0% found this document useful (0 votes)
7 views21 pages

numerical statistical methods

Uploaded by

valluri.surya393
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
7 views21 pages

numerical statistical methods

Uploaded by

valluri.surya393
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 21

Numerical Differentiation: The process of calculating the value of derivative of the function at some

value 𝑥 of from the given set of values is called numerical differentiation.

Consider the function 𝑦 = 𝑓(𝑥) which is tabulated for the values 𝑦1 , 𝑦2 , 𝑦3 , … … … 𝑦𝑛 corresponding to
equally spaced values 𝑥1 , 𝑥2 , 𝑥3 , … … … 𝑥𝑛 respectively.

Derivatives using Forward difference formula:

𝑑𝑦 1 1 1 1 1
( ) = [𝛥𝑦0 − 𝛥2 𝑦0 + 𝛥3 𝑦0 − 𝛥4 𝑦0 + 𝛥5 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 = 𝑥0 ℎ 2 3 4 5

𝑑2 𝑦 1 11 4 5 137 6
( 2) = 2 [Δ2 𝑦0 − Δ3 𝑦0 + Δ 𝑦0 − Δ5 𝑦0 + Δ 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 = 𝑥 ℎ 12 6 180
0

Derivatives using Backward difference formula:

𝑑𝑦 1 1 1 1 1
( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 + ∇5 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =𝑥𝑛 ℎ 2 3 4 5

𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇ 𝑦𝑛 + ∇5 𝑦𝑛 + ∇ 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 = 𝑥 ℎ 12 6 180
𝑛

Problem: The following table gives velocity of a particle for 20 seconds at an interval of 5

seconds. Find the initial acceleration.


Time, t(sec) 0 5 10 15 20
Velocity, v (m/sec) 0 3 14 69 228

Solution: The difference table for the given data is given below:

𝑡 𝑣 ∆ 𝛥2 𝛥3 𝛥4
𝒙𝟎 0 𝒚𝟎 0
3
𝒙𝟏 5 𝑦1 3 8
11 36
𝒙𝟐 10 𝒚𝟐 14 44 24
55 60
𝒙𝟑 15 𝒚𝟑 69 104
159
𝒙𝟒 20 𝒚𝟒 228

K.KIRAN KUMAR 1
Initial acceleration at 𝒕 = 𝟎 i. e. (𝒂)𝒕 =𝟎 using forward formula is given by,

𝑑𝑣 1 1 1 1 1
( ) = [𝛥𝑣0 − 𝛥2 𝑣0 + 𝛥3 𝑣0 − 𝛥4 𝑣0 + 𝛥5 𝑣0 − ⋯ ⋯ ⋯ ]
𝑑𝑡 𝑡 =0 ℎ 2 3 4 5

1 1 1 1
= [3 − (8) + (36) − (24)]
5 2 3 4

1
= [3 − 4 + 12 − 6] = 1 𝑚/𝑠𝑒𝑐 2
5

Problem: Find 𝑦 ′ (0) and 𝑦 ′′ (0) from the following data.


x 0 1 2 3 4 5
y 4 8 15 7 6 2

Solution: The difference table for the given data is given below:

𝑡 𝑣 ∆ ∆2 ∆3 ∆4 ∆5
𝒙𝟎 0 𝒚𝟎 𝟒
4
𝒙𝟏 1 𝑦1 8 3
7 -18
𝒙𝟐 2 𝒚𝟐 15 -15 40
-8 22 -72
𝒙𝟑 3 𝒚𝟑 7 7 -32
-1 -10
𝒙𝟒 4 𝒚𝟒 6 -3
-4
𝒙𝟓 5 𝒚𝟒 2

𝑑𝑦 1 1 1 1 1
( ) = [𝛥𝑦0 − 𝛥2 𝑦0 + 𝛥3 𝑦0 − 𝛥4 𝑦0 + 𝛥5 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =0 ℎ 2 3 4 5

1 1 1 1 1
= [4 − (3) + (−18) − (40) + (−72)]
1 2 3 4 5

= 4 − 1.5 − 6 − 10 − 14.5 = −28

𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [Δ2 𝑦0 − Δ3 𝑦0 + Δ 𝑦0 − Δ5 𝑦0 + Δ 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =0 ℎ 12 6 180

1 11 5
= [3 − (−18) + (40) − (−72)]
12 12 6

= 3 + 18 + 36.67 + 60 = 117.67

K.KIRAN KUMAR 2
𝑑𝑦 𝑑2 𝑦
Problem: Find 𝑑𝑥 and at 𝑥 = 1.1 and 1.6 from the following data.
𝑑𝑥 2

x 1 1.1 1.2 1.3 1.4 1.5 1.6


y 7.989 8.403 8.781 9.129 9.451 9.75 10.031

Solution: The difference table for the given data is given below:

𝑑𝑦 1 1 1 1 1
( ) = [𝛥𝑦0 − 𝛥2 𝑦0 + 𝛥3 𝑦0 − 𝛥4 𝑦0 + 𝛥5 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.1 ℎ 2 3 4 5

