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Numerical Methods
Ordinary Differential Equations - 2
Dr. N. B. Vyas
Department of Mathematics,
Atmiya Institute of Tech. and Science,
Rajkot (Gujarat) - INDIA
niravbvyas@gmail.com
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Euler’s Method:
Consider the differential Equation
dy
dx
= f(x, y), y(x0) = y0
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Euler’s Method:
Consider the differential Equation
dy
dx
= f(x, y), y(x0) = y0
The Taylor’s series is
y(x) = y(x0) +
(x − x0)
1!
y (x0) +
(x − x0)2
2!
y (x0) + . . . - - - (1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Euler’s Method:
Consider the differential Equation
dy
dx
= f(x, y), y(x0) = y0
The Taylor’s series is
y(x) = y(x0) +
(x − x0)
1!
y (x0) +
(x − x0)2
2!
y (x0) + . . . - - - (1)
Now substituting h = x1 − x0 in eq (1), we get
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Euler’s Method:
Consider the differential Equation
dy
dx
= f(x, y), y(x0) = y0
The Taylor’s series is
y(x) = y(x0) +
(x − x0)
1!
y (x0) +
(x − x0)2
2!
y (x0) + . . . - - - (1)
Now substituting h = x1 − x0 in eq (1), we get
y(x1) = y(x0) + hy (x0) +
h2
2!
y (x0) + . . .
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
If h is chosen small enough then we may neglect the second and
higher order term of h.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
If h is chosen small enough then we may neglect the second and
higher order term of h.
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
If h is chosen small enough then we may neglect the second and
higher order term of h.
y1 = y0 + hf(x0, y0)
Which is Euler’s first approximation.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
If h is chosen small enough then we may neglect the second and
higher order term of h.
y1 = y0 + hf(x0, y0)
Which is Euler’s first approximation.
The general step for Euler method is
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
If h is chosen small enough then we may neglect the second and
higher order term of h.
y1 = y0 + hf(x0, y0)
Which is Euler’s first approximation.
The general step for Euler method is
yi+1 = yi + hf(xi, yi) where i = 0, 1, 2....
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Ex.: Use Euler’s method to find y(1.6) given that
dy
dx
= xy
1
2 , y(1) = 1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 1, y0 = 1 and
dy
dx
= f(x, y) = xy
1
2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 1, y0 = 1 and
dy
dx
= f(x, y) = xy
1
2
we take h = 0.2
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 1, y0 = 1 and
dy
dx
= f(x, y) = xy
1
2
we take h = 0.2
1st approximation:
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 1, y0 = 1 and
dy
dx
= f(x, y) = xy
1
2
we take h = 0.2
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.2)(1)(1)
1
2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 1, y0 = 1 and
dy
dx
= f(x, y) = xy
1
2
we take h = 0.2
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.2)(1)(1)
1
2
= 1.2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 1, y0 = 1 and
dy
dx
= f(x, y) = xy
1
2
we take h = 0.2
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.2)(1)(1)
1
2
= 1.2
x1 = x0 + h = 1 + 0.2 = 1.2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
x2 = x1 + h =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
x2 = x1 + h = 1.2 + 0.2 = 1.4
3rd approximation:
y3 = y2 + hf(x2, y2)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
x2 = x1 + h = 1.2 + 0.2 = 1.4
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.4629 + (0.2)(1.4)(1.4629)
1
2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
x2 = x1 + h = 1.2 + 0.2 = 1.4
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.4629 + (0.2)(1.4)(1.4629)
1
2
= 1.8016
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
x2 = x1 + h = 1.2 + 0.2 = 1.4
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.4629 + (0.2)(1.4)(1.4629)
1
2
= 1.8016
x3 = x2 + h = 1.4 + 0.2 = 1.6
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.2 + (0.2)(1.2)(1.2)
1
2
= 1.4629
x2 = x1 + h = 1.2 + 0.2 = 1.4
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.4629 + (0.2)(1.4)(1.4629)
1
2
= 1.8016
x3 = x2 + h = 1.4 + 0.2 = 1.6
∴ y(1.6) = 1.8016
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Ex.: Using Euler’s method, find y(0.2), given
dy
dx
= y −
2x
y
, y(0) = 1. (Take h = 0.1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
we take h = 0.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
we take h = 0.1
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
we take h = 0.1
1st approximation:
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
we take h = 0.1
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.1)(1 − 0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
we take h = 0.1
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.1)(1 − 0)
= 1.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1 and
dy
dx
= f(x, y) = y −
2x
y
we take h = 0.1
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.1)(1 − 0)
= 1.1
x1 = x0 + h = 0 + 0.1 = 0.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1) 0.1 −
2(0.1)
1.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1) 0.1 −
2(0.1)
1.1
= 1.1918
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1) 0.1 −
2(0.1)
1.1
= 1.1918
x2 = x1 + h = 0.1 + 0.1 = 0.2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1) 0.1 −
2(0.1)
1.1
= 1.1918
x2 = x1 + h = 0.1 + 0.1 = 0.2
∴ y(0.2) = 1.1918
