St.

Joseph’s College of Engineering

(St.Joseph’s Group of Institutions)
OMR, CHENNAI-119
DEPARTMENT OF MATHEMATICS
STATISTICS & NUMERICAL METHODS
CLASS NOTES – UNIT V

INITIAL VALUE PROBLEMS FOR ORDINARY DIFFERENTIAL EQUATIONS

dy
1. Find the value of y at x = 0.1, 0.2 from = x 2 y − 1, y(0) = 1 by Taylor’s series method.
dx
Solution:
Given x0 = 0, y 0 = 1, h = 0.1 and y = x y − 1
2

h h2 h3
Taylor’s series expansion is y n +1 = y n + yn + yn + yn + ...... .
1! 2! 3!
h h2 h3
For n = 0 , y1 = y 0 + y 0 + y 0 + y0 + ....... (1)
1! 2! 3!
At (x 0 ,y0 )
y = x 2 y − 1 y0 = x 02 y0 −1 y0 = −1
y(x) = 2xy + x 2 y y0 (x) = 2x 0 y0 + x 02 y0 y0 = 0
y(x) = 2y + 4xy + x 2 y y0 (x) = 2y0 + 4x 0 y0 + x 02 y0 y0 = 2
yiv (x) = 6y + 6xy + x 2 y y0iv (x) = 6y0 + 6x 0 y0 + x 02 y
0 y0iv = − 6
Putting the values in (1), we get
(0.1) 2 (0.1)3 (0.1) 4
y(0.1) = 1 + (0.1)(−1) + (0) + (2) + ( − 6) + ... = 0.900305.
2 6 24
2. Obtain the approximate value of y at x = 0.1 & 0.2 for the differential
dy
equation = 2 y + 3e x , y(0) = 0 by Taylor’s Series method.
dx
Solution:
Given x 0 = 0, y 0 = 0, h = 0.1 and y = 2 y + 3e x
h h2 h3
Taylor’s series expansion is y n +1 = y n + yn + yn + yn + ...... .
1! 2! 3!
To find y(0.1):
h h2 h3
For n = 0 , y1 = y 0 + y 0 + y 0 + y0 + ....... (1)
1! 2! 3!
At (x 0 ,y0 )
dy
= y ' (x) = 2y + 3e x y 0' (x) = 2y0 + 3ex0 y0 ' = 3
dx
Differentiating y' (x) = 2y + 3ex successively three times and putting x = y = 0, we get
y '' (x) = 2y ' + 3e x y0'' (x) = 2y'0 + 3ex0 y0 '' = 9
y ''' (x) = 2y '' + 3ex y0''' (x) = 2y0'' + 3ex0 y0 ''' = 21

1
 yiv (x) = 2y ''' + 3e x y0iv (x) = 2y0''' + 3e x0 y 0 = 45
iv

Putting the values in (1)

9 21 45
y(x) = 0 + 3h + h 2 + h 3 + h 4 = 3(0.1)+4.5(0.1)2+3.5(0.1)3+1.875(0.1)4 = 0.3486875 ≈ 0.35
2 6 24
To find y(0.2): x1 = 0.1, y1 = 0.35
h h2 h3
For n =1, y2 = y1 + y1 + y1 + y1+ ....... (2)
1! 2! 3!
At (x1 ,y1 )
dy
= y ' (x) = 2y + 3e x y 1' (x) = 2y1 + 3ex1 y1 ' = 4.0155
dx
y '' (x) = 2y ' + 3e x y1'' (x) = 2y1' + 3ex1 y1 '' = 11.345
y ''' (x) = 2y '' + 3e x
y1''' (x) = 2y1'' + 3e x1
y1 ''' = 26.005
y (x) = 2y ''' + 3e
iv x
y (x) = 2y1''' + 3e
1
iv
y1iv = 55.325
x1

Putting the values in (2)

(0.1) (0.1)2 (0.1)3 (0.1)4
y2 = 0.35 + 4.0155 + 11.345 + 26.005 + 55.325
1 2 6 24
y2 = y(0.2) = 0.81273
By Exact Integration,
y = −3e x + 3e2x
i.e, y(x) = −3e x + 3e 2x
y(0.1) = 0.3487
y(0.2) = 0.8113
Error in y1 = 0.0000125
Error in y2 = -0.00143
dy
3. Find the value of y(0.2) and y(0.4) from = 1 − 2 xy, y (0) = 0 by Taylor’s series method.
dx
Solution:
To find y1 = y(0.2) by Taylor’s method:
Given x 0 = 0, y0 = 0, h = 0.2 and y = 1 − 2xy
h h2 h3
Taylor’s series expansion is y n +1 = y n + yn + yn + yn + ...... .
1! 2! 3!
h h2 h3
For n = 0 , y1 = y0 + y0 + y0 + y0 + ....... → (1)
1 ! 2 ! 3 !
h h2 h3
For n =1 , y2 = y1 + y1 + y1 + y1+ ....... → (2)
1 ! 2 ! 3 !
At (x 0 , y0 ) = (0,0)
y = 1 − 2xy y0 = 1 − 2x 0 y0 y'0 = 1
y'' = −2(xy '+ y) y0'' = −2(x 0 y 0 + y 0 ) y ''0 = 0
y''' = −2(xy ''+ y '+ y ') y0''' = −2(x 0 y0 ''+ y0 '+ y0 ') y '''0 = −4

Putting the values in (1)

0.2 (0.2)2 (0.2)3
y1 = (0) + (1) + (0) + (−4) + .......=0.1947
1 ! 2 ! 3 !
y1 = y(0.2) = 0.1947