1 1 1 1 1
= [0.378 − (−0.03) + (0.004) − (−0.001) + (0.003)]
0.1 2 3 4 5

= 3.952

𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [Δ2 𝑦0 − Δ3 𝑦0 + Δ 𝑦0 − Δ5 𝑦0 + Δ 𝑦0 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.1 ℎ 12 6 180

1 11 5
= 2
[−0.03 − 0.004 + (−0.001) − (0.003)]
(0.1) 12 6

= −3.74

𝑑𝑦 1 1 1 1 1
( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 + ∇5 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.6 ℎ 2 3 4 5

1 1 1 1 1 1
= [0.281 + (−0.183) + (0.005) + (0.002) + (0.003) (0.002)]
0.1 2 3 4 5 6

= 2.75

K.KIRAN KUMAR 3
𝑑2𝑦 1 11 4 5 137 6
( 2) = 2 [∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇ 𝑦𝑛 + ∇5 𝑦𝑛 + ∇ 𝑦𝑛 − ⋯ ⋯ ⋯ ]
𝑑𝑥 𝑥 =1.6 ℎ 12 6 180

1 11 5 137
= [−0.018 + 0.005 + (0.002) + (0.003) + (0.002)]
(0.1)2 12 6 180

= −0.715

Numerical Integration: The process of evaluating a definite integral from a set of tabulated values of
the integrand 𝑦 = 𝑓(𝑥) is called numerical integration.

𝑏−𝑎
𝑛 = Number of sub intervals ℎ = Step size 𝑛=

Trapezoidal rule:
𝑏

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 2(𝑦1 + 𝑦2 + 𝑦3 ⋯ ⋯ ⋯ + 𝑦𝑛−1 )]
2
𝑎

Simpson’s ⅓ rd rule (Simpson’s rule): Applicable only when 𝑛 is a multiple of 2.

𝑏

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦𝑛 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ⋯ ⋯ ⋯ ) + 2(𝑦2 + 𝑦4 + 𝑦6 ⋯ ⋯ ⋯ )]
3
𝑎

Simpson’s ⅜th rule: Applicable only when 𝑛 is a multiple of 3.

𝑏
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ⋯ ⋯ ⋯ ) + 2(𝑦3 + 𝑦6 + 𝑦9 ⋯ ⋯ ⋯ )]
8
𝑎

6 𝑑𝑥
Problem: Evaluate ∫0 by using Trapezoidal rule, Simpson’s ⅓ rd rule, Simpson’s ⅜th rule
1+𝑥 2

and compare the results with its actual value.


1
Solution: Here 𝑦 = 1+𝑥 2

Divide the interval (0, 6) into 6 sub intervals with step size ℎ = 1

𝑥 0 1 2 3 4 5 6
1
𝑦= 1 0.5 0.2 0.1 0.0588 0.0385 0.027
1 + 𝑥2
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6

K.KIRAN KUMAR 4
By Trapezoidal rule:
6

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
2
0

1
= [(1 + 0.027) + 2(0.5 + 0.2 + 0.1 + 0.0588 + 0.0385)]
2
1
= [2.8216] = 1.4108
2

By Simpson’s ⅓ rd rule:
6

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
3
0

1
= [(1 + 0.027) + 4(0.5 + 0.1 + 0.0385) + 2(0.2 + 0.0588)]
3
1
= [4.0986] = 1.3662
3

By Simpson’s ⅜th rule:


6
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
8
0

3
= [ (1 + 0.027) + 3(0.5 + 0.2 + 0.0588 + 0.0385) + 2(0.1)]
8

3
= [ 3.6189] = 1.3571
8

6 1
Also, ∫0 𝑑𝑥 = (tan−1 𝑥)60 = 1.4056
1+𝑥 2

This shows that the value of the integral found by Simpson’s ⅓ rd rule is nearest to the actual value.

2 2
Problem: Use trapezoidal rule to estimate the integral ∫0 𝑒 𝑥 𝑑𝑥 by taking 10 intervals.
2
Solution: Here 𝑦 = 𝑒 𝑥

𝑥 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2


𝑥2 1 1.0408 1.1735 1.4333 1.8964 2.1782 4.2206 7.0993 12.9358 25.5337 54.5981
𝑦=𝑒
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6 𝑦7 𝑦8 𝑦9 𝑦10
Divide the interval (0, 6) into 6 sub intervals with step size ℎ = 1

K.KIRAN KUMAR 5
By Trapezoidal rule:
2

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦10 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 + 𝑦6 + 𝑦7 + 𝑦8 + 𝑦9 )]
2
0

0.2
= [(1 + 54.5981)
2
+ 2(1.0408 + 1.1735 + 1.4333 + 1.8964 + 2.1782 + 4.2206 + 7.0993 + 12.9358 + 25.5337)]

0.2
= [170.621] = 1.7062
2
5.2
Problem: Evaluate ∫4 𝑙𝑜𝑔 𝑥 𝑑𝑥 by using Trapezoidal rule, Simpson’s ⅓ rd rule, Simpson’s ⅜th rule.

