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Picard’s Method for Simultaneous and second order ODE 1
Dr. V. Ramachandra Murthy
Unit-II: Numerical Methods-II
Numerical solution of simultaneous first order differential equations
Picard’s method
__________________________________________________________
Problem (1):
Soln:
x0=0 x1=0.1
y0=2 y(x1)=?
z0=1 z(x1)=?
0000 z)z(xandy)y(xconditionsinitialwith
(2)z)y,φ(x,dx
dz
(1)z)y,f(x,dx
dy
==
−−−−−−=
−−−−−−=
1,2,3.....n
(4))dxz,yφ(x,zz
(3))dxz,yf(x,yy
by given is formula iterative sPicard' The
x
x1-n1-n0n
x
x1-n1-n0n
0
0
=
−−−−+=
−−−−+=
∫
∫
0000 z)z(xandy)y(xconditionsinitialwith
(2)z)y,φ(x,dx
dz (1)z)y,f(x,
dx
dy
equationaldifferentiussimultaneoorderfirstaConsider
==
−−−−−−=−−−−−−=
z(0.1)andy(0.1)ofvaluesthetheobtainHence1.z(0)2,y(0);yxdx
dz
;zxdx
dyofionapproximatsecondthefindMethodsPicard'Using
2==−=
+=
( ) ( ) 2yxzy,x,φ;zxzy,x,fGiven −=+=
Picard’s Method for Simultaneous and second order ODE 2
Dr. V. Ramachandra Murthy
( )
( )( )
( ) ( )
2
xx2x
2
x2y
dx1x2dxzxy y
Eqn(1) in 1n Put
)1(
dxy-xz)dxz,yφ(x,zz
dxzxy)dxz,yf(x,yy
by given is formula iterative sPicard' The
2x
0
2
1
x
0
x
x001
x
x
2
1-n0
x
x1-n1-n0n
x
x1-n0
x
x1-n1-n0n
0
00
00
++=
++=∴
++=++=
=
−−−−
+=+=
++=+=
∫∫
∫∫
∫∫
( ) ( )
( )
(2)6
3x
2
2x3x2
x
0
dx2
2x3x122 y
x
0
dx2
2x4x1x2
x
x
dx1zx0y2 y
Eqn(1) in 2n Put
2
2x4x1
x
0
4x2
2x1
x
0
dx4-x1x
x
dx20y-x0z1z
0
0
−−−+−+=
+−+=
+−++=++=
=
+−=
−+=
+=
+=
∫
∫∫
∫∫
( )
(3)20
5x
4
4x3x2
2x34x1
x
0
dx4
4x3x23x3x41
x
0
dx22x3x4x4
4x2x4-x1
x
0
dx
2
2
2xx2-x1
x
0x
dx21y-x0z2z
−−−−−−
++++−=
∫
++++−=
∫
++++++=
∫
+++=∫
+=
Picard’s Method for Simultaneous and second order ODE 3
Dr. V. Ramachandra Murthy
( ) ( )1151.2
6
30.1
2
20.13)1.0(2 y(0.1)
Eqn(2) From
=+−+=
( )( )
( ) ( )0.5839
20
50.1
4
40.130.12
20.134(0.1)1z(0.1)
Eqn(3) From
=
++++−=
Problem (2):
Soln:
( ) 0.xwhen2
1z & 1y;zy3x
dx
dz;z
dx
dythatgiven
zandytoionapproximatsecondthefindtoMethodsPicard'Apply
===+==
( ) ( )
1/2z&1y,0x
z)(yxzy,x,φ;zzy,x,fGiven
000
3
===
+==
( )
( ) 4x
0
3x
x00
3
01
x
0
x
x001
x
x
x
x1-n1-n
3
01-n1-n0n
x
x1-n0
x
x1-n1-n0n
x8
3
2
1dx
2
11x
2
1dxzyxzz
2
x1dx
2
11dxzy y
Eqn(1) in 1n Put
)1(
dxzyxz)dxz,yφ(x,zz
dxzy)dxz,yf(x,yy
by given is formula iterative sPicard' The
0
0
0 0
00
+=
++=++=
+=+=+=
=
−−−
++=+=
+=+=
∫∫
∫∫
∫ ∫
∫∫
( )
85
4
x
0
43
x
x11
3
02
5x
0
4x
x102
x64
3
10
xx
8
3
2
1
dxx8
3
2
1
2
x1x
2
1
dxzyxzz
x40
3
2
x1dxx
8
3
2
11dxzy y
Eqn(1) in 2n Put
0
0
+++=
++
++=
++=
++=
++=+=
=
∫
∫
∫∫
Picard’s Method for Simultaneous and second order ODE 4
Dr. V. Ramachandra Murthy
__________________________________________________________
Problem (3):
Soln:
x0=0 x1=0.1 x2=0.2
y0=0 y(x1)=? y(x2)=?
z0=1 z(x1)=? z(x2)=?
576
3x
60
x
40
3x
2
x1
dx64
3x
10
x
8
3x
2
11dxzy y
Eqn(1) in 3n Put
965
x
0
854x
x203
0
++++=
++++=+=
=
∫∫
( )
256
x
360
x7x
64
3
10
xx
8
3
2
1
dx64
x3
10
xx
8
3
2
1
40
x3
2
x1x
2
1
dxzyxzz
1298
54
x
0
854
53
x
x22
3
030
+++++=
++++
+++=
++=
∫
∫
( ) ( ) yxzy,x,φ;zxzy,x,fGiven −=+=
1.z(0)and
0y(0)y,xdx
dz;zx
dx
dythatgivenplaces decimal three to correct
2.0&0.1xforionapproximatsuccessiveMethodsPicard'usingbySolve
=
=−=+=
=
( )
( )
( ) ( )
( ) ( ) 1.0052
x1dx0-x1 dxy-xzz
0.105x2
xdx1x0dxzxyy
Eqn(1) in1nPut
)1(
dxy-xz)dxz,yφ(x,zz
dxzxy)dxz,yf(x,yy
by given is formula iterative sPicard' The
0.1
0
20.1
0
x
x001
0.1
0
0.1
0
2x
x001
x
x1-n0
x
x1-n1-n0n
x
x1-n0
x
x1-n1-n0n
0
0
00
00
=
+=+=+=
=
+=++=++=
=
−−−−
+=+=
++=+=
∫∫
∫∫
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 5
Dr. V. Ramachandra Murthy
Now to find y(0.2) and z(0.3)
( ) ( )
( ) ( ) 0.994x0.1052
x1dx0.105-x1 dxy-xzz
0.105 x1.0052
xy
dx1.005x0dxzxyy
Eqn(1) in2nPut
0.1
0
20.1
0
x
x102
0.1
0
2
2
0.1
0
x
x102
0
0
=
−+=+=+=
=
+=
++=++=
=
∫∫
∫∫
( ) ( )
( ) ( )
0.994z(0.1)0.105,y(0.1)Thus
0.994dx0.105x1dxyxzz
0.105dx0.994x0dxzxyy
getweEqn(1), in3nPut
x
x
0.1
0203
0.1
0
x
x203
0
0
==
=−+=−+=
=++=++=
=
∫ ∫
∫∫
( ) ( )
( ) ( )
( ) ( )
( ) ( ) 0.219dx0.987x0.105dxzxyy
Eqn(1)in3nPut
0.987dx0.219-x0.994 dxy-xzz
0.219dx0.998x0.105dxzxyy
Eqn(1)in2nPut
0.998dx0.105-x0.994 dxy-xzz
0.2
0.1
x
x203
0.2
0.1
x
x102
0.2
0.1
x
x102
0.2
0.1
x
x001
0
0
0
0
=++=++=
=
=+=+=
=++=++=
=
=+=+=
∫∫
∫∫
∫∫
∫∫
( ) ( ) 219.0dx0.994x0.105dxzxyy
Eqn(1)in1nPut
0.994z&0.105y,0.1xLet
0.2
0.1
x
x001
000
0
=++=++=
=
===
∫∫
Picard’s Method for Simultaneous and second order ODE 6
Dr. V. Ramachandra Murthy
0.987z(0.2)places
decimalthreetocorrectsametheare3zand2zSimilarly
0.219y(0.2)
placesdecimalthreetocorrectsametheare3yand2y Since
=
=
Problem (4):
Soln:
x0=0 x1=0.1
y0=1 y(x1)=?
z0=1 z(x1)=?
