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numerical statistical methods

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numerical statistical methods

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valluri.surya393
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© © All Rights Reserved
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Numerical Differentiation: The process of calculating the value of derivative of the function at some

value 𝑥 of from the given set of values is called numerical differentiation.

Consider the function 𝑦 = 𝑓(𝑥) which is tabulated for the values 𝑦1 , 𝑦2 , 𝑦3 , … … … 𝑦𝑛 corresponding to
equally spaced values 𝑥1 , 𝑥2 , 𝑥3 , … … … 𝑥𝑛 respectively.

Derivatives using Forward difference formula:

𝑑𝑦 1 1 1 1 1
( ) = [𝛥𝑦0 − 𝛥2 𝑦0 + 𝛥3 𝑦0 − 𝛥4 𝑦0 + 𝛥5 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 = 𝑥0 ℎ 2 3 4 5

𝑑2 𝑦 1 11 4 5 137 6
( 2) = 2 [Δ2 𝑦0 − Δ3 𝑦0 + Δ 𝑦0 − Δ5 𝑦0 + Δ 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 = 𝑥 ℎ 12 6 180
0

Derivatives using Backward difference formula:

𝑑𝑦 1 1 1 1 1
( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 + ∇5 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =𝑥𝑛 ℎ 2 3 4 5

𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇ 𝑦𝑛 + ∇5 𝑦𝑛 + ∇ 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 = 𝑥 ℎ 12 6 180
𝑛

Problem: The following table gives velocity of a particle for 20 seconds at an interval of 5

seconds. Find the initial acceleration.


Time, t(sec) 0 5 10 15 20
Velocity, v (m/sec) 0 3 14 69 228

Solution: The difference table for the given data is given below:

𝑡 𝑣 ∆ 𝛥2 𝛥3 𝛥4
𝒙𝟎 0 𝒚𝟎 0
3
𝒙𝟏 5 𝑦1 3 8
11 36
𝒙𝟐 10 𝒚𝟐 14 44 24
55 60
𝒙𝟑 15 𝒚𝟑 69 104
159
𝒙𝟒 20 𝒚𝟒 228

K.KIRAN KUMAR 1
Initial acceleration at 𝒕 = 𝟎 i. e. (𝒂)𝒕 =𝟎 using forward formula is given by,

𝑑𝑣 1 1 1 1 1
( ) = [𝛥𝑣0 − 𝛥2 𝑣0 + 𝛥3 𝑣0 − 𝛥4 𝑣0 + 𝛥5 𝑣0 − ⋯ ⋯ ⋯ ]
𝑑𝑡 𝑡 =0 ℎ 2 3 4 5

1 1 1 1
= [3 − (8) + (36) − (24)]
5 2 3 4

1
= [3 − 4 + 12 − 6] = 1 𝑚/𝑠𝑒𝑐 2
5

Problem: Find 𝑦 ′ (0) and 𝑦 ′′ (0) from the following data.


x 0 1 2 3 4 5
y 4 8 15 7 6 2

Solution: The difference table for the given data is given below:

𝑡 𝑣 ∆ ∆2 ∆3 ∆4 ∆5
𝒙𝟎 0 𝒚𝟎 𝟒
4
𝒙𝟏 1 𝑦1 8 3
7 -18
𝒙𝟐 2 𝒚𝟐 15 -15 40
-8 22 -72
𝒙𝟑 3 𝒚𝟑 7 7 -32
-1 -10
𝒙𝟒 4 𝒚𝟒 6 -3
-4
𝒙𝟓 5 𝒚𝟒 2

𝑑𝑦 1 1 1 1 1
( ) = [𝛥𝑦0 − 𝛥2 𝑦0 + 𝛥3 𝑦0 − 𝛥4 𝑦0 + 𝛥5 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =0 ℎ 2 3 4 5

1 1 1 1 1
= [4 − (3) + (−18) − (40) + (−72)]
1 2 3 4 5

= 4 − 1.5 − 6 − 10 − 14.5 = −28

𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [Δ2 𝑦0 − Δ3 𝑦0 + Δ 𝑦0 − Δ5 𝑦0 + Δ 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =0 ℎ 12 6 180

1 11 5
= [3 − (−18) + (40) − (−72)]
12 12 6

= 3 + 18 + 36.67 + 60 = 117.67

K.KIRAN KUMAR 2
𝑑𝑦 𝑑2 𝑦
Problem: Find 𝑑𝑥 and at 𝑥 = 1.1 and 1.6 from the following data.
𝑑𝑥 2

x 1 1.1 1.2 1.3 1.4 1.5 1.6


y 7.989 8.403 8.781 9.129 9.451 9.75 10.031

Solution: The difference table for the given data is given below:

𝑑𝑦 1 1 1 1 1
( ) = [𝛥𝑦0 − 𝛥2 𝑦0 + 𝛥3 𝑦0 − 𝛥4 𝑦0 + 𝛥5 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.1 ℎ 2 3 4 5

1 1 1 1 1
= [0.378 − (−0.03) + (0.004) − (−0.001) + (0.003)]
0.1 2 3 4 5

= 3.952

𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [Δ2 𝑦0 − Δ3 𝑦0 + Δ 𝑦0 − Δ5 𝑦0 + Δ 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.1 ℎ 12 6 180

1 11 5
= 2
[−0.03 − 0.004 + (−0.001) − (0.003)]
(0.1) 12 6

= −3.74

𝑑𝑦 1 1 1 1 1
( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 + ∇5 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.6 ℎ 2 3 4 5

1 1 1 1 1 1
= [0.281 + (−0.183) + (0.005) + (0.002) + (0.003) (0.002)]
0.1 2 3 4 5 6

= 2.75

K.KIRAN KUMAR 3
𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇ 𝑦𝑛 + ∇5 𝑦𝑛 + ∇ 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.6 ℎ 12 6 180

1 11 5 137
= [−0.018 + 0.005 + (0.002) + (0.003) + (0.002)]
(0.1)2 12 6 180

= −0.715

Numerical Integration: The process of evaluating a definite integral from a set of tabulated values of
the integrand 𝑦 = 𝑓(𝑥) is called numerical integration.

𝑏−𝑎
𝑛 = Number of sub intervals ℎ = Step size 𝑛=

Trapezoidal rule:
𝑏

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 2(𝑦1 + 𝑦2 + 𝑦3 ⋯ ⋯ ⋯ + 𝑦𝑛−1 )]
2
𝑎

Simpson’s ⅓ rd rule (Simpson’s rule): Applicable only when 𝑛 is a multiple of 2.

𝑏

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ⋯ ⋯ ⋯ ) + 2(𝑦2 + 𝑦4 + 𝑦6 ⋯ ⋯ ⋯ )]
3
𝑎

Simpson’s ⅜th rule: Applicable only when 𝑛 is a multiple of 3.

𝑏
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ⋯ ⋯ ⋯ ) + 2(𝑦3 + 𝑦6 + 𝑦9 ⋯ ⋯ ⋯ )]
8
𝑎

6 𝑑𝑥
Problem: Evaluate ∫0 by using Trapezoidal rule, Simpson’s ⅓ rd rule, Simpson’s ⅜th rule
1+𝑥 2

and compare the results with its actual value.


1
Solution: Here 𝑦 = 1+𝑥 2

Divide the interval (0, 6) into 6 sub intervals with step size ℎ = 1

𝑥 0 1 2 3 4 5 6
1
𝑦= 1 0.5 0.2 0.1 0.0588 0.0385 0.027
1 + 𝑥2
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6

K.KIRAN KUMAR 4
By Trapezoidal rule:
6

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
2
0

1
= [(1 + 0.027) + 2(0.5 + 0.2 + 0.1 + 0.0588 + 0.0385)]
2
1
= [2.8216] = 1.4108
2

By Simpson’s ⅓ rd rule:
6

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
3
0

1
= [(1 + 0.027) + 4(0.5 + 0.1 + 0.0385) + 2(0.2 + 0.0588)]
3
1
= [4.0986] = 1.3662
3

By Simpson’s ⅜th rule:


6
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
8
0

3
= [ (1 + 0.027) + 3(0.5 + 0.2 + 0.0588 + 0.0385) + 2(0.1)]
8

3
= [ 3.6189] = 1.3571
8

6 1
Also, ∫0 𝑑𝑥 = (tan−1 𝑥)60 = 1.4056
1+𝑥 2

This shows that the value of the integral found by Simpson’s ⅓ rd rule is nearest to the actual value.

2 2
Problem: Use trapezoidal rule to estimate the integral ∫0 𝑒 𝑥 𝑑𝑥 by taking 10 intervals.
2
Solution: Here 𝑦 = 𝑒 𝑥

𝑥 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2


𝑥2 1 1.0408 1.1735 1.4333 1.8964 2.1782 4.2206 7.0993 12.9358 25.5337 54.5981
𝑦=𝑒
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6 𝑦7 𝑦8 𝑦9 𝑦10
Divide the interval (0, 6) into 6 sub intervals with step size ℎ = 1

K.KIRAN KUMAR 5
By Trapezoidal rule:
2

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦10 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 + 𝑦6 + 𝑦7 + 𝑦8 + 𝑦9 )]
2
0

0.2
= [(1 + 54.5981)
2
+ 2(1.0408 + 1.1735 + 1.4333 + 1.8964 + 2.1782 + 4.2206 + 7.0993 + 12.9358 + 25.5337)]

0.2
= [170.621] = 1.7062
2
5.2
Problem: Evaluate ∫4 𝑙𝑜𝑔 𝑥 𝑑𝑥 by using Trapezoidal rule, Simpson’s ⅓ rd rule, Simpson’s ⅜th rule.