Solution: Here 𝑦 = 𝑙𝑜𝑔 𝑥 [Use ln in calculator]

Divide the interval (4, 5.2) into 6 sub intervals with step size ℎ = 0.2

𝑥 4 4.2 4.4 4.6 4.8 5 5.2


𝑦 = 𝑙𝑜𝑔 𝑥 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6
By Trapezoidal rule:
5.2

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 )]
2
4

0.2
= [(1.3863 + 1.6487) + 2(1.4351 + 1.4816 + 1.5261 + 1.5686 + 1.6094)]
2
0.2
= [18.2786] = 1.8277
2

By Simpson’s ⅓ rd rule:
5.2

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
3
4

0.2
= [(1.3863 + 1.6487) + 4(1.4351 + 1.5261 + 1.6094) + 2(1.4816 + 1.5686)]
3
0.2
= [27.4178] = 1.8279
3

By Simpson’s ⅜th rule:


5.2
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
8
4

K.KIRAN KUMAR 6
3(0.2)
= [ (1.3863 + 1.6487) + 3(1.4351 + 1.4816 + 1.5686 + 1.6094) + 2(1.5261)]
8

0.6
= [ 24.3713] = 1.8278
8
0.6 2
Problem: Evaluate ∫0 𝑒 −𝑥 𝑑𝑥 by using Simpson’s rule by taking 7 ordinates.
2
Solution: Here 𝑦 = 𝑒 −𝑥

Divide the interval (0, 0.6) into 6 sub intervals with step size ℎ = 0.1

𝑥 0 0.1 0.2 0.3 0.4 0.5 0.6


2
𝑦 = 𝑒 −𝑥 1 0.99 0.9608 0.9139 0.8521 0.7788 0.6977
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6

By Simpson’s ⅓ rd rule:
0.6

∫ 𝑦 𝑑𝑥 = [(𝑦0 + 𝑦6 ) + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 )]
3
0

0.1
= [(1 + 0.6977) + 4(0.99 + 0.9139 + 0.7788) + 2(0.9608 + 0.8521)]
3
0.1
= [16.0543] = 0.5351
3
1.4
Problem: Compute ∫0.2 (𝑠𝑖𝑛 𝑥 − 𝑙𝑜𝑔 𝑥 + 𝑒 𝑥 )𝑑𝑥 by using Simpson’s ⅜th rule.

Solution: Here 𝑦 = 𝑠𝑖𝑛 𝑥 − 𝑙𝑜𝑔 𝑥 + 𝑒 𝑥 [Change mode into RAD & Use ln in calculator]

Divide the interval (0.2, 1.4) into 6 sub intervals with step size ℎ = 0.2

𝑥 0.2 0.4 0.6 0.8 1 1.2 1.4


𝑦 3.0295 2.7975 2.8976 3.166 3.5598 4.0698 4.7042
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6
By Simpson’s ⅜th rule:
1.4
3ℎ
∫ 𝑦 𝑑𝑥 = [ (𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
8
0.2

3(0.2)
= [ (3.0295 + 4.7042) + 3(2.7975 + 2.8976 + 3.5598 + 4.0698) + 2(3.166)]
8

0.6
= [ 54.0398] = 4.05298 ≅ 4.0530
8

K.KIRAN KUMAR 7
Problem: The velocity 𝑣 (𝑘𝑚/𝑚𝑖𝑛) of a moped which starts from rest, is given at fixed intervals of time
𝑡 (𝑚𝑖𝑛) as follows:
𝑡 2 4 6 8 10 12 14 16 18 20
𝑣 10 18 25 29 32 20 11 5 2 0
Estimate approximately the distance covered in 20 minutes.

Solution: Here moped starts from rest. i.e. 𝒗 = 𝟎 𝐚𝐭 𝒕 = 𝟎.

𝑡 0 2 4 6 8 10 12 14 16 18 20
𝑣 0 10 18 25 29 32 20 11 5 2 0
𝑣0 𝑣1 𝑣2 𝑣3 𝑣4 𝑣5 𝑣6 𝑣7 𝑣8 𝑣9 𝑣10
Also, number of sub intervals 𝑛 = 10 is a multiple of 2 and we find distance covered in 20
minutes by using Simpson’s rule.

By Simpson’s ⅓ rd rule:
20

(𝑠)20 = ∫ 𝑣 𝑑𝑡 = [(𝑣0 + 𝑣10 ) + 4(𝑣1 + 𝑣3 + 𝑣5 + 𝑣7 + 𝑣9 ) + 2(𝑣2 + 𝑣4 + 𝑣6 + 𝑣8 )]
3
0

2
= [(0 + 0) + 4(10 + 25 + 32 + 11 + 2) + 2(18 + 29 + 20 + 5)]
3
2
= [464] = 309.3333 𝑘𝑚.
3

Problem: A solid of revolution is formed by rotating about 𝑥 − 𝑎𝑥𝑖𝑠, the area between the 𝑥 − 𝑎𝑥𝑖𝑠, the
lines 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1 and a curve through the points with the following co-ordinates:

𝑥 0 0.25 0.5 0.75 1


𝑦 1 0.9898 0.9589 0.9089 0.8415

Estimate the volume of the solid formed using Simpson’s rule.