( ) ( )
0.987
0.2
0.1
0.219x-2
2x0.9943z
0.2
0.1
dx0.219-x0.994 x
x
dx2y-x0z3z
0
=
+=∴
+=+= ∫∫
1.z(0)1,y(0)
withxydx
dzandxz
dx
dythatgivenplacesdecimalfourtocorrect
0.1xfor ionapproximatsuccessiveofMethodsPicard'usingbySolve
==
+=−=
=
( ) ( ) xyzy,x,φ;xzzy,x,fGiven +=−=
( )
( )
( ) ( )
( ) ( ) 1.1052
xx1dxx11 dxxyzz
1.0952
xx1dxx-11dxxzyy
Eqn(1) in1nPut
)1(
dxxyz)dxz,yφ(x,zz
dxxzy)dxz,yf(x,yy
by given is formula iterative sPicard' The
0.1
0
20.1
0
x
x001
0.1
0
0.1
0
2x
x001
x
x1-n0
x
x1-n1-n0n
x
x1-n0
x
x1-n1-n0n
0
0
00
00
=
++=++=++=
=
−+=+=−+=
=
−−−−
++=+=
−+=+=
∫∫
∫∫
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 7
Dr. V. Ramachandra Murthy
( ) ( )
1.1155
0.1
02
2x1.1055x13z
0.1
0
dxx1.10551 x
x
dxx2y0z3z
0
=
++=∴
++=++= ∫∫
__________________________________________________________
( ) ( )
( ) ( )
1.11452
x1.095x1z
dxx1.0951 dxxyzz
1.10552
x1.105x1y
dxx-1.1051dxxzyy
Eqn(1) in2nPut
0.1
0
2
2
0.1
0
x
x102
0.1
0
2
2
0.1
0
x
x102
0
0
=
++=∴
++=++=
=
−+=∴
+=−+=
=
∫∫
∫∫
( ) ( )
1.10642
x1.1145x1y
dxx-1.11451dxxzyy
Eqn(1) in3nPut
0.1
0
2
3
0.1
0
x
x203
0
=
−+=∴
+=−+=
=
∫∫
1.1156z(0.1)
places,decimalfourtoupsamethearezandzsinceAlso
1.1065y(0.1)
placesdecimalfourtoupsametheareyandySince
1.1156z ,1.1065y:5n when
1.1156z ,1.1065y:4n when
Similarly
54
54
55
44
=
=
===
===
Picard’s Method for Simultaneous and second order ODE 8
Dr. V. Ramachandra Murthy
Problem (5):
Soln:
t0=0 t1=0.1
x0=1 x( t0)=?
y0=-1 z( t0)=?
0.1taty&xofvalues
theDeduce1.y(0);xtydt
dyand1x(0);txy
dt
dx equations
thesatisfy y and x that Giveny.andxofvaluesthetoionapproximat
ordersecondthefindionapproximatsuccessiveofMethodsPicard'Using
=
−=+==+=
( ) ( ) xtyyx,t,φ;txyyx,t,fGiven +=+=
( )
( )
( ) ( )
( ) ( )2
tt1dx1t-1-dtxtyyy
2
tt-1
2
tt-1dtt1-1dttyxxx
Eqn(1) in1nPut
dtxtyy)dty,xφ(t,yy
dttyxx)dty,xf(t,xx
by given is formula iterative sPicard' The
2t
0
t
t0001
2t
0
t
0
2t
t0001
t
t1-n1-n0
t
t1-n1-n0n
t
t1-n1-n0
t
t1-n1-n0n
0
0
00
00
−+−=++=++=
+=
++=++=++=
=
++=+=
++=+=
∫∫
∫∫
∫∫
∫∫
( )
( )
(3)8
t
2
ttt1-dt
2
t-
2
3t2t-11
dt2
tt-1
2
tt1t1-dtxtyyy
(2)20
t
4
t
3
2t
2
3tt-1dt
4
t-t2t-3t1-1
dtt2
tt1
2
tt-11dttyxxx
Eqn(1) in2nPut
432
t
0
32
t
0
22t
t1102
5432t
0
432
t
0
22t
t1102
0
0
−−−
−+−+=
++−=
++
−+−+=++=
−−
−+−+=
+++=
+
−+−
++=++=
=
∫
∫∫
∫
∫∫
Picard’s Method for Simultaneous and second order ODE 9
Dr. V. Ramachandra Murthy
__________________________________________________________
Numerical solution of Second order Ordinary differential equations
__________________________________________________________
Problem (1):
-0.9095.1) y(0
0.9143.1) x(0
(3)&(2) EquationsFrom
=
=
( )
( )/0000
/
/
/
00
/
00
///
y)z(x&y)y(xwith
(3)zy,x,FzbecomesEqn(1)then
(2),zySet
y)(xyandy)y(xconditionsinitial with
(1)-----yy,x,F y
formthe of O.D.E order second a solve to wishweSuppose
==
−−−−−=
−−−−−=
==
=
/
0000 y)z(x&y)y(xwithz)y,F(x,dx
dz&z
dx
dyi.e,
Eqn(3).&Eqn(2)bygivensO.D.E' ofsystemasolvingofproblema
toreducedis(1)formofO.D.EordersecondsolvingofproblemtheThus
====
places.decimalthreetocorrect(1)y1y(1);0xdx
dyy
dx
yd
equationaldifferenti the of 1.2 xand 1.1 xat solution
the toionapproximatordersecondtheobtainMethodsPicard'Using
/32
2
2
===−+
==
Picard’s Method for Simultaneous and second order ODE 10
Dr. V. Ramachandra Murthy
( ) ( ) z2y3xzy,x,φ&zzy,x,f
1z(1)1,y(1)conditionsinitialwith03xz2ydx
dz
becomesequationaldifferentigiventhethen,zdx
dySet
:ln
−==∴
===−+
=
So
x0=1 x1=1.1 x2=1.2
y0=1 y(x1)=? y(x2)=?
z0=1 z(x1)=? z(x2)=?
( ))1(
dxzy-xz)dxz,yφ(x,zz
dxzy)dxz,yf(x,yy
by given is formula iterative sPicard' The
x
x
x
x1-n
21-n
301-n1-n0n
x
x1-n0
x
x1-n1-n0n
0 0
00
−−−
+=+=
+=+=
∫ ∫
∫∫
( )
( ) ( )
( ) ( )
1.1061y
1.0160x1dx1.01601dxzyy
Eqn(1) in2nPut
1.0160z
x4
x1dx1-x1dxzy-xzz
1.1x11dx1dxzyy
Eqn(1) in1nPut
2
1.1
1
1.1
1
x
x102
1
1.1
1
1.1
1
43
x
x0
20
301
1.1
1
1.1
1
x
x001
0
0
0
=∴
+=+=+=
=
=∴
−+=+=+=
=+=+=+=
=
∫∫
∫∫
∫∫
( ) ( )
0.99301.2293x4
x1
dx1.2293-x1dxzy-xzz
1.1
1
4
1.1
1
3x
x1
2
1
3
020
=
−+=
+=+= ∫∫
Picard’s Method for Simultaneous and second order ODE 11
Dr. V. Ramachandra Murthy
( ) 1.20091.21.1
0.9930x1.10161y
1.2
1.1
0.9930dx1.1016x
x
dx0z0y1y
Eqn(1) in1nPut
0.99300z;1.10160y;1.10xLet
y(1.2)find To
0
=+=∴
+=+=
=
===
∫∫
Problem(2):
Soln:
x0=0 x1=0.1
y0=0.5 y(x1)=?
z0=0.1 z(x1)=?