Solution: Here 𝑦 = 𝑙𝑜𝑔 𝑥 [Use ln in calculator]

Divide the interval (4, 5.2) into 6 sub intervals with step size ℎ = 0.2

𝑥 4 4.2 4.4 4.6 4.8 5 5.2


𝑦 = 𝑙𝑜𝑔 𝑥 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6
By Trapezoidal rule:
5.2

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
2
4

0.2
= [(1.3863 + 1.6487) + 2(1.4351 + 1.4816 + 1.5261 + 1.5686 + 1.6094)]
2
0.2
= [18.2786] = 1.8277
2

By Simpson’s ⅓ rd rule:
5.2

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
3
4

0.2
= [(1.3863 + 1.6487) + 4(1.4351 + 1.5261 + 1.6094) + 2(1.4816 + 1.5686)]
3
0.2
= [27.4178] = 1.8279
3

By Simpson’s ⅜th rule:


5.2
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
8
4

K.KIRAN KUMAR 6
3(0.2)
= [ (1.3863 + 1.6487) + 3(1.4351 + 1.4816 + 1.5686 + 1.6094) + 2(1.5261)]
8

0.6
= [ 24.3713] = 1.8278
8
0.6 2
Problem: Evaluate ∫0 𝑒 −𝑥 𝑑𝑥 by using Simpson’s rule by taking 7 ordinates.
2
Solution: Here 𝑦 = 𝑒 −𝑥

Divide the interval (0, 0.6) into 6 sub intervals with step size ℎ = 0.1

𝑥 0 0.1 0.2 0.3 0.4 0.5 0.6


2
𝑦 = 𝑒 −𝑥 1 0.99 0.9608 0.9139 0.8521 0.7788 0.6977
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6

By Simpson’s ⅓ rd rule:
0.6

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
3
0

0.1
= [(1 + 0.6977) + 4(0.99 + 0.9139 + 0.7788) + 2(0.9608 + 0.8521)]
3
0.1
= [16.0543] = 0.5351
3
1.4
Problem: Compute ∫0.2 (𝑠𝑖𝑛 𝑥 − 𝑙𝑜𝑔 𝑥 + 𝑒 𝑥 )𝑑𝑥 by using Simpson’s ⅜th rule.

Solution: Here 𝑦 = 𝑠𝑖𝑛 𝑥 − 𝑙𝑜𝑔 𝑥 + 𝑒 𝑥 [Change mode into RAD & Use ln in calculator]

Divide the interval (0.2, 1.4) into 6 sub intervals with step size ℎ = 0.2

𝑥 0.2 0.4 0.6 0.8 1 1.2 1.4


𝑦 3.0295 2.7975 2.8976 3.166 3.5598 4.0698 4.7042
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6
By Simpson’s ⅜th rule:
1.4
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
8
0.2

3(0.2)
= [ (3.0295 + 4.7042) + 3(2.7975 + 2.8976 + 3.5598 + 4.0698) + 2(3.166)]
8

0.6
= [ 54.0398] = 4.05298 ≅ 4.0530
8

K.KIRAN KUMAR 7
Problem: The velocity 𝑣 (𝑘𝑚/𝑚𝑖𝑛) of a moped which starts from rest, is given at fixed intervals of time
𝑡 (𝑚𝑖𝑛) as follows:
𝑡 2 4 6 8 10 12 14 16 18 20
𝑣 10 18 25 29 32 20 11 5 2 0
Estimate approximately the distance covered in 20 minutes.

Solution: Here moped starts from rest. i.e. 𝒗 = 𝟎 𝐚𝐭 𝒕 = 𝟎.

𝑡 0 2 4 6 8 10 12 14 16 18 20
𝑣 0 10 18 25 29 32 20 11 5 2 0
𝑣0 𝑣1 𝑣2 𝑣3 𝑣4 𝑣5 𝑣6 𝑣7 𝑣8 𝑣9 𝑣10
Also, number of sub intervals 𝑛 = 10 is a multiple of 2 and we find distance covered in 20
minutes by using Simpson’s rule.

