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Euler and runge kutta method
1. INITIAL VALUE PROBLEM
(FIRST ORDER DIFFERENTIAL EQUATIONS)
A differential equation equipped with initial values (or conditions) is
called an initial value problem.
A differential equation of first order is of the type
𝑑𝑦
𝑑𝑥
= 𝑓(𝑥, 𝑦).
2. INITIAL VALUE PROBLEM
(FIRST ORDER DIFFERENTIAL EQUATIONS)
A differential equation equipped with initial values (or conditions) is
called an initial value problem.
A differential equation of first order is of the type
𝑑𝑦
𝑑𝑥
= 𝑓(𝑥, 𝑦).
3. INITIAL VALUE PROBLEM
(FIRST ORDER DIFFERENTIAL EQUATIONS)
A differential equation equipped with initial values (or conditions) is
called an initial value problem.
A differential equation of first order is of the type
𝑑𝑦
𝑑𝑥
= 𝑓(𝑥, 𝑦).
4. INITIAL VALUE PROBLEM
(FIRST ORDER DIFFERENTIAL EQUATIONS)
A differential equation equipped with initial values (or conditions) is
called an initial value problem.
A differential equation of first order is of the type
𝑑𝑦
𝑑𝑥
= 𝑓(𝑥, 𝑦).
Numerical Methods Runge-Kutta by Ch.M.Verriyya Naidu is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
5. EULER’S METHOD
To solve a differential equation of first order of the type
𝑑𝑦
𝑑𝑥
= 𝑓 𝑥, 𝑦 , with initial
conditions 𝑦 𝑥0 = 𝑦0.
The method is used to find the values of 𝑦(𝑥) for different values of 𝑥 at equal
intervals. The length of the interval is ℎ, i.e. ℎ = 𝑥 𝑛+1 − 𝑥 𝑛.
In other words, 𝑥1 = 𝑥0 + ℎ, 𝑥2 = 𝑥1 + ℎ, 𝑥3= 𝑥2 + ℎ … etc.
Also 𝑦𝑛 is defined as 𝑦𝑛 = 𝑦 𝑥 𝑛 .
Euler’s Method: 𝑦 𝑥 𝑛+1 𝑖. 𝑒. 𝑦 𝑛+1 = 𝑦𝑛 + ℎ𝑓(𝑥 𝑛, 𝑦𝑛)
ℎ will be provided or need to be chosen. Smaller the value of ℎ, more accurate is
the answer and less is the error committed.
6. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 , 𝑦 0.3 and 𝑦 0.4 .
7. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 , 𝑦 0.3 and 𝑦 0.4 .
Here 𝑓 𝑥, 𝑦 = 𝑥, 𝑥0 = 0, 𝑦0 = 1
30. Problem 4
Given 𝑥 + 1 𝑑𝑦 = 𝑦 − 1 𝑑𝑥, with initial conditions 𝑦 0.5 = 2.5. Choose ℎ = 0.025
and find 𝑦 0.6 . Compare with the exact value of 𝑦 0.6 .
31. Problem 4
Given 𝑥 + 1 𝑑𝑦 = 𝑦 − 1 𝑑𝑥, with initial conditions 𝑦 0.5 = 2.5. Choose ℎ = 0.025
and find 𝑦 0.6 . Compare with the exact value of 𝑦 0.6 .
Here 𝑓 𝑥, 𝑦 = , 𝑥0 = , 𝑦0 =
32. Problem 4
Given 𝑥 + 1 𝑑𝑦 = 𝑦 − 1 𝑑𝑥, with initial conditions 𝑦 0.5 = 2.5. Choose ℎ = 0.025
and find 𝑦 0.6 . Compare with the exact value of 𝑦 0.6 .
Here 𝑓 𝑥, 𝑦 =
𝑦−1
𝑥+1
, 𝑥0 = 0.5, 𝑦0 = 2.5
33. Problem 4
Given 𝑥 + 1 𝑑𝑦 = 𝑦 − 1 𝑑𝑥, with initial conditions 𝑦 0.5 = 2.5. Choose ℎ = 0.025
and find 𝑦 0.6 . Compare with the exact value of 𝑦 0.6 .
Here 𝑓 𝑥, 𝑦 =
𝑦−1
𝑥+1
, 𝑥0 = 0.5, 𝑦0 = 2.5
n 𝑥 𝑛 𝑦𝑛 (approx)
𝑦𝑛 = 𝑥 𝑛 + 2
(actual) % error
0 0.5 2.5 2.5 0
1 0.525 2.525 2.525 0
2 0.55 2.55 2.55 0
3 0.575 2.575 2.575 0
4 0.6 2.6 2.6 0
35. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
36. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get
37. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get
𝑦1 = 𝑦0 +
1
6
𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
38. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get
𝑦1 = 𝑦0 +
1
6
𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
where 𝑘1 = ℎ𝑓 𝑥0, 𝑦0 = 0.1 0 + 1 = 0.1
39. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get
𝑦1 = 𝑦0 +
1
6
𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
where 𝑘1 = ℎ𝑓 𝑥0, 𝑦0 = 0.1 0 + 1 = 0.1
𝑘2 = ℎ𝑓 𝑥0 +
ℎ
2
, 𝑦0 +
𝑘1
2
= 0.1 0.05 + 1.05 = 0.11
40. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get
𝑦1 = 𝑦0 +
1
6
𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
where 𝑘1 = ℎ𝑓 𝑥0, 𝑦0 = 0.1 0 + 1 = 0.1
𝑘2 = ℎ𝑓 𝑥0 +
ℎ
2
, 𝑦0 +
𝑘1
2
= 0.1 0.05 + 1.05 = 0.11
𝑘3 = ℎ𝑓 𝑥0 +
ℎ
2
, 𝑦0 +
𝑘2
2
= 0.1 0.05 + 1.055 = 0.1105
41. Problem 1
Given
𝑑𝑦
𝑑𝑥
= 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.
Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get
𝑦1 = 𝑦0 +
1
6
𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
where 𝑘1 = ℎ𝑓 𝑥0, 𝑦0 = 0.1 0 + 1 = 0.1
𝑘2 = ℎ𝑓 𝑥0 +
ℎ
2
, 𝑦0 +
𝑘1
2
= 0.1 0.05 + 1.05 = 0.11
𝑘3 = ℎ𝑓 𝑥0 +
ℎ
2
, 𝑦0 +
𝑘2
2
= 0.1 0.05 + 1.055 = 0.1105
𝑘4 = ℎ𝑓 𝑥0 + ℎ, 𝑦0 + 𝑘3 = 0.1 0.1 + 1.1105 = 0.12105