2
 To find y2 = y(0.4):
At (x1 , y1 ) = (0.2,0.1947)
y = 1 − 2xy y1 = 1 − 2x1 y1 y1' = 0.9221
y'' = −2(xy '+ y) y''1 = −2(x1 y1 '+ y1 ) y1'' = −0.7582
y''' = −2(xy ''+ y '+ y ') y1''' = −2(x1y1 ''+ y1 '+ y1 ') y1''' = −3.3851
Putting the values in (2)
0.2 (0.2) 2 (0.2)3
y2 = (0.1947) + (0.9221) + (−0.7582) + ( −3.3851) + .......
1 ! 2 ! 3 !
y2 = 0.1947 + 0.18442 − 0.015164 − 0.00451.......=0.3595
y2 = y(0.4) = 0.3595

dy
Using Euler’s method, find y(0.2), y(0.4) and y(0.6) from = x 2 + y, y(0) = 1 with h = 0.2
dx
4.
Solution:
Given Data is : x 0 = 0, y 0 = 1,h = 0.2 and f(x,y) = x 2 + y
Euler’s Formula is y n +1 = y n + h f(x n ,y n ), n = 0,1,2,3,
Put n = 0 we get, y1 = y0 + h f(x0 ,y0 ) = 1+ 0.2 f(0,1) = 1 + 0.2(02 + 1) = 1.2
Put n = 1 we get, y2 = y1 + h f(x1 ,y1 ) = 1.2+ 0.2 f(0.2,1.2) = 1.2 + 0.2(0.22 + 1.2) = 1.448
Put n = 2 we get, y3 = y2 + h f(x 2 ,y2 ) = 1.448+ 0.2 f(0.4,1.448) = 1.448 + 0.2(0.42 + 1.448) = 1.7696
5. dy
Using Euler’s method, find y(0.2) , y(0.4) and y(0.6) from = x + y, y(0) = 1 with .
dx

Solution:

By Euler formula, yn +1 = yn + h f(x n ,y n ) → (1), n = 0,1,2,3,

Put n=0 in (1)

Put n=1 in (1)

Put n=2 in (1)

y3 = y2 + hf ( x2 , y2 ) = 1.48 + (0.2)(0.4 + 1.48)
y(0.6) = 1.856

dy
6. Solve = log10 ( x + y ), y(0) = 2 by Euler’s method by choosing h = 0.2, find y(0.2) and
dx

3
 y(0.4)
Solution:
Given Data is : x 0 = 0, y0 = 2,h = 0.2 and f(x,y) = log (x + y)
10
Euler’s Formula is y n +1 = y n + hf(x n , y n ), n = 0,1,2,3,
Put n = 0 we get, y1 = 2.0 + 0.2log10 ( 0 + 2 ) = 2.0602 = y(0.2)
Put n = 1 we get, y2 = 2.0602 + 0.2log10 ( 0.2 + 2.0602 ) = 2.1310 = y(0.4)
dy
Solve = sin x + cos y, y(2.5) = 0 by Modified Euler’s method by choosing h = 0.5, find
dx
7. y(3.5)
Solution:
Given Data is : x 0 = 2.5, y0 = 0,h = 0.5 and f(x,y) = sin x + cos y
 h h 
yn +1 = yn + h f  x n + , yn + f (x n , yn )  → (1)
 2 2 
 0.5 0.5 
Put n = 0 in (1) we get y1 = y0 + 0.5 f (x 0 + , y0 + [f (x 0 , y0 )]
 2 2 
y1 = 0 + 0.5  f (2.5 + 0.25,0 + 0.25[ f (2.5,0)]
= 0.5  f (2.75, 0.25(1.5985)  = 0.5  f (2.75,0.3996) 
= 0.5(1.1928) = 0.5964

y 2 = y1 + h  f ( x1 + 
0.5 0.5
Put n = 1 in (1) we get , y1 + [ f ( x1, y1 )]
 2 2 
y1 = 0.5964 + 0.5 f (3 + 0.25,0.5964 + 0.25[f (3,0.5964)]
= 0.5964 + 0.5 f (3 + 0.25,0.5964 + 0.25(0.9685) 
= 0.5964 + 0.5 f (3.25,0.8385) 
= 0.5964 + 0.5(0.5604)
= 0.8766
dy
8. Solve (1 + x ) = − y 2 , y(0) = 1 by Modified Euler’s method by choosing
dx
h = 0.1, find y (0.1) and y (0.2).
Solution:
y2
Given x 0 = 0 y0 = 1, h = 0.1 and f(x,y) = − .
1+ x
 h h 
Modified Euler’s formula is yn +1 = yn + h f  x n + , yn + f (x n , yn )  → (1)
 2 2 
 0.1 0.1 
Put n = 0 in (1) we get y1 = y0 + 0.1  f ( x0 + , y0 + [ f ( x0 , y0 )]
 2 2 
  0.1 0.1 
y1 = y (0.1) =1+ 0.1  f 0 + ,1 + [ f (0,1)]  
  2 2 
  0.1  
= 1+ 0.1  f  0.05,1 + [1] 
  2  
= 1+ 0.1  f ( 0.05,1.05 )  = 1 + 0.1(1.05) = 1.105
Put n = 1 we get