By Simpson’s ⅓ rd rule:
20

(𝑠)20 = ∫ 𝑣 𝑑𝑡 = [(𝑣0 + 𝑣10 ) + 4(𝑣1 + 𝑣3 + 𝑣5 + 𝑣7 + 𝑣9 ) + 2(𝑣2 + 𝑣4 + 𝑣6 + 𝑣8 )]
3
0

2
= [(0 + 0) + 4(10 + 25 + 32 + 11 + 2) + 2(18 + 29 + 20 + 5)]
3
2
= [464] = 309.3333 𝑘𝑚.
3

Problem: A solid of revolution is formed by rotating about 𝑥 − 𝑎𝑥𝑖𝑠, the area between the 𝑥 − 𝑎𝑥𝑖𝑠, the
lines 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 and a curve through the points with the following co-ordinates:

𝑥 0 0.25 0.5 0.75 1


𝑦 1 0.9898 0.9589 0.9089 0.8415

Estimate the volume of the solid formed using Simpson’s rule.

Solution: 𝑥 0 0.25 0.5 0.75 1


𝑦 1 0.9898 0.9589 0.9089 0.8415
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4

Required volume is
1 1

∫ 𝜋𝑦 𝑑𝑦 = 𝜋 ⋅ ∫ 𝑦 2 𝑑𝑦 = 𝜋 ⋅
2 [(𝑦02 + 𝑦42 ) + 4(𝑦12 + 𝑦32 ) + 2(𝑦22 )]
3
0 0

0.25
=𝜋⋅ [(12 + 0.84152 ) + 4(0.98982 + 0.90892 ) + 2(0.95892 )]
3

K.KIRAN KUMAR 8
0.25
=𝜋 [1 + 0.7081 + 4(0.9797 + 0.9781) + 2(0.9185)] = 309.3333 𝑘𝑚.
3

0.25
=𝜋 [11.3763] = 2.9783
3

𝜋⁄2
Problem: Evaluate ∫0 √𝑐𝑜𝑠 𝜃 𝑑𝜃 using by Simpson’s rule by taking 9 ordinates.

Solution: Here 𝑦 = √𝑐𝑜𝑠 𝜃. [Change mode into RAD in calculator]

𝜋 2𝜋 3𝜋 4𝜋 5𝜋 6𝜋 7𝜋 8𝜋
𝜃 0
16 16 16 16 16 16 16 16
𝑦 = √𝑐𝑜𝑠 𝜃 1 0.9903 0.9612 0.9118 0.8409 0.7454 0.6186 0.4417 0
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6 𝑦7 𝑦8

By Simpson’s ⅓ rd rule:

𝜋⁄2

∫ √𝑐𝑜𝑠 𝜃 𝑑𝜃 = [(𝑦0 + 𝑦8 ) + 4(𝑦1 + 𝑦3 + 𝑦5 + 𝑦7 ) + 2(𝑦2 + 𝑦4 + 𝑦6 )]
3
0

𝜋
(16)
= [(1 + 0) + 4(0.9903 + 0.9918 + 0.7454 + 0.4417) + 2(0.9612 + 0.8409 + 0.6186)]
3
𝜋
= [18.1982] = 1.1911.
48

Numerical Solution of Ordinary Differential Equations:


𝑑𝑦
A differential equation of the form = 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0 is called initial value problem.
𝑑𝑥

𝑑𝑦
Euler’s Method: Consider the differential equation of the form 𝑑𝑥
= 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0

Then the recurrence formula is given by 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉. 𝒇(𝒙𝒏 , 𝒚𝒏 ) for 𝑛 = 0, 1, 2, ⋯ ⋯

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.3) using by Euler’s method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.1

By Euler’s method, 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉. 𝒇(𝒙𝒏 , 𝒚𝒏 ) for 𝑛 = 0, 1, 2, ⋯ ⋯

For 𝑛 = 0 𝑦1 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 ) 𝑥1 = 𝑥0 + ℎ = 0.1

K.KIRAN KUMAR 9
= 1 + (0.1). 𝑓(0 , 1) = 1 + (0.1)(1) = 1.1

For 𝑛 = 1 𝑦2 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 ) 𝑥2 = 𝑥1 + ℎ = 0.2

= 1.1 + (0.1). 𝑓(0.1 , 1.1) = 1.1 + (0.1)(1.2) = 1.22

For 𝑛 = 2 𝑦3 = 𝑦2 + ℎ. 𝑓(𝑥2 , 𝑦2 ) 𝑥3 = 𝑥2 + ℎ = 0.3

= 1.22 + (0.1). 𝑓(0.2 , 1.22) = 1.22 + (0.1)(1.42) = 1.362

∴ 𝑦3 = 𝑦(𝑥3 ) = 𝑦(0.3) = 1.362


𝑑𝑦 𝑦−𝑥
Problem: Solve 𝑑𝑥 = 𝑦+𝑥 ∋ 𝑦(0) = 1 for 𝑦(0.1) using by Euler’s method.

