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Lecture 9

Lecture 9 covers Ordinary Differential Equations and various solution methods including Taylor’s Series Method and Picard’s Method. It discusses numerical methods such as Single Step Methods, including Euler’s Method and its variations, as well as Multi-Step Methods like Milne-Simpson and Adam’s-Bashforth methods. The lecture emphasizes the importance of initial values and computing derivatives for solving differential equations.

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10 views25 pages

Lecture 9

Lecture 9 covers Ordinary Differential Equations and various solution methods including Taylor’s Series Method and Picard’s Method. It discusses numerical methods such as Single Step Methods, including Euler’s Method and its variations, as well as Multi-Step Methods like Milne-Simpson and Adam’s-Bashforth methods. The lecture emphasizes the importance of initial values and computing derivatives for solving differential equations.

Uploaded by

Es Rar
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 PDF, TXT or read online on Scribd
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Lecture 9

Ordinary Differential Equations

Dr. Noor Badshah


Series Solution Methods

• Taylor’s Series Method


• Picard’s Method

Numerical Numerical Methods

Solution of • Single Step Methods


• Euler’s Method and its Variations
ODEs • Runge-Kutta Methods
• Multi-Step Methods
• Milne-Simpson Predictor-Corrector Method
• Adam’s-Bashforth Predictor-Corrector
Method
• Adam’s-Moulton Method
Solution by Taylor’s Series
Consider a differential equation of the form:
𝑦 ′ = 𝑓 𝑥, 𝑦 , 𝑦 𝑥0 = 𝑦0 .
Let the solution of this equation be 𝑦 𝑥 . Express 𝑦(𝑥) in its
Taylor’s series about 𝑥 = 𝑥0 .
2
′
𝑥 − 𝑥 0
𝑦 = 𝑦0 + 𝑥 − 𝑥0 𝑦0 + 𝑦0′′ + ⋯
2!
If the values of 𝑦0′ , 𝑦0′′ , … are known or found then the above
will give solution 𝑦 of the given differential equation:
It must be noted that 𝑦0 is the initial value and 𝑦0′ , 𝑦0′′ , … will be
computed from the given equation by using implicit
differentiation.
Picard’s Method
Euler’s Method
• To solve differential equation of the form 𝑦 ′ = 𝑓 𝑥, 𝑦 , 𝑦 𝑥0 =
𝑦0
′ 𝑦𝑛+1 −𝑦𝑛
• Discrete form of derivative 𝑦 = can be used.
ℎ
• Above equation may be written in discrete form as 𝑦𝑛′ =
𝑦𝑛+1 −𝑦𝑛
𝑓(𝑥𝑛 , 𝑦𝑛 ) which implies that = 𝑓 𝑥𝑛 , 𝑦𝑛 , 𝑛 = 0,1,2, …
ℎ

OR 𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓 𝑥𝑛 , 𝑦𝑛 , 𝑛 = 0, 1, 2, …
Modified Euler’s Method
ℎ ℎ
𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓 𝑥𝑛 + , 𝑦𝑛 + 𝑓 𝑥𝑛 , 𝑦𝑛 , 𝑛 = 0, 1, 2, …
2 2
Improved Euler’s Method
Runge-Kutta Methods
• Second order:
Third order:
Fourth Order

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