4
  0.1 0.1 
y2 = y1 + 0.1  f ( x1 + , y1 + [ f ( x1, y1 )]
 2 2 
 0.1 0.1 
y2 = y (0.2) =1.105 + 0.1  f (0.1 + ,1.105 + [ f (0.1,1.105)]
 2 2 
 0.1 0.1 
= 1.105 + 0.1  f (0.1 + ,1.105 + (−1.1100) 
 2 2 
= 1.105 + 0.1 f (0.15,1.0495
= 1.105 + 0.1(0.9578)
= 1.2008
9. Using Runge – Kutta method of fourth order to find y at x = 0.1, 0.2, 0.3 given that
y ' = x + y 2 , y(0) = 1.
Solution:
Given: x0 = 0, y0 = 1, h = 0.1 and y ' = x + y 2
To find y1 = y(0.1) :
R – K method (for n = 0) is: y1 = y (0.1) = y 0 +
1
(k1 + 2k 2 + 2k 3 + k 4 ) -------- (2)
6
k1 = hf ( x0 , y0 ) = 0.1 f (0,1) = 0.1(1) = 0.1
 h k   0.1 0.1 
k2 = hf  x0 + , y0 + 1  = (0.1) f  0 + ,1 + 
 2 2  2 2 
= (0.1) f (0.05,1.05) = (0.1)(1.1525) = 0.1153
 h k   0.1 0.1153 
k3 = hf  x0 + , y0 + 2  = (0.1) f  0 + ,1 + 
 2 2  2 2 
= (0.1) f (0.05,1.0577)
= (0.1)(1.1686) = 0.1169
k4 = hf ( x0 + h, y0 + k3 ) = (0.1) f (0 + 0.1,1 + 0.1169)
= (0.1) f (0.1,1.1169) = (0.1)(1.3474) = 0.1347
Using the values of k1 , k 2 , k 3 and k 4 in (2), we get
1
y1 = y (0.1) = y0 + ( k1 + 2(k2 + k3 ) + k4 )
6
1
= 1 + ( 0.1 + 2(0.1153 + 0.1169) + 0.1347 )
6
= 1+0.1165=1.1165
Hence the required approximate value of y1 is 1.1165.
To find y 2 = y(0.2) :
We have x1 = 0.1, y1 = 1.1165 and h = 0.1
R – K method (for n = 2) is: y 2 = y (0.2) = y1 + (k1 + 2k 2 + 2k 3 + k 4 )
1
-------- (3)
6
k1 = hf ( x1 , y1 ) = 0.1 f (0.1, 1.1165)
= 0.1(1.3466)
= 0.1346

5
  h k   0.1 0.1346 
k2 = hf  x1 + , y1 + 1  = (0.1) f  0.1 + ,1.1165 + 
 2 2  2 2 
= (0.1) f (0.15,1.1838) = (0.1)(1.5514)
= 0.1551
 h k   0.1 0.1551 
k3 = hf  x1 + , y1 + 2  = (0.1) f  0.1 + ,1.1165 + 
 2 2  2 2 
= (0.1) f (0.15,1.1941) = (0.1)(1.5758)
= 0.1576
k4 = hf ( x1 + h, y1 + k3 ) = (0.1) f ( 0.1 + 0.1,1.1165 + 0.1576 )
= (0.1) f (0.2,1.2741) = (0.1)(1.8233)
= 0.1823
Using the values of k1 , k 2 , k 3 and k 4 in (3), we get
1
y2 = y (0.2) = y1 + ( k1 + 2(k2 + k3 ) + k4 )
6
1
= 1.1165 + ( 0.1346 + 2(0.1551) + 2(0.1576) + 0.1823)
6
= 1.2736
Hence the required approximate value of y2 is 1.2736
To find y 3 = y (0.3) :
We have x2 = 0.2, y2 = 1.2736 and h = 0.1
R – K method (for n = 3) is: y 3 = y (0.3) = y 2 +
1
(k1 + 2k 2 + 2k 3 + k 4 ) -------- (4)
6
k1 = hf ( x2 , y2 ) = (0.1) f (0.2,1.2736) = (0.1)(1.8221) = 0.1822
 h k   0.1 0.1822 
k2 = hf  x2 + , y2 + 1  = (0.1) f  0.2 + ,1.2736 + 
 2 2  2 2 
= (0.1) f (0.25,1.3647) = (0.1)(2.1124) = 0.2112
 h k   0.1 0.2112 
k3 = hf  x2 + , y2 + 2  = 0.1 f  0.2 + ,1.2736 + 
 2 2  2 2 
= (0.1) f (0.25,1.3792) = (0.1)(2.1522) = 0.2152
k4 = hf ( x2 + h, y2 + k3 ) = (0.1) f (0.2 + 0.1,1.2736 + 0.2152)
= (0.1) f (0.3,1.4888) = (0.1)(2.5165) = 0.2517
Using the values of k1 , k 2 , k 3 and k 4 in (4), we get
1
y3 = y (0.3) = 1.2736 + ( 0.1822 + 2(0.2112) + 2(0.2152) + 0.2517 )
6
= 1.4881
Hence the required approximate value of y3 is 1.4881
10. Apply Runge – Kutta method, to find an approximate value of y when x = 0.2, 0.4 given
dy
that = x + y , y(0) = 1 .
dx

Solution:
Given: x0 = 0, y 0 = 1, h = 0.2 and f ( x, y ) = x + y
Finding y1 = y (0.2) :