𝑑𝑦 𝑦−𝑥
Solution: Given that 𝑑𝑥 = 𝑦+𝑥 ∋ 𝑦(0) = 1

𝑦−𝑥
Here 𝑓(𝑥, 𝑦) = 𝑦+𝑥 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.05

By Euler’s method, 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉. 𝒇(𝒙𝒏 , 𝒚𝒏 ) for 𝑛 = 0, 1, 2, ⋯ ⋯

For 𝑛 = 0 𝑦1 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 ) 𝑥1 = 𝑥0 + ℎ = 0.05

= 1 + (0.05). 𝑓(0 , 1) = 1 + (0.05)(1) = 1.05

For 𝑛 = 1 𝑦2 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 ) 𝑥2 = 𝑥1 + ℎ = 0.1

= 1.05 + (0.05). 𝑓(0.05 , 1.05) = 1.05 + (0.05)(0.9091) = 1.0955

Modified Euler’s Method:


𝑑𝑦
Consider the differential equation of the form = 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0
𝑑𝑥

To determine 𝑦1 = 𝑦(𝑥1 ) at 𝑥1 = 𝑥0 + ℎ the recurrence formula is given by

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐

Repeat the above procedure until two successive approximations are equal.
 Find 𝒚𝟎𝟏 by Euler’s method given by 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )

To determine 𝑦2 = 𝑦(𝑥2 ) at 𝑥2 = 𝑥1 + ℎ the recurrence formula is given by

K.KIRAN KUMAR 10
𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐

Repeat the above procedure until two successive approximations are equal.

 Find 𝒚𝟎𝟐 by Euler’s method given by 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.2) using by modified Euler’s method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.1

To find 𝑦1 𝑥1 = 𝑥0 + ℎ = 0.1

By Euler’s method 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )


= 1 + (0.1). 𝑓(0 , 1) = 1 + (0.1)(1) = 1.1

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦11 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦10 ) ]
2
0.1
= 1+ [ 𝑓(0 , 1) + 𝑓(0.1 , 1.1) ]
2
0.1
= 1+ [ 1 + 1.2 ] = 1.11
2

For 𝑛 = 1 𝑦12 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦11 ) ]
2
0.1
= 1+ [ 𝑓(0 , 1) + 𝑓(0.1 , 1.11) ]
2
0.1
= 1+ [ 1 + 1.2 1] = 1.1105
2

For 𝑛 = 2 𝑦13 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦12 ) ]
2
0.1
= 1+ [ 𝑓(0 , 1) + 𝑓(0.1 , 1.1105) ]
2
0.1
= 1+ [ 1 + 1.2105 ] = 1.1105
2

∴ 𝑦1 = 𝑦(𝑥1 ) = 𝑦(0.1) = 1.1105 ( ∵ 𝑦13 = 𝑦12 )

K.KIRAN KUMAR 11
To find 𝑦2 𝑥2 = 𝑥1 + ℎ = 0.2

By Euler’s method 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )


= 1.1105 + (0.1). 𝑓(0.1 , 1.1105)
= 1.1105 + (0.1)(1.2105) = 1.2316

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦21 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦20 ) ]
2
0.1
= 1.1105 + [ 𝑓(0.1 , 1.1105) + 𝑓(0.2 , 1.2316) ]
2
0.1
= 1.1105 + [ 1.2105 + 1.4316 ] = 1.2426
2

For 𝑛 = 1 𝑦22 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦21 ) ]
2
0.1
= 1.1105 + [ 𝑓(0.1 , 1.1105) + 𝑓(0.2 , 1.2426) ]
2
0.1
= 1.1105 + [ 1.2105 + 1.4416 ] = 1.2432
2

For 𝑛 = 2 𝑦23 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦22 ) ]
2
0.1
= 1.1105 + [ 𝑓(0.1 , 1.1105) + 𝑓(0.2 , 1.2432) ]
2
0.1
= 1.1105 + [ 1.2105 + 1.4432 ] = 1.2432
2

∴ 𝑦2 = 𝑦(𝑥2 ) = 𝑦(0.2) = 1.2432 ( ∵ 𝑦23 = 𝑦22 )

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑦 + 𝑒 𝑥 ∋ 𝑦(0) = 0 for 𝑦(0.2) and 𝑦(0.4) using by modified Euler’s method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑦 + 𝑒 𝑥 ∋ 𝑦(0) = 0

