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NM Notes After Mid Term

The document discusses various numerical methods for solving ordinary differential equations, including Taylor series, Picard's method, Euler's method, and the Runge-Kutta method. It provides examples and formulas for each method, detailing how to apply them to specific differential equations. The content emphasizes the importance of approximating solutions and includes calculations to demonstrate the methods in practice.

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0% found this document useful (0 votes)
12 views25 pages

NM Notes After Mid Term

The document discusses various numerical methods for solving ordinary differential equations, including Taylor series, Picard's method, Euler's method, and the Runge-Kutta method. It provides examples and formulas for each method, detailing how to apply them to specific differential equations. The content emphasizes the importance of approximating solutions and includes calculations to demonstrate the methods in practice.

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Saanchi pvt mail
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We take content rights seriously. If you suspect this is your content, claim it here.
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ners Unit * Numerical Solution of Oxolinary * Taylors < series Method! : Given Diff: v ye as with the thitial condition ga > let yo ts the mar Solution of O- then > bg Fyne St expression around %. given by year's Yy (lec) +30) = ylarh) ” hen ee = ylay sh yitay SP yl(ay + ene +0 Taylor’ series J U + zs - Yd y (2) & (eae) yore) Cn 2) y" Cote) ono OO = : Dependent variable | i Indepenolant Vosetiabole ard_dyxvatis lependent variable w,¥-t in fe sent 4 tolled ordinal alifp. eg - = NOTE + IF dep: vaxloble > | = - System of DE Rods EBD indep vari X Taylor Series Metnod / Given a = froy sie fy _with_initiol Beindasey onde eee ee Bie PE SE Yor) let Yd is Dace solution Oo We know that by Taylor A = yla+h) = y(a) +h yay + ya) + = mm a ‘Then Taylor series censp expansion of yl) atte xo. cord = y (x= met) 2 ylath) = ylad th ya) ie : 4008 Sy nae Be ylath) syle) th yllals ht yea YC ytae) + ama) YP Gee) & (ERY yan) a Cantey Mae) met tt u“ 5 te epl” of DO Solve AY ys oye with y=) by Taylors Serles_method » Find yo.) ae pte pow decimal that ani: Giver’ “dy. = x-y™ with yle)=4 (yl = Bo) Es 0 Using Taylor's series; - phe Yyoos a Ga Y's) 4 tae Xo. ap yrs) iar, o —® ee DiI) + DOS +0002 ES) + B ODDR Pom O; x =o Wen = 5.a)3182 - yoo = yo) + xy’) + AE yW(o) 28 ym (o) 4 oso where yore on Yo aye 3 ye) = 0- yer = 0-1 a 4 (xy?) 5 ude Ie 2yy" du - =e yrled dx It Tena [yg yo] = yes = =a [yr y"/e) + ae __yMo=e yd ty") = 4 Ef 2 lg? (9) = -afyymayty! + 2y'y”] dx _Y! ee yitoyy'te) + ay ey") | 2-2 f-a-3-6) = 94 + Picard’s Method [fir successive appro Given ay 2 ft) with yor) =Ye—O | 2: “dye prey) dow. —® Oo =a - = a © ord tabi lini : Bie ee area, S* fray) de = ; a : wore = Yet §& poy) dx) —@ Fivst prexinmabian - y's Yo + f fis Yo) da; yey a ae ye) = golf Dde Py ; ‘In. gel ss —— yl = yo + es (gO?) dae sth apex. 2 es © soe. dy Bye: = acy? with ye) <1 by pico Method. a ee y= yo + [* Pony) lx : where yYioj=L xe 20 % Ylbas Yo +L, Pou) dx at f* (an) dx +f e4o) =e AHYe = tite aH =) + [xten]* 2 exe U hoe % zB -. Pow) = me fsxazey De (420 _ p= a eS aha xS + 2424 3x41 FDteao (a) + J freoy) da OYer) died ietael + ata3 4 4 _ - e Yon = re [fate xt ante aati] da Je F a Yoo = SaaS + wh xd 4 aatam oes fore, He required do)” 7 t 2 : (x) = 14 tS 4 aH Han? + 3 4% the appox dol” of O 20 yes “2 Solve thing Aleensls method . And Yor) fy = 4=8* “ifto} a a pms | Given, he ae Sa ae Na bo) Saye. rr Om =| 3 ad he x 7% — Fie 2 7 i yor = Yo , FY da ae Pleoye)= Yoo 2 tax SE alos des gulitte - i ar x — # =l+ Dp its 7 a heh fiw - si = z - (x = (ax pe. xloqtiex) [din ) ola ee st Te 4 Sj dx (fie a = aloq ita) = flog (4x) dx | 7 [een 2 (expen 2 1 2x 2 -2[0eo- 1 iam lex (40 Cte t30 } =e oD =-)4+2 T+> +x ae 142\ dx = eres Cissy" a 142) 2 = 2+ Blog (I-F22) - - 0 +2I0q0| YOO S42 log (42) yO = uy + {* fea. yl?) dx ‘0 uP oe fF [ys aa 6 { 1+ log (+2) hea , yo= Jn & + 2 log (14>) y lon) = )-011 +2 Jog (ey = 10906 Feng) with ylod=yo Sok he 2th- ee “stn = te + nh - i = ok S ye yoo ai f lye) é ft x0,4o) = | At) ab Gu Dene Xe oly = (ate) Plo Yo) [eal [yr = Yosh Pree, yo) : rl au) = Yo-y) y _\M4 4) 342-70) = ) Lear (x2-2e1) f(.99) fens) = We M7 w- % | = : 9 yrh flee) & Solve differential ulin ts = Nap ea = boob toi — — = 2:0) 20°99 Yoo And We know that ay | eulere, 1 [per 2 Yn > “bf (40) Table : px 2 xo+nh n ae go Yn Unb = Yn th f (201 4n) 0 ° ! 0.99, yr = “ rs! 0:0) 0.99 O98 gt 2 O0r 0: 48 bia es ie 5 thesapbre | oprosimal. _dolution. Ps yom 03) | v mip culos method + Recall, +h oe eas “yl = Ye By is ule’ Method a “Now aking average, of +w0_slope Fe 5) a Flat, Ynai) | Padi @, @ given ea Cee f PLY yn +8 [fF am!) 68 (ana y Pyle J = is called Modified Eulevs Metrod. . ae method] —____ye2o, yee) x" Sole the Witte! value Fxg oa. “with h= 2 and — tht exWh with exact solution’ at R=O08 ms Given yyl=o 3 Af Stee: “de { Compare. #4 = fen) 22a | Gt appt. we Know that fides Method — yt) zy +h F(x say xD Ds TOO SL _ Sectnd x n= - yo = yO th Peay) 21L+02x02 = om appox", n= ye) = yh) * b Fla2 yo) Os YO + hf (29, yo) ay Saket Dia gte 5 Soh 2 ag ee ee yin) Fouy) Sea 4 Yo fey) i \ t 404 tn = Xo+ nh = 0+ 2/02) = 0:4 ‘ ' ' Fa.4o) = oe = 0: 3846 = 404 40:12 %0384G |! Lou y= 41-4164 ; pei appox: n=3 1 %BzO+3n0r = OG yo = yi. b fray) i flta¥sh= oe 5 0.6392 = 41169 +¥ 0:2 x 0» S392 164 = 120434 1 ti a Qdeae 01 = Ok to) 4 + hf ae jy!) L [+01 x0 = 3 Sy 4h (x0 wy