1.20401.21.1)0248.1(1.10162y
1.2
1.1
1.0248dx1.1016x
x
dx1z0y2y
Eqn(1) in2nPut
1.02481.2
1.1
dx1.2050-3x0.9930x
x
dx0z20
y-3x0z1z
0
0
=+=∴
+=+=
=
=
+=
+=
∫∫
∫∫
decimal. of places four tocorrect
0.1(0) y0.5,y(0)with0ydx
dy2x
dx
yd equation aldifferenti the of
0.1 xat solution eapproximatorderthirdtheobtainMethodsPicard'Using
/
2
2
===++
=
( ) ( ) ( )2xzy-zy,x,φ&zzy,x,f
0.1z(0)0.5,y(0)conditionsinitialwith0y2xzdx
dz
becomesequationaldifferentigiventhethen,zdx
dySet
+==∴
===++
=
Picard’s Method for Simultaneous and second order ODE 12
Dr. V. Ramachandra Murthy
)1(x
x
x
x
dx1-n2xz1-n
y0z)dx1-nz,1-nyφ(x,0znz
x
x
dx1-nz0yx
x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
0 0
00
−−−
+−=+=
+=+=
∫ ∫
∫∫
__________________________________________________________
Problem (3):
( ) ( )
( ) ( )( )
( ) ( ) 0.50490.049x0.5dx0.0490.5dxzyy
Eqn(1) in2nPut
0.0492
x0.20.5x-0.1z
dx(0.1)x20.5-0.1dx2xzyzz
0.510.1x0.5dx0.10.5dxzyy
Eqn(1) in1nPut
0.1
0
0.1
0
x
x102
0.1
0
2
1
0.1
0
x
x0001
0.1
0
0.1
0
x
x001
0
0
0
=+=+=+=
=
=
+=∴
+=+−+=
=+=+=+=
=
∫∫
∫∫
∫∫
( ) ( )
0.5048y(0.1)
0.50480.0485x0.5dx0.04850.5dxzyy
Eqn(1) in3nPut
0.1
0
0.1
0
x
x203
0
=∴
=+=+=+=
=
∫∫
( ) ( )
0.04852
x0.0980.51x-0.1z
dx0.098x0.51-0.1dx2xzyzz
0.1
0
2
2
0.1
0
x
x1102
0
=
+=∴
+=+−+= ∫∫
0.1(0) yand
1y(0)with06ydx
dy3x
dx
yd equation aldifferenti the of 0.2x
at solutioneapproximatorderthirdthefindMethodsPicard'Employing
/
2
2
=
==−+=
Picard’s Method for Simultaneous and second order ODE 13
Dr. V. Ramachandra Murthy
Soln:
( ) ( ) 1.25881.294x1dx1.2941dxzyy
Eqn(1) in2nPut
0.2
0
0.2
0
x
x102
0
=+=+=+=
=
∫∫
x0=0 x1=0.2
y0=1 y(x1)=?
z0=0.1 z(x1)=?
( ) ( ) 3xz-6yzy,x,φ&zzy,x,f
0.1z(0)1,y(0)conditionsinitialwith06y3xzdx
dz
becomesequationaldifferentigiventhethen,zdx
dySet
==∴
===−+
=
)1(x
0x
x
0x
dx1-n3xz-1-n
6y0z)dx1-nz,1-nyφ(x,0znz
x
0x
dx1-nz0yx
0x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
−−−
∫ ∫+=+=
∫+∫ =+=
( ) ( )
( ) ( )( )
1.2942
x0.36x0.1z
dxx0.360.1dx3xz6yzz
1.020.1x1dx0.11dxzyy
Eqn(1) in1nPut
0.2
0
2
1
0.2
0
x
x0001
0.2
0
0.2
0
x
x001
0
0
=
−+=∴
−+=−+=
=+=+=+=
=
∫∫
∫∫
( ) ( )
1.2492y(0.2)
1.24921.2463x1dx1.24631dxzyy
Eqn(1) in3nPut
0.2
0
0.2
0
x
x203
0
=∴
=+=+=+=
=
∫∫
( ) ( )
1.24632
x3.8826.12x0.1z
dx3.882x-6.120.1dx3xz6yzz
0.2
0
2
2
0.2
0
x
x1102
0
=
−+=∴
+=−+= ∫∫
Picard’s Method for Simultaneous and second order ODE 14
Dr. V. Ramachandra Murthy
__________________________________________________________
Problem (4):
Soln:
x0=0 x1=0.2
y0=1 y(x1)=?
z0=0 z(x1)=?
0.xwhen0dx
dy ,1ywith0y
dx
dyx
dx
yd equation aldifferenti the of
0.2 xat solutioneapproximatorderthirdthefindMethodsPicard'Using
2
2
====−+
=
( ) ( ) xz-yzy,x,φ&zzy,x,f
0z(0)1,y(0)conditionsinitialwith0yxzdx
dz
becomesequationaldifferentigiventhethen,zdx
dySet
==∴
===−+
=
)1(x
0x
x
0x
dx1-nz-1-n
y0z)dx1-nz,1-nyφ(x,0znz
x
0x
dx1-nz0yx
0x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
−−−
∫ ∫
+=+=
∫+∫ =+=
x
( )
( ) ( )
( ) ( ) 1.040.20
0.2x10.2
0
dx0.21x
0x
dx1z0y2y
Eqn(1) in2nPut
0.2
0
0.2dx010x
0x
dx0xz0y0z1z
10.2
0
dx01x
0x
dx0z0y1y
Eqn(1) in1nPut
=+∫ =+∫ =+=
=
∫ =−+=∫ −+=
∫ =+∫ =+=
=
Picard’s Method for Simultaneous and second order ODE 15
Dr. V. Ramachandra Murthy
( ) ( )
( ) ( )
1.0392y
1.03920.20
0.196x10.2
0
dx0.1961x
x
dx2z0y3y
Eqn(1) in3nPut
0.196
0.2
02
2x0.2x2z
0.2
0
dx0.2x-10x
x
dx1xz1y0z2z
0
0
=∴
=+=+=+=
=
=
−=∴
+=−+=
∫∫
∫∫
_________________________________________________________
Problem (5):
Soln:
x0=0 x1=0.1 x2=0.2
y0=1 y(x1)=? y(x2)=?
z0=0.5 z(x1)=? z(x2)=?
0.5(0)y1,y(0)conditions
initialwith0xydx
yd equationaldifferenti the of 0.2 xand 0.1x
whensolutioneapproximatorderthirdthefindMethodsPicard'usingBy
/
2
2
==
=+==
( ) ( ) -xyzy,x,φ&zzy,x,f
0.5z(0)1,y(0)conditionsinitialwith0xydx
dz
becomesequationaldifferentigiventhethen,zdx
dySet
==∴
===+
=
)1(x
0x
x
0x
dx1-nxy0z)dx1-nz,1-nyφ(x,0znz
x
0x
dx1-nz0yx
0x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
−−−
∫ ∫ −+=+=
∫+∫ =+=
Picard’s Method for Simultaneous and second order ODE 16
Dr. V. Ramachandra Murthy
( ) ( )
( ) ( )
( ) ( ) 1.04950.10
0.495x10.1
0
dx0.4951x
x
dx1z0y2y
Eqn(1) in2nPut
0.495
0.1
02
2x0.1
0
0.5dxx0.5x
x
dx0xy0z1z
1.050.10
0.5x10.1
0
dx0.51x
x
dx0z0y1y
Eqn(1) in1nPut
0
0
0
=+=+=+=
=
=
−=−=−=
=+=+=+=
=
∫∫
∫∫
∫∫
To find y (0.2):
( ) ( )
( ) ( )
( ) ( )
0.4947z(0.1)
0.4947
2
x1.04950.5dx1.0495x0.5dxxyzz
1.0494y(0.1)
1.04940.4947x1dx0.49471dxzyy
Eqn(1) in3nPut
0.4947
2
x1.050.5dx1.05x0.5dxxyzz
0.1
0
20.1
0
x
x203
0.1
0
0.1
0
x
x203
0.1
0
20.1
0
x
x102
0
0
0
=∴
=
−=−=−=
=∴
=+=+=+=
=
=
−=−=−=
∫∫
∫∫
∫∫
( )
( ) 1.09880.4947x1.0494y
dx0.49471.0494dxzyy
Eqn(1) in1nPut
0.4947z&1.0494y,0.1 xLet
0.2
0.11
0.2
0.1
x
x001
000
0
=+=∴
+=+=
=
===
∫∫
Picard’s Method for Simultaneous and second order ODE 17
Dr. V. Ramachandra Murthy
( ) ( )
0.4789
0.2
0.12
2x1.04940.49471z
0.2
0.1
dx1.0494x0.4947x
x
dx0xy0z1z
0
=
−=∴
−=−= ∫∫
__________________________________________________________
Problem (6):
Soln:
x0=0 x1=0.2
y0=1 y(x1)=?
z0=0 z(x1)=?