Here 𝑓(𝑥, 𝑦) = 𝑦 + 𝑒 𝑥 , 𝑥0 = 0 , 𝑦0 = 0 Take ℎ = 0.2

To find 𝑦1 𝑥1 = 𝑥0 + ℎ = 0 + 0.2 = 0.2

By Euler’s method 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )

K.KIRAN KUMAR 12
= 0 + (0.2). 𝑓(0 , 0) = (0.2)(1) = 0.2

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦11 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦10 ) ]
2
0.2
= 0+ [ 𝑓(0 ,0) + 𝑓(0.2 , 0.2) ]
2
0.2
= 0+ [ 1 + 1.4214 ] = 0.2421
2

For 𝑛 = 1 𝑦12 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦11 ) ]
2
0.2
= 0+ [ 𝑓(0 , 0) + 𝑓(0.2 , 0.2421) ]
2
0.2
= 0+ [ 1 + 1.4635] = 0.2464
2

For 𝑛 = 2 𝑦13 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦12 ) ]
2
0.2
= 0+ [ 𝑓(0 , 0) + 𝑓(0.2 , 0.2464) ]
2
0.2
= 0+ [ 1 + 1.4678 ] = 0.2468
2


For 𝑛 = 3 𝑦14 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦13 ) ]
2
0.2
= 0+ [ 𝑓(0 , 0) + 𝑓(0.2 , 0.2468) ]
2
0.2
= 0+ [ 1 + 1.4682 ] = 0.2468
2

∴ 𝑦1 = 𝑦(𝑥1 ) = 𝑦(0.2) = 0.2468 ( ∵ 𝑦13 = 𝑦14 )

To find 𝑦2 𝑥2 = 𝑥1 + ℎ = 0.2 + 0.2 = 0.4

By Euler’s method 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )


= 0.2468 + (0.2). 𝑓(0.2 , 0.2468)
= 0.2468 + (0.2)(1.1468) = 0.5404

By modified Euler’s method,

K.KIRAN KUMAR 13
𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦21 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦20 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.5404) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0322 ] = 0.5968
2

For 𝑛 = 1 𝑦22 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦21 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.5968) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0886 ] = 0.6025
2

For 𝑛 = 2 𝑦23 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦22 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.6025) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0943 ] = 0.6031
2


For 𝑛 = 3 𝑦24 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦23 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.6031) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0949 ] = 0.6031
2

∴ 𝑦2 = 𝑦(𝑥2 ) = 𝑦(0.4) = 0.6031 ( ∵ 𝑦23 = 𝑦24 )

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 2 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.1) using by modified Euler’s method taking step size
0.05
𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 2 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Here ℎ = 0.05

To find 𝑦1 𝑥1 = 𝑥0 + ℎ = 0.05

By Euler’s method 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )


= 1 + (0.05). 𝑓(0 , 1) = 1 + (0.05)(1) = 1.05

K.KIRAN KUMAR 14
By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦11 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦10 ) ]
2
0.05
= 1+ [ 𝑓(0 , 1) + 𝑓(0.05 , 1.05) ]
2
0.05
= 1+ [ 1 + 1.0525 ] = 1.0513
2

For 𝑛 = 1 𝑦12 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦11 ) ]
2
0.05
= 1+ [ 𝑓(0 , 1) + 𝑓(0.05 , 1.0513) ]
2
0.05
= 1+ [ 1 + 1.0538 ] = 1.0513
2

∴ 𝑦1 = 𝑦(𝑥1 ) = 𝑦(0.05) = 1.0513 ( ∵ 𝑦12 = 𝑦11 )

To find 𝑦2 𝑥2 = 𝑥1 + ℎ = 0.05 + 0.05 = 0.1

By Euler’s method 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )


= 1.0513 + (0.05). 𝑓(0.05 , 1.0513)
= 1.0513 + (0.05)(1.0538) = 1.104

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦21 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦20 ) ]
2
0.05
= 1.0513 + [ 𝑓(0.05 , 1.0513) + 𝑓(0.1 , 1.104) ]
2
0.05
= 1.0513 + [ 1.0538 + 1.114 ] = 1.1055
2

For 𝑛 = 1 𝑦22 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦21 ) ]
2
0.05
= 1.0513 + [ 𝑓(0.05 , 1.0513) + 𝑓(0.1 , 1.1055) ]
2
0.05
= 1.0513 + [ 1.0538 + 1.1155 ] = 1.1055
2

K.KIRAN KUMAR 15
∴ 𝑦2 = 𝑦(𝑥2 ) = 𝑦(0.1) = 1.1055 ( ∵ 𝑦22 = 𝑦21 )