6
 1
R – K method (for n = 0) is: y1 = y(0.2) = y0 + ( k1 + 2k2 + 2k3 + k4 ) -------- (1)
6
k1 = hf ( x0 , y 0 ) = 0.2  [0 + 1] = 0.2 ;
 h k   0.2   0.2  
k2 = hf  x0 + , y0 + 1  = 0.2  f  0 +  , 1 +  = (0.2) f (0.1,1.1) = 0.2(0.1 + 1.1) = 0.2400
 2 2  2   2  
 h k   0.2   0.24  
k3 = hf  x0 + , y0 + 2  = 0.2 f  0 +  , 1 +  = 0.2 f (0.1,1.12) = 0.2(0.1 + 1.12) = 0.2440
 2 2  2   2  
k4 = hf ( x0 + h, y0 + k3 ) = 0.2 f ( 0 + 0.2 ) , (1 + 0.2440 ) = 0.2 f (0.2,1.244) = 0.2(0.2 +1.244) = 0.2888
Using the values of k1 , k 2 , k 3 and k 4 in (1), we get
1
y1 = y (0.2) = 1 + ( 0.2 + 2(0.24) + 2(0.244) + 0.2888 ) = 1.2428
6
Finding y2 = y (0.4) :
1
R – K method (for n = 1) is: y2 = y (0.4) = y0 + ( k1 + 2k2 + 2k3 + k4 ) -------- (2)
6
k1 = hf ( x1 , y1 ) = hf (0.2, 1.2428) = 0.2  [0.2 + 1.2428] = 0.2886
 h k   0.2  0.2886 
k2 = hf  x1 + , y1 + 1  = 0.2  f  0.2 +  ,1.2428 +
 2 2  2  2 
= 0.2 f [0.3, 1.3871] = 0.2[0.3 + 1.3871] = 0.3374
 h k   0.2   0.3374  
k3 = hf  x1 + , y1 + 2  = 0.2  f  0.2 +  , 1.2428 + 
 2 2  2   2  
= 0.2 f (0.3,1.4115) = 0.2(0.3 + 1.4115) = 0.3423
k4 = hf ( x1 + h, y1 + k3 ) = 0.2  f ( 0.2 + 0.2 ) , (1.2428 + 0.3423) 
= 0.2 f [0.4,1.5851] = 0.2[0.4 + 1.5851] = 0.39702
Using the values of k1 , k 2 , k 3 and k 4 in (2), we get
1
y2 = y (0.4) = 1.2428 + ( 0.2886 + 2(0.3374) + 2(0.3423) + 0.39702 ) = 1.5836
6

11. Using Runge – Kutta method, find the value of y when x = 0.2 with h = 0.1 given
dy
that = −2 x − y , y(0) = −1 .
dx
Solution:
Given: x0 = 0, y0 = −1, h = 0.1 and f ( x, y ) = −2 x − y
Finding y1 = y (0.1) :
1
R – K method (for n = 0) is: y1 = y (0.1) = y0 + ( k1 + 2k2 + 2k3 + k4 ) -------- (1)
6
k1 = hf ( x0 , y0 ) = 0.1 [(−2)(0) − (−1)] = 0.1

 h k   0.1   0.1  
k2 = hf  x0 + , y0 + 1  = 0.1 f   ,  −1 + 
 2 2  2   2  
= 0.1 f (0.05, − 0.95) = 0.1((−2)(0.05) + 0.95) = 0.0850

7
  h k   0.1   0.085  
k3 = hf  x0 + , y0 + 2  = 0.1 f   ,  −1 + 
 2 2  2   2  
= 0.1 f (0.05, − 0.975) = 0.1((−2)(0.05) + 0.9595) = 0.0858
k4 = hf ( x0 + h, y0 + k3 ) = 0.1  0.1, − 1 + 0.0858 = 0.1 f (0.1, − 0.9142)
= 0.1((−2)(0.1) + 0.9142) = 0.0714
Using the values of k1 , k 2 , k 3 and k 4 in (1), we get
1
y1 = y (0.1) = −1 + ( 0.1 + 2(0.085) + 2(0.0858) + 0.0714 ) = −0.9145
6
1
R – K method (for n = 1) is: y2 = y(0.2) = y1 + ( k1 + 2k2 + 2k3 + k4 ) -------- (2)
6
k1 = hf ( x1 , y1 ) = 0.1 f (0.1, − 0.9145) = 0.1 [(−2)(0.1) + 0.9145)] = 0.0715

 h k   0.1   0.0715  
k2 = hf  x1 + , y1 + 1  = 0.1 f  0.1 +  ,  −0.9145 + 
 2 2  2   2  
= 0.1 f (0.15, − 0.8788) = 0.1((−2)(0.15) + 0.8788) = 0.0579
 h k    0.1   0.0579  
k3 = hf  x2 + , y2 + 2  = 0.1 f 0.1 +   ,  −0.9145 + 
 2 2   2   2  
= 0.1 f (0.15, − 0.8856) = 0.1((−2)(0.15) + 0.8856) = 0.0586
k4 = hf ( x1 + h, y1 + k3 ) = 0.1  0.1 + 0.1, − 0.9145 + 0.0586  = 0.1 f (0.2, − 0.8559)
= 0.1((−2)(0.2) + 0.8559) = 0.0456
Using the values of k1 , k 2 , k 3 and k 4 in (2), we get
1
y2 = y (0.2) = −0.9145 + ( 0.0715 + 2(0.0579) + 2(0.0586) + 0.0456 ) = −0.8562
6
Using Milne’s method to find y(4.4) given that 5 xy + y 2 − 2 = 0 given that
12.
y(4) = 1, y(4.1) = 1.0049, y(4.2) = 1.0097, y(4.3) = 1.0143 .
Solution:
2 − y2
y' = , x 0 = 4, x1 = 4.1, x 2 = 4.2, x 3 = 4.3
5x
x 4 = 4.4, y0 = 1, y1 = 1.0049, y 2 = 1.0097, y3 = 1.0143
2 − y1 2 − (1.0049) 2
2
y ='
1 = = 0.0483
5x1 5(4.1)
2 − y2 2 − (1.0097) 2
2
 y'2 = = = 0.0467
5x 2 5(4.2)
2 − y3 2 − (1.0143) 2
2
y = '
3 = = 0.0452
5x 3 5(4.3)
By Milne’s predictor formula
4h 4(0.1)
y 4,p = y0 +  2y1' − y '2 + 2y3'  = 1 + 2(0.0483) − 0.0467 + 2(0.0452)  = 1.01897
3 3
2 − y4 2 − (1.0897) 2
2
y ='
4 = = 0.0437
5x 4 5(4.4)
By Milne’s corrector formula