V+oxod = s0L (mn Ya) = 018 ' ‘ fe, peter xo 2 0+} 20) | feu my= Ou oh = S0f + OL x 011980. = 1.0298 10298 + dx 0+ 24132 > 1.05393. yen 4+ bf usyuy x yO = yO bx Poe, yo) = \ —— yO eh Playa) Xne xotnh = o+ OIKXLE OR | f0ee.ye) = 0.2 2 ee) I xus OF 4x0 = OY Eee toheeeen jf eUMee SS 0:99994 > 1096} noses YS)_= yl +h Pe%5,ys) [ASE OF ERO = O'S : 4 |= 0969 +0) x 0.4559 | fESY¥s)205 = 9.4554 e149 { sda YP) 2 YO hp lay) {xe OF 60 = OG - 2). 14229 } O01 x 065253 | P2646) = 0.6 = _0-$253 = 11948 “ ! sa 2 = YP Flam) 5 1IIMB KO x 0: 5259 eeuieeadt yo is yo g yi? th Fae, ys) = 13192 138s 0 7aK0 2 1953H + 01 x006989 | PH Ya) = 08 1 XR2 OF 9KO1 HOF u f(2342) = oF fi bigs = 0:5859 08 pasay ee 0:03 small eee ~ Hs _ ; eeeeenraaaas cc ie (2) = Jtoay er = Joeu-+) Exact _yl0'8)'= 1-28 a es at h=02 yloa) 385 oe heod Y (0-8) oR = [h2a- 1313] ab h= Ne. ” E%Tking_ Modified cule Method, clruirin. toe value of uhen SF Onl given that_y@)=1 and y's at+y. Hint: h= 00s nt: We nna Thal by Modified ules Mn Methedl, = it = Yo? = Yo [fan ym + Pam aa eee T aon 8 Fe A Method: tna) ee pad a Yo) Given; ysis ae + yord 200s x20) SRY ome 58s cS! At n=0 | fist ae aie 2 Yo +h ft ee Fea, y™ znz Yo th eee Ls 1+ ee b+ al ee 0512925 “Od (0:08) ay = Ye ze + pros flay mie 0S > apo0sed 5 405 By, ue rn n=d- 24 appt ONL =e a oe : a aoe AC Eyal ny * Pls ca) } fyi) )s 40825 q ue e = Tepe Se Susie « ay Plo, yo) = 22 +42 = (0:24 1105262 = F-06062 ~ yu) = Yo* HEP Ca, ys). 00S fy, @ = 105—(yros2s-+ {06262 Yeas Ss ig voez6x} < * Runge trutto Method (second | oeder) i we know that, by Eulers Methed Yr 2 ye + | i : Mocdi fed balers Method —_ ee a pin Hager? hi (fe yO: + Famer pers is Reduce RK a ; Yo = Yor bf Posey yg) aa = aaa “First approximation ; — ny ee +h fe [Fes yi) + fa yf Yle “Yo +h [pe yin») + flaerh » Ye sped} whet, oat Re nro bP Boy (0,4) ——— RRs hf (eth Y geneyesst > opt wees s called f-k _method of Second order. & Given thak ay = y-2 where —y(e)-= 2, Find yle-)_on (0-2). ~ conect te four decimal places by -¥ methad Second order with b =D. “And. We know that” biy Range Kutta Second order, Y= yoty [Kitk2 or ou ma y i pr ee where, k= hf (2 Yor) Ke af (x0 +h, York) _Airst Appox; 7 _ Y= Yo+ i [eitk2] ; where Kish flxs¥), - (01) 2. koe hf laerh, yo tk) ane ki =O x (Ya) = Or ® (20) S00 : , ve kp = 0) f (0+0),2+02) = 01 Fore FOX (aL-O) = SeOUX 2) = o-2I Y 2% 2+) [o2+08] = 21205: ‘ 2Z 3rd_appox_ 7 y2 = Yo +) [Mitke) ; KI h flog) x12 0+! (01) 201) (0-2) 2 ko = hf (rgths yeti) kr = ON f (OO), 2205+ 0.2105) | Kis od x (yl) 20) ‘ k SOP (02, 2HISs) = 01% (24155 -0-2) ! 