( )
( )
( )
1.0972y(0.2)
1.0972dx0.47821.0494dxzyy
Eqn(1) in3nPut
0.4782dx1.0988x-0.4947dxxyzz
1.0972dx0.47891.0494dxzyy
Eqn(1) in2nPut
0.2
0.1
x
x203
0.2
0.1
x
x102
0.2
0.1
x
x102
0
0
0
=∴
=+=+=
=
==−=
=+=+=
=
∫∫
∫∫
∫∫
0.(0)y1,y(0)withydx
dyx
dx
yd equation aldifferenti the of
0.2 xat solutioneapproximatorderthirdthefindMethodsPicard'Using
/2
2
2
2
==−
=
=
( ) ( ) 22
22
yxzzy,x,φ&zzy,x,f
0z(0)1,y(0)conditionsinitialwithyxzdx
dz
becomesequationaldifferentigiventhethen,zdx
dySet
−==∴
==−=
=
Picard’s Method for Simultaneous and second order ODE 18
Dr. V. Ramachandra Murthy
)1(x
x
x
x
dx21-n
y-21-n
xz0z)dx1-nz,1-nyφ(x,0znz
x
x
dx1-nz0yx
x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
0 0
00
−−−
+=+=
+=+=
∫ ∫
∫∫
_________________________________________________________
( )
( ) ( )( ) ( )
( ) ( )
( ) ( )( ) ( )( )∫∫
∫∫
∫∫
∫∫
=−+=−+=
=−=+=+=
=
=+=−+=
=+=+=
=
0.2
0
2x
x
2
1
2
102
0.2
0
0.2
0
x
x102
0.2
0
x
x
2
0
2
001
0.2
0
x
x001
-0.1992dx10.2-x0dxyzxzz
0.960.2x1dx0.2-1dxzyy
Eqn(1) in2nPut
-0.2dx1-00dxyzxzz
1dx01dxzyy
Eqn(1) in1nPut
0
0
0
0
( )
( )
0.9601y(0.2)
0.96010.1992x1
dx0.1992-1dxzyy
Eqn(1) in3nPut
0.2
0
0.2
0
x
x203
0
=∴
=−=
+=+=
=
∫∫
Picard’s Method for Simultaneous and second order ODE 19
Dr. V. Ramachandra Murthy
Numerical solution of simultaneous first order differential equations
Consider the first order simultaneous differential equation
Runge-Kutta Method of 4th Order
__________________________________________________________
Problem (1):
Soln:
x0=0 x1=0.1
0000 z)z(xandy)y(xconditionsinitialwith
(2)z)y,φ(x,dx
dz
(1)z)y,f(x,dx
dy
==
−−−−−−=
−−−−−−=
[ ]
[ ]
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
432101
432101
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where;l2l2ll6
1zz
k2k2kk6
1yy
+++=+++=
+++=
+++=
+++=
+++=
==
++++=
++++=
places.decimalfour
to correct 0.1xpointthe at1z(0)0,y(0);y-zdx
dz;zy
dx
dy
equationsofsystemthesolveorder4thofMethodKutta-RungeUsing
====+=
( ) ( ) 0.1h;yzzy,x,φ;zyzy,x,fGiven =−=+=
Picard’s Method for Simultaneous and second order ODE 20
Dr. V. Ramachandra Murthy
y0=0 y1=?
z0=1 z1=?
Runge-Kutta Method of 4th Order
[ ]
[ ]
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
432101
432101
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
+++=+++=
+++=
+++=
+++=
+++=
==
−−−−−−
++++=
++++=
( ) [ ] [ ]
( ) [ ] [ ]
0.112
0.11
2
0.100.1
21l
0z21k
0yh21l
0z,21k
0y,2
h0xhf2k
0.1010.10y0zh0z,0y,0xhφ1l
0.1100.10z0yh0z,0y,0xhf1k
=
+++=
+++=
+++=
=−=−==
=+=+==
0.11052
0.11
2
0.1100.1
2
lz
2
kyh
2
lz,
2
ky,
2
hxhfk
0.12
0.10
2
0.110.1
2
ky
2
lzh
2
lz,
2
ky,
2
hxhφl
20
20
20
2003
10
10
10
1002
=
+++=
+++=
+++=
=
+−+=
+−+=
+++=
0.09952
0.110
2
0.110.1
2
ky
2
lzh
2
lz,
2
ky,
2
hxhφl 2
02
02
02
003
=
+−+=
+−+=
+++=
Picard’s Method for Simultaneous and second order ODE 21
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn(1), we get
__________________________________________________________
Problem (2):
Soln:
x0=0 x1=0.1
y0=2 y1=?
z0=1 z1=?
( ) [ ]
[ ]
( ) ( )[ ]
( )[ ] 0.09890.110500.099510.1
kylzhlz,kyh,xhφl
0.1210.099510.110500.1
lzkyhlz,kyh,xhfk
3030303004
3030303004
=+−+=
+−+=+++=
=+++=
+++=+++=
[ ]
( ) ( )[ ]
[ ]
( ) ( )[ ]
1.0996z(0.1)
1.09960.09890.099520.120.16
11
l2l2ll6
1zz
0.1103y(0.1)
0.11030.1210.110520.1120.16
10
k2k2kk6
1yy
432101
432101
=∴
=++++=
++++=
=∴
=++++=
++++=
places.decimalfourtocorrect
0.1xfor1z(0)2,y(0);y-xdx
dz;zx
dx
dyequations
ofsystemthesolveorder4ofMethodKutta-RungeUsing
2
th
====+=
( ) ( ) 0.1h ;yxzy,x,φ;zxzy,x,fGiven 2=−=+=
Picard’s Method for Simultaneous and second order ODE 22
Dr. V. Ramachandra Murthy
Runge-Kutta Method of 4th Order
( ) [ ] [ ]
( ) ( )[ ] [ ]
0.0852
0.4-1
2
0.100.1
2
lz
2
hxh
2
lz,
2
ky,
2
hxhfk
0.4200.1yxhz,y,xhφl
0.1100.1zxhz,y,xhfk
100
10
1002
22
000001
000001
=
++=
+++=
+++=
−=−=−==
=+=+==
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
+++=+++=
+++=
+++=
+++=
+++=
==
[ ]
[ ]
)1(
l2l2ll6
1zz
k2k2kk6
1yy
432101
432101
−−−−−−
++++=
++++=
0.08422
0.4152-1
2
0.100.1
2
lz
2
hxh
2
lz,
2
ky,
2
hxhfk
0.41522
0.12
2
0.110.1
2
ky
2
hxh
2
lz,
2
ky,
2
hxhφl
200
20
2003
2
2
100
10
1002
=
+++=
+++=
+++=
−=
+−+=
+−+=
+++=
( ) [ ]lzhxhlz,kyh,xhfk
0.41212
0.0852
2
0.100.1
2
ky
2
hxh
2
lz,
2
ky,
2
hxhφl
2
2
200
20
2003
+++=+++=
−=
+−+=
+−+=
+++=
Picard’s Method for Simultaneous and second order ODE 23
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1)
__________________________________________________________
Problem (3):
Soln:
x0=0 x1=0.3
y0=0 y1=?
z0=1 z1=?
( ) ( )[ ]( )[ ] 0.42430.084220.100.1
kyhxhlz,kyh,xhφl
2
2
300303004
−=+−+=
+−+=+++=
[ ]
( ) ( )[ ]
[ ]
( ) ( )[ ]
0.5868z(0.1)
0.58680.42430.4121-20.4152-20.4-6
11
l2l2ll6
1zz
2.0845y(0.1)
2.08450.06870.084220.085520.16
12
k2k2kk6
1yy
432101
432101
=∴
=−+++=
++++=
=∴
=++++=
++++=
0. x when1z and 0 yare values initial The
places.decimalfourtoorrectMethodKutta-Rungeorderfourth
using0.3xforxydx
dz;xz1
dx
dyequationsaldifferentitheSolve
===
=−=+=
c
( ) ( ) 0.3h;xyzy,x,φ;xz1zy,x,fGiven =−=+=
Picard’s Method for Simultaneous and second order ODE 24
Dr. V. Ramachandra Murthy
Runge-Kutta Method of 4th Order
[ ]
[ ]
( ) ( )
+++=
+++=
==
−−−−−−
++++=
++++=
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
10
1002
10
1002
00010001
432101
432101
( ) ( )303004303004
20
2003
20
2003
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
+++=+++=
+++=
+++=
( ) [ ] [ ]
( ) [ ] [ ]
0.3452
01
2
0.3010.3
2
lz
2
hx1h
2
lz,
2
ky,
2
hxhfk
00x0-0.3yx-hz,y,xhφl
0.30x110.3zx1hz,y,xhfk
100
10
1002
000001
000001
=
+
++=
+
++=
+++=
====
=+=+==
0.34482
0.0067-1
2
0.3010.3
2
lz
2
hx1h
2
lz,
2
ky,
2
hxhfk
0.00672
0.30
2
0.300.3
2
ky
2
hxh
2
lz,
2
ky,
2
hxhφl
200
20
2003
100
10
1002
=
+
++=
+
++=
+++=
−=
+
+−=
+
+−=
+++=
( ) ( )( )[ ]
( )( )[ ] 0.38930.0077-10.3010.3
3l0zh0x1h3l0z,3k0yh,0xhf4k
0.00772
0.3450
2
0.303.0
22k
0y2
h0xh
22l
0z,22k
0y,2
h0xhφ3l
=++=
+++=+++=
−=
+
+−=
+
+−=
+++=
Picard’s Method for Simultaneous and second order ODE 25
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1), we get
__________________________________________________________
Problem (4):
Soln:
Runge-Kutta Method of 4th Order
t0=0 t1=0.1
x0=1 x1=?
y0=1 y1=?