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Ex.: Use Euler’s method to obtain an approx value
of y(0.4) for the equation
dy
dx
= x + y, y(0) = 1 with
h = 0.1.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.1 and
dy
dx
= f(x, y) = x + y
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.1 and
dy
dx
= f(x, y) = x + y
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.1 and
dy
dx
= f(x, y) = x + y
1st approximation:
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.1 and
dy
dx
= f(x, y) = x + y
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.1)(0 + 1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.1 and
dy
dx
= f(x, y) = x + y
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.1)(0 + 1)
= 1.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.1 and
dy
dx
= f(x, y) = x + y
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.1)(0 + 1)
= 1.1
x1 = x0 + h = 0 + 0.1 = 0.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
3rd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
3rd approximation:
y3 = y2 + hf(x2, y2)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.22 + (0.1)(0.2 + 1.22)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.22 + (0.1)(0.2 + 1.22)
= 1.362
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.22 + (0.1)(0.2 + 1.22)
= 1.362
x3 = x2 + h = 0.2 + 0.1 = 0.3
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.1 + (0.1)f(0.1, 1.1)
= 1.1 + (0.1)(0.1 + 1.1)
= 1.22
x2 = x1 + h = 0.1 + 0.1 = 0.2
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.22 + (0.1)(0.2 + 1.22)
= 1.362
x3 = x2 + h = 0.2 + 0.1 = 0.3
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.362 + (0.1)f(0.3, 1.362)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.362 + (0.1)f(0.3, 1.362)
= 1.362 + (0.1)(0.3 + 1.362)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.362 + (0.1)f(0.3, 1.362)
= 1.362 + (0.1)(0.3 + 1.362)
= 1.5282
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.362 + (0.1)f(0.3, 1.362)
= 1.362 + (0.1)(0.3 + 1.362)
= 1.5282
x4 = x3 + h = 0.3 + 0.1 = 0.4
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.362 + (0.1)f(0.3, 1.362)
= 1.362 + (0.1)(0.3 + 1.362)
= 1.5282
x4 = x3 + h = 0.3 + 0.1 = 0.4
∴ y(0.4) = 1.5282
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Ex.: Given
dy
dx
=
y − x
y + x
, y(0) = 1.
Find y(0.1) by Euler’s method in 5 steps.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.02 and
dy
dx
= f(x, y) =
y − x
y + x
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.02 and
dy
dx
= f(x, y) =
y − x
y + x
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.02 and
dy
dx
= f(x, y) =
y − x
y + x
1st approximation:
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.02 and
dy
dx
= f(x, y) =
y − x
y + x
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.02)
1 − 0
1 + 0
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.02 and
dy
dx
= f(x, y) =
y − x
y + x
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.02)
1 − 0
1 + 0
= 1.02
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.02 and
dy
dx
= f(x, y) =
y − x
y + x
1st approximation:
y1 = y0 + hf(x0, y0)
= 1 + (0.02)
1 − 0
1 + 0
= 1.02
x1 = x0 + h = 0 + 0.02 = 0.02
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.02 + (0.02)
1.02 − 0.02
1.02 + 0.02
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.02 + (0.02)
1.02 − 0.02
1.02 + 0.02
= 1.0392
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
2nd approximation:
y2 = y1 + hf(x1, y1)
= 1.02 + (0.02)
1.02 − 0.02
1.02 + 0.02
= 1.0392
x2 = x1 + h = 0.02 + 0.02 = 0.04
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
3rd approximation:
y3 = y2 + hf(x2, y2)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.0392 + (0.02)
1.0392 − 0.04
1.0392 + 0.04
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.0392 + (0.02)
1.0392 − 0.04
1.0392 + 0.04
= 1.0577
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
3rd approximation:
y3 = y2 + hf(x2, y2)
= 1.0392 + (0.02)
1.0392 − 0.04
1.0392 + 0.04
= 1.0577
x3 = x2 + h = 0.04 + 0.02 = 0.06
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.0577 + (0.02)
1.0577 − 0.06
1.0577 + 0.06
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.0577 + (0.02)
1.0577 − 0.06
1.0577 + 0.06
= 1.0755
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.0577 + (0.02)
1.0577 − 0.06
1.0577 + 0.06
= 1.0755
x4 = x3 + h = 0.06 + 0.02 = 0.08
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
4th approximation:
y4 = y3 + hf(x3, y3)
= 1.0577 + (0.02)
1.0577 − 0.06
1.0577 + 0.06
= 1.0755
x4 = x3 + h = 0.06 + 0.02 = 0.08
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
5th approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
5th approximation:
y4 = y3 + hf(x3, y3)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
5th approximation:
y4 = y3 + hf(x3, y3)
= 1.0755 + (0.02)
1.0755 − 0.08
1.0755 + 0.08
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
5th approximation:
y4 = y3 + hf(x3, y3)
= 1.0755 + (0.02)
1.0755 − 0.08
1.0755 + 0.08
= 1.0928
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
5th approximation:
y4 = y3 + hf(x3, y3)
= 1.0755 + (0.02)
1.0755 − 0.08
1.0755 + 0.08
= 1.0928
x5 = x4 + h = 0.08 + 0.02 = 1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
5th approximation:
y4 = y3 + hf(x3, y3)
= 1.0755 + (0.02)
1.0755 − 0.08
1.0755 + 0.08
= 1.0928
x5 = x4 + h = 0.08 + 0.02 = 1
∴ y(1) = 1.0928
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Euler’s Method
Ex.: Find y(2) for
dy
dx
=
y
x
, y(1) = 1.
