y
(0)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
1
1
y
=
(
+ + + + =
(
(
\
|
+ + + + =
(
\
|
+ + =
Second approximation:
Put r=1 in Eqn(3)
( )
( )
( )
1172 . 1 ]
2
) 1155 . 1 ( 1 . 0
2
) 1 ( 0 [
2
0.1
1
2
(1)
1
y
1
x
2
0
y
0
x
2
h
0
y
(1)
1
y ,
1
x f
0
y ,
0
x f
2
h
0
y
2
1
y
= + + + + =
(
(
\
|
+ + + + =
(
\
|
+ + =
Taylors and Picards methods 38
Dr. V. Ramachandra Murthy
Similarly
( )
1174 . 1
3
1
y = ,
( )
1174 . 1
4
1
y =
Clearly
( ) ( ) 4
1
y &
3
1
y are same correct to four decimal places.
y(0.1)=1.1174
Step-(2): (To find y(0.2) )
2
y(x
2
y = = )
Put n=1 in Equations (1) and (2)
( )
( )
( )
( ) ______(6)
1
y ,
1
x hf
1
y
0
2
y where
_______(5)
(r)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
1 r
2
y
+ =
(
\
|
+ + =
+
Initial approximation:
From Eqn(6)
( )
( ) ( )
( ) 2522 . 1
2
1.1174 1 . 0 0.1 1.1174
2
1
y
1
x h
1
y
1
y ,
1
x hf
1
y
0
2
y
=
(
+ + =
|
\
|
+ + = + =
First approximation:
Put r=0 in Eqn(5)
( )
( )
( )
( ) ( ) 1.2732
2
1.2522 0.2
2
1.1174 0.1
2
0.1
1.1174
2
(0)
2
y
2
x
2
1
y
1
x
2
h
1
y
(0)
2
y ,
2
x f
1
y ,
1
x f
2
h
1
y
1
2
y
=
(
+ + + + =
(
(
\
|
+ + + + =
(
\
|
+ + =
Similarly
( ) ( ) ( )
2762 . 1
4
2
y , 2762 . 1
3
2
y , 2758 . 1
2
2
y = = =
Since
( ) 3
2
y and
( ) 4
2
y are the same correct to four decimal places
y(0.2)=1.2762
Problem(8):
Find y(4.4) by Modified Eulers method taking h=0.2 from the differential
equation
5x
2
y - 2
dx
dy
= , y(4)=1 correct to Four decimal places.
{Ans:y(4.4)=1.0187}
Taylors and Picards methods 39
Dr. V. Ramachandra Murthy
Problem(9):
Solve y
2
x
dx
dy
+ = , y(0)=1 for x=0.02 taking h=0.01 by Modified Eulers
method correct to Four decimal places. Carry out two iterations after
each step.
{Ans:y(0.02)=1.020}
_________________________________________________________
__
Runge-Kutta Method of 4
th
order
Consider
0
y )
0
y(x , y) f(x,
dx
dy
= =
The Runge-Kutta method of 4
th
order is given by
[ ]
( )
( )
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
Problem(1):
By employing Runge-Kutta method of fourth order solve the differential
equation y 6x
/
2y = ,y(0)=1 for x=0.2 in steps of 0.1 correct to four
decimal places.
Soln: Given data: ( )
2
y
3x y x, f + = , h=0.1
0
0
x = 0.1
1
x = 0.2
1
x =
1
0
y = 1.0664
1
y = 1670 . 1
2
y =
The Runge-Kutta method of 4
th
order is given by
Taylors and Picards methods 40
Dr. V. Ramachandra Murthy
[ ]
( )
( )
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
-------------------- (1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = --------------------------- (2)
( )
( )
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
( )
0.05
2
1
3(0) 0.1
2
0
y
0
3x h
0
y ,
0
x hf
1
k
=
(
+ =
(
+ =
=
0.0662
2
0.05
1
2
1
2
0.1
0 3 0.1
2
1
k
0
y
2
1
2
h
0
x 3 h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
\
|
+ +
|
\
|
+ =
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
0.0666
2
0.0662
1
2
1
2
0.1
0 3 0.1
2
2
k
0
y
2
1
2
h
0
x 3 h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
\
|
+ +
|
\
|
+ =
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
Taylors and Picards methods 41
Dr. V. Ramachandra Murthy
( )
( ) ( )
( ) ( ) 0.0833 0.0666 1
2
1
0.1 0 3 0.1
3
k
0
y
2
1
h
0
x 3 h
3
k
0
y h,
0
x hf
4
k
=
(
+ + + =
(
+ + + =
+ + =
Substituting all these values in Eqn(2), we get
[ ] 1.0664 0.0833 2(0.0666) 2(0.0662) 0.05
6
1
1
1
y = + + + + =
Put n=1 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
1
y
2
y + + + + = ---------------------- (3)
Where
( )
( )
3
k
1
y h,
1
x hf
4
k
2
2
k
1
y ,
2
h
1
x hf
3
k
2
1
k
1
y ,
2
h
1
x hf
2
k
1
y ,
1
x hf
1
k
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
0.0833
2
1.0664
3(0.1) 0.1
2
1
y
1
3x h
1
y ,
1
x hf
1
k
=
(
+ =
(
+ =
=
0.1004
2
0.0833
1.0664
2
1
2
0.1
0.1 3 0.1
2
1
k
1
y
2
1
2
h
1
x 3 h
2
1
k
1
y ,
2
h
1
x hf
2
k
=
(
\
|
+ +
|
\
|
+ =
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
0.1008
2
0.1004
1.0644
2
1
2
0.1
0.1 3 0.1
2
2
k
1
y
2
1
2
h
1
x 3 h
2
2
k
1
y ,
2
h
1
x hf
3
k
=
(
\
|
+ +
|
\
|
+ =
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
Taylors and Picards methods 42
Dr. V. Ramachandra Murthy
( )
( ) ( )
( ) ( ) 0.1183 0.1008 1.0664
2
1
0.1 0.1 3 0.1
3
k
1
y
2
1
h
1
x 3 h
3
k
1
y h,
1
x hf
4
k
=
(
+ + + =
(
+ + + =
+ + =
Substituting all these values in Eqn(3), we get
[ ]
1.1670
0.1183 2(0.1008) 2(0.1004) 0.0833
6
1
1.0664
2
y
=
+ + + + =
Problem(2):
Apply Runge-Kutta method of fourth order to find an approximate value
of y(0.1) and y(0.2) of
2
y x
dx
dy
+ = , y(0)=1 correct to three decimal
places.
Soln: Given data: ( )
2
y x y x, f + = , h=0.1
0
0
x = 0.1
1
x = 0.2
2
x =
1
0
y = ?
1
y = ?
2
y =
The Runge-Kutta method of 4
th
order is given by
[ ]
( )
( )
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
-------------------------(1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = --------------------------(2)
Taylors and Picards methods 43
Dr. V. Ramachandra Murthy
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
( ) ( ) 0.1
2
1 0 0.1
2
0
y
0
x h
0
y ,
0
x hf
1
k
=
(
+ =
(
+ =
=
0.1152
2
2
0.1
1
2
0.1
0 0.1
2
2
1
k
0
y
2
h
0
x h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
(
\
|
+ +
|
\
|
+ =
(
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
0.1168
2
2
0.1152
1
2
0.1
0 0.1
2
2
2
k
0
y
2
h
0
x h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
(
\
|
+ +
|
\
|
+ =
(
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
( )
( ) ( )
( ) ( ) 0.1347
2
0.1168 1 0.1 0 0.1
2
3
k
0
y h
0
x h
3
k
0
y h,
0
x hf
4
k
=
(
+ + + =
(
+ + + =
+ + =
Substituting all these values in Eqn(2), we get
[ ] 1.1164 0.1347 2(0.1168) 2(0.1152) 0.1
6
1
1
1
y = + + + + =
Put n=1 in Eqn(1) [ ]
4
k
3
2k
2
2k
1
k
6
1
1
y
2
y + + + + = -----------(3)
Where
Taylors and Picards methods 44
Dr. V. Ramachandra Murthy
( )
( )
3
k
1
y h,
1
x hf
4
k
2
2
k
1
y ,
2
h
1
x hf
3
k
2
1
k
1
y ,
2
h
1
x hf
2
k
1
y ,
1
x hf
1
k
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
( ) ( ) 0.1346
2
1164 . 1 (0.1) 0.1
2
1
y
1
x h
1
y ,
1
x hf
1
k
=
(
+ =
(
+ =
=
(
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
2
2
1
k
1
y
2
h
1
x h
2
1
k
1
y ,
2
h
1
x hf
2
k
0.1551
2
2
0.1346
1.1164
2
0.1
0.1 0.1 =
(
(
\
|
+ +
|
\
|
+ =
0.1575
2
2
0.1551
1.1164
2
0.1
0.1 0.1
2
2
2
k
1
y
2
h
1
x h
2
2
k
1
y ,
2
h
1
x hf
3
k
=
(
(
\
|
+ +
|
\
|
+ =
(
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
( )
( ) ( )
( ) ( ) 0.1822
2
0.1575 1.1164 0.1 0.1 0.1
2
3
k
1
y h
1
x h
3
k
1
y h,
1
x hf
4
k
=
(
+ + + =
(
+ + + =
+ + =
Substituting all these values in Eqn(3), we get
[ ]
2734 1.