Runge-Kutta 4th order Method (or) R-K Method:


𝑑𝑦
Consider the differential equation of the form 𝑑𝑥 = 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0

To determine 𝑦1 = 𝑦(𝑥1 ) at 𝑥1 = 𝑥0 + ℎ we proceed as follows:

Compute 𝒌𝟏 = 𝒉. 𝒇(𝒙𝟎 , 𝒚𝟎 )

𝒉 𝒌𝟏
𝒌𝟐 = 𝒉. 𝒇 (𝒙𝟎 + , 𝒚𝟎 + )
𝟐 𝟐

𝒉 𝒌𝟐
𝒌𝟑 = 𝒉. 𝒇 (𝒙𝟎 + , 𝒚𝟎 + )
𝟐 𝟐

𝒌𝟒 = 𝒉. 𝒇(𝒙𝟎 + 𝒉 , 𝒚𝟎 + 𝒌𝟑 )
𝟏
𝒌 = (𝒌𝟏 + 𝟐𝒌𝟐 + 𝟐𝒌𝟑 + 𝒌𝟒 )
𝟔

∴ 𝑦1 = 𝑦0 + 𝑘
𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.2) using by R-K method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.2

Then 𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.2). 𝑓(0 , 1) = (0.2). (1) = 0.2

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.2
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.1) = (0.2). (1.2) = 0.24
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.24
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.12) = (0.2). (1.22) = 0.244

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.2). 𝑓(0 + 0.2 , 1 + 0.244)
= (0.2). 𝑓(0.2 , 1.244) = (0.2). (1.444) = 0.2888

K.KIRAN KUMAR 16
1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.2 + 0.48 + 0.488 + 0.2888) = (1.4568) = 0.2428
6 6

∴ 𝑦1 = 𝑦0 + 𝑘 = 1 + 0.2428 = 1.2428

𝑑𝑦 𝑦 2 −𝑥2
Problem: Solve 𝑑𝑥 = ∋ 𝑦(0) = 1 for 𝑦(0.2) and 𝑦(0.4) using by R-K method.
𝑦 2 +𝑥 2

𝑑𝑦 𝑦 2 −𝑥 2
Solution: Given that = ∋ 𝑦(0) = 1
𝑑𝑥 𝑦 2 +𝑥2

𝑦 2 −𝑥 2
Here 𝑓(𝑥, 𝑦) = , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.2
𝑦 2 +𝑥 2
𝑥1 = 𝑥0 + ℎ = 0 + 0.2 = 0.2
𝑥2 = 𝑥1 + ℎ = 0.2 + 0.2 = 0.4
To find 𝑦1
𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.2). 𝑓(0 , 1) = (0.2). (1) = 0.2

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.2
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.1) = (0.2). (0.9836) = 0.1967
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.1987
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.0984) = (0.2). (0.9836) = 0.1967

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.2). 𝑓(0 + 0.2 , 1 + 0.1967)
= (0.2). 𝑓(0.2 , 1.1967) = (0.2). (0.9457) = 0.1891

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.2 + 0.3934 + 0.3934 + 0.1891) = (1.1759) = 0.1959
6 6

∴ 𝑦1 = 𝑦(0.2) = 𝑦0 + 𝑘 = 1 + 0.1959 = 1.1959

K.KIRAN KUMAR 17
To find 𝑦2

𝑘1 = ℎ. 𝑓(𝑥1 , 𝑦1 ) = (0.2). 𝑓(0.2 , 1.1959) = (0.2). (0.9456) = 0.1891

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.2 0.1891
= (0.2). 𝑓 (0.2 + , 1.1959 + )
2 2
= (0.2). 𝑓(0.3 , 1.2904) = (0.2). (0.8974) = 0.1795
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.2 0.1795
= (0.2). 𝑓 (0.2 + , 1.1959 + )
2 2
= (0.2). 𝑓(0.3 , 1.2857) = (0.2). (0.8967) = 0.1793

𝑘4 = ℎ. 𝑓(𝑥1 + ℎ , 𝑦1 + 𝑘3 )
= (0.2). 𝑓(0.2 + 0.2 , 1.1959 + 0.1793)
= (0.2). 𝑓(0.4 , 1.3752) = (0.2). (0.844) = 0.1688

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.1891 + 0.359 + 0.3586 + 0.1688) = (1.0755) = 0.1793
6 6

∴ 𝑦2 = 𝑦1 + 𝑘 = 1.1959 + 0.1793 = 1.3752

𝑑𝑦
Problem: Apply R-K method to find an approximate value of 𝑦(0.2) insteps of 0.1 if = 𝑥 + 𝑦2
𝑑𝑥
given 𝑦 = 1 at 𝑥 = 0.
𝑑𝑦
Solution: Given that = 𝑥 + 𝑦 2 ∋ 𝑦(0) = 1
𝑑𝑥