using Euler’s method, take h = 0.2.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
For better approximation y
(1)
1 of y1, we take
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
For better approximation y
(1)
1 of y1, we take
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
For better approximation y
(1)
1 of y1, we take
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
where x1 = x0 + h
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
For better approximation y
(1)
1 of y1, we take
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
where x1 = x0 + h
For still better approximation y
(2)
1 of y1,
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
For better approximation y
(1)
1 of y1, we take
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
where x1 = x0 + h
For still better approximation y
(2)
1 of y1,
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Ordinary Differential Equations
Modified Euler’s Method:
By Euler’s method
y1 = y0 + hf(x0, y0)
For better approximation y
(1)
1 of y1, we take
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
where x1 = x0 + h
For still better approximation y
(2)
1 of y1,
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
we repeat this process till two consecutive values
of y agree.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
y2 = y1 + hf(x1, y1)
For better approximation y
(1)
2 of y2, we take
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
y2 = y1 + hf(x1, y1)
For better approximation y
(1)
2 of y2, we take
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
where x2 = x1 + h
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
y2 = y1 + hf(x1, y1)
For better approximation y
(1)
2 of y2, we take
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
where x2 = x1 + h
For still better approximation y
(2)
2 of y2,
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
y2 = y1 + hf(x1, y1)
For better approximation y
(1)
2 of y2, we take
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
where x2 = x1 + h
For still better approximation y
(2)
2 of y2,
y
(2)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(2)
2 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Once y1 is obtained to desired degree of accuracy,
we find y2
y2 = y1 + hf(x1, y1)
For better approximation y
(1)
2 of y2, we take
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
where x2 = x1 + h
For still better approximation y
(2)
2 of y2,
y
(2)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(2)
2 )
we repeat this step until y2 becomes stationary.
Then we proceed to calculate y3 in the same way
as above.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Ex.: Solve
dy
dx
= x + y , y(0) = 1.
by Euler’s modified method for x = 0.1
correct upto four decimal places by taking h = 0.05.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.05 and
dy
dx
= f(x, y) = x + y
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.05 and
dy
dx
= f(x, y) = x + y
x1 = x0 + h = 0 + 0.05 = 0.05
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.05 and
dy
dx
= f(x, y) = x + y
x1 = x0 + h = 0 + 0.05 = 0.05
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.05 and
dy
dx
= f(x, y) = x + y
x1 = x0 + h = 0 + 0.05 = 0.05
y1 = y0 + hf(x0, y0)
= 1 + (0.05)(1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 1, h = 0.05 and
dy
dx
= f(x, y) = x + y
x1 = x0 + h = 0 + 0.05 = 0.05
y1 = y0 + hf(x0, y0)
= 1 + (0.05)(1)
= 1.05
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.05)] =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.05)] = 1.0525
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.05)] = 1.0525
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) +
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.05)] = 1.0525
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(1)
1 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.05)] = 1.0525
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(1)
1 )
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.0525)] =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.05)] = 1.0525
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(1)
1 )
= 1 + 0.05
2 [(0 + 1) + (0.05 + 1.0525)] = 1.05256
∴ y1 = 1.05256 correct up to 4 decimal places.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.05 + 0.05 = 0.1
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.05 + 0.05 = 0.1
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.05 + 0.05 = 0.1
y2 = y1 + hf(x1, y1)
= 1.05256 + (0.05)(0.1 + 1.05256)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.05 + 0.05 = 0.1
y2 = y1 + hf(x1, y1)
= 1.05256 + (0.05)(0.1 + 1.05256)
= 1.10769
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
=
1.05256 + 0.05
2 [(0.05 + 1.05256) + (0.1 + 1.10769)]
=
2nd approximation:
y
(2)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(1)
2 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
=
1.05256 + 0.05
2 [(0.05 + 1.05256) + (0.1 + 1.10769)]
=
2nd approximation:
y
(2)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(1)
2 )
∴ y2 = .... correct up to 4 decimal places.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Ex.: Using modified Euler’s method , find y(0.2)
and y(0.4) given that
dy
dx
= y + ex
, y(0) = 0
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 0, h = 0.2 and
dy
dx
= f(x, y) = y + ex
x1 = x0 + h = 0.2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 0, h = 0.2 and
dy
dx
= f(x, y) = y + ex
x1 = x0 + h = 0.2
y1 = y0 + hf(x0, y0)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 0, h = 0.2 and
dy
dx
= f(x, y) = y + ex
x1 = x0 + h = 0.2
y1 = y0 + hf(x0, y0)
= 0 + (0.2)(0 + e0
)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
Sol.:
Here x0 = 0, y0 = 0, h = 0.2 and
dy
dx
= f(x, y) = y + ex
x1 = x0 + h = 0.2
y1 = y0 + hf(x0, y0)
= 0 + (0.2)(0 + e0
)
= 0.2
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.2)] =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.2)] = 0.24214
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.2)] = 0.24214
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(1)
1 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.2)] = 0.24214
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(1)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24214)] =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
1 = y0 +
h
2
[f(x0, y0) + f(x1, y1)]
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.2)] = 0.24214
