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Unit 4: Taylor Series Method

The document discusses several numerical methods for solving ordinary differential equations (ODEs), including: 1) Taylor series methods approximate solutions using Taylor polynomials to solve ODEs over intervals. 2) Euler's method and modified Euler's method iteratively calculate solutions over intervals using formulas involving slopes. 3) The fourth-order Runge-Kutta method numerically integrates ODEs using trial steps to cancel out error terms. 4) Milne's and Adams' predictor-corrector methods use third-order equations and iterations to predict and correct solutions of ODEs.

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118 views

Unit 4: Taylor Series Method

The document discusses several numerical methods for solving ordinary differential equations (ODEs), including: 1) Taylor series methods approximate solutions using Taylor polynomials to solve ODEs over intervals. 2) Euler's method and modified Euler's method iteratively calculate solutions over intervals using formulas involving slopes. 3) The fourth-order Runge-Kutta method numerically integrates ODEs using trial steps to cancel out error terms. 4) Milne's and Adams' predictor-corrector methods use third-order equations and iterations to predict and correct solutions of ODEs.

Uploaded by

Pavan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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UNIT 4

Taylor series method -


Taylor polynomial is an essential concept in understanding
numerical methods. Examples abound and include
finding accuracy of divided difference approximation of
derivativesand forming the basis for Romberg method of
numerical integration.

The Taylor series for a function f(x) of one variable x is given by

Given an ordinary differential equation and we use the Taylor


polynomial to approximately solve the ODE for the value of the
dependent variable at a particular value of the independent
variable

Euler and modified Euler methods -

A. In order to use Euler's Method to generate a numerical


solution to an initial value problem of the form:
y′ = f(x, y)

y(xo) = yo
we decide upon what interval, starting at the initial condition, we
desire to find the solution. We chop this interval into small
subdivisions of length h. Then, using the initial condition as our
starting point, we generate the rest of the solution by using the
iterative formulas:
xn+1 = xn + h
yn+1 = yn + h f(xn, yn)
to find the coordinates of the points in our numerical solution.
We terminate this process when we have reached the right end
of the desired interval.
B. Better estimate for the solution than Euler method is
expected if average slope over the interval (t0,t1) is used
instead of slope at a point. This is being used in modified
Euler method. The solution is approximated as a straight line
in the interval (t0,t1) with slope as arithmetic average at the
beginning and end point of the interval.

Formula to calculate is given below -


xn+1 = xn + h
yn+1 = yn + (h/2) (f(xn, yn) + f(xn + h, yn + h f(xn, yn)))

Fourth order Runge Kutta method for solving first and second
order equations –
A method of numerically integrating ordinary differential
equations by using a trial step at the midpoint of an
interval to cancel out lower-order error terms. The second-
order formula is
(1)
(2)
(3)
The fourth-order formula is
(4)
(5)
(6)
(7)

(8)
sometimes known as RK4. This method is reasonably
simple and robust and is a good general candidate for
numerical solution of differential equations when combined
with an intelligent adaptive step-size routine.

Milne’s and Adam’s predictor and corrector methods –

A predictor-corrector method for solution of ordinary


differential equations. The third-order equations for
predictor and corrector are
(1)

Adams' method is a numerical method for solving


linear first-order ordinary differential equations of the form

(1)

Let
(2)
be the step interval, and consider the Maclaurin series of
about ,

(3)

(4)
Here, the derivatives of are given by the backward
differences

(5)

(6)

(7)
etc. Note that by (◇), is just the value of .

For first-order interpolation, the method proceeds by


iterating the expression
(8)
where . The method can then be extended to
arbitrary order using the finite difference integration
formula from Beyer (1987)

(9)

to obtain

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