2 7 0 % (2.205 - 0:1) = ox 2/05 = 0:2108' “Y= a+] [0:210S+0-22155] = 2/2160 : 2 = 0 22155 “Pormutlae ¥ 7 Lae eo - 3 = ders yr"? = Yn a bf (on, 9™) modified» yO"? = ym be [f(=0, fn) Paes, yaar — _—_— ie VE fn 41 [mtKe) > |= where, Rie WP yO) ech f (aa, y'tKd) a _kutta Method far_forth order: ~ ee yor ata (ki) + 22+ 23 + key) kee hE nt ga) Ela 2 ka = bf Bn yr) tia) ks hf arth , yor +k3) Ee Given dy 2 I+y? , with yl) =0. Finol yfo:2) ylo4) (0.6) 7 by Ranga - Huta. ‘method. zal 7 ans: Lee h = 0+) i 2 Rk uth order yt) = eye be L : ioe 2 (ket ka) + ku) ‘tne “ki = hb P(x, yer) zh f (zh sta. ksch fone ms <2) ky = Pf lanab Yn +kx) Yous _(@ Sib = ye) gp ieee pane : ‘ ' eyes! [4 Oba | ky = oF f (0) YM!) =O x4 = 04) ke = OV P/soth Yotki| = 01 fo t0.05 040-05) rN = 5y,) tr \ . = OF (14 (008) = 0:1 x Jo02s = D- loo2s S eee F(zeth jo+ ke) 2 0:) F (05, 0105012) Sa : l+y> = Florey - o- v3 x (i+ (0: 050/3)!) 2 = Oi) x 110025 = 0» looash ( pete) 0105 5 b-ben SAO 7 ‘ko: ne 1+ 40 O25, —©,10100S Re 7 SESE) = on x 10805 )5 = proest = 24 1 (0 aioe “To095 + 0: 180961 + BOF RABE -enace292 Somber YO (0-2) = yO) 4 J (r+ 2 (ka tea) + ku) 6 3 OF oP *. L__ 0:1 G+ (0100337) = ou f (od 0-1 , 0.10033 + 0-1010066) = 01 x f (0-18, 0.15083) 2 oF 2 Lene eS Ka = 0:1 f fos, 010033 + 0:102295 | = ov x f (015 01/5149) = f = 0102294 % c é ky = 0 F (ous, inteaiaeey = bx fle4s 0 :/02295. I m8 | f : 2. YO = 9.10033 + 1 (01010066 + 2 (0110 2294 + 0 -10224S) + 0102298) é : YY = 0.20240 : y® (0.3) = yO +p (kr + 2 (kotke) +ky) 22> 2x01 = oe a6 kre Ot Fe (22,4) = or F (0:2,0:20240) = 0:10409F ko = ou Port pup _0:20240 + 0+/04097) © 0+) (0:25 0- 25445) a \ z rs ze _ - = D1D6HR4 2 : ; ka = 00 f (0-25, 0, 202H0+ 0: 106494 | = pu fp (025 , 0:30887) Demag eons ; Ka = 00 F [ores » 020240 +0 101199) = 0:/0921F -_ (0.109099 + 2(0: 106494 + 0°/01199) + 0-093) Vit 4 - Interpolation * Finite difference + Assume that we have table of values (2,43), ie =O) e any function yor) = FOO, the values o cf as equally. Spaced je Xi = nh, os "aed us Ayr Aye=B§o “By cate Bul =i 4 Ysa Ofe oe gorge ages ete Sl Yo Yya-yi = Ay ya yts dy, | ; a Ye Co yaya = At nyacay = Aya Biya Byr= OY | oa | 78 | 98 A, Yan yas 443 Bas 54 : Backward differtree. Table (V~ Nemble) / — a yl Vv? va _ Vi bYespyi- ape be Vp yi Vp ae Vip = Vip tV ya Vis-V, hus- a Vus~ Vyr= Te Me Tee Vya o_o Dye ypatys Te Vya-Vy3= as an ee Sta ys=Vyh " : - — iieet a DW Yo = Vy Oye = Vi ya, tapes Ayis Vy2 Ay = Vi ys Algo = Vify * Newton's forward difference interpolation forma. : Yn = Yo +P Ayo + Plp-) A*yo * ppapip=2) AYYe af Sos bie ui ~(p. =n) Ayo. who == Xerph Ue ts _usepeul for interpolation near ihe beginning of sek of tobwlor values. & Find the cubte. polynomial whieh takes thes following values — YO) =3H | Y() =120 | Y(S)= 186 | 49) = 720 and find the value of yl@. ional eae An: y | av | w | v3 a 1 | s4—p 86 —} - F077 S68 +90 “3 0p 16 56g | = 638 5 1364p say | J ; 3 720° | “YOO = Yo + P Ayo + Pl es pd -1) (p-2) Dye Baye + pip pipeidipen) By © BH +0) 86 + ie : a Dw ls Newtons backward diference interpolation fot, - ue Ypto_= Yo +pVys eles» Wye + pop) I) = Ya tee f +) a