Solution: 𝑥 0 0.25 0.5 0.75 1


𝑦 1 0.9898 0.9589 0.9089 0.8415
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4

Required volume is
1 1

∫ 𝜋𝑦 𝑑𝑦 = 𝜋 ⋅ ∫ 𝑦 2 𝑑𝑦 = 𝜋 ⋅
2 [(𝑦02 + 𝑦42 ) + 4(𝑦12 + 𝑦32 ) + 2(𝑦22 )]
3
0 0

0.25
=𝜋⋅ [(12 + 0.84152 ) + 4(0.98982 + 0.90892 ) + 2(0.95892 )]
3

K.KIRAN KUMAR 8
0.25
=𝜋 [1 + 0.7081 + 4(0.9797 + 0.9781) + 2(0.9185)] = 309.3333 𝑘𝑚.
3

0.25
=𝜋 [11.3763] = 2.9783
3

𝜋⁄2
Problem: Evaluate ∫0 √𝑐𝑜𝑠 𝜃 𝑑𝜃 using by Simpson’s rule by taking 9 ordinates.

Solution: Here 𝑦 = √𝑐𝑜𝑠 𝜃. [Change mode into RAD in calculator]

𝜋 2𝜋 3𝜋 4𝜋 5𝜋 6𝜋 7𝜋 8𝜋
𝜃 0
16 16 16 16 16 16 16 16
𝑦 = √𝑐𝑜𝑠 𝜃 1 0.9903 0.9612 0.9118 0.8409 0.7454 0.6186 0.4417 0
𝑦0 𝑦1 𝑦2 𝑦3 𝑦4 𝑦5 𝑦6 𝑦7 𝑦8

By Simpson’s ⅓ rd rule:

𝜋⁄2

∫ √𝑐𝑜𝑠 𝜃 𝑑𝜃 = [(𝑦0 + 𝑦8 ) + 4(𝑦1 + 𝑦3 + 𝑦5 + 𝑦7 ) + 2(𝑦2 + 𝑦4 + 𝑦6 )]
3
0

𝜋
(16)
= [(1 + 0) + 4(0.9903 + 0.9918 + 0.7454 + 0.4417) + 2(0.9612 + 0.8409 + 0.6186)]
3
𝜋
= [18.1982] = 1.1911.
48

Numerical Solution of Ordinary Differential Equations:


𝑑𝑦
A differential equation of the form = 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0 is called initial value problem.
𝑑𝑥

𝑑𝑦
Euler’s Method: Consider the differential equation of the form 𝑑𝑥
= 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0

Then the recurrence formula is given by 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉. 𝒇(𝒙𝒏 , 𝒚𝒏 ) for 𝑛 = 0, 1, 2, ⋯ ⋯

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.3) using by Euler’s method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.1

By Euler’s method, 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉. 𝒇(𝒙𝒏 , 𝒚𝒏 ) for 𝑛 = 0, 1, 2, ⋯ ⋯

For 𝑛 = 0 𝑦1 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 ) 𝑥1 = 𝑥0 + ℎ = 0.1

K.KIRAN KUMAR 9
= 1 + (0.1). 𝑓(0 , 1) = 1 + (0.1)(1) = 1.1

For 𝑛 = 1 𝑦2 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 ) 𝑥2 = 𝑥1 + ℎ = 0.2

= 1.1 + (0.1). 𝑓(0.1 , 1.1) = 1.1 + (0.1)(1.2) = 1.22

For 𝑛 = 2 𝑦3 = 𝑦2 + ℎ. 𝑓(𝑥2 , 𝑦2 ) 𝑥3 = 𝑥2 + ℎ = 0.3

= 1.22 + (0.1). 𝑓(0.2 , 1.22) = 1.22 + (0.1)(1.42) = 1.362

∴ 𝑦3 = 𝑦(𝑥3 ) = 𝑦(0.3) = 1.362


𝑑𝑦 𝑦−𝑥
Problem: Solve 𝑑𝑥 = 𝑦+𝑥 ∋ 𝑦(0) = 1 for 𝑦(0.1) using by Euler’s method.

𝑑𝑦 𝑦−𝑥
Solution: Given that 𝑑𝑥 = 𝑦+𝑥 ∋ 𝑦(0) = 1

𝑦−𝑥
Here 𝑓(𝑥, 𝑦) = 𝑦+𝑥 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.05

By Euler’s method, 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉. 𝒇(𝒙𝒏 , 𝒚𝒏 ) for 𝑛 = 0, 1, 2, ⋯ ⋯

For 𝑛 = 0 𝑦1 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 ) 𝑥1 = 𝑥0 + ℎ = 0.05

= 1 + (0.05). 𝑓(0 , 1) = 1 + (0.05)(1) = 1.05

For 𝑛 = 1 𝑦2 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 ) 𝑥2 = 𝑥1 + ℎ = 0.1

