Numerical Methods Lec.

NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS

Dr. Ndung’u Reuben M.
Introduction
The most general form of an order ODE is

The general solution of is a relation between , and arbitrary constants which satisfies
the equation and is of the form:

If particular values of are given, then becomes a particular solution. (for this to
be obtained, conditions must be given).
Solution of first degree, first order ODE.
General form:

- -------------

With initial condition

There are two categories of methods for solving ODEs:

1) The One-Step Methods or Single-Step Methods:
The Picard’s method of successive approximation, and the Taylor Series method
2) The Step-by Step Methods or Marching Methods
Euler’s and the Modified Euler’s methods, the Runge – Kutta method (2nd and 4th order),
ABM and Milne’s predictor corrector methods etc.
Two Types of Methods
A. Explicit Methods
In explicit methods, the RHS of the equation has all known quantities.

B. Implicit Methods
Equation for has the form where is unknown.
RHS is non-linear. Therefore the equation must be solved for using suitable numerical
methods.

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NB: Implicit Methods give better accuracy over explicit methods at the expense of additional
effort.
I. Taylor Series Method

Consider the differential equation,

To solve for use the formula

NB: The method is applicable only when the derivatives of exist and the value of is
small enough so that the series converges.
An order Taylor series method uses order truncated Taylor series expansion. For
example, order Taylor Series method is:

Worked example
1. Solve the initial value problem , for at with . Use
4th degree Taylor seties method correct to decimal places.
Solution

Student Activity: Evaluate

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II. Euler’s Method

Consider the differential equation,

To solve for use the formula

Worked example
1. Solve the initial value problem , for at with . Use
Euler’s method.
Solution
The Euler method is given by

Student Activity: Evaluate

III. Modified Euler’s Method.

Consider the first order ODE

is obtained using the formula

Procedure
First is obtained by unmodified Euler’s formula

and then substituted into the modified formula

Similarly,

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The modified formula is iterated until convergence is achieved i.e. the condition
, is satisfied, where is a very small arbitrary value selected depending on the level
of accuracy desired.
Worked example
1. Solve the initial value problem , for at with . Use
Modified Euler’s method correct to decimal places.
Solution
The modified Euler method is given by

To evaluate , we use the Euler method:

Then,

Student Activity: Evaluate

IV. Runge-Kutta
Fourth order Runge-Kutta method

Let ,

and the initial values. Then,

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Where,

The fourth order Runge-Kutta method is most commonly used and is known as Runge-Kutta
method only.
Working rule

To solve , , calculate , ,
, and .

Then .
Starting from and repeating the process, obtain etc

Worked example
1. Solve the initial value problem , for at with . Use
fourth order Runge-Kutta method and work with decimal places.
Solution

Student Activity: Evaluate

V. Predictor-Corrector methods

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A. Milne’s Predictor-Corrector Formulae

In this method,

which is called Milne’s Predictor formulae.

and,

Which is the Milne’s Corrector formulae.

Worked example
1. Given , , , and ,
evaluate using Milne’s method correct to decimal places. Work with decimal places.
Solution
and
By the Milne’s predictor formula,

By Milne’s corrector formula,

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B. Adam-Bashforth-Moulton (ABM or Adam’s) Predictor-Corrector Method

The Four-step Adams-Bashforth formula (Predictor) is

where,

The three-step Adams-Moulton formula (Corrector) is

where,

Worked example
2. Given , , , and ,
evaluate using ABM method correct to decimal places. Work with decimal places.
Solution
and
By the Adam-Bashforth predictor formula,

By Adam-Moulton corrector formula,

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EXERCISES

1) Use 5th degree Taylor method to solve with when and find the value of
and with .
2) Using Taylor Series method, find at given , correct to d.p.
using the 4th order method.

3) Given with , find approximately the value of for by Euler’s method (in
five steps).
4) Obtain a numerical solution of the differential equation given the initial conditions
that when , in the range . Use modified Euler’s method correct to
decimal places.

5) Obtain a numerical solution of the differential equation given the initial condition
for .
6) Find given , , , ,
using Milne’s method and Adam’s method. { , }
7) Solve , using values by the fourth-order Runge-Kutta method.
8) Use the Adam-Bashforth-Moulton predictor-corrector method to find the approximation of the
solution to the IVP , , with the starting values obtained by the
modified Euler’s method. Compare both your approximate solutions with the true solution
.
9) Using Adams-Moulton method, obtain the solution of at given the values

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