8
 h 0.1
y4,c = y2 +  y'2 + 4y3' + y'4  = 1.0097 + 0.0467 + 4(0.0452) + 0.0437 = 1.01874
3 3
 y4 = y(4.4) = 1.01874
dy 2
13. Given dx = x − y , y(0) = 0 , y(0.2) = 0.02, y(0.4) = 0.0795 and y(0.6) = 0.1762. Compute y(1)
using Milne’s Method.
Solution:
dy
= x − y 2 = f ( x, y )
dx
To find y(0.8):
Given:
x0 = 0, y0 = 0 ;
x1 = 0.2, y1 = 0.02 and y1 = x1 − y12 = 0.2 − (0.02)2 = 0.1996
x2 = 0.4, y2 = 0.0795 and y2 = x2 − y22 = 0.4 − (0.0795)2 = 0.3937 ;
x3 = 0.6, y3 = 0.1762 and y3 = x3 − y32 = 0.6 − (0.1762)2 = 0.56895
To Find : y4 = y( x4 ) = y(0.8)
Predictor Method
4h
y 4,p = y0 +  2y1' − y '2 + 2y3'  = 0 + 4(0.2) (2  0.1996) − 0.3937 2 + 2  0.56895 = 0.30491
3 3
Now we compute  y4 = y4 = x 4 − y4 = 0.8 − (0.30491)2 = 0.7070
' 2

Corrector Method
h 0.2
y 4,c = y 2 +  y '2 + 4y3' + y '4  = 0.0795 + 0.3937 + 4  0.56895 + 0.7070 = 0.3046
3 3
Finding y(1.0)
Given:
x = 0.2, y = 0.02 and y  = 0.1996 ;
1 1 1

x2 = 0.4, y2 = 0.0795 and y2 = 0.3937

x3 = 0.6, y3 = 0.1762 and y3 = 0.56895 ;
x4 = 0.8, y4 = 0.3046 and y4 = 0.7072
To Find : y5 = y ( x5 ) = y (1.0)
Predictor Method
y 4,p = y0 +
4h
 2y1' − y '2 + 2y3'  = 0.02 +
4(0.2)
(2  0.3937) − 0.56895+ 2  0.7072
3 3
= 0.45544
Now we compute  y4' = y4 = x4 − y4 = 1.0 − (0.45544)2 = 0.7926
2

Corrector Method
h 0.2
y 4,c = y 2 +  y '2 + 4y3' + y '4  = 0.56895 + 0.56895 + 4  0.7072 + 0.7926 = 0.4556
3 3

dy 2 2
If =x +y , y(0)=1 find y(0.1) ,y(0.2) and y(0.3) by Taylor’s series method. Hence find
14. dx
y(0.4) by Milne’s Predictor – Corrector method.
Solution:

9
 x0 = 0, y0 = 1, h = 0.1 and y = x 2 + y 2
Given: h  h 2 
y1 = y0 + y0 + y0 + ... ...
1! 2!
y = x 2 + y 2 y0 = 1 y1 = 1.2454y 2 = 1.61001
y(x) = 2x + 2 yy y 0 = 2 y1 = 2.9685y 2 = 4.4347
y(x) = 2+2 ( yy+yy ) y 0 = 8 y1 = 12.235y 2 = 18.2976
yiv (x) = 2 ( yy + yy + 2 yy ) y0 = 40y1 = 49.3802y 2 = 88.6933
iv iv iv

(0.1) 2 (0.1)3 (0.1) 4

y (0.1) = 1 + (0.1)(1) + (2) + (8) + (40)
2 6 24
= 1 + 0.1 + 0.01 + 0.00133 + 0.000167 = 1.1115
x1 = 0.1, y1 = 1.1115, h = 0.1 and y  = x 2 + y 2
h  h 2 
y2 = y1 + y1 + y1 + ... ...
1! 2!
(0.1) 2 (0.1)3 (0.1) 4
= 1.1115 + (0.1)(1.2454) + (2.9685) + (12.235) + (49.3802)
2 6 24
= 1.1115 + 0.1245 + 0.0148 + 0.002039 + 0.0002058
y (0.2) = 1.2530
x2 = 0.2, y2 = 1.2530, h = 0.1 and y = x 2 + y 2
h  h 2 
y3 = y2 + y2 + y2 + ... ...
1! 2!
(0.1) 2 (0.1)3 (0.1) 4
= 1.2530 + (0.1)(1.61001) + (4.4347) + (18.2976) + (88.6933)
2 6 24
= 1.2530 + 0.161001 + 0.02217 + 0.0030496 + 0.0003696
y (0.3) = 1.4396
By Milne’s Predictor formula
4h  
y4, p = y0 + 2 y1 − y2 + 2 y3 
3  
4(0.1)
= 1+  2(1.2454) − 1.610009 + 2(2.1624)
3
= 1.6941
By Milne’s Corrector formula
y4,c = y2 +  y2 + 4 y3 + y4 
h
3  
0.1
= 1.253 + 1.610009 + 4(2.1624) + 3.0299
3
= 1.6960
dy
15. Using Taylor’s series method, solve dx = xy + y , y(0) = 1 at x = 0.1, 0.2, 0.3. Continue the
2

solution at x=0.4 by Milne’s Predictor – Corrector method.