= 1.05 + (0.05). 𝑓(0.05 , 1.05) = 1.05 + (0.05)(0.9091) = 1.0955

Modified Euler’s Method:


𝑑𝑦
Consider the differential equation of the form = 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0
𝑑𝑥

To determine 𝑦1 = 𝑦(𝑥1 ) at 𝑥1 = 𝑥0 + ℎ the recurrence formula is given by

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐

Repeat the above procedure until two successive approximations are equal.
 Find 𝒚𝟎𝟏 by Euler’s method given by 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )

To determine 𝑦2 = 𝑦(𝑥2 ) at 𝑥2 = 𝑥1 + ℎ the recurrence formula is given by

K.KIRAN KUMAR 10
𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐

Repeat the above procedure until two successive approximations are equal.

 Find 𝒚𝟎𝟐 by Euler’s method given by 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.2) using by modified Euler’s method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.1

To find 𝑦1 𝑥1 = 𝑥0 + ℎ = 0.1

By Euler’s method 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )


= 1 + (0.1). 𝑓(0 , 1) = 1 + (0.1)(1) = 1.1

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦11 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦10 ) ]
2
0.1
= 1+ [ 𝑓(0 , 1) + 𝑓(0.1 , 1.1) ]
2
0.1
= 1+ [ 1 + 1.2 ] = 1.11
2

For 𝑛 = 1 𝑦12 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦11 ) ]
2
0.1
= 1+ [ 𝑓(0 , 1) + 𝑓(0.1 , 1.11) ]
2
0.1
= 1+ [ 1 + 1.2 1] = 1.1105
2

For 𝑛 = 2 𝑦13 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦12 ) ]
2
0.1
= 1+ [ 𝑓(0 , 1) + 𝑓(0.1 , 1.1105) ]
2
0.1
= 1+ [ 1 + 1.2105 ] = 1.1105
2

∴ 𝑦1 = 𝑦(𝑥1 ) = 𝑦(0.1) = 1.1105 ( ∵ 𝑦13 = 𝑦12 )

K.KIRAN KUMAR 11
To find 𝑦2 𝑥2 = 𝑥1 + ℎ = 0.2

By Euler’s method 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )


= 1.1105 + (0.1). 𝑓(0.1 , 1.1105)
= 1.1105 + (0.1)(1.2105) = 1.2316

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦21 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦20 ) ]
2
0.1
= 1.1105 + [ 𝑓(0.1 , 1.1105) + 𝑓(0.2 , 1.2316) ]
2
0.1
= 1.1105 + [ 1.2105 + 1.4316 ] = 1.2426
2

For 𝑛 = 1 𝑦22 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦21 ) ]
2
0.1
= 1.1105 + [ 𝑓(0.1 , 1.1105) + 𝑓(0.2 , 1.2426) ]
2
0.1
= 1.1105 + [ 1.2105 + 1.4416 ] = 1.2432
2

For 𝑛 = 2 𝑦23 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦22 ) ]
2
0.1
= 1.1105 + [ 𝑓(0.1 , 1.1105) + 𝑓(0.2 , 1.2432) ]
2
0.1
= 1.1105 + [ 1.2105 + 1.4432 ] = 1.2432
2

∴ 𝑦2 = 𝑦(𝑥2 ) = 𝑦(0.2) = 1.2432 ( ∵ 𝑦23 = 𝑦22 )

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑦 + 𝑒 𝑥 ∋ 𝑦(0) = 0 for 𝑦(0.2) and 𝑦(0.4) using by modified Euler’s method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑦 + 𝑒 𝑥 ∋ 𝑦(0) = 0

Here 𝑓(𝑥, 𝑦) = 𝑦 + 𝑒 𝑥 , 𝑥0 = 0 , 𝑦0 = 0 Take ℎ = 0.2

To find 𝑦1 𝑥1 = 𝑥0 + ℎ = 0 + 0.2 = 0.2

By Euler’s method 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )

K.KIRAN KUMAR 12
= 0 + (0.2). 𝑓(0 , 0) = (0.2)(1) = 0.2

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦11 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦10 ) ]
2
0.2
= 0+ [ 𝑓(0 ,0) + 𝑓(0.2 , 0.2) ]
2
0.2
= 0+ [ 1 + 1.4214 ] = 0.2421
2

For 𝑛 = 1 𝑦12 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦11 ) ]
2
0.2
= 0+ [ 𝑓(0 , 0) + 𝑓(0.2 , 0.2421) ]
2
0.2
= 0+ [ 1 + 1.4635] = 0.2464
2

For 𝑛 = 2 𝑦13 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦12 ) ]
2
0.2
= 0+ [ 𝑓(0 , 0) + 𝑓(0.2 , 0.2464) ]
2
0.2
= 0+ [ 1 + 1.4678 ] = 0.2468
2


For 𝑛 = 3 𝑦14 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦13 ) ]
2
0.2
= 0+ [ 𝑓(0 , 0) + 𝑓(0.2 , 0.2468) ]
2
0.2
= 0+ [ 1 + 1.4682 ] = 0.2468
2