av" is + pps) where >= a ae |__or ps (xm) i called Newton's backward difesinee | ; ‘ a is i (& for the dota ie id icc Ba Ee Construct phe pelymonicl ord foo | Ang. —find flo-s)_ o> PR = Flee a yp pies A ya Dey + plp-1)(p-2) (p-3) Bua + plp- Dp 2)(p~ 8) (p~4) 2 ye und Wes ia + Cae49) Cy + eae) cle ° ‘+0 ro HD { thane ps sates (are) = (xr) eo a aie hb 5 #-lox- 90 +3 [xt pane xed aera eee YloSl = 3(05)% _yosy+) = 1-75 i O N@pE ak x2 hO, _ OF) “A EY TONS Ge NONETNE NONE _ a ) foo hed F093 - 70398 Ones 1429 96 6a) la. “Porm Oo tobe tae a. __ fla) = x3 45x-F ‘for %=-10 hg de PL take te aan a fin. i es + plp -plpe MSY, = Lb i ie se a fs yy an whut p= 2% — —— ckwordl b = a ee hg ee Note: Centre fix leentre value Yo. Then we take value of first Cereal re pounce ‘8’ from obove (wrt. Agath we awume center valu "and take next value 5° (From obove ) and 40 on G: Find fre from Gauss forivard interpolation formule: Toble. x 20 25 30 35 2 pe LS. 2 <7 4 fe 354 832 29) 260° 23) 204 | NG ke Soe = Ans x fix) Toe = Rig) Se = BF 20 354 1 a ape eae) Se 09 rideche wd FYS zis, | =, 419 ty ~B 8 Se 385 2 30 99) oO” ci] 7 260 yO 23) a 46 204 SSS | ar Fy Sarl ase aS a) =3) ~e - 2 2 260 u 24 ae a ot, 43) -22 Go : We know that —- 5 = — (a) = Yo + P Syo + plp-1) Sys + plp-Nlp-)S Yo + Yor = ot & Re + php) Bye + Pe Es tig nip ap) Sp * pip Dip ope ip S*ye 4 He % = 22-95 = 2 = “06 = - — : Hie NE ee NO a ; ; Yaa) = 332 + CO'6 CH + (-6)ENG) (-14)_ + (0-6) 16) 63-6) (-®) 7 + oy, oe a 6 ; 46) (3-6) 1-33) + (nag)(-M6)t-2"6I-86) C46) x (45) Lque Grom _ oe * hoterpolalion with une oqual interval: (9 Jang rang es inepseio Prmulo. oo a (n) ane divi difforenae few ee pete i} Langranget ‘Interpolation formula, + a Jf y= POO takes values ft, Yo Ya = “corresponding. foam 20, %2, X35 %» Then fC tan be written a4; “foo = (22+) (X= a) = (= HM) Yo (420) = ~X) tomaty _ (20 ~ 21) (Xo 202) +0 (0 = %) (0-20) (21722) --- (21-4) were (e220) Ho Xa) (= Xn) Yn — (20-3) (2tn= 20)»: (219 KH!) As “alld npg nepal fr for unequal values Ext From Table _ find fC using lang range’ ks - " 13 1 t '_interpolafion. 5 150 392 1462 4366 5202 “& & Find the he_poliyn onaial_t2)_by using langranges_Interpelahion Fatal Heong a cs £ ome ih — _ ans a AM le Know tha ee_interpalation a HY = (a2) (5¢= 23) (4-73) Yo + (cx eo) oe 2a) (2093) My (0~ 2s) (20 ~ 22) (210- x3) ae 20) (t1-22) (x - 23) a (xo xe)loe= 24) (2-2) Yo + Ce me) (ae= 201) (25202) Ys Cae xe\(r2-%)) (a3) (29-20) (3-24) (213-22) a (xe aD Eo eaten Cer o)e= a(x-S) 9 3 + ae -10 (-0(1- 2) (1s) ; — (x- vy (=) (2-9) ya + (% oye) (x-2) > | eons) (Seeds) (era) 2a [et-x-axra)ln-o)) + (A> axylors) 46 + (ston) Go8)x 12 + (ex) (2-8) KF a a é Go - beth (a% x2- Qar+ an - Sx24Sx4 Joa lo] + 3 [8 ax2- 5x +105] ie = SAE ut Fi Ll s [eee oh PE 60 +m Doses a] : 7 = : 2 re =23] eee Q+ ut +t (g-dl + la a 53H 60 s a oi * Newtons divided difference. forma se Dwided_difPerence_operakor_ (ae _ Table for_divided difference Aves] or BM 2 ya-dy - Cr ee Tne . Alpes] or Ay, 2 Yee = ox) = Yo + me) A(xex] + (1-28) (x20 a Go, x1 ,22) +O -xe) (= =) _ (3a) A8 (e104, 28) + oo & (ea, <2 en) is called Newtonk divided! 