Solution:
To find y1 = y(0.1) by Taylor’s method:
Given x0 = 0, y0 = 1, h = 0.1 and y = xy + y2

10
 h h2 h3
Taylor’s series expansion is y n +1 = y n + yn + yn + yn + ...... .
1! 2! 3!
h h2 h3
For n = 0 , y1 = y0 + y0 + y0 + y0 + ....... → (1)
1 ! 2 ! 3 !
h h2 h3
For n =1 , y2 = y1 + y1 + y1 + y1+ ....... → (2)
1 ! 2 ! 3 !
h h2 h3
For n = 3 , y3 = y 2 + y2 + y2 + y2 + ....... → (3)
1 ! 2 ! 3 !
At (x 0 , y0 ) = (0,1)
y = xy + y 2 y0' = 1
y'' = xy '+ y + 2yy ' y''0 = 3
y''' = xy ''+ 2y '+ 2yy ''+ 2(y ') 2 y0''' = 10

Putting the values in (1)

y1 = y(0.1) = 1.1167
To find y2 = y(0.2): x1 = 0.1, y1 = 1.1167
At (x1 , y1 ) = (0.1,1.1167)
y = xy + y 2 y1' = 1.3585
y'' = xy '+ y + 2yy ' y1'' = 4.2865
y''' = xy ''+ 2y '+ 2yy ''+ 2(y ')2 y1''' = 16.4102
Putting the values in (2)
Y2 = y(0.2) = 1.27668
To find y3 = y(0.3):
At (x 2 , y 2 ) = (0.2,1.27668)
y = xy + y 2
y'2 = 1.8852
y'' = xy '+ y + 2yy ' y ''2 = 6.4674
y''' = xy ''+ 2y '+ 2yy ''+ 2(y ') 2 y '''2 = 28.6855
Putting the values in (3)
Y3 = y(0.3) = 1.5023
To find y4 = y(0.4) by Milne’s method:
y = xy + y 2 x 0 = 4, x1 = 0.1, x 2 = 0.2, x 3 = 0.3
x 4 = 0.4, y0 = 1, y1 = 1.1167, y 2 = 1.27668, y3 = 1.5023
Substituting these values, y0 = 1, y1' = 1.3585, y '2 = 1.8852, y3' = 2.7076
By Milne’s predictor formula
4h
y 4,p = y0 +  2y1' − y'2 + 2y3'  = 1.8329
3
By Pr edictor formula y 4 = 1.8142
 y'4 = x 4 y 4 + y 42 = 4.0927
By Milne’s corrector formula
h
y4,c = y2 +  y'2 + 4y3' + y'4  = 1.8369
3
 y4 = y(0.4) = 1.8369

11
 dy y 2 − x 2
16. If = , y(0) = 1 find y(0.2) ,y(0.4) and y(0.6) by Runge-Kutta method. Hence find
dx y 2 + x 2
y(0.8) by Milne’s Predictor – Corrector method.
Solution:
y2 − x 2
Given: x 0 = 0, y 0 = 1, h = 0.2 and f ( x, y) = 2
y + x2
To find y1 = y(0.2) :
R – K method (for n = 0) is: y1 = y(0.2) = y 0 + (k 1 + 2k 2 + 2k 3 + k 4 )
1
-------- (2)
6
k 1 = hf ( x 0 , y 0 ) = 0.2  f (0,1) = 0.2
 k 
k 2 = hf  x 0 + , y 0 + 1  = 0.2  f (0.1,1.1)
h
= 0.19672
 2 2
 k 
k 3 = hf  x 0 + , y 0 + 2  = 0.2  f (0.1,1.0936) = 0.1967
h
 2 2 
k 4 = hf (x 0 + h, y 0 + k 3 ) = 0.2  f (0.2,1.1967) = 0.1891
Using the values of k1 , k 2 , k 3 and k 4 in (2), we get

y1 = y (0.2) = 1 + (0.2 + 2(0.19672) + 2(0.1967) + 0.1891)

1
6
= 1+0.19599 = 1.19599
Hence the required approximate value of y is 1.19599.
To find y 2 = y(0.4) :
We have x1 = 0.1, y1 = 1.19599and h = 0.2
R – K method (for n = 1) is: y 2 = y(0.4) = y1 + (k 1 + 2k 2 + 2k 3 + k 4 )
1
-------- (3)
6
k1 = hf (x1 , y1 ) = 0.2  f (0.2, 1.19599) = 0.1891
 k 
k 2 = hf  x1 + , y1 + 1  = 0.2  f (0.3, 1.2906)
h
= 0.1795
 2 2
 k 
k 3 = hf  x1 + , y1 + 2  = 0.2  f (0.3, 1.2858)
h
= 0.1793
 2 2 
k 4 = hf (x 1 + h, y1 + k 3 ) = 0.2  f (0.4, 1.3753) = 0.1688
Using the values of k1 , k 2 , k 3 and k 4 in (3), we get

y 2 = y(0.4) = 1.19599 + (0.1891+ 2(0.1795) + 2(0.1793) + 0.1688)