∴ 𝑦1 = 𝑦(𝑥1 ) = 𝑦(0.2) = 0.2468 ( ∵ 𝑦13 = 𝑦14 )

To find 𝑦2 𝑥2 = 𝑥1 + ℎ = 0.2 + 0.2 = 0.4

By Euler’s method 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )


= 0.2468 + (0.2). 𝑓(0.2 , 0.2468)
= 0.2468 + (0.2)(1.1468) = 0.5404

By modified Euler’s method,

K.KIRAN KUMAR 13
𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦21 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦20 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.5404) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0322 ] = 0.5968
2

For 𝑛 = 1 𝑦22 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦21 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.5968) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0886 ] = 0.6025
2

For 𝑛 = 2 𝑦23 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦22 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.6025) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0943 ] = 0.6031
2


For 𝑛 = 3 𝑦24 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦23 ) ]
2
0.2
= 0.2468 + [ 𝑓(0.2 , 0.2468) + 𝑓(0.4 , 0.6031) ]
2
0.2
= 0.2468 + [ 1.4682 + 2.0949 ] = 0.6031
2

∴ 𝑦2 = 𝑦(𝑥2 ) = 𝑦(0.4) = 0.6031 ( ∵ 𝑦23 = 𝑦24 )

𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 2 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.1) using by modified Euler’s method taking step size
0.05
𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 2 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Here ℎ = 0.05

To find 𝑦1 𝑥1 = 𝑥0 + ℎ = 0.05

By Euler’s method 𝑦10 = 𝑦0 + ℎ. 𝑓(𝑥0 , 𝑦0 )


= 1 + (0.05). 𝑓(0 , 1) = 1 + (0.05)(1) = 1.05

K.KIRAN KUMAR 14
By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟏 = 𝒚𝟎 + [ 𝒇(𝒙𝟎 , 𝒚𝟎 ) + 𝒇(𝒙𝟏 , 𝒚𝒏𝟏 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦11 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦10 ) ]
2
0.05
= 1+ [ 𝑓(0 , 1) + 𝑓(0.05 , 1.05) ]
2
0.05
= 1+ [ 1 + 1.0525 ] = 1.0513
2

For 𝑛 = 1 𝑦12 = 𝑦0 + [ 𝑓(𝑥0 , 𝑦0 ) + 𝑓(𝑥1 , 𝑦11 ) ]
2
0.05
= 1+ [ 𝑓(0 , 1) + 𝑓(0.05 , 1.0513) ]
2
0.05
= 1+ [ 1 + 1.0538 ] = 1.0513
2

∴ 𝑦1 = 𝑦(𝑥1 ) = 𝑦(0.05) = 1.0513 ( ∵ 𝑦12 = 𝑦11 )

To find 𝑦2 𝑥2 = 𝑥1 + ℎ = 0.05 + 0.05 = 0.1

By Euler’s method 𝑦20 = 𝑦1 + ℎ. 𝑓(𝑥1 , 𝑦1 )


= 1.0513 + (0.05). 𝑓(0.05 , 1.0513)
= 1.0513 + (0.05)(1.0538) = 1.104

By modified Euler’s method,

𝒉
𝒚𝒏+𝟏
𝟐 = 𝒚𝟏 + [ 𝒇(𝒙𝟏 , 𝒚𝟏 ) + 𝒇(𝒙𝟐 , 𝒚𝒏𝟐 ) ] for 𝑛 = 0, 1, 2, ⋯ ⋯
𝟐


For 𝑛 = 0 𝑦21 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦20 ) ]
2
0.05
= 1.0513 + [ 𝑓(0.05 , 1.0513) + 𝑓(0.1 , 1.104) ]
2
0.05
= 1.0513 + [ 1.0538 + 1.114 ] = 1.1055
2

For 𝑛 = 1 𝑦22 = 𝑦1 + [ 𝑓(𝑥1 , 𝑦1 ) + 𝑓(𝑥2 , 𝑦21 ) ]
2
0.05
= 1.0513 + [ 𝑓(0.05 , 1.0513) + 𝑓(0.1 , 1.1055) ]
2
0.05
= 1.0513 + [ 1.0538 + 1.1155 ] = 1.1055
2

K.KIRAN KUMAR 15
∴ 𝑦2 = 𝑦(𝑥2 ) = 𝑦(0.1) = 1.1055 ( ∵ 𝑦22 = 𝑦21 )

Runge-Kutta 4th order Method (or) R-K Method:


𝑑𝑦
Consider the differential equation of the form 𝑑𝑥 = 𝑓(𝑥, 𝑦) ∋ 𝑦(𝑥0 ) = 𝑦0

To determine 𝑦1 = 𝑦(𝑥1 ) at 𝑥1 = 𝑥0 + ℎ we proceed as follows:

Compute 𝒌𝟏 = 𝒉. 𝒇(𝒙𝟎 , 𝒚𝟎 )

𝒉 𝒌𝟏
𝒌𝟐 = 𝒉. 𝒇 (𝒙𝟎 + , 𝒚𝟎 + )
𝟐 𝟐

𝒉 𝒌𝟐
𝒌𝟑 = 𝒉. 𝒇 (𝒙𝟎 + , 𝒚𝟎 + )
𝟐 𝟐

𝒌𝟒 = 𝒉. 𝒇(𝒙𝟎 + 𝒉 , 𝒚𝟎 + 𝒌𝟑 )
𝟏
𝒌 = (𝒌𝟏 + 𝟐𝒌𝟐 + 𝟐𝒌𝟑 + 𝒌𝟒 )
𝟔

∴ 𝑦1 = 𝑦0 + 𝑘
𝑑𝑦
Problem: Solve 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1 for 𝑦(0.2) using by R-K method.

