UNIT V NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS

PROBABILITY ,STATISTICS AND COMPUTATIONALTECHNIES

CONTENTS

1.Probability, Random Variables And Distributions 2.Testing Of Hypothesis 3.Solutions of Algebraic Equations Transcendental Equations And Interpolation 4.Curve Fitting And Numerical Integration 5.Numerical solution of Ordinary Differential

Equations

TEXT BOOKS
Grewal B.S(2007),Higher Engineering mathematics,40 th
Edition, New Delhi, Kanna publishers.

T. K.V. Iyengar , B. Krishna Gandhi and others(2011)

Probability And statistics,3rd Revised edition, new Delhi, S.Chand and company Limited.

REFERENCE BOOKS
1. Iyengar T.K.V,Krishna Gandhi B. & others

(2011),Mathematical methods,6th Revised Edition, New Delhi,S.Chand & Company limited. 2.Bail N.P. and NarayanIyengarN.ch(2004), A Textbook of Engineering Mathematics, Sixth Edition, New Delhi,Laxmi Publications. 3.Sastry S.S(2005),Introductory Methods of Numerical Analysis, 4th Edition, New Delhi, PHI Learning Pvt.Ltd

UNIT HEADER
Name of the Course:B.Tech Code No:ABS11T05 Year/Branch:I Year,AERO,CIVIL,IT Unit No: V No.of slides:32

INTRODUCTION
There exists large number of ordinary differential
equations, 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 with given initial condition.

NUMERICAL DIFFERIATION
Consider an ordinary differential equation of first order and first degree of the form

dy/dx = f ( x,y ) (1)

with the intial condition y (x0 ) = y0 which is called initial value problem. T0 find the solution of the initial value problem of the form (1) by numerical methods, we divide the interval (a,b) on whcich the solution is derived in finite number of subintervals by the points

TAYLORS SERIES METHOD Consider the first order differential equation dy/dx = f ( x, y )..(1) with initial conditions y (xo ) = y0 then expanding y (x ) i.e f(x) in a Taylors series at the point xo we get y ( xo + h ) = y (x0 ) + hy1(x0) + h2/ 2! Y11(x0)+. Note : Taylors series method can be applied only when the various derivatives of f(x,y) exist and the value of f (x-x0) in the expansion of y = f(x) near x0 must be very small so that the series is convergent.s

PICARDS METHOD OF SUCCESSIVE APPROXIMATION

Consider the differential equation

dy/dx = f (x,y) with intial conditions y(x0) = y0 then The first approximation y1 is obtained by y1 = y0 + f( x,y0 ) dx The second approximation y2 is obtained by y2 = y1 + f (x,y1 ) dx

PICARDS APPROXIMATION METHOD

The third approximation of y3 is obtained y by y2 is given by

y3 = y0 + f(x,y2) dx.and so on . yn = y0 + f (x,yn-1) dx The process of iteration is stopped when any two values of iteration are approximately the same.
Note : When x is large , the convergence is slow.

EULERS METHOD
Consider the differential equation dy/dx = f(x,y)..(1)
With the initial conditions y(x0) = y0 The first approximation of y1 is given by y1 = y0 +h f (x0,,y0 ) The second approximation of y2 is given by y2 = y1 + h f ( x0 + h,y1)

EULERS METHOD
The third approximation of y3 is given by

y3 = y2 + h f ( x0 + 2h,y2 ) .. ... yn = yn-1 + h f [ x0 + (n-1)h,yn-1 ]

This is Eulers method to find an appproximate solution of

the given differential equation.

IMPORTANT NOTE
Note : In Eulers method, we approximate the curve of
solution by the tangent in each interval i.e by a sequence of short lines. Unless h is small there will be large error in yn . The sequence of lines may also deviate considerably from the curve of solution. The process is very slow and the value of h must be smaller to obtain accuracy reasonably.

MODIFIED EULERS METHOD

By using Eulers method, first we have to find the value of

y1 = y0 + hf(x0 , y0)
WORKING RULE Modified Eulers formula is given by yik+1 = yk + h/2 [ f(xk ,yk) + f(xk+1,yk+1

when i=1,y(0)k+1 can be calculated from Eulers method.