1
6
= 1.19599 + 0.1792 = 1.37519
Hence the required approximate value of y is 1.37519.
To find y3 = y (0.6) :
We have x2 = 0.4, y2 = 1.3751 and h = 0.2
1
R – K method (for n = 2) is: y3 = y (0.6) = y2 + ( k1 + 2k2 + 2k3 + k4 ) -------- (3)
6
k1 = hf ( x2 , y2 ) = 0.2  f (0.4, 1.3751) = 0.1688
 h k 
k2 = hf  x2 + , y2 + 1  = 0.2  f ( 0.5, 1.4595) = 0.1579
 2 2
 h k 
k3 = hf  x2 + , y2 + 2  = 0.2  f ( 0.5, 1.4541) = 0.1577
 2 2

12
 k4 = hf ( x2 + h, y2 + k3 ) = 0.2  f ( 0.6, 1.5328) = 0.1468
Using the values of k1 , k 2 , k 3 and k 4 in (3), we get
1
y3 = y (0.6) = 1.3751 + ( 0.1688 + 2(0.1579) + 2(0.1577) + 0.1468 )
6
= 1.5329
Hence the required approximate value of y is 1.5329.
By Milne’s Predictor formula
4h  
y4, p = y0 + 2 y1 − y2 + 2 y3 
3  
4(0.2)
= 1+  2(0.94559) − 0.84397 + 2(0.7343)
3
= 1.6709
By Milne’s Corrector formula
y4,c = y2 +  y2 + 4 y3 + y4 
h
3  
0.2
= 1.37519 + 0.84397 + 4(0.7343) + 0.62702
3
= 1.6691
dy
17. Consider the initial value problem dx = y − x , y(0) = 1
2

a. Find y(0.1) and y(0.2) by R.K.Method of order 4

b. Find y(0.3) by Euler’s method
c. Find y(0.4) by Milne’s predictor-corrector method
Solution:
dy
Given = y − x2
dx
x0 = 0, y0 = 1, h = 0.1, f ( x, y ) = y − x 2

To find y(0.1) = y1 by R-K method:

1
R – K method (for n = 0) is: y1 = y(0.1) = y 0 + ( k1 + 2k 2 + 2k 3 + k 4 ) -------- (2)
6
k1 = hf (x0 , y0 ) = (0.1)f (0,1) = (0.1)(1 − 02 ) = 0.1
 h k 
k 2 = hf  x 0 + , y0 + 1  = 0.10475
 2 2
 h k 
k 3 = hf  x 0 + , y0 + 2  = 0.1049875
 2 2 
k 4 = hf ( x 0 + h, y0 + k 3 ) = 0.10949875
Using the values of k1 , k 2 , k 3 and k 4 in (2), we get
1
y1 = y(0.2) = 1 + (0.1 + 2(0.10475) + 2(0.1049875) + 0.10949875) = 1 + 0.10483 = 1.10483
6
To find y2 = y(0.2) by 4thRunge-kutta method:

13
 dy
= y − x 2 = f ( x, y )
dx
x1 = 0.1, y1 = 1.10483, h = 0.1
K1 = hf ( x1 , y1 ) = ( 0.1)  y1 − x 2  = ( 0.1) 1.10483 − ( 0.1) 
2
 
= 0.109483
 h k 
K 2 = hf  x1 + , y1 + 1  = 0.11371
 2 2

 h k   0.1 0.11371
K3 = hf  x1 + , y1 + 1  = ( 0.1) f 0.1 + ,1.10483 + = 0.11392
 2 2  2 2 

K 4 = hf ( x1 + h, y1 + k3 ) = ( 0.1) f 0.1 + 0.1,1.10483 + 0.11392 = 0.117875

1
y =  k1 + 2k2 + 2k3 + k4  = 0.11377
6
y2 = y ( 0.2 ) = y1 + y = 1.10483 + 0.11377 = 1.2186
 y2 = 1.2186
To find y3 = y(0.3) by Euler’s method:
Euler’s Formula is y n+1 = y n + h f(x n , y n ), n = 0,1,2,3,
Put n = 2 we get, y3 = y2 + hf (x 2 , y2 )
y3 = y(0.3) = 01.2186 + 0.1(1.2186 − (0.2)2 ) = 1.33646
To find y4 = y(0.4) by Milne’s method:
y = y − x 2 x 0 = 0, x1 = 0.1, x 2 = 0.2, x 3 = 0.3
x 4 = 0.4, y 0 = 1, y1 = 1.10483, y 2 = 1.2186, y 3 = 1.33646
Substituting these values, y '0 = 1, y1' = 1.09483, y '2 = 1.1786, y3' = 1.24646
By Milne’s predictor formula
4h
y 4,p = y0 +  2y1' − y'2 + 2y3'  = 1.467197
3
By Pr edictor formula y 4 = 1.467197
 y'4 = y 4 − x 42 = 0.307197
By Milne’s corrector formula
h
y 4,c = y 2 +  y'2 + 4y3' + y'4  = 1.4343
3
 y 4 = y(0.4) = 1.4343
dy 2
18. Consider the IVP dx = y − x + 1, y(0) = 0.5

a. Using the modified Euler method, find y(0.2)

b. Using R.K.Method of order 4, find y(0.4) and y(0.6)
Solution:
dy
Given = y − x2 + 1
dx
x0 = 0, y0 = 0.5, h = 0.2, f ( x, y ) = y − x 2 + 1

14
 (a) By modified Euler’s method
 1 1 
y1 = y0 + hf  x0 + h, y0 + h f ( x0 , y0 )  − − − −(1)
 2 2 
h 0.2
= y0 + f ( x0 , y0 ) = y0 +  y0 − x02 + 1
2 2
= 0.5 + ( 0.1) 1.5
= 0.65
 0.2 
y1 = 0.5 + 0.2 f  0 + , 0.65  = 0.5 + 0.2 f ( 0.1, 0.65 )
 2 
= 0.5 + 0.2 0.65 − ( 0.1) + 1 = 0.5 + 0.2 0.65 − 0.01 + 1
2
 