𝑑𝑦
Solution: Given that 𝑑𝑥 = 𝑥 + 𝑦 ∋ 𝑦(0) = 1

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.2

Then 𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.2). 𝑓(0 , 1) = (0.2). (1) = 0.2

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.2
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.1) = (0.2). (1.2) = 0.24
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.24
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.12) = (0.2). (1.22) = 0.244

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.2). 𝑓(0 + 0.2 , 1 + 0.244)
= (0.2). 𝑓(0.2 , 1.244) = (0.2). (1.444) = 0.2888

K.KIRAN KUMAR 16
1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.2 + 0.48 + 0.488 + 0.2888) = (1.4568) = 0.2428
6 6

∴ 𝑦1 = 𝑦0 + 𝑘 = 1 + 0.2428 = 1.2428

𝑑𝑦 𝑦 2 −𝑥2
Problem: Solve 𝑑𝑥 = ∋ 𝑦(0) = 1 for 𝑦(0.2) and 𝑦(0.4) using by R-K method.
𝑦 2 +𝑥 2

𝑑𝑦 𝑦 2 −𝑥 2
Solution: Given that = ∋ 𝑦(0) = 1
𝑑𝑥 𝑦 2 +𝑥2

𝑦 2 −𝑥 2
Here 𝑓(𝑥, 𝑦) = , 𝑥0 = 0 , 𝑦0 = 1 Take ℎ = 0.2
𝑦 2 +𝑥 2
𝑥1 = 𝑥0 + ℎ = 0 + 0.2 = 0.2
𝑥2 = 𝑥1 + ℎ = 0.2 + 0.2 = 0.4
To find 𝑦1
𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.2). 𝑓(0 , 1) = (0.2). (1) = 0.2

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.2
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.1) = (0.2). (0.9836) = 0.1967
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.2 0.1987
= (0.2). 𝑓 (0 + ,1+ )
2 2
= (0.2). 𝑓(0.1 , 1.0984) = (0.2). (0.9836) = 0.1967

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.2). 𝑓(0 + 0.2 , 1 + 0.1967)
= (0.2). 𝑓(0.2 , 1.1967) = (0.2). (0.9457) = 0.1891

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.2 + 0.3934 + 0.3934 + 0.1891) = (1.1759) = 0.1959
6 6

∴ 𝑦1 = 𝑦(0.2) = 𝑦0 + 𝑘 = 1 + 0.1959 = 1.1959

K.KIRAN KUMAR 17
To find 𝑦2

𝑘1 = ℎ. 𝑓(𝑥1 , 𝑦1 ) = (0.2). 𝑓(0.2 , 1.1959) = (0.2). (0.9456) = 0.1891

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.2 0.1891
= (0.2). 𝑓 (0.2 + , 1.1959 + )
2 2
= (0.2). 𝑓(0.3 , 1.2904) = (0.2). (0.8974) = 0.1795
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.2 0.1795
= (0.2). 𝑓 (0.2 + , 1.1959 + )
2 2
= (0.2). 𝑓(0.3 , 1.2857) = (0.2). (0.8967) = 0.1793

𝑘4 = ℎ. 𝑓(𝑥1 + ℎ , 𝑦1 + 𝑘3 )
= (0.2). 𝑓(0.2 + 0.2 , 1.1959 + 0.1793)
= (0.2). 𝑓(0.4 , 1.3752) = (0.2). (0.844) = 0.1688

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.1891 + 0.359 + 0.3586 + 0.1688) = (1.0755) = 0.1793
6 6

∴ 𝑦2 = 𝑦1 + 𝑘 = 1.1959 + 0.1793 = 1.3752

𝑑𝑦
Problem: Apply R-K method to find an approximate value of 𝑦(0.2) insteps of 0.1 if = 𝑥 + 𝑦2
𝑑𝑥
given 𝑦 = 1 at 𝑥 = 0.
𝑑𝑦
Solution: Given that = 𝑥 + 𝑦 2 ∋ 𝑦(0) = 1
𝑑𝑥

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 2 , 𝑥0 = 0 , 𝑦0 = 1 Here ℎ = 0.1


𝑥1 = 𝑥0 + ℎ = 0 + 0.1 = 0.1
𝑥2 = 𝑥1 + ℎ = 0.1 + 0.1 = 0.2
To find 𝑦1
𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.1). 𝑓(0 , 1) = (0.1). (1) = 0.1

