Chapter 5: Numerical Methods for Solving
Ordinary Differential Equations
Slides designed by Medhat Helal
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Numerical Solutions
Numerical method are used to obtain a graph or a
table of the unknown function
Most of the Numerical methods used to solve ODE are
based directly (or indirectly) on truncated Taylor series
expansion
Methods:
Euler methods
Runge-Kutta methods
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Euler Method
y2
y1
am
y0 jog
x0 x1 x2 x
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Euler Method
Slope=y’(x0,y0)
y1 y1=y0+hy’ (x0,y0)
hy’(x0,y0)
y0
x0 x1 x2 x
h
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Euler Method
y2 y2=y1+hy’(x1,y1)
Slope=y’(x1,y1)
hy’(x1,y1)
Slope=y’(x0,y0)
y1 y1=y0+hy’(x0,y0)
hy’(x0,y0)
y0
x0 x1 x2 x
h h
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1. Euler’s Method
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1. Euler’s Method
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𝑎𝑡 𝑥 = 1.2
𝑥 = 1. 1 𝑦 = 1.2 ℎ = 1.2 − 1.1 = 0.1
𝑦′ = 2.2
𝑦 = 𝑦 + ℎ𝑦′(𝑥 , 𝑦 )
𝑦 = 1.2 + 0.1 ∗ 2.2 = 1.42
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Runge-Kutta Methods
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Rung-Kutta Method
Slope=y’(x0+h,y0+h)
y1
Slope=y’(x0+h/2,y0+h/2)
y0
Slope=y’(x0,y0)
x0 x1 x2 x
h
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Runge-Kutta Methods
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Unit-5
Numerical Solution of
O.D.E
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Application of Euler’s method to
simultaneous differential equations
Assume
= 𝑓 (𝑡, 𝑥, 𝑦), 𝑥(𝑡 ) = 𝑥
= 𝑓 (𝑡, 𝑥, 𝑦), 𝑦(𝑡 ) = 𝑦
Euler's method tabulates 𝑥(𝑡) and 𝑦(𝑡) according to
𝑥 = 𝑥 + ℎ𝑓 (𝑡 , 𝑥 , 𝑦 )
𝑦 = 𝑦 + ℎ𝑓 (𝑡 , 𝑥 , 𝑦 )
where 𝑛 = 0,1,2, . . .
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Example
Use Euler’s method to calculate x and y at 𝑡 = 0.1 and 0.3 of
= 2𝑥 + 𝑦 − 𝑡, 𝑥(0) = 1
= 𝑥 − 2𝑦 + 𝑡, 𝑦(0) = 2
Solution :
𝑓 (𝑡, 𝑥, 𝑦) = 2𝑥 + 𝑦 − 𝑡
𝑓 (𝑡, 𝑥, 𝑦) = 𝑥 − 2𝑦 + 𝑡
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at 𝑡 = 0.1:
𝑡 = 0, 𝑥 = 1, 𝑦 =2
ℎ = 0.1 − 0 = 0.1
∵ 𝑥 = 𝑥 + ℎ𝑓 (𝑡 , 𝑥 , 𝑦 )
∴ 𝑥 = 1 + 0.1 ∗ (2 + 4 − 0) = 1.6
∵ 𝑦 = 𝑦 + ℎ𝑓 (𝑡 , 𝑥 , 𝑦 )
∴ 𝑦 = 2 + 0.1 ∗ (1 − 4 + 0) = 1.7
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at 𝑡 = 0.3:
𝑡 = 0.1, 𝑥 = 1.6, 𝑦 = 1.7
ℎ = 0.3 − 0.1 = 0.2
∵ 𝑥 = 𝑥 + ℎ𝑓 (𝑡 , 𝑥 , 𝑦 )
∴ 𝑥 = 1.6 + 0.2 ∗ (3.2 + 2.89 − 0.1) = 2.798
∵ 𝑦 = 𝑦 + ℎ𝑓 (𝑡 , 𝑥 , 𝑦 )
∴ 𝑦 = 1.7 + 0.2 ∗ 2.56 − 3.4 + 0.1 = 1.552
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Application of Euler’s method to Higher
Order Ordinary Differential Equations
The problem appears as follows:
𝑦 = f (x, y, y/); y(x0) = y0 and y/(x0) = y/0 .
The Euler method starts by letting,
y/ = z. then 𝑦 = 𝑧
This assumption results in a two simultaneous equation of
first order.
