ORDINARY DIFFERENTIAL

EQUATIONS

NUMERICAL METHODS
MATH 134

Engr. CHRISTOPHER S. PALADIO

 𝑑𝑦
= 𝑓 𝑥, 𝑦 𝑦 0 = 𝑦0
𝑑𝑥
From Taylor Series Expansion
𝑑𝑦 1 𝑑2 𝑦 1 𝑑3 𝑦
𝑦𝑖+1 = 𝑦𝑖 + ቓ 𝑥𝑖+1 − 𝑥𝑖 + ቓ 𝑥𝑖+1 − 𝑥𝑖 2 + ቓ 𝑥𝑖+1 − 𝑥𝑖 3 +…
𝑑𝑥 𝑥𝑖 ,𝑦𝑖 2! 𝑑𝑥 2 𝑥𝑖 ,𝑦𝑖 3! 𝑑𝑥 3 𝑥𝑖 ,𝑦𝑖

𝑥𝑖+1 − 𝑥𝑖 = ℎ
1 ′
𝑦𝑖+1 = 𝑦𝑖 + 𝑓 𝑥𝑖 , 𝑦𝑖 ℎ + 𝑓 (𝑥𝑖 , 𝑦𝑖 )ℎ2
2!

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

 𝑦𝑖+1 = 𝑦𝑖 + 𝑎1 𝑘1 + 𝑎2 𝑘2 ℎ 𝑎1 + 𝑎2 =1

𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 ) 1
𝑎2 𝑝1 =
2
𝑘2 = 𝑓(𝑥𝑖 + 𝑝1 ℎ, 𝑦𝑖 + 𝑞11 𝑘1 ℎ)
1
𝑎2 𝑞11 =
2

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

 HEUN’S METHOD
1 1 1 1
𝑎2 = 𝑎1 + 𝑎2 =1 𝑎1 = 𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 𝑘2 ℎ
2 2 2 2
1
𝑎2 𝑝1 = 𝑝1 = 1
2 𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )
1 𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ)
𝑎2 𝑞11 = 𝑞11 = 1
2

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

  EXAMPLE
𝑑𝑦
Solve 𝑦 3 in the equation = 3𝑒 −𝑥 − 0.4𝑦 with initial condition of 𝑦 0 = 5
𝑑𝑥
and h = 1.5

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

 𝑑𝑦 1 1
𝑥0 = 0 𝑦0 = 5 = 3𝑒 −𝑥 − 0.4𝑦 𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 𝑘2 ℎ
𝑑𝑥 2 2
𝑘1 = 𝑓 0,5 = 3𝑒 −0 − 0.4 5 = 1
𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )
𝑘2 = 𝑓 0 + 1.5, 5 + 1 1.5 = 𝑓(1.5, 6.5)
𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ)
𝑘2 = 3𝑒 −1.5 − 0.4 6.5 = −1.93061
1 1
𝑦1 = 5 + 1 + −1.93061 1.5 = 4.30204
2 2
𝑦1 = 𝑦 1.5 = 4.30204

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

 𝑥1 = 1.5 𝑦1 = 4.30204

𝑘1 = 𝑓 1.5,4.30204 = 3𝑒 −1.5 − 0.4 4.30204 = −1.05143

𝑘2 = 𝑓 1.5 + 1.5,4.30204 + (−1.05143) 1.5 = 𝑓(3.0, 2.72490)

𝑘2 = 3𝑒 −3 − 0.4 2.72490 = −0.94060

1 1
𝑦2 = 4.30204 + −1.05143 + −0.94060 1.5 = 2.80802
2 2
𝑦2 = 𝑦 3.0 = 2.80802

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

 MID POINT METHOD

𝑎2 = 1 𝑎1 + 𝑎2 =1 𝑎1 = 0 𝑦𝑖+1 = 𝑦𝑖 + 𝑘2 ℎ

1 1
𝑎2 𝑝1 = 𝑝1 = 𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )
2 2
1 1
𝑎2 𝑞11 = 𝑞11 = 1 1
2 2 𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ)
2 2

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT

 RALSTON’S METHOD

2 𝑎1 + 𝑎2 =1 1 1 2
𝑎2 = 𝑎1 = 𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 𝑘2 ℎ
3 3 3 3
1
𝑎2 𝑝1 = 3
2 𝑝1 = 𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )
4
1
𝑎2 𝑞11 = 3 3 3
2 𝑞11 = 𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ)
4 4 4

ONE STEP METHOD

RUNGE – KUTTA 2ND ORDER METHOD

Engr. CHRISTOPHER S. PALADIO ASCOT