2nd approximation:
y
(2)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(1)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24214)] = 0.24635
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24635)] =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678
4th approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678
4th approximation:
y
(4)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(3)
1 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678
4th approximation:
y
(4)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(3)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24678)] =
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(2)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678
4th approximation:
y
(4)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(3)
1 )
= 0 + 0.2
2 [f(0, 0) + f(0.2, 0.24678)] = 0.24681
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
5th approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
5th approximation:
y
(5)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(4)
1 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
5th approximation:
y
(5)
1 = y0 +
h
2
f(x0, y0) + f(x1, y
(4)
1 )
= 0.24682
∴ y1 = 0.24682 correct up to 4 decimal places.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.4
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.4
y2 = y1 + hf(x1, y1)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.4
y2 = y1 + hf(x1, y1)
= 0.24682 + (0.2)f(0.2, 0.24682)
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
x2 = x1 + h = 0.4
y2 = y1 + hf(x1, y1)
= 0.24682 + (0.2)f(0.2, 0.24682)
= 0.54046
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
= 0.59687
2nd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
= 0.59687
2nd approximation:
y
(2)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(1)
2 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
1st approximation:
y
(1)
2 = y1 +
h
2
[f(x1, y1) + f(x2, y2)]
= 0.59687
2nd approximation:
y
(2)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(1)
2 )
=0.60251
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(2)
2 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(2)
2 )
= 0.60308
4th approximation:
y
(4)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(3)
2 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
3rd approximation:
y
(3)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(2)
2 )
= 0.60308
4th approximation:
y
(4)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(3)
2 )
= 0.60313
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
5th approximation:
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
5th approximation:
y
(5)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(4)
2 )
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
Modified Euler’s Method
5th approximation:
y
(5)
2 = y1 +
h
2
f(x1, y1) + f(x2, y
(4)
2 )
= 0.60314
∴ y2 = 0.60314 correct up to 4 decimal places.
Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -

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Numerical Methods - Oridnary Differential Equations - 2

  • 1. Numerical Methods Ordinary Differential Equations - 2 Dr. N. B. Vyas Department of Mathematics, Atmiya Institute of Tech. and Science, Rajkot (Gujarat) - INDIA niravbvyas@gmail.com Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 2. Ordinary Differential Equations Euler’s Method: Consider the differential Equation dy dx = f(x, y), y(x0) = y0 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 3. Ordinary Differential Equations Euler’s Method: Consider the differential Equation dy dx = f(x, y), y(x0) = y0 The Taylor’s series is y(x) = y(x0) + (x − x0) 1! y (x0) + (x − x0)2 2! y (x0) + . . . - - - (1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 4. Ordinary Differential Equations Euler’s Method: Consider the differential Equation dy dx = f(x, y), y(x0) = y0 The Taylor’s series is y(x) = y(x0) + (x − x0) 1! y (x0) + (x − x0)2 2! y (x0) + . . . - - - (1) Now substituting h = x1 − x0 in eq (1), we get Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 5. Ordinary Differential Equations Euler’s Method: Consider the differential Equation dy dx = f(x, y), y(x0) = y0 The Taylor’s series is y(x) = y(x0) + (x − x0) 1! y (x0) + (x − x0)2 2! y (x0) + . . . - - - (1) Now substituting h = x1 − x0 in eq (1), we get y(x1) = y(x0) + hy (x0) + h2 2! y (x0) + . . . Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 6. Euler’s Method If h is chosen small enough then we may neglect the second and higher order term of h. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 7. Euler’s Method If h is chosen small enough then we may neglect the second and higher order term of h. y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 8. Euler’s Method If h is chosen small enough then we may neglect the second and higher order term of h. y1 = y0 + hf(x0, y0) Which is Euler’s first approximation. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 9. Euler’s Method If h is chosen small enough then we may neglect the second and higher order term of h. y1 = y0 + hf(x0, y0) Which is Euler’s first approximation. The general step for Euler method is Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 10. Euler’s Method If h is chosen small enough then we may neglect the second and higher order term of h. y1 = y0 + hf(x0, y0) Which is Euler’s first approximation. The general step for Euler method is yi+1 = yi + hf(xi, yi) where i = 0, 1, 2.... Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 11. Euler’s Method Ex.: Use Euler’s method to find y(1.6) given that dy dx = xy 1 2 , y(1) = 1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 12. Euler’s Method Sol.: Here x0 = 1, y0 = 1 and dy dx = f(x, y) = xy 1 2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 13. Euler’s Method Sol.: Here x0 = 1, y0 = 1 and dy dx = f(x, y) = xy 1 2 we take h = 0.2 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 14. Euler’s Method Sol.: Here x0 = 1, y0 = 1 and dy dx = f(x, y) = xy 1 2 we take h = 0.2 1st approximation: y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 15. Euler’s Method Sol.: Here x0 = 1, y0 = 1 and dy dx = f(x, y) = xy 1 2 we take h = 0.2 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.2)(1)(1) 1 2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 16. Euler’s Method Sol.: Here x0 = 1, y0 = 1 and dy dx = f(x, y) = xy 1 2 we take h = 0.2 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.2)(1)(1) 1 2 = 1.2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 17. Euler’s Method Sol.: Here x0 = 1, y0 = 1 and dy dx = f(x, y) = xy 1 2 we take h = 0.2 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.2)(1)(1) 1 2 = 1.2 x1 = x0 + h = 1 + 0.2 = 1.2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 18. Euler’s Method 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 19. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 20. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 21. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 22. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 x2 = x1 + h = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 23. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 x2 = x1 + h = 1.2 + 0.2 = 1.4 3rd approximation: y3 = y2 + hf(x2, y2) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 24. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 x2 = x1 + h = 1.2 + 0.2 = 1.4 3rd approximation: y3 = y2 + hf(x2, y2) = 1.4629 + (0.2)(1.4)(1.4629) 1 2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 25. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 x2 = x1 + h = 1.2 + 0.2 = 1.4 3rd approximation: y3 = y2 + hf(x2, y2) = 1.4629 + (0.2)(1.4)(1.4629) 1 2 = 1.8016 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 26. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 x2 = x1 + h = 1.2 + 0.2 = 1.4 3rd approximation: y3 = y2 + hf(x2, y2) = 1.4629 + (0.2)(1.4)(1.4629) 1 2 = 1.8016 x3 = x2 + h = 1.4 + 0.2 = 1.6 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 27. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.2 + (0.2)(1.2)(1.2) 1 2 = 1.4629 x2 = x1 + h = 1.2 + 0.2 = 1.4 3rd approximation: y3 = y2 + hf(x2, y2) = 1.4629 + (0.2)(1.4)(1.4629) 1 2 = 1.8016 x3 = x2 + h = 1.4 + 0.2 = 1.6 ∴ y(1.6) = 1.8016 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 28. Euler’s Method Ex.: Using Euler’s method, find y(0.2), given dy dx = y − 2x y , y(0) = 1. (Take h = 0.1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 29. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 30. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y we take h = 0.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 31. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y we take h = 0.1 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 32. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y we take h = 0.1 1st approximation: y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 33. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y we take h = 0.1 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.1)(1 − 0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 34. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y we take h = 0.1 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.1)(1 − 0) = 1.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 35. Euler’s Method Sol.: Here x0 = 0, y0 = 1 and dy dx = f(x, y) = y − 2x y we take h = 0.1 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.1)(1 − 0) = 1.1 x1 = x0 + h = 0 + 0.1 = 0.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 36. Euler’s Method 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 37. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 38. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 39. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1) 0.1 − 2(0.1) 1.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 40. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1) 0.1 − 2(0.1) 1.1 = 1.1918 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 41. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1) 0.1 − 2(0.1) 1.1 = 1.1918 x2 = x1 + h = 0.1 + 0.1 = 0.2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 42. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1) 0.1 − 2(0.1) 1.1 = 1.1918 x2 = x1 + h = 0.1 + 0.1 = 0.2 ∴ y(0.2) = 1.1918 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 43. Euler’s Method Ex.: Use Euler’s method to obtain an approx value of y(0.4) for the equation dy dx = x + y, y(0) = 1 with h = 0.1. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 44. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.1 and dy dx = f(x, y) = x + y Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 45. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.1 and dy dx = f(x, y) = x + y 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 46. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.1 and dy dx = f(x, y) = x + y 1st approximation: y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 47. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.1 and dy dx = f(x, y) = x + y 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.1)(0 + 1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 48. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.1 and dy dx = f(x, y) = x + y 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.1)(0 + 1) = 1.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 49. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.1 and dy dx = f(x, y) = x + y 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.1)(0 + 1) = 1.1 x1 = x0 + h = 0 + 0.1 = 0.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 50. Euler’s Method 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 51. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 52. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 53. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 54. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 55. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 56. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 3rd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 57. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 3rd approximation: y3 = y2 + hf(x2, y2) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 58. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 3rd approximation: y3 = y2 + hf(x2, y2) = 1.22 + (0.1)(0.2 + 1.22) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 59. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 3rd approximation: y3 = y2 + hf(x2, y2) = 1.22 + (0.1)(0.2 + 1.22) = 1.362 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 60. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 3rd approximation: y3 = y2 + hf(x2, y2) = 1.22 + (0.1)(0.2 + 1.22) = 1.362 x3 = x2 + h = 0.2 + 0.1 = 0.3 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 61. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.1 + (0.1)f(0.1, 1.1) = 1.1 + (0.1)(0.1 + 1.1) = 1.22 x2 = x1 + h = 0.1 + 0.1 = 0.2 3rd approximation: y3 = y2 + hf(x2, y2) = 1.22 + (0.1)(0.2 + 1.22) = 1.362 x3 = x2 + h = 0.2 + 0.1 = 0.3 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 62. Euler’s Method 4th approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 63. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 64. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.362 + (0.1)f(0.3, 1.362) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 65. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.362 + (0.1)f(0.3, 1.362) = 1.362 + (0.1)(0.3 + 1.362) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 66. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.362 + (0.1)f(0.3, 1.362) = 1.362 + (0.1)(0.3 + 1.362) = 1.5282 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 67. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.362 + (0.1)f(0.3, 1.362) = 1.362 + (0.1)(0.3 + 1.362) = 1.5282 x4 = x3 + h = 0.3 + 0.1 = 0.4 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 68. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.362 + (0.1)f(0.3, 1.362) = 1.362 + (0.1)(0.3 + 1.362) = 1.5282 x4 = x3 + h = 0.3 + 0.1 = 0.4 ∴ y(0.4) = 1.5282 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 69. Euler’s Method Ex.: Given dy dx = y − x y + x , y(0) = 1. Find y(0.1) by Euler’s method in 5 steps. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 70. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.02 and dy dx = f(x, y) = y − x y + x Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 71. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.02 and dy dx = f(x, y) = y − x y + x 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 72. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.02 and dy dx = f(x, y) = y − x y + x 1st approximation: y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 73. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.02 and dy dx = f(x, y) = y − x y + x 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.02) 1 − 0 1 + 0 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 74. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.02 and dy dx = f(x, y) = y − x y + x 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.02) 1 − 0 1 + 0 = 1.02 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 75. Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.02 and dy dx = f(x, y) = y − x y + x 1st approximation: y1 = y0 + hf(x0, y0) = 1 + (0.02) 1 − 0 1 + 0 = 1.02 x1 = x0 + h = 0 + 0.02 = 0.02 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 76. Euler’s Method 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 77. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 78. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.02 + (0.02) 1.02 − 0.02 1.02 + 0.02 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 79. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.02 + (0.02) 1.02 − 0.02 1.02 + 0.02 = 1.0392 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 80. Euler’s Method 2nd approximation: y2 = y1 + hf(x1, y1) = 1.02 + (0.02) 1.02 − 0.02 1.02 + 0.02 = 1.0392 x2 = x1 + h = 0.02 + 0.02 = 0.04 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 81. Euler’s Method 3rd approximation: y3 = y2 + hf(x2, y2) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 82. Euler’s Method 3rd approximation: y3 = y2 + hf(x2, y2) = 1.0392 + (0.02) 1.0392 − 0.04 1.0392 + 0.04 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 83. Euler’s Method 3rd approximation: y3 = y2 + hf(x2, y2) = 1.0392 + (0.02) 1.0392 − 0.04 1.0392 + 0.04 = 1.0577 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 84. Euler’s Method 3rd approximation: y3 = y2 + hf(x2, y2) = 1.0392 + (0.02) 1.0392 − 0.04 1.0392 + 0.04 = 1.0577 x3 = x2 + h = 0.04 + 0.02 = 0.06 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 85. Euler’s Method 4th approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 86. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 87. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.0577 + (0.02) 1.0577 − 0.06 1.0577 + 0.06 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 88. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.0577 + (0.02) 1.0577 − 0.06 1.0577 + 0.06 = 1.0755 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 89. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.0577 + (0.02) 1.0577 − 0.06 1.0577 + 0.06 = 1.0755 x4 = x3 + h = 0.06 + 0.02 = 0.08 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 90. Euler’s Method 4th approximation: y4 = y3 + hf(x3, y3) = 1.0577 + (0.02) 1.0577 − 0.06 1.0577 + 0.06 = 1.0755 x4 = x3 + h = 0.06 + 0.02 = 0.08 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 91. Euler’s Method 5th approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 92. Euler’s Method 5th approximation: y4 = y3 + hf(x3, y3) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 93. Euler’s Method 5th approximation: y4 = y3 + hf(x3, y3) = 1.0755 + (0.02) 1.0755 − 0.08 1.0755 + 0.08 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 94. Euler’s Method 5th approximation: y4 = y3 + hf(x3, y3) = 1.0755 + (0.02) 1.0755 − 0.08 1.0755 + 0.08 = 1.0928 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 95. Euler’s Method 5th approximation: y4 = y3 + hf(x3, y3) = 1.0755 + (0.02) 1.0755 − 0.08 1.0755 + 0.08 = 1.0928 x5 = x4 + h = 0.08 + 0.02 = 1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 96. Euler’s Method 5th approximation: y4 = y3 + hf(x3, y3) = 1.0755 + (0.02) 1.0755 − 0.08 1.0755 + 0.08 = 1.0928 x5 = x4 + h = 0.08 + 0.02 = 1 ∴ y(1) = 1.0928 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 97. Euler’s Method Ex.: Find y(2) for dy dx = y x , y(1) = 1. using Euler’s method, take h = 0.2. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 98. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 99. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) For better approximation y (1) 1 of y1, we take Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 100. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) For better approximation y (1) 1 of y1, we take y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 101. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) For better approximation y (1) 1 of y1, we take y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] where x1 = x0 + h Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 102. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) For better approximation y (1) 1 of y1, we take y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] where x1 = x0 + h For still better approximation y (2) 1 of y1, Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 103. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) For better approximation y (1) 1 of y1, we take y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] where x1 = x0 + h For still better approximation y (2) 1 of y1, y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 104. Ordinary Differential Equations Modified Euler’s Method: By Euler’s method y1 = y0 + hf(x0, y0) For better approximation y (1) 1 of y1, we take y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] where x1 = x0 + h For still better approximation y (2) 1 of y1, y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) we repeat this process till two consecutive values of y agree. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 105. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 106. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 107. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 y2 = y1 + hf(x1, y1) For better approximation y (1) 2 of y2, we take Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 108. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 y2 = y1 + hf(x1, y1) For better approximation y (1) 2 of y2, we take y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] where x2 = x1 + h Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 109. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 y2 = y1 + hf(x1, y1) For better approximation y (1) 2 of y2, we take y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] where x2 = x1 + h For still better approximation y (2) 2 of y2, Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 110. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 y2 = y1 + hf(x1, y1) For better approximation y (1) 2 of y2, we take y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] where x2 = x1 + h For still better approximation y (2) 2 of y2, y (2) 2 = y1 + h 2 f(x1, y1) + f(x2, y (2) 2 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 111. Modified Euler’s Method Once y1 is obtained to desired degree of accuracy, we find y2 y2 = y1 + hf(x1, y1) For better approximation y (1) 2 of y2, we take y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] where x2 = x1 + h For still better approximation y (2) 2 of y2, y (2) 2 = y1 + h 2 f(x1, y1) + f(x2, y (2) 2 ) we repeat this step until y2 becomes stationary. Then we proceed to calculate y3 in the same way as above. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 112. Modified Euler’s Method Ex.: Solve dy dx = x + y , y(0) = 1. by Euler’s modified method for x = 0.1 correct upto four decimal places by taking h = 0.05. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 113. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.05 and dy dx = f(x, y) = x + y Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 114. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.05 and dy dx = f(x, y) = x + y x1 = x0 + h = 0 + 0.05 = 0.05 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 115. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.05 and dy dx = f(x, y) = x + y x1 = x0 + h = 0 + 0.05 = 0.05 y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 116. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.05 and dy dx = f(x, y) = x + y x1 = x0 + h = 0 + 0.05 = 0.05 y1 = y0 + hf(x0, y0) = 1 + (0.05)(1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 117. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 1, h = 0.05 and dy dx = f(x, y) = x + y x1 = x0 + h = 0 + 0.05 = 0.05 y1 = y0 + hf(x0, y0) = 1 + (0.05)(1) = 1.05 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 118. Modified Euler’s Method 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 119. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 120. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.05)] = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 121. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.05)] = 1.0525 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 122. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.05)] = 1.0525 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 123. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.05)] = 1.0525 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (1) 1 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 124. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.05)] = 1.0525 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (1) 1 ) = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.0525)] = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 125. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.05)] = 1.0525 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (1) 1 ) = 1 + 0.05 2 [(0 + 1) + (0.05 + 1.0525)] = 1.05256 ∴ y1 = 1.05256 correct up to 4 decimal places. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 126. Modified Euler’s Method x2 = x1 + h = 0.05 + 0.05 = 0.1 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 127. Modified Euler’s Method x2 = x1 + h = 0.05 + 0.05 = 0.1 y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 128. Modified Euler’s Method x2 = x1 + h = 0.05 + 0.05 = 0.1 y2 = y1 + hf(x1, y1) = 1.05256 + (0.05)(0.1 + 1.05256) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 129. Modified Euler’s Method x2 = x1 + h = 0.05 + 0.05 = 0.1 y2 = y1 + hf(x1, y1) = 1.05256 + (0.05)(0.1 + 1.05256) = 1.10769 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 130. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 131. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] = 1.05256 + 0.05 2 [(0.05 + 1.05256) + (0.1 + 1.10769)] = 2nd approximation: y (2) 2 = y1 + h 2 f(x1, y1) + f(x2, y (1) 2 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 132. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] = 1.05256 + 0.05 2 [(0.05 + 1.05256) + (0.1 + 1.10769)] = 2nd approximation: y (2) 2 = y1 + h 2 f(x1, y1) + f(x2, y (1) 2 ) ∴ y2 = .... correct up to 4 decimal places. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 133. Modified Euler’s Method Ex.: Using modified Euler’s method , find y(0.2) and y(0.4) given that dy dx = y + ex , y(0) = 0 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 134. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 0, h = 0.2 and dy dx = f(x, y) = y + ex x1 = x0 + h = 0.2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 135. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 0, h = 0.2 and dy dx = f(x, y) = y + ex x1 = x0 + h = 0.2 y1 = y0 + hf(x0, y0) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 136. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 0, h = 0.2 and dy dx = f(x, y) = y + ex x1 = x0 + h = 0.2 y1 = y0 + hf(x0, y0) = 0 + (0.2)(0 + e0 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 137. Modified Euler’s Method Sol.: Here x0 = 0, y0 = 0, h = 0.2 and dy dx = f(x, y) = y + ex x1 = x0 + h = 0.2 y1 = y0 + hf(x0, y0) = 0 + (0.2)(0 + e0 ) = 0.2 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 138. Modified Euler’s Method 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 139. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 140. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.2)] = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 141. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.2)] = 0.24214 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 142. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.2)] = 0.24214 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (1) 1 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 143. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.2)] = 0.24214 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (1) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24214)] = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 144. Modified Euler’s Method 1st approximation: y (1) 1 = y0 + h 2 [f(x0, y0) + f(x1, y1)] = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.2)] = 0.24214 2nd approximation: y (2) 1 = y0 + h 2 f(x0, y0) + f(x1, y (1) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24214)] = 0.24635 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 145. Modified Euler’s Method 3rd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 146. Modified Euler’s Method 3rd approximation: y (3) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 147. Modified Euler’s Method 3rd approximation: y (3) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24635)] = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 148. Modified Euler’s Method 3rd approximation: y (3) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678 4th approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 149. Modified Euler’s Method 3rd approximation: y (3) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678 4th approximation: y (4) 1 = y0 + h 2 f(x0, y0) + f(x1, y (3) 1 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 150. Modified Euler’s Method 3rd approximation: y (3) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678 4th approximation: y (4) 1 = y0 + h 2 f(x0, y0) + f(x1, y (3) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24678)] = Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 151. Modified Euler’s Method 3rd approximation: y (3) 1 = y0 + h 2 f(x0, y0) + f(x1, y (2) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24635)] = 0.24678 4th approximation: y (4) 1 = y0 + h 2 f(x0, y0) + f(x1, y (3) 1 ) = 0 + 0.2 2 [f(0, 0) + f(0.2, 0.24678)] = 0.24681 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 152. Modified Euler’s Method 5th approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 153. Modified Euler’s Method 5th approximation: y (5) 1 = y0 + h 2 f(x0, y0) + f(x1, y (4) 1 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 154. Modified Euler’s Method 5th approximation: y (5) 1 = y0 + h 2 f(x0, y0) + f(x1, y (4) 1 ) = 0.24682 ∴ y1 = 0.24682 correct up to 4 decimal places. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 155. Modified Euler’s Method x2 = x1 + h = 0.4 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 156. Modified Euler’s Method x2 = x1 + h = 0.4 y2 = y1 + hf(x1, y1) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 157. Modified Euler’s Method x2 = x1 + h = 0.4 y2 = y1 + hf(x1, y1) = 0.24682 + (0.2)f(0.2, 0.24682) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 158. Modified Euler’s Method x2 = x1 + h = 0.4 y2 = y1 + hf(x1, y1) = 0.24682 + (0.2)f(0.2, 0.24682) = 0.54046 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 159. Modified Euler’s Method 1st approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 160. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 161. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] = 0.59687 2nd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 162. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] = 0.59687 2nd approximation: y (2) 2 = y1 + h 2 f(x1, y1) + f(x2, y (1) 2 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 163. Modified Euler’s Method 1st approximation: y (1) 2 = y1 + h 2 [f(x1, y1) + f(x2, y2)] = 0.59687 2nd approximation: y (2) 2 = y1 + h 2 f(x1, y1) + f(x2, y (1) 2 ) =0.60251 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 164. Modified Euler’s Method 3rd approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 165. Modified Euler’s Method 3rd approximation: y (3) 2 = y1 + h 2 f(x1, y1) + f(x2, y (2) 2 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 166. Modified Euler’s Method 3rd approximation: y (3) 2 = y1 + h 2 f(x1, y1) + f(x2, y (2) 2 ) = 0.60308 4th approximation: y (4) 2 = y1 + h 2 f(x1, y1) + f(x2, y (3) 2 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 167. Modified Euler’s Method 3rd approximation: y (3) 2 = y1 + h 2 f(x1, y1) + f(x2, y (2) 2 ) = 0.60308 4th approximation: y (4) 2 = y1 + h 2 f(x1, y1) + f(x2, y (3) 2 ) = 0.60313 Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 168. Modified Euler’s Method 5th approximation: Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 169. Modified Euler’s Method 5th approximation: y (5) 2 = y1 + h 2 f(x1, y1) + f(x2, y (4) 2 ) Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -
  • 170. Modified Euler’s Method 5th approximation: y (5) 2 = y1 + h 2 f(x1, y1) + f(x2, y (4) 2 ) = 0.60314 ∴ y2 = 0.60314 correct up to 4 decimal places. Dr. N. B. Vyas Numerical Methods Ordinary Differential Equations -