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Example
Use Euler’s method to find y at 𝑥 = 0.2, and 0.4 if
𝑦 = 4𝑦𝑦 + 𝑥𝑦 and 𝑦 = 2, 𝑦 = 1 at 𝑥 = 0.1
Solution :
Put 𝑦 = 𝑧
Then 𝑧 = 4𝑦𝑧 + 𝑥𝑦
𝑓 (𝑥, 𝑦, 𝑧) = 𝑧
𝑓 (𝑥, 𝑦, 𝑧) = 4𝑦𝑧 + 𝑥𝑦
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at 𝑥 = 0.2:
𝑥 = 0.1, 𝑦 = 2, 𝑧 =1
ℎ = 0.2 − 0.1 = 0.1
∵ 𝑦 = 𝑦 + ℎ𝑓 (𝑥 , 𝑦 , 𝑧 )
𝑧 = 𝑧 + ℎ𝑓 (𝑥 , 𝑦 , 𝑧 )
∴ 𝑦 = 2 + 0.1 ∗ (1) = 2.1
𝑧 = 1 + 0.1 ∗ (4(2)(1) + 0.1(2)) = 1.82
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at 𝑥 = 0.4:
𝑥 = 0.2, 𝑦 = 2.1, 𝑧 = 1.82
ℎ = 0.4 − 0.2 = 0.2
∵ 𝑦 = 𝑦 + ℎ𝑓 (𝑥 , 𝑦 , 𝑧 )
𝑧 = 𝑧 + ℎ𝑓 (𝑥 , 𝑦 , 𝑧 )
∴ 𝑦 = 2.1 + 0.2(1.82) = 2.464
𝑧 = 1.82 + 0.2 4 2.1 1.82 + 0.2 2.1 = 4.9616
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Application of Runge-Kutta’s method to
simultaneous differential equations
Given
= 𝑓 (𝑡, 𝑥, 𝑦), 𝑥(𝑡 ) = 𝑥
= 𝑓 (𝑡, 𝑥, 𝑦), 𝑦(𝑡 ) = 𝑦
Runge-Kutta,s method tabulates 𝑥(𝑡 ) and 𝑦(𝑡 ) as follows
𝑥 =𝑥 + 𝑘 + 2(𝑘 + 𝑘 ) + 𝑘 ,
𝑦 =𝑦 + 𝐿 + 2(𝐿 + 𝐿 ) + 𝐿 ,
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where
𝑘 = ℎ𝑓 (𝑡 , 𝑥 , 𝑦 ),
𝐿 = ℎ𝑓 (𝑡 , 𝑥 , 𝑦 ),
𝑘 = ℎ𝑓 (𝑡 + , 𝑥 + , 𝑦 + ),
𝐿 = ℎ𝑓 (𝑡 + , 𝑥 + , 𝑦 + ),
𝑘 = ℎ𝑓 (𝑡 + , 𝑥 + , 𝑦 + ),
𝐿 = ℎ𝑓 (𝑡 + , 𝑥 + , 𝑦 + ),
𝑘 = ℎ𝑓 (𝑡 + ℎ, 𝑥 + 𝑘 , 𝑦 + 𝐿 ),
𝐿 = ℎ𝑓 (𝑡 + ℎ, 𝑥 + 𝑘 , 𝑦 + 𝐿 ),
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Example
Use Runge-Kutta’s method to find 𝑥(0.2) and 𝑦(0.2) if
= 𝑥 + 𝑦 + 5𝑡, 𝑥(0) = 2,
= 𝑥 + 𝑦 − 6𝑡, 𝑦(0) = 3,
Solution :
𝑓 (𝑡, 𝑥, 𝑦) = 𝑥 + 𝑦 + 5𝑡
𝑓 (𝑡, 𝑥, 𝑦) = 𝑥 + 𝑦 − 6𝑡
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at 𝑡 = 0.2:
𝑡 = 0, 𝑥 = 2, 𝑦 =3
ℎ = 0.2 − 0 = 0.2
𝑘 = 0.2[4 + 3 + 0] = 1.4,
𝐿 = 0.2[2 + 9 − 0] = 2.2,
𝑘 = 0.2[(2.7) + 4.1 + 0.5] = 2.378,
𝐿 = 0.2[2.7 + (4.1) − 0.6] = 3.782,
𝑘 = 0.2[(3.189) + 4.891 + 0.5] = 3.11214,
𝐿 = 0.2[3.189 + (4.891) − 0.6] = 5.3021762,
𝑘 = 0.2[(5.1121442) + 8.3021762 + 1] = 7.087238,
𝐿 = 0.2[5.1121442 + (8.3021762) − 1.2] = 14.567655,
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Therefore,
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𝑥 = 2 + [1.4 + 2(2.378 + 3.11214) + 7.087238]
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= 5.2445879
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𝑦 = 3 + [2.2 + 2(3.782 + 5.3021762) + 14.567655]
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= 8.8226679
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Example
Find y (0.07) and y/ (0.07). Given,
y// = 9 cos x + e-x , y (0)=-1 and y/ (0)=1
Solution :
Let y/ = z
z/ = 9 cos x + e-x
y (0) = -1, z (0) = 1
𝑓 (𝑥, 𝑦, 𝑧) = z
𝑓 (𝑥, 𝑦, 𝑧) = 9 cos x +e−x
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At x1 = 0.07
𝑥 = 0, 𝑦 = −1, 𝑧 =1
h = 0.07 - 0 = 0.07
k1=0.07 (1) = 0.07 L1=0.07 (9cos 0.0+e-0.0) = 0.7
k2=0.07 (1.35)=0.0945 L2=0.07 (9cos (0.035)+e-0.035)
=0.6972
k3=0.07(1.3486)=0.0944 L3=0.07(9cos (0.035)+e-035)= 0.6972
k4=0.07(1.6972)=0.1188 L4=0.07 (9cos (0.07)+e-0.07)=0.6937
y1=-1+(0.07+2(0.0945 z1 = y/1=1+ (0.7+2 (0.6972+ 0.6972)
+0.0944)+0.1188)/6 +0.6937)/6
y1= -0.905567 z1=1.697083
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