[ ]
( ) ( )[ ]
[ ]
( ) ( )[ ]
0.9900z(0.3)
0.99000.03100.0077-20.0067-206
11
l2l2ll6
1zz
0.3448y(0.3)
0.34480.38930.344820.34520.36
10
k2k2kk6
1yy
432101
432101
=∴
=−+++=
++++=
=∴
=++++=
++++=
0.t when1 y and 1xthatgivenMethodKutta-Rungeorderfourth
using0.1tattxdt
dy;ty
dt
dxequationsofsystemtheSolve
===
=+=−=
( ) ( ) 0.1h;txyx,t,φ;t-yyx,t,fGiven =+==
[ ]
[ ]
where
)1(
4l32l22l1l6
10z1y
4k32k22k1k6
10y1x
−−−−−−
++++=
++++=
Picard’s Method for Simultaneous and second order ODE 26
Dr. V. Ramachandra Murthy
( ) [ ] [ ]
( ) [ ] [ ]
0.12
0.10
2
0.110.1
2
ht
2
lyh
2
ly,
2
kx,
2
hthfk
0.1010.1txhy,x,thφl
0.10-10.1t-yhy,x,thfk
01
01
01
002
000001
000001
=
+−
+=
+−
+=
+++=
=+=+==
====
0.10052
0.10
2
0.1110.1
2
ht
2
lyh
2
ly,
2
kx,
2
hthfk
0.112
0.10
2
0.110.1
2
ht
2
kxh
2
ly,
2
kx,
2
hthφl
02
02
02
003
01
01
01
002
=
+−+=
+−+=
+++=
=
++
+=
++
+=
+++=
( ) ( ) ( )[ ]
( )[ ]
( ) ( ) ( )[ ]htkxhly,kxh,thφl
0.1010.100.1110.1
htlyhly,kxh,thfk
0.112
0.10
2
0.110.1
2
ht
2
kxh
2
ly,
2
kx,
2
hthφl
030303004
030303004
02
02
02
003
+++=+++=
=+−+=
+−+=+++=
=
++
+=
++
+=
+++=
Picard’s Method for Simultaneous and second order ODE 27
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1), we get
__________________________________________________________
Problem (5):
Soln:
Runge-Kutta Method of 4th Order
x0=0 x1=0.1
y0=1 y1=?
z0=1 z1=?
[ ]
( ) ( )[ ] 1.10030.1010.100520.120.16
11
k2k2kk6
1xx 432101
=++++=
++++=
[ ]
( ) ( )[ ]
1.1100y(0.1) & 1.1003x(0.1)
1.11000.12000.1120.1120.16
11
l2l2ll6
1yy 432101
==∴
=++++=
++++=
places.decimalfourto
correctMethodKutta-Rungeorderfourthusing1z(0)y(0);0z-dx
dy
;02z4ydx
dzthatgiven0.1xatequationsaldifferentitheSolve
===
=++=
( ) ( ) 0.1h;2z-4yzy,x,φ;zzy,x,fGiven =−==
[ ]
[ ]
( ) ( )00010001
432101
432101
lkhlkh
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
==
−−−−−−
++++=
++++=
Picard’s Method for Simultaneous and second order ODE 28
Dr. V. Ramachandra Murthy
( ) [ ] [ ]
( ) [ ] [ ] -0.62x1-4x1-0.12z4y-hz,y,xhφl
0.110.1zhz,y,xhfk
000001
00001
==−==
====
0.072
0.6-10.1
2
lzh
2
lz,
2
ky,
2
hxhfk 1
01
01
002
=
+=
+=
+++=
0.0722
0.56-10.1
2
lzh
2
lz,
2
ky,
2
hxhfk
0.562
0.6-12
2
0.1140.1
2
lz2
2
ky4h
2
lz,
2
ky,
2
hxhφl
20
20
2003
10
10
10
1002
=
+=
+=
+++=
−=
+−
+−=
+−
+−=
+++=
( ) ( )[ ]
[ ]
( ) ( ) ( )[ ]
( ) ( )[ ] 0.51720.558120.072140.1
lz2ky4hlz,kyh,xhφl
0.04420.55810.1
lzhlz,kyh,xhfk
0.5582
0.56-12
2
0.07140.1
2
lz2
2
ky4h
2
lz,
2
ky,
2
hxhφl
3030303004
30303004
20
20
20
2003
−=−−+−=
+−+−=+++=
=−=
+=+++=
−=
+−
+−=
+−
+−=
+++=
Picard’s Method for Simultaneous and second order ODE 29
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1), we get
Problem (6):
Problem (7):
__________________________________________________________
[ ]
( ) ( )[ ]
[ ]
( ) ( )[ ]
.44110z(0.1)
0.44110.51720.558-20.56-20.6-6
11
l2l2ll6
1zz
1.0713y(0.1)
1.07130.04420.07220.0720.16
11
k2k2kk6
1yy
432101
432101
=∴
=−+++=
++++=
=∴
=++++=
++++=
{ }0.9998z(0.1)0.1050,y(0.1):Ans
places.decimalfourtocorrectMethodKutta-Runge
using0.1xfor1z(0)0,y(0)giveny-xdx
dz;zx
dx
dySolve
==
====+=
( )
{ }0.51z(0.1)1.050,y(0.1):Ans
places.decimalfourtocorrectMethodKutta-Runge
using0.1xfor1/2z(0)1,y(0)givenzy3xdx
dz;z
dx
dySolve
==
===+==
Picard’s Method for Simultaneous and second order ODE 30
Dr. V. Ramachandra Murthy
Numerical solution of Second order Ordinary differential equations
__________________________________________________________
Problem (1):
( )
( ) /0000
/
/
/
00
/
00
///
y)z(x&y)y(x with(3)zy,x,Fz
becomesEqn(1)then(2),zySet
y)(xyandy)y(xconditionsinitialwith
(1)-----yy,x,Fy
formthe of O.D.E order Second a Consider
==−−−−−=
−−−−−=
==
=
/
0000 y)z(x&y)y(xwithz)y,F(x,dx
dz&z
dx
dyi.e,
Eqn(3).&Eqn(2)bygivensO.D.E'ofsystemasolvingofproblem a
toreducedis(1)formofO.D.EordersecondsolvingofproblemtheThus
====
0(0)/y1,y(0)areconditions
Initialplaces.decimalfourto correct0.2xfor2y
2
dx
ydx
2dx
y2d
equationaldifferentithesolveorderfourthofmethodKuttaRungeUsing
==
=−
=
−
Picard’s Method for Simultaneous and second order ODE 31
Dr. V. Ramachandra Murthy
Soln:
h=0.1
Runge-Kutta Method of 4th Order
x0=0 x1=0.2
y0=1 y1=?
z0=0 -------
( ) ( ) 22
22
yxzzy,x,φ&zzy,x,f
0z(0)1,y(0)conditionswithyxzdx
dz
becomesequationgiventhethen,zdx
dySet
−==∴
==−=
=
[ ]
[ ]
)1(
l2l2ll6
1zz
k2k2kk6
1yy
432101
432101
−−−−−−
++++=
++++=
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
+++=+++=
+++=
+++=
+++=
+++=
==
( ) [ ] [ ]
( ) ( ) ( )[ ] ( ) ( )[ ]
0.022
0.2-00.2
2
lzh
2
lz,
2
ky,
2
hxhfk
0.21000.2yzxhz,y,xhφl
000.2zhz,y,xhfk
10
10
1002
222
0
2
000001
00001
−=
+=
+=
+++=
−=−=−==
====
Picard’s Method for Simultaneous and second order ODE 32
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1), we get
__________________________________________________________
Problem (2):
0.01992
0.1998-00.2
2
lzh
2
lz,
2
ky,
2
hxhfk
0.19982
01
2
0.2-0
2
0.200.2
2
ky
2
lz
2
hxh
2
lz,
2
ky,
2
hxhφl
20
20
2003
22
2
10
2
100
10
1002
−=
+=
+=
+++=
−=
+−
+
+=
+−
+
+=
+++=
0.19582
0.02-1
2
0.1998-0
2
0.200.2
2
ky
2
lz
2
hxh
2
lz,
2
ky,
2
hxhφl
22
2
20
2
200
20
2003
−=
+−
+
+=
+−
+
+=
+++=
( ) ( )[ ] 0.0391lzhlz,kyh,xhfk 30303004 −=+=+++=
[ ]
( ) ( )[ ]
9801.0y(0.2)
9801.00391.00.0199-20.02-206
11
k2k2kk6
1yy 432101
=
=−+++=
++++=
0.5(0)/y1,y(0)areconditionsInitial
places.decimalfour to correct0.1xfordx
dyy3x
2dx
y2d
equationaldifferentithesolveorderfourthofmethodKuttaRungeUsing
==
=
+=
−
Picard’s Method for Simultaneous and second order ODE 33
Dr. V. Ramachandra Murthy
Soln:
Runge-Kutta Method of 4th Order
x0=0 x1=0.1
y0=1 y1=?