1 fren frm. fiw wa Intervals: Wing. Newt Gide fence forma. pea eed fs n ; 4 y 48 100 #44 40 (210 2028 ob (=m) 2 (R- x1) 401”. Given, : x 2 92-52 = (5) >. 9-15 2) 7 yO 4 99-9 2 ms aida ® - : 4 a-10 FOB) = 48 + (8-4) x 82 + (8-uNL8-5) x IS + (2HD(E-SNE_9)x 1 +o + Os 7 [fey = 465 wae | ° ae Pusy = = 2028 +(is- 13) x 404 patie SOS ny x33 + (15 - 13) (IS ~ Mis ~10) xbtO+O [puss = 3159, i - 7 Numerical Inteqroki on Def : The_proces “of evaluabig a definite “Integral fiom_a Set of tabulated valued of” the Integers andl Peay is Called numerical intenredinn i Sat en a * Newton. lote Guadrntive irmula let _Y = fey hen I= iia fees dae Ls. “where fC2) anhes the values Yo, 4. Ua yn for 2x07 Soees Sep) Now, dibich the interval (2,h into n- swb- intervals wath — widtle_size, bh So tena, xeath, ee X= totnh=b From Gi eet 1S SE tS 2 [zt pn : 7 ies fi sas oy as (4. + hbye + hth) Bye sirens xe U La EERE RAL fpr ee a Fay thay + bho? Sy t ; That Tropagiclel Ruby a ff Tae al dh, for n=), take upto fixst_approt ee eres ee i =f Tye bty-y9} “ic_integration aa Se oe ee — wall Tybee] BP an and) wed |e Tee) Me Geant) ad Gn) T= t+ In---- ley *n Tape oid Rule (n=) jn Newton -corten formula) fen da be Cie) F 2lytyp ees + Yn) Es Pas where 2= xe t hh | is @lled Trapescid mule, Simpson Ya Rule [n=2 in Newhon - Cotes) ; Bi —— feerda = b Fyecrya) alge yet = + Yai) + ey Riya nyt oot wep a 1 Simpsons Y3 Rule! = ao Fox sb ligelealy yey ao ) me + 2(Ya+ Ye + Yq to une * Boolds Rule (9= 4) 5 - * Weddle Rule (>= 6) pee Zep oO x (ay Trapescid Rule BeBe -bintuale |, 5 eng Sn cee _— (os teh siveere mala ~ ow 0 , HEE Ans Here oO 2 Rn= 6 ans nh he & divide interval _[0¢) into_six “Sub vintexvad by $=" 5 pulling n=¢ fee oily We know the trapepid vale f fee dx = aa pis} +2 (yrtya+ Yat 4a +Yye+¥s} _ Xes0 =I map saeg xed, iat yours} et (pe Ved pa 10 fy = yo) eee cof ga er 1th Vary “Trak (eye ID = faye) ST La (xs) = ee fig tel Je + TE shat sp ¥ 145r QC - = fire Lees = +2 a(ee eee = HOR toa le ae oe Simpsons Yat rule: { ah Frade = he [ise + (yaya Ys) + 26ger gel] — he ee = 1 Ve +1 a4) ae = 13662. __ St Abs + {4 10% se #3 sfeen ee Sur SR % “@ oe ever tne sca ili 3Y4 _ sol; “Joke, h= td = 099 0 ate mB on i pO 0S FS br does : ; i Yo= x2” = 012222 uss 23 = 013956 _ pr oee (435 simpsons. re ; - cee = [lyeeyon +a lgieys) + algal 99] = = a [oo $Y (010615 + 0:3956) + 2 (0.2282 z=) = eae TaR x* dz = Lio v+s)} 21 = 0.83/08 \35 3 4 le 4 lng. Thus err0r = 0" aglog - 0:23!) YO) = hg 24 wet ee Bon = ee dt A dx = i 3 70

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