= 0.5 + 0.328
= 0.828
 y1 = y ( 0.2 ) = 0.828

(b) 4thRunge-kutta method

dy
= y − x 2 + 1 = f ( x, y )
dx
x1 = 0.2, y1 = 0.828, h = 0.2
K1 = hf ( x1 , y1 ) = ( 0.2 )  y1 − x 2 + 1 = ( 0.2 ) 0.828 − ( 0.2 ) + 1
2
 
= ( 0.2 )  0.828 − 0.04 + 1
= 0.358
 h k   0.2 0.358 
K 2 = hf  x1 + , y1 + 1  = ( 0.2 ) f 0.2 + , 0.828 +
 2 2  2 2 
= ( 0.2 ) f  0.3,1.007  = ( 0.2 ) 1.007 − 0.09 + 1
= 0.383

 h k   0.2 0.383 
K3 = hf  x1 + , y1 + 1  = ( 0.2 ) f 0.2 + 2 , 0.828 + 2 
 2 2

= ( 0.2 ) f 0.3,1.0195 = ( 0.2 ) 1.0195 − 0.09 + 1

= 0.386

K4 = hf ( x1 + h, y1 + k3 ) = ( 0.2 ) f 0.2 + 0.2,0.828 + 0.386

= ( 0.2 ) 1.214 − 0.16 + 1 = 0.4108

= 0.411

15
 1 1
y =  k1 + 2k2 + 2k3 + k4  = 0.358 + 2 ( 0.383) + 2 ( 0.386 ) + 0.411
6 6
1
= 0.358 + 0.766 + .772 + 0.411
6
= 0.385
y2 = y ( 0.4 ) = 0.828 + y = 0.828 + 0.385
= 1.213

Now x2 = 0.4, y2 = 1.213, h = 0.2 y3 = ?

K1 = hf ( x2 , y2 ) = ( 0.2 ) f  0.4,1.213 = ( 0.2 ) 1.213 − 0.16 + 1

= ( 0.2 ) 1.213 − 0.16 + 1
= 0.411

 h k   0.2 0.411
K 2 = hf  x2 + , y2 + 1  = ( 0.2 ) f 0.4 + ,1.213 +
 2 2  2 2 
= ( 0.2 ) f  0.5,14185 = ( 0.2 ) 1.4185 − 0.25 + 1
= 0.4337
 h k   0.2 0.4337 
K 3 = hf  x2 + , y2 + 2  = ( 0.2 ) f 0.4 + ,1.213 +
 2 2  2 2 
= ( 0.2 ) f  0.5,1.4298 = ( 0.2 ) 1.4298 − 0.25 + 1
= 0.436
K 4 = hf ( x2 + h, y2 + k3 ) = ( 0.2 ) f  0.4 + 0.2,1.213 + 0.436 
= ( 0.2 ) 1.649,1.649 = ( 0.2 ) 1.649 − 0.36 + 1
= 0.458
1 1
y =  k1 + 2k2 + 2k3 + k4  = 0.411 + 2 ( 0.4337 ) + 2 ( 0.436 ) + 0.458
6 6
1
=  0.411 + .8674 + .872 + 0.458
6
= 0.4347
y3 = y ( 0.6 ) = y2 + y
= 1.213 + 0.4347
= 1.6477
19. dy
Given = x 2 ( 1 + y ) , y(1) = 1, y(1.1) = 1.233, y(1.2) = 1.548, y(1.3) = 1.979 .
dx
Evaluate y (1.4) by Adam’s – Bashforth method
Solution:
Given:
x0 = 1, y 0 = 1 ; x1 = 1.1, y1 = 1.233 ; x2 = 1.2, y 2 = 1.548 ; x3 = 1.3, y3 = 1.979
y0' = 2 , y1' = 2.70193 , y2' = 3.66912 and y3' = 5.03451

To Find y 4 = y(x4 ) = y(1.4) :

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 Predictor Method
y4 , P = y(1.4) = y3 +
h
55 y3 − 59 y2 + 37 y1 − 9 y0 
24
(0.1)
= 1.979 + (55  5.03451) − (59  3.66912) + (37  2.70193) − (9  2) = 2.57229
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Now we compute y 4 , p = 7.0017

Corrector Method
y 4,C = y (1.4) = y 3 +
h
9 y 4 + 19 y3 − 5 y 2 + y1 
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= 1.979 +
0.1
(9  7.0017) + (19  5.03451) − (5  3.66912) + 2.70193 = 2.57495
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20. Using Adam’s – Bashforth method, find y(4.4) given that 5 xy + y 2 − 2 = 0 given that

y(4) = 1, y(4.1) = 1.0049, y(4.2) = 1.0097, y(4.3) = 1.0143 .

Solution:
2 − y2
y' = , x 0 = 4, x1 = 4.1, x 2 = 4.2, x 3 = 4.3
5x
x 4 = 4.4, y0 = 1, y1 = 1.0049, y 2 = 1.0097, y3 = 1.0143
Substituting these values, y1' = 0.0493, y '2 = 0.0467, y3' = 0.0452
By Adam’s Bashforth predictor formula
h
y 4 , p = y3 + 55y3' − 59y '2 + 37y1' − 9y0'  = 1.0186
24
 y 4 = 0.0437
'

By Adam’s Bashforth corrector formula

h
y 4 , c = y3 + 9y'4 + 19y3' − 5y '2 + y1'  = 1.0187
24
 y 4 = y(4.4) = 1.0187

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