z0=0.5 -------
( ) ( ) 0.2h;z)(yxzy,x,φ&zzy,x,f
0.5z(0)1,y(0)conditionswithz)(yxdx
dz
becomesequationgiventhethen,zdx
dySet
3
3
=+==∴
==+=
=
[ ]
[ ]
( ) ( )
+++=
+++=
==
−−−−−−
++++=
++++=
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
10
1002
10
1002
00010001
432101
432101
( ) ( )303004303004
20
2003
20
2003
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
+++=+++=
+++=
+++=
( ) [ ] [ ]
( ) ( ) ( )[ ] ( )[ ]
0.052
00.50.1
2
lzh
2
lz,
2
ky,
2
hxhfk
00.5100.1zyxhz,y,xhφl
0.050.50.1zhz,y,xhfk
10
10
1002
00
3
00001
00001
=
+=
+=
+++=
=+=+==
====
Picard’s Method for Simultaneous and second order ODE 34
Dr. V. Ramachandra Murthy
05.02
00.50.1
2
lzh
2
lz,
2
ky,
2
hxhfk
0000.02
00.5
2
0.051
2
0.100.1
2
ky
2
lz
2
hxh
2
lz,
2
ky,
2
hxhφl
20
20
2003
3
10
10
3
0
10
1002
=
+=
+=
+++=
=
+++
+=
++
+
+=
+++=
Substituting all these values in Eqn (1), we get
__________________________________________________________
Problem (3):
( ) ( )[ ] 0.05lzhlz,kyh,xhfk
0.00002
00.5
2
0.051
2
0.100.1
2
lz
2
ky
2
hxh
2
lz,
2
ky,
2
hxhφl
30303004
3
20
20
3
0
20
2003
=+=+++=
=
+++
+=
+++
+=
+++=
[ ]
( ) ( )[ ]
0500.1y(0.1)
0500.105.00.0520.0520.056
11
k2k2kk6
1yy 432101
=∴
=++++=
++++=
places.
decimalfour to correct0.1xfor 1/2(0)/y0.2, y(0)0,4ydx
dy2x
2dx
y2d
equationaldifferentithesolveorderfourthofmethodKuttaRungeUsing
====−+
−
Picard’s Method for Simultaneous and second order ODE 35
Dr. V. Ramachandra Murthy
Soln:
Runge-Kutta Method of 4th Order
x0=0 x1=0.1
y0=0.2 y1=?
z0=0.5 -------
( ) ( ) 0.1h;2xz4yzy,x,φ&zzy,x,f
0.5z(0) 0.2,y(0)conditionswith2xz-4ydx
dz
becomesequationgiventhethen,zdx
dySet
=−==∴
===
=
[ ]
[ ]
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
432101
432101
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
+++=+++=
+++=
+++=
+++=
+++=
==
−−−−−−
++++=
++++=
( ) [ ] [ ]
( ) [ ] [ ]
0.0542
0.080.50.1
21l
0zh21l
0z,21k
0y,2
h0xhf2k
0.082x0x0.54x0.20.10z02x04yh0z,0y,0xhφ1l
0.050.50.10zh0z,0y,0xhf1k
=
+=
+=
+++=
=−=−==
====
0.08462
0.080.5
2
0.102
2
0.050.240.1
21l
0z2
h0x2
21k
0y4h
21l
0z,21k
0y,2
h0xhφ2l
=
+
+−
+=
+
+−
+=
+++=
Picard’s Method for Simultaneous and second order ODE 36
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1), we get
Problem (4):
( ) ( )[ ] 0.05853l0zh3l0z,3k0yh,0xhf4k
0.08532
0.08460.5
2
0.102
2
0.0540.240.1
22l
0z2
h0x2
22k
0y4h
22l
0z,22k
0y,2
h0xhφ3l
=+=+++=
=
+
+−
+=
+
+−
+=
+++=
( ) ( )[ ]
0.2542y(0.1)
0.25420.05850.054220.05420.056
12.01y
=∴
=++++=
order.fourthofmethodKutta-Runge using placesdecimalfour to correct
y(0.1)ofvaluetheFind.0.1xfor5(0)y10,y(0),ydx
yd Given /3
2
2
====
Picard’s Method for Simultaneous and second order ODE 37
Dr. V. Ramachandra Murthy
Soln:
Runge-Kutta Method of 4th Order
x0=0 x1=0.1
y0=10 y1=?
z0=5 -------
( ) ( ) 0.1h;yzy,x,φ&zzy,x,f
5z(0)10,y(0)conditionswithydx
dz
becomesequationgiventhethen,zdx
dySet
3
3
===∴
===
=
[ ]
[ ]
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
432101
432101
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
+++=+++=
+++=
+++=
+++=
+++=
==
−−−−−−
++++=
++++=
Picard’s Method for Simultaneous and second order ODE 38
Dr. V. Ramachandra Murthy
( ) [ ] [ ]
( ) ( ) ( ) 1003100.130yh0z,0y,0xhφ1l
0.550.10zh0z,0y,0xhf1k
=
=
==
====
5.52
10050.1
21l
0zh21l
0z,21k
0y,2
h0xhf2k
=+=
+=+++=
Substituting all these values in Eqn (1), we get
5.88442
107.689050.1
2
lzh
2
lz,
2
ky,
2
hxhfk
107.68902
0.5100.1
2
kyh
2
lz,
2
ky,
2
hxhφl
20
20
2003
3
3
10
10
1002
=
+=
+=
+++=
=
+=
+=
+++=
( ) ( )[ ] 2267.213l0zh3l0z,3k0yh,0xhf4k
2671.2073
2
5.5100.1
3
22k
0yh
22l
0z,22k
0y,2
h0xhφ3l
=+=+++=
=
+=
+=
+++=
[ ]
( ) ( )[ ]
17.4159y(0.1)17.4159
21.22675.884425.520.56110
4k32k22k1k61
0y1y
=∴
=
++++=
++++=
Picard’s Method for Simultaneous and second order ODE 39
Dr. V. Ramachandra Murthy
Problem (5):
Soln:
Runge-Kutta Method of 4th Order
x0=0 x1=0.2
y0=1 y1=?
z0=0 -------
places.decimalfourcorrect0(0)y1,y(0);dx
dyxy
dx
ydthat
given ,(0.2)yandy(0.2)findorderfourthofmethodKuttaRungeUsing
/
2
2
/
==+=
−
( ) ( ) 0.2h;xzyzy,x,φ&zzy,x,f
0z(0)1,y(0)conditionswithxzydx
dz
becomesequationgiventhethen,zdx
dySet
=+==∴
==+=
=
[ ]
[ ]
( ) ( )
( ) ( )303004303004
20
2003
20
2003
10
1002
10
1002
00010001
432101
432101
lz,kyh,xhφl;lz,kyh,xhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
2
lz,
2
ky,
2
hxhφl;
2
lz,
2
ky,
2
hxhfk
z,y,xhφl;z,y,xhfk
where
)1(
l2l2ll6
1zz
k2k2kk6
1yy
+++=+++=
+++=
+++=
+++=
+++=
==
−−−−−−
++++=
++++=
( ) [ ] [ ]
( ) [ ] [ ]
0.022
0.200.2
2
lzh
2
lz,
2
ky,
2
hxhfk
0.20x010.2zxyhz,y,xhφl
000.2zhz,y,xhfk
10
10
1002
0000001
00001
=
+=
+=
+++=
=+=+==
====
Picard’s Method for Simultaneous and second order ODE 40
Dr. V. Ramachandra Murthy
Substituting all these values in Eqn (1)
0.02022
0.20200.2
2
lzh
2
lz,
2
ky,
2
hxhfk
0.2022
0.20
2
0.20
2
010.2
2
lz
2
hx
2
kyh
2
lz,
2
ky,
2
hxhφl
20
20
2003
100
10
10
1002
=
+=
+=
+++=
=
+
++
+=
+
++
+=
+++=
( ) ( )[ ]
( ) ( ) ( )( )[ ]
( ) ( )( )[ ] 0.21220.204000.200.020210.2
lzhxkyhlz,kyh,xhφl
0.0408lzhlz,kyh,xhfk
0.20402
0.2020
2
0.20
2
0.0210.2
2
lz
2
hx
2
kyh
2
lz,
2
ky,
2
hxhφl
30030303004
30303004
200
20
20
2003
=++++=
++++=+++=
=+=+++=
=
+
++
+=
+
++
+=
+++=
[ ]
( ) ( )[ ]
( ) [ ]
( ) ( )[ ]
( ) 0.20400.2y
0.21220.204020.20220.26
10
l2l2ll6
1zz(0.2)0.2y
1.0202y(0.2)
1.02020.04080.020220.02206
11
k2k2kk6
1yy
/
43210
/
432101
=∴
++++=
++++==
=
=++++=
++++=
Picard’s Method for Simultaneous and second order ODE 41
Dr. V. Ramachandra Murthy
Problem (6):
1.1380}y(0.2):{Ans
0.1(0)y1,y(0)are
conditionsInitialplaces.decimalfourcorrect0.2xfor06ydx
dy3x
dx
yd
equationaldifferentithesolveorderfourthofmethodKuttaRungeUsing
/
2
2
=
==
==−+
−
Problem (7):
1.0053}y(0.1):{Ans
places.