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 2 , 𝑥0 = 0 , 𝑦0 = 1 Here ℎ = 0.1


𝑥1 = 𝑥0 + ℎ = 0 + 0.1 = 0.1
𝑥2 = 𝑥1 + ℎ = 0.1 + 0.1 = 0.2
To find 𝑦1
𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.1). 𝑓(0 , 1) = (0.1). (1) = 0.1

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0.1
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1.05) = (0.1). (1.1525) = 0.1153

K.KIRAN KUMAR 18
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0.1153
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1.0576) = (0.1). (1.1685) = 0.1169

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.1). 𝑓(0 + 0.1 , 1 + 0.1169)
= (0.1). 𝑓(0.1 , 1.1169) = (0.1). (1.3475) = 0.1348

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.1 + 0.2306 + 0.2338 + 0.1348) = (0.6992) = 0.1165
6 6

∴ 𝑦1 = 𝑦0 + 𝑘 = 1 + 0.1165 = 1.1165

To find 𝑦2

𝑘1 = ℎ. 𝑓(𝑥1 , 𝑦1 ) = (0.1). 𝑓(0.1 , 1.1165) = (0.1). (1.3465) = 0.1347

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.1347
= (0.1). 𝑓 (0.1 + , 1.1165 + )
2 2
= (0.1). 𝑓(0.15 , 1.1839) = (0.1). (1.5516) = 0.1552
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.1552
= (0.1). 𝑓 (0.1 + , 1.1165 + )
2 2
= (0.1). 𝑓(0.15 , 1.1941) = (0.1). (1.5759) = 0.1576

𝑘4 = ℎ. 𝑓(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

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.1347 + 0.3104 + 0.3152 + 0.1823) = (0.9426) = 0.1571
6 6

∴ 𝑦2 = 𝑦1 + 𝑘 = 1.1165 + 0.1571 = 1.2736

K.KIRAN KUMAR 19
𝑑𝑦
Problem: Apply R-K method to find an approximate value of 𝑦(0.2) insteps of 0.1 if = 𝑥 + 𝑥2𝑦
𝑑𝑥
given 𝑦 = 1 at 𝑥 = 0.
𝑑𝑦
Solution: Given that = 𝑥 + 𝑥 2 𝑦 ∋ 𝑦(0) = 1
𝑑𝑥

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑥 2 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Here ℎ = 0.1


𝑥1 = 𝑥0 + ℎ = 0 + 0.1 = 0.1
𝑥2 = 𝑥1 + ℎ = 0.1 + 0.1 = 0.2
To find 𝑦1
𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.1). 𝑓(0 , 1) = (0.1). (0) = 0

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1) = (0.1). (0.0525) = 0.0053
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0.0053
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1.0026) = (0.1). (0.0525) = 0.0053

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.1). 𝑓(0 + 0.1 , 1 + 0.0053)
= (0.1). 𝑓(0.1 , 1.0053) = (0.1). (0.1101) = 0.011

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0 + 0.0106 + 0.0106 + 0.011) = (0.0322) = 0.0054
6 6

∴ 𝑦1 = 𝑦0 + 𝑘 = 1 + 0.0054 = 1.0054

To find 𝑦2

𝑘1 = ℎ. 𝑓(𝑥1 , 𝑦1 ) = (0.1). 𝑓(0.1 , 1.0054) = (0.1). (0.1101) = 0.011

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.011
= (0.1). 𝑓 (0.1 + , 1.0054 + )
2 2
= (0.1). 𝑓(0.15 , 1.0109) = (0.1). (0.1849) = 0.0185

K.KIRAN KUMAR 20
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.0185
= (0.1). 𝑓 (0.1 + , 1.0054 + )
2 2
= (0.1). 𝑓(0.15 , 1.0147) = (0.1). (0.1728) = 0.0173

𝑘4 = ℎ. 𝑓(𝑥1 + ℎ , 𝑦1 + 𝑘3 )
= (0.1). 𝑓(0.1 + 0.1 , 1.0054 + 0.0173)
= (0.1). 𝑓(0.2 , 1.0227) = (0.1). (0.2729) = 0.0273

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1
= (0.011 + 0.037 + 0.0346 + 0.0273)
6
1
= (0.1099) = 0.0183
6

∴ 𝑦2 = 𝑦1 + 𝑘 = 1.0054 + 0.0183 = 1.0237

K.KIRAN KUMAR 21

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