0.1822 2(0.1575) 2(0.1551) 0.1346
6
1
1.1164
2
y
=
+ + + + =
Taylors and Picards methods 45
Dr. V. Ramachandra Murthy
Problem(3):
Use Runge-Kutta method of fourth order to approximate y when x=0.1,
given that y=1 when x=0 and y x
dx
dy
+ =
Soln: Given data: ( ) y x y x, f + = , h=0.1
0
0
x = 0.1
1
x =
1
0
y = ?
1
y =
The Runge-Kutta method of 4
th
order is given by
[ ]
( )
( )
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
------------------(1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = -------------------(2)
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
( ) [ ] [ ] 0.1 1 0 0.1
0
y
0
x h
0
y ,
0
x hf
1
k
= + = + =
=
Taylors and Picards methods 46
Dr. V. Ramachandra Murthy
0.11
2
0.1
1
2
0.1
0 0.1
2
1
k
0
y
2
h
0
x h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
\
|
+ +
|
\
|
+ =
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
1105 . 0
2
0.11
1
2
0.1
0 0.1
2
2
k
0
y
2
h
0
x h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
\
|
+ +
|
\
|
+ =
(
\
|
+ +
|
\
|
+ =
|
\
|
+ + =
( )
( ) ( ) [ ]
( ) ( ) [ ] 0.1210 0.1105 1 0.1 0 0.1
3
k
0
y h
0
x h
3
k
0
y h,
0
x hf
4
k
= + + + =
+ + + =
+ + =
Substituting all these values in Eqn(2), we get
[ ]
1103 1.
0.1210 2(0.1105) 2(0.11) 0.1
6
1
1
1
y
=
+ + + + =
Problem(4):
Use Runge-Kutta method of fourth order to obtain an approximation to
y(1.5) for the solution of 2xy
dx
dy
= ;y(1)=1 correct to four decimal places.
Soln: Given data: ( ) 2xy y x, f = , h=0.5
1
0
x = 1.5
1
x =
1
0
y = ?
1
y =
The Runge-Kutta method of 4
th
order is given by
Taylors and Picards methods 47
Dr. V. Ramachandra Murthy
[ ]
( )
( )
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
------------------(1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = --------------------------(2)
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
[ ] [ ] 1 2(1)(1) 0.5
0
y
0
2x h
0
y ,
0
x hf
1
k
= = =
=
1.875
2
1
1
2
0.5
1 2 0.5
2
1
k
0
y
2
h
0
x 2 h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
\
|
+
|
\
|
+ =
(
\
|
+
|
\
|
+ =
|
\
|
+ + =
4218 . 2
2
1.875
1
2
0.5
1 2 0.5
2
2
k
0
y
2
h
0
x 2 h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
\
|
+
|
\
|
+ =
(
\
|
+
|
\
|
+ =
|
\
|
+ + =
Taylors and Picards methods 48
Dr. V. Ramachandra Murthy
( )
( )( ) [ ]
( )( ) [ ] 5.1327 2.4218 1 0.5 1 2 0.5
3
k
0
y h
0
x 2
3
k
0
y h,
0
x hf
4
k
= + + =
+ + =
+ + =
h
Substituting all these values in Eqn(2), we get
[ ]
4543 . 3
5.1327 2(2.4218) 2(1.875) 1
6
1
1
1
y
=
+ + + + =
Problem(5):
Obtain the values of y at x=0.1, 0.2 using Runge-Kutta method of 4
th
order for the differential equation y
/
y = ; y(0)=1 correct to four decimal
places.
Soln: Given data: ( ) -y y x, f = , h=0.1
0
0
x = 0.1
1
x = 0.2
2
x =
1
0
y = ?
1
y = ?
2
y =
The Runge-Kutta method of 4
th
order is given by
[ ]
( )
( )
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
-----------(1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = -------------(2)
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
Taylors and Picards methods 49
Dr. V. Ramachandra Murthy
( )
[ ] [ ] -0.1 1 - 0.1
0
y - h
0
y ,
0
x hf
1
k
= = =
=
095 . 0
2
0.1
- 1 0.1
2
1
k
0
y h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
\
|
=
(
\
|
+ =
|
\
|
+ + =
0952 . 0
2
0.095
1 0.1
2
2
k
0
y h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
\
|
=
(
\
|
+ =
|
\
|
+ + =
( )
( ) [ ]
( ) [ ] -0.0904 0.0952 - 1 0.1
3
k
0
y h
3
k
0
y h,
0
x hf
4
k
= =
+ =
+ + =
Substituting all these values in Eqn(2), we get
[ ] 9048 . 0 0.0904 - 2(-0.0952) 2(-0.095) 0.1 -
6
1
1
1
y = + + + =
Put n=1 in Eqn(1) [ ]
4
k
3
2k
2
2k
1
k
6
1
1
y
2
y + + + + = -------------(3)
( )
( )
3
k
1
y h,
1
x hf
4
k
2
2
k
1
y ,
2
h
1
x hf
3
k
2
1
k
1
y ,
2
h
1
x hf
2
k
1
y ,
1
x hf
1
k
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
( ) [ ] [ ] -0.0904 9048 . 0 0.1
1
y - h
1
y ,
1
x hf
1
k
= = =
=
Taylors and Picards methods 50
Dr. V. Ramachandra Murthy
-0.0859
2
0.0904
0.9048 0.1
2
1
k
1
y h
2
1
k
1
y ,
2
h
1
x hf
2
k
=
(
=
(
\
|
+ =
|
\
|
+ + =
-0.0861
2
0.0859
0.9048 0.1
2
2
k
1
y h
2
2
k
1
y ,
2
h
1
x hf
3
k
=
(
\
|
=
(
\
|
+ =
|
\
|
+ + =
( )
( ) [ ]
( ) [ ] 0.0818 0.0861 - 0.9048 0.1
3
k
1
y h
3
k
1
y h,
1
x hf
4
k
= =
+ =
+ + =
Substituting all these values in Eqn(3), we get
[ ]
8187 . 0
0.0818 - 2(-0.0861) 2(-0.0859) 0.0904 -
6
1
0.9048
2
y
=
+ + + =
Problem(6):
By using the Runge-Kutta method of fourth order find the approximate
values of y(0.5) and y(1), given that
y x
1
dx
dy
+
= y(0)=1 correct to four
decimal places.
Soln: Given data:
y x
1
dx
dy
+
= , h=0.5
0
0
x = 0.5
1
x = 1
2
x =
1
0
y = ?
1
= y ?
2
y =
The Runge-Kutta method of 4
th
order is given by
Taylors and Picards methods 51
Dr. V. Ramachandra Murthy
[ ]
( )
( )
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
---------------------(1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = -----------------------(2)
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
0.5
1 0
1
0.5
0
y
0
x
1
h
0
y ,
0
x hf
1
k
=
(
+
=
(
+
=
=
3333 . 0
2
0.5
1
2
5 . 0
0
1
0.5
2
1
k
0
y
2
h
0
x
1
h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
(
(
+ + +
=
(
(
(
+ + +
=
|
\
|
+ + =
3529 . 0
2
0.3333
1
2
0.5
0
1
0.5
2
2
k
0
y
2
h
0
x
1
h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
(
(
+ + +
=
(
(
(
+ + +
=
|
\
|
+ + =
Taylors and Picards methods 52
Dr. V. Ramachandra Murthy
( )
0.2698
0.3529 1 0.5 0
1
0.5
3
k
0
y h
0
x
1
h
3
k
0
y h,
0
x hf
4
k
=
(
+ + +
=
(
+ + +
=
+ + =
Substituting all these values in Eqn(2), we get
[ ] 3570 . 1 0.2698 2(0.3529) 2(0.3333) 0.5
6
1
1
1
y = + + + + =
Put n=1 in Eqn(1) [ ]
4
k
3
2k
2
2k
1
k
6
1
1
y
2
y + + + + = --------------(3)
( )
( )
3
k
1
y h,
1
x hf
4
k
2
2
k
1
y ,
2
h
1
x hf
3
k
2
1
k
1
y ,
2
h
1
x hf
2
k
1
y ,
1
x hf
1
k
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
0.2692
1.357 0.5
1
0.5
1
y
1
x
1
h
1
y ,
1
x hf
1
k
=
(
+
=
(
+
=
=
2230 . 0
2
0.2692
1.3570
2
5 . 0
0.5
1
0.5
2
1
k
1
y
2
h
1
x
1
h
2
1
k
1
y ,
2
h
1
x hf
2
k
=
(
(
(
+ + +
=
(
(
(
+ + +
=
|
\
|
+ + =
2253 . 0
2
0.2230
1.357
2
0.5
0.5
1
0.5
2
2
k
1
y
2
h
1
x
1
h
2
2
k
1
y ,
2
h
1
x hf
3
k
=
(
(
(
+ + +
=
(
(
(
+ + +
=
|
\
|
+ + =
Taylors and Picards methods 53
Dr. V. Ramachandra Murthy
( )
0.1936
0.2253 1.357 0.5 0.5
1
0.5
3
k
1
y h
1
x
1
h
3
k
1
y h,
1
x hf
4
k
=
(
+ + +
=
(
+ + +
=
+ + =
Substituting all these values in Eqn(3), we get
[ ]
5835 . 1
0.1936 2(0.2253) 2(0.2230) 0.2692
6
1
1.3570
2
y
=
+ + + + =
Problem(7):
By using the Runge-Kutta method of fourth order solve the initial value
problem 2y
x
3e
/
y + = ; y(0)=0 at x=0.1 correct to three decimal places.