decimalfourcorrect0(0)y1,y(0);12xydx
dyx
dx
ydthatgiven
,0.1xatsolutionthefindorderfourthofmethodKuttaRungeUsing
/2
2
2
=
===−−
=−
__________________________________________________________
Picard’s Method for Simultaneous and second order ODE 42
Dr. V. Ramachandra Murthy
Numerical solution of Second order Ordinary differential equations
using Milne’s method
__________________________________________________________
Milne’s Predictor-Corrector Method
( )
( ) /0000
/
/
/
00
/
00
///
y)z(x&y)y(x with(3)zy,x,φz
becomesEqn(1)then(2),zySet
y)(xyandy)y(xconditionsinitialwith
(1)-----yy,x,Fy
formthe of O.D.E order Second a Consider
==−−−−−=
−−−−−=
==
=
/
0000 y)z(x&y)y(xwithz)y,φ(x,dx
dz&z
dx
dyi.e,
Eqn(3).&Eqn(2)bygivensO.D.E'ofsystemasolvingofproblema
toreducedis(1)formofO.D.EordersecondsolvingofproblemtheThus
====
( )
( )
( )
( )( )( )
( )( )
( )(r)
4
(r)
44
r/
4
(r)
c4,
(r)
4p4,
(0)
4
(r)
c4,
(r)
4p4,
(0)
4
r/4
/3
/22
1)(rc4,
(r)4322
1)(rc4,
/3
/2
/10p4,
3210p4,
z,y,xφz;0rforzz& zz
0rforyy& yy where
formula Corrector(2)
z4zz3
hzz
z4zz3
hyy
formula Predictor(1)
2zz2z3
4hzz
2zz2z3
4hyy
=≠==
≠==
→−−
+++=
+++=
→−−
+−+=
+−+=
+
+
Picard’s Method for Simultaneous and second order ODE 43
Dr. V. Ramachandra Murthy
j
Problem (1):
x 0 0.2 0.4 0.6
y 0 0.02 0.0795 0.1762
y/ 0 0.1996 0.3937 0.5689
Soln:
x 0 0.2 0.4 0.6 0.8
y 0 0.02 0.0795 0.1762 ?
z 0 0.1996 0.3937 0.5689 -
Milne’s Predictor formula
and
;dx
dy2y1
2dx
y2d thativeny(0.8).computetomethodsMilne'Apply −=G
( ) ( )
Thus
0.2h2yz;1zy,x,φ&zzy,x,f
0z(0)0,y(0)conditionswith2yz1dx
dz
becomesequationgiventhethen,zdx
dySet
=−==∴
==−=
=
02.0y1 =1996.0z1 =
0795.0y2 =
1762.0y3 =
3937.0z2 =
5689.0z3 =
2yz-1dx
dzz /
==
9920.0zy21z 11/1 =−=
9374.0zy21z 22/2 =−=
7995.0zy21z 33
/
3 =−=
)y(xy ii =)z(xz ii =
Picard’s Method for Simultaneous and second order ODE 44
Dr. V. Ramachandra Murthy
Milne’s Corrector formula
First improvement: {Put r = 0 in Eqn (2)}
( )
( )(1)
2zz2z3
4hz
2zz2z3
4hyy
/
3
/
2
/
10p4,
3210p4,
−−−−−
+−+=
+−+=
z
( ) ( ) ( )( )
( ) ( ) ( )( )
0.7055
0.799520.93740.992023
4(0.2)0z
0.3049
0.568920.39370.199623
4(0.2)0y
p4,
p4,
=
+−+=
=
+−+=∴
( )
( )( )( )
( )( )
( )(r)
4
(r)
44
r/
4
(r)
c4,
(r)
4p4,
(0)
4
(r)
c4,
(r)
4p4,
(0)
4
r/
4
/
3
/
22
1)(r
c4,
(r)
4322
1)(r
c4,
z,y,xφz
0rforzz& zz
0rforyy& yy
where
(2)
z4zz3
hzz
z4zz3
hyy
=
≠==
≠==
−−−−
+++=
+++=
+
+
( ) ( )
( )( )
( )( )( )
( )( )
( ) ( )
( )( )
0.7074
0.56980.799540.93743
0.20.3937z
0.5698z2y1z,y,xφz,y,xφz
where
z4zz3
hzz
0.30450.70550.568940.39373
0.20.0795
z4zz3
hyz4zz
3
hyy
(1)c4,
p4,p4,p4,p4,4
(0)
4
(0)
44
0/
4
0/
4
/
3
/
22
(1)
c4,
p4,322(0)4322
(1)c4,
=
+++=∴
=−===
+++=
=+++=
+++=+++=
Picard’s Method for Simultaneous and second order ODE 45
Dr. V. Ramachandra Murthy
Second improvement: {Put r = 1 in Eqn (2)}
Third improvement: {Put r = 2 in Eqn (2)}
__________________________________________________________
Problem (2):
x 1 1.1 1.2 1.3
y 2 2.2156 2.4649 2.7514
y/ 2 2.3178 2.6725 3.0657
Soln:
( )( )( )
( )( )
( ) ( )
( )( )
0.7073
0.56920.799540.93743
0.20.3937z
0.5692z2y1z,y,xφz,y,xφz
where
z4zz3
hzz
(2)c4,
(1)
c4,
(1)
c4,
(1)
c4,
(1)
c4,4
(1)
4
(1)
44
1/
4
1/
4
/
3
/
22
(2)
c4,
=
+++=∴
=−===
+++=
( ) ( )
( )( ) 0.30460.70740.568940.39373
0.20.0795
z4zz3
hyz4zz
3
hyy (1)
c4,322
(1)
4322
(2)
c4,
=+++=
+++=+++=
( ) ( )
0.3046y(0.4)
placesdecimalfourtocorrectsamethearey&ySince
0.3046
z4zz3
hyz4zz
3
hyy
(3)
c4,
(2)
c4,
(2)
c4,322
(2)
4322
(3)
c4,
=
=
+++=+++=
anddx
dyx4
dx
yd2thatgiveny(1.4)computetomethodsMilne'Apply
2
2
+=
( ) ( )
Thus
0.1h;2
z2xzy,x,φ&zzy,x,f
2z(1)2,y(1)conditionswith2
z2xdx
dz
becomesequationgiventhethen,zdx
dySet
=+==∴
==+=
=
Picard’s Method for Simultaneous and second order ODE 46
Dr. V. Ramachandra Murthy
Milne’s Predictor formula
Milne’s Corrector formula
x 1 1.1 1.2 1.3 1.4
y 2 2.2156 2.4649 2.7514 ?