MODIFIED EULERS METHOD

When k=o,1,2,3,..gives number of iterations

i = 1,2,3,.gives number of times a particular iteration k is repeated when i=1 Y1k+1= yk + h/2 [ f(xk,yk) + f(xk+1,y k+1)],,,,,,

RUNGE-KUTTA METHOD
The basic advantage of using the Taylor series method lies in the calculation of higher order total derivatives of y. Eulers method requires the smallness of h for attaining reasonable accuracy. In order to overcomes these disadvantages, the Runge-Kutta methods are designed to obtain greater accuracy and at the same time to avoid the need for calculating higher order derivatives.The advantage of these methods is that the functional values only required at some selected points on the subinterval.

R-K METHOD
Consider the differential equation

dy/dx = f ( x, y ) With the initial conditions y (xo) = y0

First order R-K method :

y1= y (x0 + h )

Expanding by Taylors series

y1 = y0 +h y10 + h2/2 y110 +.

R-K METHOD
Also by Eulers method

y1 = y0 + h f (x0 ,y0) = y0 + h y10 It follows that the Eulers method agrees with the Taylors series solution upto the term in h. Hence, Eulers method is the Runge-Kutta method of the first order.


The second order R-K method is given by

y1= y0 + ( k1 + k2 ) where k1 = h f ( x0,, y0 ) k2 = h f (x0 + h ,y0 + k1 )


Third order R-K method is given by

y1 = y0 + 1/6 ( k1 + k2+ k3 ) where k1 = h f ( x0 , y0 ) k2 = hf(x0 +1/2h , y0 + k1 ) k3 =hf(x0 + h , y0 + k2)

The Fourth order R K method : This method is most commonly used and is often referred to as Runge Kutta method only. Proceeding as mentioned above with local discretisation error in this method being O (h5), the increment K of y correspoding to an increment h of x by Runge Kutta method from dy/dx = f(x,y),y(x0)=Y0 is given by

K1 = h f ( x0 , y0 ) k2 = h f ( x0 + h, y0 + k1 ) k3 = h f ( x0 + h, y0 + k2 ) k4 = h f ( x0 + h, y0 + k3 ) and finally computing k = 1/6 ( k1 +2 k2 +2 k3 +k4 ) Which gives the required approximate value as y1 = y0 + k

R-K METHOD
Note 1 : k is known as weighted mean of k1, k2, k3 and k4.
Note 2 : The advantage of these methods is that the operation is identical whether the differential equation is linear or nonlinear.

PREDICTOR-CORRECTOR METHODS
We have discussed so far the methods in which a

differential equation over an interval can be solved if the value of y only is known at the beginning of the interval. But, in the Predictor-Corrector method, four prior values are needed for finding the value of y at xk. The advantage of these methods is to estimate error from successive approximations to yk

PREDICTOR-CORRECTOR METHOD
If xk and xk+1 be two consecutive points, such that xk+1=xk+h,

then Eulers method is Yk+1 = yk + hf(x0 +kh,yk) ,k= 0,1,2,3s. First we estimate yk+1 and then this value of yk+1 is substituted to get a better approximation of y k+1.

MILNES METHOD
This procedure is repeated till two consecutive iterated

values of yk+1 are approximately equal. This technique of refining an initially crude estimate of yk+1 by means of a more accurate formula is known as Predictor- Corrector method. Therefore, the equation is called the Predictor while the equation serves as a corrector of yk+1.Two such methods, namely, Ad
ams- Moulton and Milnes method are discussed.

MILNES METHOD
Consider the differntial equation

dy/dx = f ( x, y ), f (0) = 0

Milnes predictor formula is given by

Y(p)n+1=yn-3+4h/3(2y1n-y1n-1+2y1n-2)
Error estimates

E (p) = 28/29h5 yv

MILNES METHOD
The Milnes corrector formula is givenby
y(c)n+1=yn-1+h/3(y1n+1+4y1n+y1n-1)

The superscript c indicates that the value obtained is the corrected value and the superscript p on the right indicates that the predicted value of yn+1 should be used for computing the value of f ( xn+1 , yn+1 ).

ADAMS MOULTON METHOD

Consider the differential equation

dy/dx = f ( x,y ), y(x0) = y0

The Adams Moulton predictor formula is given by y(p)n+1 = yn + h/24 [55y1n-59y1n-1+37y1n-2- 9y1n-3]

ADAMS MOULTON METHOD

Adams Moulton Predictor formula is given by

yn+1p=y3+h/24[55fn-59yn-1+37fn-2-9fn-3] Adams Moulton Corrector formula is given by yn+1c=yn+h/24[9fn+1p+19fn-5fn-1+fn-2]