Soln: Given data: ( ) 2y
x
3e y x, f + = , h=0.1
0
0
x = 0.1
1
x =
0
0
y = ?
1
y =
The Runge-Kutta method of 4
th
order is given by
[ ]
( )
( )
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
---------------(1)
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = -------------------(2)
Taylors and Picards methods 54
Dr. V. Ramachandra Murthy
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
0.3 2(0)
0
3e 0.1
0
2y
x
3e h
0
y ,
0
x hf
1
k
0
=
(
+ =
(
+ =
=
0.345
2
0.3
0 2
)
2
0.1
(0
3e 0.5
2
1
k
0
y 2
)
2
h
(x
3e h
2
1
k
0
y ,
2
h
0
x hf
2
k
0
=
(
(
(
\
|
+ +
+
=
(
(
(
\
|
+ +
+
=
|
\
|
+ + =
0.349
2
0.345
0 2
)
2
0.1
(0
3e 0.1
2
2
k
0
y 2
)
2
h
(x
3e h
2
2
k
0
y ,
2
h
0
x hf
3
k
0
=
(
(
(
\
|
+ +
+
=
(
(
(
\
|
+ +
+
=
|
\
|
+ + =
( )
( ) ( )
401 . 0
349 . 0 0 2
) 1 . 0 (0
3e 1 . 0
3
k
0
y 2
h) (x
3e h
3
k
0
y h,
0
x hf
4
k
0 0
=
(
+ +
+
=
(
+ +
+
=
+ + =
Substituting all these values in Eqn(2), we get
[ ]
348 . 0
0.401 2(0.349) 2(0.345) 0.3
6
1
0
1
y
=
+ + + + =
Problem(8):
Obtain the value of y at x=0.2 using Runge-Kutta method of 4
th
order for
Taylors and Picards methods 55
Dr. V. Ramachandra Murthy
the differential equation
x y
x - y
/
y
+
= ; y(0)=1 correct to four decimal
places.
Soln: Given data: ( )
x y
x - y
y x, f
+
= , h=0.2
0
0
x = 0.2
1
x =
1
0
y = ?
1
y =
The Runge-Kutta method of 4
th
order is given by
[ ]
( )
( )
) 1 .( .......... .......... ..........
3
k
n
y h,
n
x hf
4
k
2
2
k
n
y ,
2
h
n
x hf
3
k
2
1
k
n
y ,
2
h
n
x hf
2
k
n
y ,
n
x hf
1
k where
4
k
3
2k
2
2k
1
k
6
1
n
y
1 n
y
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
+ + + + =
+
Put n=0 in Eqn(1)
[ ]
4
k
3
2k
2
2k
1
k
6
1
0
y
1
y + + + + = -----------------(2)
( )
( )
3
k
0
y h,
0
x hf
4
k
2
2
k
0
y ,
2
h
0
x hf
3
k
2
1
k
0
y ,
2
h
0
x hf
2
k
0
y ,
0
x hf
1
k where
+ + =
|
\
|
+ + =
|
\
|
+ + =
=
( )
0.2
0 1
0 - 1
0.2
0
x
0
y
0
x
0
y
h
0
y ,
0
x hf
1
k
=
(
+
=
(
=
=
Taylors and Picards methods 56
Dr. V. Ramachandra Murthy
0.1666
2
0.2
0
2
0.2
1
2
0.2
0
2
0.2
1
0.2
2
h
0
x
2
1
k
0
y
2
h
0
x
2
1
k
0
y
h
2
1
k
0
y ,
2
h
0
x hf
2
k
=
(
(
(
(
\
|
+ +
|
\
|
+
|
\
|
+
|
\
|
+
=
(
(
(
(
\
|
+ +
|
\
|
+
|
\
|
+
|
\
|
+
=
|
\
|
+ + =
0.1661
2
0.2
0
2
0.1666
1
2
0.2
0
2
0.1666
1
0.2
2
h
0
x
2
2
k
0
y
2
h
0
x
2
2
k
0
y
h
2
2
k
0
y ,
2
h
0
x hf
3
k
=
(
(
(
(
\
|
+ +
|
\
|
+
|
\
|
+
|
\
|
+
=
(
(
(
(
\
|
+ +
|
\
|
+
|
\
|
+
|
\
|
+
=
|
\
|
+ + =
( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
1414 . 0
2 . 0 0 1661 . 0 1
2 . 0 0 1661 . 0 1
0.2
h
0
x
3
k
0
y
h
0
x
3
k
0
y
0.2
3
k
0
y h,
0
x hf
4
k
=
(
+ + +
+ +
=
(
+ + +
+ +
=
+ + =
Substituting all these values in Eqn(2), we get
[ ]
1678 . 1
0.1414 2(0.1661) 2(0.1666) 0.2
6
1
1
1
y
=
+ + + + =
Problem(9):
Evaluate y(1.1) by fourth order Runge-Kutta method given that
2
x
1
x
y
/
y = + , y(1)=1 correct to four decimal places.
{Ans: y(1.1)=0.9958}
Problem(10):
Using Runge-Kutta method of fourth order solve
2
x
2
y
2
x
2
y
dx
dy
+
=
y(0)=1 at x=0.2 and 0.4.
{Ans: y(0.2)=1.1959,
y(0.4)=1.3751}
Taylors and Picards methods 57
Dr. V. Ramachandra Murthy
Numerical Methods
Predictor-Corrector methods
(Multi Step Methods)
The methods in which the construction of involves the use of not
only
the solution but also some of its predecessors
are called Multi step methods.
Milnes Predictor-Corrector Method
Consider the differential equation
Milnes predictor and corrector formula is given by
Problem(1)
Find y(2) if y(x) is the solution of , given that y(0)=2,
y(0.5)=2.636, y(1)=3.595, y(1.5)=4.968 using Milnes Predictor-Corrector
method correct to four decimal places.
Soln: Given data , h=0.5
x
0
= 0 x
1
= 0.5 x
2
= 1.0 x
3
= 1.5 x
4
= 2.0
y
0
= 0 y
1
= 2.636 y
2
= 3.595 y
3
= 4.968 y
4
= ?
Milnes Predictor formula is given by
1 n
y
+
n
y ,....etc)
2 - n
y ,
1 - n
y (i.e
0 0
y ) y(x ; y) f(x,
dx
dy
= =
( )
( ) ( ) ( )
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f : Note
(r)
4
y ,
4
x f
(r)
4
f ,
3
y ,
3
x f
3
f ,
2
y ,
2
x f
2
f ,
1
y ,
1
x f
1
f where
formula Corrector (2)
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
formula Predictor (1)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y
= =
|
\
|
=
|
\
|
= = = =
|
\
|
+ + + =
+
+ + =
2
y x
dx
dy +
=
2
y x
y) f(x,
+
=
( ) (1) 2f f 2f
3
4h
y y
3 2 1 0 p 4,
+ + =
Taylors and Picards methods 58
Dr. V. Ramachandra Murthy
Substituting all the values in eqn(1) we get,
Milnes Corrector formula is given by
First improvement: Put r=0 in eqn(2)
Second improvement: Put r=1 in eqn(2)
2
y x
) y , f(x f
i i
i i i
+
= =
i
x i
y
0.5 x
1
=
1 x
2
=
1.5 x
3
=
636 . 2 y
1
=
595 . 3 y
2
=
968 . 4 y
3
=
568 . 1
2
2.636 0.5
2
y x
f
1 1
1
=
+
=
+
=
2975 . 2
2
3.595 1
2
y x
f
2 2
2
=
+
=
+
=
234 . 3
2
4.968 1.5
2
y x
f
3 3
3
=
+
=
+
=
{ } 871 . 6 ) 234 . 3 ( 2 2975 . 2 ) 568 . 1 ( 2
3
4(0.5)
2 y
p 4,
= + + =
( ) ( )
(r)
4 4
(r)
4
(r)
4 3 2 2
1) (r
c 4,
y , x f f where ) 2 ( f 4f f
3
h
y y = + + + =
+
( )
( ) ( )
( ) 6.8731 4.4355 4(3.234) 2.2975
3
0.5
3.595 y
4.4355
2
6.871 2
2
y x
y , x f y , x f f
Where , f 4f f
3
h
y y
(1)
c 4,
p 4, 4
p 4, 4
(0)
4 4
(0)
4
(0)
4 3 2 2
(1)
c 4,
= + + + =
=
+
=
+
= = =
+ + + =
( )
( ) ( )
( )
6.8733
4.4365 4(3.234) 2.2975
3
0.5
3.595 y
4.4365
2
6.8731 2
2
y x
y , x f y , x f f
where
f 4f f
3
h
y y
(2)
c 4,
(1)
c 4, 4 (1)
c 4, 4
(1)
4 4
(1)
4
(1)
4 3 2 2
(2)
c 4,
=
+ + + =
=
+
=
+
= = =
+ + + =
Taylors and Picards methods 59
Dr. V. Ramachandra Murthy
Third improvement: Put r=2 in eqn(2)
Since are the same up to four decimal places
y(2)=6.8733
Problem(2):
Use Milnes method to find y(0.3) from , y(0)=1 after
computing y(-0.1),y(0.1) and y(0.2) by Taylors series method correct to
four decimal places..
Soln: Given data , h=0.1, ,
We shall first find y(-0.1),y(0.1) and y(0.2) by Taylors series method.
By Taylors series method, we have
_____(1)
Put n=0 in eqn(1)
____(2)
2 2
y x
dx
dy
+ =
( )
( ) ( )
( ) 6.8733 4.4366 4(3.234) 2.2975
3
0.5
3.595 y
4.4366
2
6.8733 2
2
y x
y , x f y , x f f
where
f 4f f
3
h
y y
(3)
c 4,
(2)
c 4, 4 (2)
c 4, 4
(2)
4 4
(2)
4
(2)
4 3 2 2
(3)
c 4,
= + + + =
=
+
=
+
= = =
+ + + =
(3)
c 4,
(2)
c 4,
y & y
2 2
y x y) f(x, + =
0 x
0
= 2 y
0
=
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
n
3
//
n
2
/
n n 1 n 1 n
+ + + + = =
+ +
( ) ( )
( ) ( )
// / /// // / // / /// IV
2
/ // ///
/ //
2 2 /
y 3y yy 2 y 2y y y yy 2 y
y yy 2 2 y
2yy 2x y
y x y Given
+ = + + =
+ + =
+ =
+ =
..... y
3!
h
y
2!
h
y
1!
h
y ) f(x y
///
0
3
//
0
2
/
0 0 1 1
+ + + + = =
( ) ( )
( ) 28 y y 3 y y 2 y
8 y y y 2 2 y
2 y 2y 2x y
1 y x y
//
0
/
0
///
0 0
IV
0
2
/
0
//
0 0
///
0
/
0 0 0
//
0
2
0
2
0
/
0
= + =
= + + =
= + =
= + =
Taylors and Picards methods 60
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn(2), we get
y(0.1)=1.1114
similarly y(-0.1)=0.9087, y(0.2)=1.2529
Thus
Milnes Predictor formula is given by
Substituting all the values in eqn(3) we get,
Milnes Corrector formula is given by
First improvement: Put r=0 in eqn(4)
( ) ( ) ( )
1.1114
....... (28)
4!
0.1
(8)
3!
0.1
(2)
2!
0.1
(1)
1!
0.1
1 y
4 3 2
1
=
+ + + + + =
0.1 x
0
=
1 y
1
=
0 x
1
= 0.1 x
2
= 0.2 x
3
= 0.3 x
4
=
9087 . 0 y
0
= 1114 . 1 y
2
= 2529 . 1 y
3
= ? y
4
=
( ) (3)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y + + =
( ) ( )
2
i
2
i i i i
y x ) y , f(x f + = =
i
x
i
y
0 x
1
= 1 y
1
=
( ) ( ) ( ) ( ) 1 1 0 y x f
2 2 2
1
2
1 1
= + = + =
0.1 x
2
= 1114 . 1 y
2
=
( ) ( ) 2452 . 1 y x f
2
2
2
2 2
= + =
0.2 x
3
=
2529 . 1 y
3
= ( ) ( ) 6097 . 1 y x f
2
3
2
3 3
= + =
{ } 4385 . 1 ) 6097 . 1 ( 2 2452 . 1 ) 1 ( 2
3
4(0.1)
0.9087 y
p 4,
= + + =
0 ,
(r)
c 4,
y
(r)
4
f
p 4,
y
(0)
4
f
(r)
4
y ,
4
x f
(r)
4
f where ) 4 (
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
= =
|
\
|
=
|
\
|
+ + + =
+
r and
Taylors and Picards methods 61
Dr. V. Ramachandra Murthy
( ) ( ) ( ) ( )
( ) 4395 . 1 1592 . 2 4(1.6097) 1.2452
3
0.1
1.1114
(1)
c 4,
y
1592 . 2
2
1.4385
2
0.3
2
p 4,
y
2
4
x
(0)
4
f
(0)
4
y ,
4
x f
(0)
4
f Where ,
(0)
4
f
3
4f
2
f
3
h
2
y
(1)
c 4,
y
= + + + =
= + = + =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(4)
( )
( ) ( )
( )
4396 . 1
(3)
c 4,
y similarly
1.4396 1621 . 2 4(1.6097) 1.2452
3
0.1
1.1114
(2)
c 4,
y
2.1621
2
1.4395
2
0.3
2
(1)
c 4,
y
2
4
x
(1)
c 4,
y ,
4
x f
(1)
4
y ,
4
x f
(1)
4
f
where
(1)
4
f
3
4f
2
f
3
h
2
y
(2)
c 4,
y
=
= + + + =
= + =
|
\
|
+ =
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Since
(3)
c 4,
y &
(2)
c 4,
y are the same up to four decimal places
y(0.3)=1.4396
Problem(3):
Using Milnes method find y(4.4) given that 0 2
2
y
/
5xy = +
y(4)=1, y(4.1)=1.0049, y(4.2)=1.0097, y(4.3)=1.0143 correct to four
decimal places.
Soln: 0.1 h ,
5x
2
y 2
y) f(x, : data Given =
=
Milnes Predictor formula is given by
( ) (1)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y + + =
4
0
x =
0049 . 1
1
y =
4.1
1
x = 4.2
2
x = 4.3
3
x = 4.4
4
x =
1
0
y = 0097 . 1
2
y = 0143 . 1
3
y = ?
4
y =
Taylors and Picards methods 62
Dr. V. Ramachandra Murthy
Substituting all the values in eqn(1) we get,
{ } 0816 . 1 ) 0451 . 0 ( 2 0466 . 0 ) 0483 . 0 ( 2
3
4(0.1)
1
p 4,
y = + + =
Milnes Corrector formula is given by
|
\
|
=
|
\
|
+ + + =
+ (r)
4
y ,
4
x f
(r)
4
f where ) 2 (
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
0 ,
(r)
c 4,
y
(r)
4
f
p 4,
y
(0)
4
f = = r and
First improvement: Put r=0 in eqn(2)
( )
i
5x
2
i
y 2
)
i
y ,
i
f(x
i
f
= =
i
x
i
y
4.1
1
x =
4.2
2
x =
4.3
3
x =
0049 . 1
1
y =
0097 . 1
2
y =
0143 . 1
3
y =
( ) ( )
0.0483
5(4.1)
2
1.0049 2
1
5x
2
1
y 2
1
f =
=
( ) ( )
0.0466
5(4.2)
2
1.0097 2
2
5x
2
2
y 2
2
f =
=
( ) ( )
0.0451
5(4.3)
2
1.0143 2
3
5x
2
3
y 2
3
f =
=
Taylors and Picards methods 63
Dr. V. Ramachandra Murthy
( )
( )
( )
( ) 0187 . 1 0.0437 4(0.0451) 0.0466
3
0.1
1.0097
(1)
c 4,
y
0437 . 0
5(4.4)
2
1.0186 2
4
5x
2
p 4,
y 2
p 4,
y ,
4
x f
(0)
4
y ,
4
x f
(0)
4
f
Where ,
(0)
4
f
3
4f
2
f
3
h
2
y
(1)
c 4,
y
= + + + =
=
= =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(2)
( )
( ) 0187 . 1 0437 . 0 4(0.0451) 0.0466
3
0.1
1.0097
(2)
c 4,
y
0437 . 0
5(4.4)
2
1.0187 2
4
5x
2
(1)
c 4,
y 2
(1)
c 4,
y ,
4
x f
(1)
4
y ,
4
x f
(1)
4
f
where
(1)
4
f
3
4f
2
f
3
h
2
y
(2)
c 4,
y
= + + + =
=
=
|
\
|
=
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Since
(2)
c 4,
y &
(1)
c 4,
y are the same up to four decimal places
y(4.4)=1.0187
Problem(4):
Given
2
y
2
x 1
2
1
dx
dy
|
\
|
+ = and y(0)=1, y(0.1)=1.06, y(0.2)=1.12,
y(0.3)=1.21. Evaluate y(0.4) by Milnes Predictor-Corrector method.
Soln : 0.1 h ,
2
y
2
x 1
2
1
y) f(x, : data Given =
|
\
|
+ =
Milnes Predictor formula is given by
0
0
x =
06 . 1
1
y =
0.1
1
x = 0.2
2
x = 0.3
3
x =
1
0
y = 12 . 1
2
y = 21 . 1
3
y = ?
4
y =
0.4
4
x =
Taylors and Picards methods 64
Dr. V. Ramachandra Murthy
( ) (1)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y + + =
Substituting all the values in eqn(1) we get,
{ } 2771 . 1 ) 7979 . 0 ( 2 6522 . 0 ) 5674 . 0 ( 2
3
4(0.1)
1
p 4,
y = + + =
Milnes Corrector formula is given by
) 2 (
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
|
\
|
+ + + =
+
0 ,
(r)
c 4,
y
(r)
4
f
p 4,
y
(0)
4
f ,
(r)
4
y ,
4
x f
(r)
4
f e wher = =
|
\
|
= r and
First improvement: Put r=0 in eqn(2)
2
i
y
2
i
x 1
2
1
)
i
y ,
i
f(x
i
f
|
\
|
+ = =
i
x i
y
0.1
1
x =
0.2
2
x =
0.3
3
x =
06 . 1
1
y =
12 . 1
2
y =
21 . 1
3
y =
5674 . 0
2
1
y
2
1
x 1
2
1
1
f =
|
\
|
+ =
6522 . 0
2
2
y
2
2
x 1
2
1
2
f =
|
\
|
+ =
7979 . 0
2
3
y
2
3
x 1
2
1
3
f =
|
\
|
+ =
Taylors and Picards methods 65
Dr. V. Ramachandra Murthy
( ) ( )
( ) 2796 . 1 0.9459 4(0.7979) 0.6522
3
0.1
1.12
(1)
c 4,
y
9459 . 0
2
2771 . 1
2
4 . 0 1
2
1
2
p 4,
y
2
4
x 1
2
1
(0)
4
y ,
4
x f
(0)
4
f
Where ,
(0)
4
f
3
4f
2
f
3
h
2
y
(1)
c 4,
y
= + + + =
= |
\
|
+ =
|
\
|
+ =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(2)
( ) ( )
( )
1.2797
(3)
c 4,
y Similarly
1.2797 0.9496 4(0.7979) 0.6522
3
0.1
1.12
(2)
c 4,
y
0.9496
2
1.2796
2
0.4 1
2
1
(1)
c 4,
y
2
4
x 1
2
1
(1)
4
y ,
4
x f
(1)
4
f
Where ,
(1)
4
f
3
4f
2
f
3
h
2
y
(2)
c 4,
y
=
= + + + =
= |
\
|
+ =
|
\
|
+ =
|
\
|
=
|
\
|
+ + + =
Since
(3)
c 4,
y &
(2)
c 4,
y are the same up to four decimal places
y(0.4)=1.2797
Problem(5):
Using Milnes predictor-corrector method solve
2
y 2y
dx
dy
=
y(0)=1 for x=0.2 if y(0.05)=1.0499, y(0.1)=1.0996, y(0.15)=1.1488
correct to four decimal places.
Soln: 0.05 h ,
2
y 2y y) f(x, : data Given = =
Milnes Predictor formula is given by
( ) (1)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y + + =
0
0
x =
0499 . 1
1
y =
0.05
1
x = 0.1
2
x = 0.15
3
x = 0.4
4
x =
1
0
y = 0996 . 1
2
y = 1488 . 1
3
y = ?
4
y =
2
i
y -
i
2y )
i
y ,
i
f(x
i
f = =
i
x
i
y
0.05
1
x = 0499 . 1
1
y =
9975 . 0
2
1
y -
1
2y
1
f = =
Taylors and Picards methods 66
Dr. V. Ramachandra Murthy
9960 . 0
2
2
y -
2
2y
2
f = =
Substituting all the values in eqn(1) we get,
{ } 1969 . 1 ) 9778 . 0 ( 2 9960 . 0 ) 9975 . 0 ( 2
3
4(0.05)
1
p 4,
y = + + =
Milnes Corrector formula is given by
0 ,
(r)
c 4,
y
(r)
4
f
p 4,
y
(0)
4
f ,
(r)
4
y ,
4
x f
(r)
4
f where
) 2 (
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
= =
|
\
|
=
|
\
|
+ + + =
+
r and
First improvement: Put r=0 in eqn(2)
( ) ( ) ( )
( ) 1.1974 0.9612 4(0.9778) 0.9960
3
0.05
1.0996
(1)
c 4,
y
0.9612
2
1.1969 1.1969 2
2
p 4,
y
p 4,
2y
(0)
4
y ,
4
x f
(0)
4
f
Where ,
(0)
4
f
3
4f
2
f
3
h
2
y
(1)
c 4,
y
= + + + =
= = =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(4)
( ) ( )
( )
1.1974
0.9610 4(0.9778) 0.9960
3
0.05
1.0996
(2)
c 4,
y
0.9610
2
1.1974 1.1974 2
2
(1)
c 4,
y
(1)
c 4,
2y
(1)
4
y ,
4
x f
(1)
4
f
Where ,
(1)
4
f
3
4f
2
f
3
h
2
y
(2)
c 4,
y
=
+ + + =
= =
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Since
(2)
c 4,
y &
(1)
c 4,
y are the same up to four decimal places
y(0.2)=1.1974
0.1
2
x =
0.15
3
x =
0996 . 1
2
y =
1488 . 1
3
y = 9778 . 0
2
3
y -
3
2y
3
f = =
Taylors and Picards methods 67
Dr. V. Ramachandra Murthy
Problem(6):
Solve the initial value problem 1 y(0) ;
2
xy 1
dx
dy
= + =
for x=0.4 by Milnes predictor and corrector method correct to three
decimal places, given that
Soln: 0.1 h ,
2
y 1 y) f(x, : data Given = + = x
Milnes Predictor formula is given by
( ) (1)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y + + =
( )( ) 122 . 1
2
105 . 1 1 . 0 1
2
1
y
1
x 1
1
f = + = + =
( )( ) 299 . 1
2
223 . 1 2 . 0 1
2
2
y
2
x 1
2
f = + = + =
( )( ) 1.550
2
1.355 0.3 1
2
3
y
3
x 1
3
f = + = + =
Substituting all the values in eqn(1) we get,
{ } 526 . 1 ) 550 . 1 ( 2 299 . 1 ) 122 . 1 ( 2
3
4(0.1)
1
p 4,
y = + + =
x 0.1 0.2 0.3
y 1.105 1.223 1.355
0
0
x =
105 . 1
1
y =
0.1
1
x = 0.2
2
x = 0.3
3
x = 0.4
4
x =
1
0
y = 223 . 1
2
y = 355 . 1
3
y = ?
4
y =
2
i
y
i
x 1 )
i
y ,
i
f(x
i
f + = =
i
x
i
y
0.1
1
x =
0.2
2
x =
0.3
3
x =
105 . 1
1
y =
223 . 1
2
y =
355 . 1
3
y =
Taylors and Picards methods 68
Dr. V. Ramachandra Murthy
Milnes Corrector formula is given by
0 ,
(r)
c 4,
y
(r)
4
f
p 4,
y
(0)
4
f ,
(r)
4
y ,
4
x f
(r)
4
f where
) 2 (
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
= =
|
\
|
=
|
\
|
+ + + =
+
r and
First improvement: Put r=0 in eqn(2)
( ) ( )( )
( ) 1.537 1.931 4(1.550) 1.299
3
0.1
1.223
(1)
c 4,
y
1.931
2
1.526 0.4 1
2
p 4,
y
4
x 1
(0)
4
y ,
4
x f
(0)
4
f
Where ,
(0)
4
f
3
4f
2
f
3
h
2
y
(1)
c 4,
y
= + + + =
= + = + =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(2)
( )( )
( )
1.537
1.944 4(1.550) 1.299
3
0.1
1.223
(2)
c 4,
y
944 . 1
2
1.537 0.4 1
2
(1)
c 4,
y
4
x 1
(1)
4
y ,
4
x f
(1)
4
f
Where ,
(1)
4
f
3
4f
2
f
3
h
2
y
(2)
c 4,
y
=
+ + + =
= + =
|
\
|
+ =
|
\
|
=
|
\
|
+ + + =
Since
(2)
c 4,
y &
(1)
c 4,
y are the same up to four decimal places
y(0.4)=1.537
Problem(7):
Part of a Numerical solution of ( ) ( )y 0.1 x 0.2
dx
dy
+ = is shown in the
following table.
x 0.00 0.05 0.10 0.15
y 2.0000 2.0103 2.0211 2.0323
Taylors and Picards methods 69
Dr. V. Ramachandra Murthy
Use Milnes Predictor and corrector method to find the next entry in the
table, correct to four decimal places.
Soln: ( ) ( ) 0.05 h , y 0.1 x 0.2 y) f(x, : data Given = + =
Milnes Predictor formula is given by
( ) (1)
3
2f
2
f
1
2f
3
4h
0
y
p 4,
y + + =
( ) ( )
i
y 0.1
i
x 2 . 0 )
i
y ,
i
f(x
i
f + = =
( ) ( ) 2110 . 0 0103 . 2 1 . 0 05 . 0 2 . 0
1
f = + =
( ) ( ) 2221 . 0 0211 . 2 1 . 0 1 . 0 2 . 0
2
f = + =
( ) ( ) 2332 . 0 0323 . 2 1 . 0 15 . 0 2 . 0
3
f = + =
Substituting all the values in eqn(1) we get,
{ } 0444 . 2 ) 2332 . 0 ( 2 2221 . 0 ) 2110 . 0 ( 2
3
4(0.05)
1
p 4,
y = + + =
Milnes Corrector formula is given by
0 ,
(r)
c 4,
y
(r)
4
f
p 4,
y
(0)
4
f ,
(r)
4
y ,
4
x f
(r)
4
f where
) 2 (
(r)
4
f
3
4f
2
f
3
h
2
y
1) (r
c 4,
y
= =
|
\
|
=
|
\
|
+ + + =
+
r and
First improvement: Put r=0 in eqn(2)
0
0
x =
0103 . 2
1
y =
0.05
1
x =
0.1
2
x =
0.15
3
x = 0.2
4
x =
2
0
y =
0211 . 2
2
y =
0323 . 2
3
y =
?
4
y =
i
x
i
y
0.1
1
x =
0.2
2
x =
0.3
3
x =
105 . 1
1
y =
223 . 1
2
y =
355 . 1
3
y =
Taylors and Picards methods 70
Dr. V. Ramachandra Murthy
( )
( )
( ) 0444 . 2 0.2444 4(0.2332) 0.2221
3
0.05
2.0211
(1)
c 4,
y
0.2444 4 (0.1)2.044 0.2 2 . 0
p 4,
(0.1)y
4
x 2 . 0
(0)
4
y ,
4
x f
(0)
4
f
Where ,
(0)
4
f
3
4f
2
f
3
h
2
y
(1)
c 4,
y
= + + + =
= + =
+ =
|
\
|
=
|
\
|
+ + + =
Since
(1)
c 4,
y &
p 4,
y are the same up to four decimal places
y(0.2)=2.0444
Problem(8):
Determine the value of y(0.4) using Milnes predictor and corrector
method correct to four decimal places. Given that
1 y(0) ;
2
y xy
/
y = + = Use Taylors series method to get the values of
y(0.1),y(0.2) and y(0.3).
{Ans: y(0.1)=1.1167, y(0.2)=1.2767, y(0.3)=1.5023
1.8376} y(0.4)
(4)
c 4,
y 1.8376
(3)
c 4,
y 1.8375,
(2)
c 4,
y 1.8369,
(1)
c 4,
y 1.8397,
p 4,
y
=
= = = = =
Problem(9):
By using the Milnes predictor-corrector method find an approximate
solution of the equation 0 x ,
x
2y
/
y = at the point x=2 given that y(1)=2,
y(1.25)=3.13, y(1.5)=4.5 , y(1.75)=6.13.
{Ans:
8.00} y(2)
8.00
(2)
c 4,
y 8.00,
(1)
c 4,
y 8.01,
p 4,
y
=
= = =
Taylors and Picards methods 71
Dr. V. Ramachandra Murthy
Adam-Bashforth Predictor-Corrector Method
Consider the differential equation
0
y )
0
y(x ; y) f(x,
dx
dy
= =
Adam-Bashforth Predictor-Corrector formula is given by
( )
( ) ( ) ( )
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f : Note
(r)
4
y ,
4
x f
(r)
4
f ,
3
y ,
3
x f
3
f ,
2
y ,
2
x f
2
f ,
1
y ,
1
x f
1
f where
formula Corrector
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y
formula Predictor
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y
= =
|
\
|
=
|
\
|
= = = =
\
|
+ + + =
+
+ + =
Problem(1):
Solve for y(2) given that ;
2
y x
dx
dy +
= y(0)=2, y(0.5)=2.636, y(1.0)=3.595,
y(1.5)=4.968 by Adam-Bashforth Predictor Corrector method correct to
four decimal places.
Soln: 0.5 h ,
2
y x
y) f(x, : data Given =
+
=
0
0
x = 0.5
1
x = 1.0
2
x = 1.5
3
x = 2.0
4
x =
636 . 2
1
y = 595 . 3
2
y = 968 . 4
3
y = ?
4
y =
Adams Predictor formula is given by
( ) -(1) - - - - - - -
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + =
2
0
y =
Taylors and Picards methods 72
Dr. V. Ramachandra Murthy
i
x
i
y 2
i
y
i
x
)
i
y ,
i
f(x
i
f
+
= =
0
0
x =
2
0
y =
1
2
2 0
2
0
y
0
x
)
0
y ,
0
f(x
0
f =
+
=
+
= =
0.5
1
x =
636 . 2
1
y =
568 . 1
2
636 . 2 5 . 0
2
1
y
1
x
)
1
y ,
1
f(x
1
f
=
+
=
+
= =
1
2
x =
595 . 3
2
y =
2975 . 2
2
595 . 3 0 . 1
2
2
y
2
x
)
2
y ,
2
f(x
2
f
=
+
=
+
= =
1.5
3
x =
968 . 4
3
y =
234 . 3
2
968 . 4 5 . 1
2
3
y
3
x
)
3
y ,
3
f(x
3
f
=
+
=
+
= =
( ) ( ) ( ) ( ) ( )
8707 . 6
1 9 1.568 37 2.2975 59 3.234 55
24
0.5
4.968
p 4,
y
becomes Eqn(1)
=
+ + =
Adam-Bashforth Corrector formula is given by
(2)
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y
|
\
|
+ + + =
+
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(2)
Taylors and Picards methods 73
Dr. V. Ramachandra Murthy
( )
( ) ( ) ( ) ( )
6.8730
1.568 2.2975 5 3.234 19 4.4353 9
24
0.5
4.968
(1)
c 4,
y
4.4353
2
6.8707 2
2
p 4,
y
4
x
p 4,
y ,
4
x f
(0)
4
y ,
4
x f
(0)
4
f where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
=
+ + + =
=
+
=
+
= =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(2)
( ) ( ) ( ) ( )
6.8733
1.568 2.2975 5 3.234 19 4.4365 9
24
0.5
4.968
(2)
c 4,
y
4.4365
2
6.8730 2
2
(1)
c 4,
y
4
x
(1)
c 4,
y ,
4
x f
(1)
4
y ,
4
x f
(1)
4
f where
1
f
2
5f
3
19f
(1)
4
9f
24
h
3
y
(2)
c 4,
y
=
+ + + =
=
+
=
+
=
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Third improvement: Put r=2 in eqn(2)
( ) ( ) ( ) ( )
6.8733
1.568 2.2975 5 3.234 19 4.4366 9
24
0.5
4.968
(3)
c 4,
y
4.4366
2
6.8733 2
2
(2)
c 4,
y
4
x
(2)
c 4,
y ,
4
x f
(2)
4
y ,
4
x f
(2)
4
f
1
f
2
5f
3
19f
(2)
4
9f
24
h
3
y
(3)
c 4,
y
=
+ + + =
=
+
=
+
=
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Since
(3)
c 4,
y &
(2)
c 4,
y are the same up to four decimal places
y(2)=6.8733
Taylors and Picards methods 74
Dr. V. Ramachandra Murthy
Problem(2):
Obtain the solution of the initial value problem
2
x y
2
x
dx
dy
= , y(1)=1 at
x=1(0.1)1.3 by Taylors series method and at x=1.4 by Adams-Bashforth
method correct to four decimal places.
Soln: 0.1 h 1,
0
y 1,
0
x y), (1
2
x y
2
x
2
x y) f(x, Given = = = + = + =
By Taylors series method, we have
.....
///
n
y
3!
3
h
//
n
y
2!
2
h
/
n
y
1!
h
n
y )
1 n
f(x
1 n
y + + + + =
+
=
+
_____(1)
/
y
2
x y) 2x(1
//
y
y) (1
2
x
/
y Given
+ + =
+ =
///
y
2
x
//
6xy
/
6y
IV
y Similarly,
//
y
2
x y) 2(1
/
4xy
///
y
+ + =
+ + + =
Put n=0 in eqn(1) .....
///
0
y
3!
3
h
//
0
y
2!
2
h
/
0
y
1!
h
0
y )
1
f(x
1
y + + + + = = ------
(2)
66 1x18 6x1x6 6x2
///
0
y
2
0
x
//
0
y
0
6x
/
0
6y
IV
0
y
18 1x6 1) 2(1 4x1x2
//
0
y
2
0
x )
0
y 2(1
/
0
y
0
4x
///
0
y
6 1x2 1) 2(1)(1
/
0
y
2
0
x )
0
y (1
0
2x
//
0
y
2 1) 1(1 )
0
y (1
2
0
x
/
0
y
= + + = + + =
= + + + = + + + =
= + + = + + =
= + = + =
Substituting all these values in Eqn(2), we get
( ) ( ) ( )
1.2332
....... (66)
24
4
0.1
(18)
3!
3
0.1
(6)
2!
2
0.1
(2)
1!
0.1
1
1
y
=
+ + + + + =
Put n=1 in eqn(1) .....
///
1
y
3!
3
h
//
1
y
2!
2
h
/
1
y
1!
h
1
y
2
y + + + + = ----------(3)
Taylors and Picards methods 75
Dr. V. Ramachandra Murthy
( )
( )
99.5907
///
1
y
2
1
x
//
1
y
1
6x
/
1
6y
IV
1
y
25.8968
//
1
y
2
1
x )
1
y 2(1
/
1
y
1
4x
///
1
y
7.8853
2.7021
2
1.1 1.2332) 2(1.1)(1
/
1
y
2
1
x )
1
y (1
1
2x
//
1
y
2.7021 1.2332) (1
2
1.1 )
1
y (1
2
1
x
/
1
y
= + + =
= + + + =
=
+ + = + + =
= + = + =
Substituting all these values in Eqn(3), we get
( ) ( )
( )
1.5475
....... (99.5907)
4!
4
0.1
(25.8968)
3!
3
0.1
(7.8853)
2!
2
0.1
(2.7021)
1!
0.1
1.2332
2
y
=
+ +
+ + + =
similarly 9785 . 1
3
y =
Thus
5475 . 1
2
y = 9785 . 1
3
y =
Adam Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = ---------(4)
( ) ( )
i
y 1
2
i
x )
i
y ,
i
f(x
i
f + = =
( ) ( ) ( ) ( ) 2 1 1
2
1
0
y 1
2
0
x
0
f = + = + =
( ) ( ) ( ) ( )
7021 . 2
1.2332 1
2
1.1
1
y 1
2
1
x
1
f
=
+ = + =
( ) ( ) ( ) ( )
6684 . 3
1.5475 1
2
1.2
2
y 1
2
2
x
2
f
=
+ = + =
( ) ( ) ( ) ( )
0336 . 5
1.9785 1
2
1.3
3
y 1
2
3
x
3
f
=
+ = + =
1
0
x =
2332 . 1
1
y =
1.1
1
x = 1.2
2
x = 1.3
3
x = 1.4
4
x =
1
0
y = ?
4
y =
i
x
i
y
1
0
x = 1
0
y =
1.1
1
x = 2332 . 1
1
y =
1.2
2
x = 5475 . 1
2
y =
1.3
3
x = 9785 . 1
3
y =
Taylors and Picards methods 76
Dr. V. Ramachandra Murthy
( ) ( ) ( ) ( ) ( )
8707 . 6
1 9 1.568 37 2.2975 59 3.234 55
24
0.5
4.968
p 4,
y
becomes Eqn(4)
=
+ + =
Adam-Bashforth Corrector formula is given by
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y ---------(5)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(5)
( ) ( ) ( ) ( ) ( )
7.0005
2.5717 1
2
1.4
p 4,
y 1
2
4
x
p 4,
y ,
4
x f
0
4
y ,
4
x f
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
=
+ = + = =
|
\
|
=
|
\
|
+ + + =
( ) ( ) ( ) ( )
2.5743
2.7021 3.6684 5 5.0336 19 7.0005 9
24
0.1
1.9785
(1)
c 4,
y
=
+ + + =
Second improvement: Put r=1 in eqn(5)
( ) ( ) ( )
2.5745
(3)
c 4,
y Similarly 2.5745
(2)
c 4,
y
7.0056
2.5743 1
2
1.4
(1)
c 4,
y 1
2
4
x
(1)
c 4,
y ,
4
x f
(1)
4
y ,
4
x f
(1)
4
f
where
1
f
2
5f
3
19f
(1)
4
9f
24
h
3
y
(2)
c 4,
y
= =
=
+ =
|
\
|
+ =
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Since
(3)
c 4,
y &
(2)
c 4,
y are the same up to four decimal places
y(1.4)=2.5745
Taylors and Picards methods 77
Dr. V. Ramachandra Murthy
Problem(3):
Solve for y(0.4) given that ;
2
y x
dx
dy
= y(0)=1, y(0.1)=0.9117,
y(0.2)=0.8494, y(0.3)=0.8061 by Adam-Bashforth Predictor Corrector
method correct to four decimal places.
Soln 0.1 h ,
2
y x y) f(x, : data Given : = =
Adam Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = --------(1)
( )
2
i
y -
i
x )
i
y ,
i
f(x
i
f = =
( ) ( ) 1
2
1 - 0
2
0
y -
0
x
0
f = = =
( ) ( )
7311 . 0
2
0.9117 - 0.1
2
1
y -
1
x
1
f
=
= =
( ) ( )
0.5214
2
0.8494 - 0.2
2
2
y -
2
x
2
f
=
= =
( ) ( )
0.3497
2
0.8061 - 0.3
2
3
y -
3
x
3
f
=
= =
( ) ( ) ( ) ( ) ( )
7789 . 0
1 - 9 0.7311 - 37 0.5214 - 59 0.3497 - 55
24
0.1
0.8061
p 4,
y
becomes Eqn(1)
=
+ + =
Adam-Bashforth Corrector formula is given by
0
0
x =
1
0
y = 9117 . 0
1
y =
0.1
1
x = 0.2
2
x =
8494 . 0
2
y =
0.3
3
x =
8061 . 0
3
y =
0.4
4
x =
?
4
y =
0.3
3
x = 8061 . 0
3
y =
0.2
2
x = 8494 . 0
2
y =
0.1
1
x = 9117 . 0
1
y =
0
0
x = 1
0
y =
i
x
i
y
Taylors and Picards methods 78
Dr. V. Ramachandra Murthy
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y ---------(2)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(2)
( ) ( ) ( )
( ) ( ) ( )
0.7784
0.7311
0.5214 - 5 0.3497 - 19 0.2066 - 9
24
0.1
0.8061
(1)
c 4,
y
0.2066
2
0.7789 0.4
2
p 4,
y
4
x
p 4,
y ,
4
x f
(0)
4
y ,
4
x f
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
=
|
|
\
|
+
+ =
= = = =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(2)
( )
( ) ( ) ( ) ( )
0.7785
(3)
c 4,
y Similarly
0.7785
0.7311 0.5214 - 5 0.3497 - 19 0.2059 - 9
24
0.1
0.8061
(2)
c 4,
y
0.2059
2
0.7784 0.4
2
(1)
c 4,
y
4
x
(1)
c 4,
y ,
4
x f
(1)
4
f
where
1
f
2
5f
3
19f
(1)
4
9f
24
h
3
y
(2)
c 4,
y
=
=
+ + =
= =
|
\
|
=
|
\
|
=
|
\
|
+ + + =
Since
(3)
c 4,
y &
(2)
c 4,
y are the same up to four decimal places
y(0.4)=0.7785
Problem(4):
Solve ;
2
xy
dx
dy
= for x=0.4 using Adam-Bashforth Predictor Corrector
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.
Taylors and Picards methods 79
Dr. V. Ramachandra Murthy
Soln: 0.1 h ,
2
xy
y) f(x, : data Given = =
Adam Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = --------(1)
i
x
i
y
2
i
y
i
x
)
i
y ,
i
f(x
i
f = =
0
0
x = 1
0
y =
0
2
0(1)
2
0
y
0
x
0
f = = =
0.1
1
x = 01 . 1
1
y =
0505 . 0
2
0.1(1.01)
2
1
y
1
x
1
f = = =
0.2
2
x = 022 . 1
2
y =
1022 . 0
2
0.2(1.022)
2
2
y
2
x
2
f = = =
0.3
3
x = 023 . 1
3
y =
1534 . 0
2
0.3(1.023)
2
3
y
3
x
3
f = = =
( ) ( ) ( ) ( ) ( )
0408 . 1
0 9 0.0505 37 0.1022 59 0.1534 55
24
0.1
1.023
p 4,
y
becomes Eqn(1)
=
+ + =
Adam-Bashforth Corrector formula is given by
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y ---------(2)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
0
0
x =
1
0
y =
01 . 1
1
y =
0.1
1
x = 0.2
2
x =
022 . 1
2
y =
0.3
3
x = 0.4
4
x =
023 . 1
3
y =
?
4
y =
Taylors and Picards methods 80
Dr. V. Ramachandra Murthy
First improvement: Put r=0 in eqn(2)
( )
( ) ( ) ( )
1.0410
0505 . 0
0.1022 5 0.1534 19 0.2081 9
24
0.1
023 . 1
(1)
c 4,
y
2081 . 0
2
) 0.4(1.0408
2
p 4,
y
4
x
p 4,
y ,
4
x f
0
4
y ,
4
x f
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
=
|
|
\
|
+
+
+ =
= = = =
|
\
|
=
|
\
|
+ + + =
Second improvement: Put r=1 in eqn(2)
( ) ( ) ( )
1.0410
0505 . 0
0.1022 5 0.1534 19 0.2082 9
24
0.1
023 . 1
(2)
c 4,
y
2082 . 0
2
) 0.4(1.0410
2
(1)
c 4,
y
4
x
(1)
c 4,
y ,
4
x f
(1)
4
f
where
1
f
2
5f
3
19f
(1)
4
9f
24
h
3
y
(2)
c 4,
y
=
|
|
\
|
+
+
+ =
= = =
|
\
|
=
|
\
|
+ + + =
Since
(2)
c 4,
y &
(1)
c 4,
y are the same up to four decimal places
y(0.4)=1.0410
Problem(5):
Solve ;
y x
1
dx
dy
+
= for x=0.8 using Adam-Bashforth Predictor Corrector
method correct to four decimal places. Given that y(0)=2, y(0.2)=2.0932,
y(0.4)=2.1754, y(0.6)=2.2492.
Soln:
0.2 h ,
y x
1
y) f(x, : data Given =
+
=
2492 . 2
3
y =
Adam- Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = --------(1)
0
0
x =
0932 . 2
1
y =
0.2
1
x = 0.4
2
x =
2
0
y = 1754 . 2
2
y =
0.3
3
x =
0.4
4
x =
?
4
y =
Taylors and Picards methods 81
Dr. V. Ramachandra Murthy
i
x
i
y
i
y
i
x
1
)
i
y ,
i
f(x
i
f
+
= =
0
0
x =
2
0
y =
5 . 0
2 0
1
0
y
0
x
1
0
f =
+
=
+
=
0.2
1
x =
0932 . 2
1
y =
4360 . 0
0932 . 2 2 . 0
1
1
y
1
x
1
1
f =
+
=
+
=
0.4
2
x =
1754 . 2
2
y =
3882 . 0
1754 . 2 4 . 0
1
2
y
2
x
1
2
f =
+
=
+
=
0.6
3
x =
2492 . 2
3
y =
3509 . 0
2492 . 2 6 . 0
1
3
y
3
x
1
3
f =
+
=
+
=
( ) ( ) ( ) ( ) ( )
2.3160
0.5 9 0.4360 37 0.3882 59 0.3509 55
24
0.2
2.2492
p 4,
y
becomes Eqn(1)
=
+ + =
Adam-Bashforth Corrector formula is given by
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y ---------(2)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(2)
( )
( ) ( ) ( ) ( )
2.3162
0.4360 0.3882 5 0.3509 19 0.3209 9
24
0.2
2.2492
(1)
c 4,
y
0.3209
2.3160 0.8
1
p 4,
y
4
x
1
p 4,
y ,
4
x f
0
4
y ,
4
x f
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
=
+ + + =
=
+
=
+
= =
|
\
|
=
|
\
|
+ + + =
Taylors and Picards methods 82
Dr. V. Ramachandra Murthy
Second improvement: Put r=1 in eqn(2)
( ) ( ) ( ) ( )
2.3162
0.4360 0.3882 5 0.3509 19 0.3209 9
24
0.2
2.2492
(2)
c 4,
y
0.3209
2.3162 0.8
1
(1)
c 4,
y
4
x
1
(1)
c 4,
y ,
4
x f
(1)
4
f
where
1
f
2
5f
3
19f
(1)
4
9f
24
h
3
y
(2)
c 4,
y
=
+ + + =
=
+
=
+
=
|
\
|
=
|
\
|
+ + + =
Since
(2)
c 4,
y &
(1)
c 4,
y are the same up to four decimal places
y(0.8)=2.3162
Problem(6):
Using Adam-Bashforth Predictor Corrector method evaluate y(1.4) if y
satisfies
2
x
1
x
y
dx
dy
= + and y(1)=1, y(1.1)=0.996, y(1.2)=0.986,
y(1.3)=0.972 correct to three decimal places.
Soln: 0.1 h ,
2
x
xy 1
x
y
2
x
1
y) f(x, : data Given =
= =
Adam-Bashforth Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = --------(1)
1
0
x =
996 . 0
1
y =
1.1
1
x =
1.2
2
x =
1
0
y =
986 . 0
2
y =
1.3
3
x = 1.4
4
x =
972 . 0
3
y = ?
4
y =
Taylors and Picards methods 83
Dr. V. Ramachandra Murthy
i
x
i
y
( )
2
i
x
i
y
i
x - 1
)
i
y ,
i
f(x
i
f = =
0
0
x =
1
0
y =
( ) ( )
0
2
1
1x1 - 1
2
0
x
0
y
0
x - 1
0
f = = =
.1 1
1
x =
996 . 0
1
y =
( ) ( )
0.079
2
1.1
1.1x0.996 - 1
2
1
x
1
y
1
x - 1
1
f
=
= =
1.2
2
x =
986 . 0
2
y =
( ) ( )
0.127
2
1.2
1.2x0.986 - 1
2
2
x
2
y
2
x - 1
2
f
=
= =
1.3
3
x =
972 . 0
3
y =
( ) ( )
155 . 0
2
1.3
1.3x0.972 - 1
2
3
x
3
y
3
x - 1
3
f
=
= =
( ) ( ) ( ) ( ) ( )
955 . 0
0 9 0.079 - 37 0.127 - 59 0.155 - 55
24
0.1
0.972
p 4,
y
becomes Eqn(1)
=
+ + =
Adams-Bashforth Corrector formula is given by
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y --------(2)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(2)
( )
( ) ( )
( ) ( ) ( ) ( ) 955 . 0 0.079 0.171 - 5 0.155 - 19 0.171 - 9
24
0.1
0.972
(1)
c 4,
y
-0.171
2
1.4
) 1.4)(0.955 - 1
2
4
x
p 4,
y
4
x - 1
p 4,
y ,
4
x f )
(0)
4
y
, 4
(
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
= + + =
= = = = =
|
\
|
+ + + =
x f
Since
(1)
c 4,
y &
p 4,
y are the same up to four decimal places
y(1.4)=0.955
Taylors and Picards methods 84
Dr. V. Ramachandra Murthy
Problem(7):
Using Adam-Bashforth Predictor Corrector method obtain the solution of
y
2
x
dx
dy
= at x=0.4 correct to four places of decimals given that
x: 0 0.1 0.2 0.3
y: 1 0.9051 0.8212 0.7491
Soln: 0.1 h y, -
2
x y) f(x, : data Given = =
Adam-Bashforth Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = --------(1)
i
x
i
y
( )
i
y -
2
i
x )
i
y ,
i
f(x
i
f = =
0
0
x =
1
0
y =
( ) ( ) 1 1 -
2
0
0
y -
2
0
x
0
f = = =
.1 0
1
x =
9051 . 0
1
y =
( ) ( ) 8951 . 0 9051 . 0 -
2
0.1
1
y -
2
1
x
1
f = = =
0.2
2
x =
8212 . 0
2
y =
( ) ( ) 7812 . 0 8212 . 0 -
2
0.2
2
y -
2
2
x
2
f = = =
0.3
3
x =
7491 . 0
3
y =
( ) ( ) 6591 . 0 7491 . 0 -
2
0.3
3
y -
2
3
x
3
f = = =
0
0
x =
9051 . 0
1
y =
0.1
1
x = 0.2
2
x =
1
0
y =
8212 . 0
2
y =
0.3
3
x = 0.4
4
x =
7491 . 0
3
y =
?
4
y =
Taylors and Picards methods 85
Dr. V. Ramachandra Murthy
( ) ( ) ( ) ( ) ( )
6896 . 0
1 - 9 0.8951 - 37 0.7812 - 59 0.6591 - 55
24
0.1
0.7491
p 4,
y
becomes Eqn(1)
=
+ + =
Adam-Bashforth Corrector formula is given by
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y --------(2)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(2)
( ) ( ) ( )
( ) ( ) ( ) ( )
.6896 0
0.8951 0.7812 - 5 0.6591 - 19 0.5296 - 9
24
0.1
0.7491
(1)
c 4,
y
-0.5296 0.6896 -
2
0.4
p 4,
y -
2
4
x
p 4,
y ,
4
x f
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
=
+ + =
= = = =
|
\
|
+ + + =
Since
(1)
c 4,
y &
p 4,
y are the same up to four decimal places
y(0.4)=0.6896
Problem(8):
Using Adam-Bashforth Predictor Corrector method obtain the solution of
y
x
2e
dx
dy
= for x=0.4 under the conditions y(0)=2, y(0.1)=2.010,
y(0.2)=2.040 and y(0.3)=2.090 correct to four decimal places.
Soln: 0.1 h -y,
x
2e y) f(x, : data Given = =
Adams Predictor formula is given by
( )
0
9f
1
37f
2
59f
3
55f
24
h
3
y
p 4,
y + + = --------(1)
0
0
x =
010 . 2
1
y =
0.1
1
x = 0.2
2
x =
2
0
y = 040 . 2
2
y =
0.3
3
x = 0.4
4
x =
090 . 2
3
y =
?
4
y =
Taylors and Picards methods 86
Dr. V. Ramachandra Murthy
i
x
i
y
i
y
x
2e )
i
y ,
i
f(x
i
f
i
= =
0
0
x =
2
0
y =
0 2
0
2e
0
y
x
2e
0
f
0i
= = =
.1 0
1
x =
010 . 2
1
y =
0.2003 2.010
0.1
2e
1
y
x
2e
1
f
i
= = =
0.2
2
x =
040 . 2
2
y =
0.4028 2.040
0.2
2e
2
y
x
2e
2
f
2
= = =
0.3
3
x =
090 . 2
3
y =
0.6097 2.090
0.3
2e
3
y
x
2e
3
f
3
= = =
( ) ( ) ( ) ( ) ( )
2.1615
0 9 0.2003 37 0.4028 59 0.6097 55
24
0.1
2.090
p 4,
y
becomes Eqn(1)
=
+ + =
Adam-Bashforth Corrector formula is given by
|
\
|
+ + + =
+
1
f
2
5f
3
19f
(r)
4
9f
24
h
3
y
1) (r
c 4,
y --------(2)
0 r for
(r)
c 4,
y
(r)
4
y &
p 4,
y
(0)
4
y where
(0)
4
y ,
4
x f
(0)
4
f = =
|
\
|
=
First improvement: Put r=0 in eqn(2)
( )
( ) ( ) ( ) ( )
2.1615
0.2003 0.4028 5 0.6097 19 0.8221 9
24
0.1
2.090
(1)
c 4,
y
2.1615
0.4
2e
p 4,
y
x
2e
p 4,
y ,
4
x f )
(0)
4
y
, 4
(
(0)
4
f
where
1
f
2
5f
3
19f
(0)
4
9f
24
h
3
y
(1)
c 4,
y
4
=
+ + + =
= = = =
|
\
|
+ + + =
x f
Since
(1)
c 4,
y &
p 4,
y are the same up to four decimal places
y(0.4)=2.1615
Taylors and Picards methods 87
Dr. V. Ramachandra Murthy
Problem(8):
Using Adam-Bashforth Predictor Corrector method obtain the solution of
2
y x
dx
dy
= at x=0.8 correct to four places of decimals given that
x: 0 0.2 0.4 0.6
y: 0 0.0200 0.0795 0.1762
{Ans: y(0.8)=0.2416}