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0.1
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1.05) = (0.1). (1.1525) = 0.1153

K.KIRAN KUMAR 18
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0.1153
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1.0576) = (0.1). (1.1685) = 0.1169

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.1). 𝑓(0 + 0.1 , 1 + 0.1169)
= (0.1). 𝑓(0.1 , 1.1169) = (0.1). (1.3475) = 0.1348

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.1 + 0.2306 + 0.2338 + 0.1348) = (0.6992) = 0.1165
6 6

∴ 𝑦1 = 𝑦0 + 𝑘 = 1 + 0.1165 = 1.1165

To find 𝑦2

𝑘1 = ℎ. 𝑓(𝑥1 , 𝑦1 ) = (0.1). 𝑓(0.1 , 1.1165) = (0.1). (1.3465) = 0.1347

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.1347
= (0.1). 𝑓 (0.1 + , 1.1165 + )
2 2
= (0.1). 𝑓(0.15 , 1.1839) = (0.1). (1.5516) = 0.1552
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.1552
= (0.1). 𝑓 (0.1 + , 1.1165 + )
2 2
= (0.1). 𝑓(0.15 , 1.1941) = (0.1). (1.5759) = 0.1576

𝑘4 = ℎ. 𝑓(𝑥1 + ℎ , 𝑦1 + 𝑘3 )
= (0.1). 𝑓(0.1 + 0.1 , 1.1165 + 0.1576)
= (0.1). 𝑓(0.2 , 1.2741) = (0.1). (1.8233) = 0.1823

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0.1347 + 0.3104 + 0.3152 + 0.1823) = (0.9426) = 0.1571
6 6

∴ 𝑦2 = 𝑦1 + 𝑘 = 1.1165 + 0.1571 = 1.2736

K.KIRAN KUMAR 19
𝑑𝑦
Problem: Apply R-K method to find an approximate value of 𝑦(0.2) insteps of 0.1 if = 𝑥 + 𝑥2𝑦
𝑑𝑥
given 𝑦 = 1 at 𝑥 = 0.
𝑑𝑦
Solution: Given that = 𝑥 + 𝑥 2 𝑦 ∋ 𝑦(0) = 1
𝑑𝑥

Here 𝑓(𝑥, 𝑦) = 𝑥 + 𝑥 2 𝑦 , 𝑥0 = 0 , 𝑦0 = 1 Here ℎ = 0.1


𝑥1 = 𝑥0 + ℎ = 0 + 0.1 = 0.1
𝑥2 = 𝑥1 + ℎ = 0.1 + 0.1 = 0.2
To find 𝑦1
𝑘1 = ℎ. 𝑓(𝑥0 , 𝑦0 ) = (0.1). 𝑓(0 , 1) = (0.1). (0) = 0

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1) = (0.1). (0.0525) = 0.0053
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥0 + , 𝑦0 + )
2 2
0.1 0.0053
= (0.1). 𝑓 (0 + ,1+ )
2 2
= (0.1). 𝑓(0.05 , 1.0026) = (0.1). (0.0525) = 0.0053

𝑘4 = ℎ. 𝑓(𝑥0 + ℎ , 𝑦0 + 𝑘3 )
= (0.1). 𝑓(0 + 0.1 , 1 + 0.0053)
= (0.1). 𝑓(0.1 , 1.0053) = (0.1). (0.1101) = 0.011

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
= (0 + 0.0106 + 0.0106 + 0.011) = (0.0322) = 0.0054
6 6

∴ 𝑦1 = 𝑦0 + 𝑘 = 1 + 0.0054 = 1.0054

To find 𝑦2

𝑘1 = ℎ. 𝑓(𝑥1 , 𝑦1 ) = (0.1). 𝑓(0.1 , 1.0054) = (0.1). (0.1101) = 0.011

ℎ 𝑘1
𝑘2 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.011
= (0.1). 𝑓 (0.1 + , 1.0054 + )
2 2
= (0.1). 𝑓(0.15 , 1.0109) = (0.1). (0.1849) = 0.0185

K.KIRAN KUMAR 20
ℎ 𝑘2
𝑘3 = ℎ. 𝑓 (𝑥1 + , 𝑦1 + )
2 2
0.1 0.0185
= (0.1). 𝑓 (0.1 + , 1.0054 + )
2 2
= (0.1). 𝑓(0.15 , 1.0147) = (0.1). (0.1728) = 0.0173

𝑘4 = ℎ. 𝑓(𝑥1 + ℎ , 𝑦1 + 𝑘3 )
= (0.1). 𝑓(0.1 + 0.1 , 1.0054 + 0.0173)
= (0.1). 𝑓(0.2 , 1.0227) = (0.1). (0.2729) = 0.0273

1
𝑘 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1
= (0.011 + 0.037 + 0.0346 + 0.0273)
6
1
= (0.1099) = 0.0183
6

∴ 𝑦2 = 𝑦1 + 𝑘 = 1.0054 + 0.0183 = 1.0237

K.KIRAN KUMAR 21

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy