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Taylors and Picards methods 2

Dr. V. Ramachandra Murthy



Numerical Methods

Unit-I: Numerical Methods-I

Numerical solution of ordinary differential equations of first order
and first degree: Picards method, Taylors series method, Modified
Eulers method, Runge-Kutta method of fourth order. Milnes and
Adams-Bashforth predictor and corrector methods [ No derivation of
formulae]



Unit-II: Numerical Methods-II

Numerical solution of simultaneous first order differential
equations: Picards method, Runge-Kutta method of fourth order.
Numerical solution of second order ordinary differential equations:
Picards method, Runge-kutta method and Milnes method.


Numerical Solution of Ordinary Differential Equations(ODE)

The most general form of an ODE of n
th
order is given by


-------- (1)

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

------- (2)

If particular values are given to the constants then the resulting solution
is called a particular solution.

To obtain a particular solution from the general solution (2), we
must be given n conditions so that the constants can be determined. If
all the n conditions are specified at the same value of x then the problem
is termed as initial value problem. If the conditions are specified at more
than one value of x, then the problem is termed as boundary value
problem.

0
dx
y d
...., ,.........
dx
y d
,
dx
y d
,
dx
dy
y, x,
n
n
3
3
2
2
=
|
|

\
|
( ) 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}

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