z 2 2.3178 2.6725 3.0657 -
2156.2y1 = 3178.2z1 =
4649.2y2 =
7514.2y3 =
6725.2z2 =
0657.3z3 =
2
z2x
dx
dzz /
+==
3.35892
z2xz 1
1/1 =+=
7362.32
zx2z 2
2/2 =+=
1328.42
zx2z 3
3/3 =+=
)y(xy ii =)z(xz ii =
( )
( )(1)
2zz2z3
4hz
2zz2z3
4hyy
/
3
/
2
/
10p4,
3210p4,
−−−−−
+−+=
+−+=
z
( ) ( ) ( )( )
( ) ( ) ( )( )
3.4996
4.132823.73623.358923
4(0.1)2z
3.0793
3.065722.67252.317823
4(0.1)2y
p4,
p4,
=
+−+=
=
+−+=∴
( )
( )( )( )
( )( )
( )(r)
4
(r)
44
r/
4
(r)
c4,
(r)
4p4,
(0)
4
(r)
c4,
(r)
4p4,
(0)
4
r/4
/3
/22
1)(rc4,
(r)
4322
1)(r
c4,
z,y,xφz
0rforzz& zz
0rforyy& yy where
(2)
z4zz3
hzz
z4zz3
hyy
=
≠==
≠==
−−−−
+++=
+++=
+
+
Picard’s Method for Simultaneous and second order ODE 47
Dr. V. Ramachandra Murthy
First improvement: {Put r = 0 in Eqn (2)}
Second improvement: {Put r = 1 in Eqn (2)}
__________________________________________________________
Problem (3):
( )( )( )
( )( ) ( ) ( )
( )( ) 3.49974.54984.132843.73623
0.12.6725z
4.54982
z2xz,y,xφz,y,xφz
where
z4zz3
hzz
(1)
c4,
p4,
4p4,p4,4
(0)
4
(0)
44
0/
4
0/
4
/
3
/
22
(1)
c4,
=+++=∴
=+===
+++=
( ) ( )
( )( ) 3.07943.49963.065742.67253
0.12.4649
z4zz3
hyz4zz
3
hyy p4,322
(0)4322
(1)c4,
=+++=
+++=+++=
( ) ( )
( )( )
0794.3y(1.4)
placesdecimalfourtocorrectsamethearey&ySince
3.0794
4997.33.065746725.23
0.14649.2
z4zz3
hyz4zz
3
hyy
(2)
c4,
(1)
c4,
(1)
c4,322
(1)
4322
(2)
c4,
=
=
+++=
+++=+++=
ion.approximatthirdwithmethodsPicard'using(0.3)yandy(0.3)(0.2),y
y(0.2),(0.1),yy(0.1),findingafter methodsMilne' by placesdecimal
fourcorrect y(0.4)Find0.(0)y,1y(0),0ydx
dyx
dx
ydGiven
//
/
/
2
2
===++
( ) ( ) ( ) 1.0,xzyzy,x,φ&zzy,x,f
0z(0)1,y(0)conditionswith0yxzdx
dz
becomesequationgiventhethen,zdx
dySet
=+−==∴
===++
=
h
Picard’s Method for Simultaneous and second order ODE 48
Dr. V. Ramachandra Murthy
Soln:
x0=0 x1=0.1 x2=0.2 x3=0.3 x4=0.4 y0=1 y(x1)=? y(x2)=? y(x3)=? y(x4)=? z0=0 z(x1)=? z(x2)=? z(x3)=? -----
Picard’s method Milne’s method
Step (1): To find y(0.1) & z(0.1)
( )
( ))1(
dxzyz)dxz,yφ(x,zz
dxzy)dxz,yf(x,yy
by given is formula iterative sPicard' The
x
x1-n1-n0
x
x1-n1-n0n
x
x1-n0
x
x1-n1-n0n
00
00
−−−−
+−=+=
+=+=
∫∫
∫∫
x
( ) ( )
( ) ( )( ) 0.1dx0x10 dxxzyzz
1dx01dxzyy
Eqn(1) in1nPut
0.1
0
x
x0001
0.1
0
x
x001
0
0
−=+−=+−+=
=+=+=
=
∫∫
∫∫
( ) ( )
( ) ( )( )
( ) ( )
( ) ( )( )
0.0985z(0.1)&0.9900y(0.1)
0.0985dx0.0995-x0.99-0dxxzyzz
0.9900dx0.0995-1dxzyy
Eqn(1) in3nPut
0.0985dx0.1-x1-0 dxxzyzz
0.99dx0.1-1dxzyy
Eqn(1) in2nPut
0.1
0
x
x2203
0.1
0
x
x203
0.1
0
x
x1102
0.1
0
x
x102
0
0
0
0
−==∴
−=+=+−+=
=+=+=
=
−=+=+−+=
=+=+=
=
∫∫
∫∫
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 49
Dr. V. Ramachandra Murthy
Step (2): To find y(0.2) & z(0.2)
Step (3): To find y(0.3) & z(0.3)
( ) ( )
( )
( )( ) 0.1960dx0.0985-x0.990.0985-
dxxzyzz
0.9801dx0.0985-0.99dxzyy
Eqn(1) in1nPut
0.0985z,0.99y,0.1xLet
0.2
0.1
x
x0001
0.2
0.1
x
x001
000
0
0
−=+−=
+−+=
=+=+=
=
−===
∫
∫
∫∫
( ) ( )
( ) ( )( )
( ) ( )
( ) ( )( )
0.1926z(0.2) &0.9706y(0.2)
0.1926
dx0.1935-x0.9704-0.0985dxxzyzz
0.9706dx0.1935-0.99dxzyy
Eqn(1) in3nPut
0.1935
dx0.1960-x0.9801-0.0985 dxxzyzz
0.9704dx0.1960-0.99dxzyy
Eqn(1) in2nPut
0.2
0.1
x
x2203
0.2
0.1
x
x203
0.2
0.1
x
x1102
0.2
0.1
x
x102
0
0
0
0
−==∴
−=
+−=+−+=
=+=+=
=
−=
+−=+−+=
==+=
=
∫∫
∫∫
∫∫
∫∫
( ) ( )
( )
( )( )0.3
x
x
dx0xz0y0z1z
0.95130.3
0.2
dx0.1926-0.9706x
x
dx0z0y1y
Eqn(1) in1nPut
0.19260z,0.97060y,0.20xLet
0
0
+−+=
=+=+=
=
−===
∫
∫∫
Picard’s Method for Simultaneous and second order ODE 50
Dr. V. Ramachandra Murthy
( ) ( )
( ) ( )( )
( ) ( )
( ) ( )( )
0.2797z(0.3) &0.9425y(0.3)
0.2797
dx0.2806-x0.9421-0.1926dxxzyzz
0.9425dx0.2806-0.9706dxzyy
Eqn(1) in3nPut
0.2806
dx0.2848-x0.9513-0.1926 dxxzyzz
0.9421dx0.2848-0.9706dxzyy
Eqn(1) in2nPut
0.3
0.2
x
x2203
0.3
0.2
x
x203
0.3
0.2
x
x1102
0.3
0.2
x
x102
0
0
0
0
−==∴
−=
+−=+−+=
=+=+=
=
−=
+−=+−+=
==+=
=
∫∫
∫∫
∫∫
∫∫
9900.0y1 = 0985.0z1 −=
xz)(ydx
dzz /
+−==
-0.9801
0.0985)-0.1x-(0.99
)zx(yz 111
/
1
=
+=
+−=
)y(xy ii =)z(xz ii =
Picard’s Method for Simultaneous and second order ODE 51
Dr. V. Ramachandra Murthy
Milne’s Predictor formula
Milne’s Corrector formula
First improvement: {Put r = 0 in Eqn (3)}
9706.0y2 =
9425.0y3 =
1926.0z2 −=
2797.0z3 −=
-0.9320
0.1926)-0.2x-(0.9706
)zx(yz 222
/
2
=
+=
+−=
-0.8585
0.2797)-0.3x-(0.9425
)zx(yz 333
/
3
=
+=
+−=
( )
( )(2)
2zz2z3
4hz
2zz2z3
4hyy
/
3
/
2
/
10p4,
3210p4,
−−−−−
+−+=
+−+=
z
( ) ( ) ( )( )
( ) ( ) ( )( )
0.3660
0.8585-20.93200.980123
4(0.1)0z
0.9248
0.2797-20.19260.098523
4(0.1)1y
p4,
p4,
−=
+−−−+=
=
+−−−+=∴
( )
( )( )( )
( )( )
( )(r)
4
(r)
44
r/
4
(r)
c4,
(r)
4p4,
(0)
4
(r)
c4,
(r)
4p4,
(0)
4
r/4
/3
/22
1)(rc4,
(r)4322
1)(rc4,
z,y,xφz
0rforzz& zz
0rforyy& yy where
(3)
z4zz3
hzz
z4zz3
hyy
=
≠==
≠==
−−−−
+++=
+++=
+
+
Picard’s Method for Simultaneous and second order ODE 52
Dr. V. Ramachandra Murthy
Second improvement: {Put r = 1 in Eqn (3)}
Third improvement: {Put r = 2 in Eqn (3)}
( ) ( )
( )( )
( )( )( )
( )( )
( ) ( )
( )( )
0.3641
0.77840.8585-40.93203
0.1-0.1926z
0.7784)zx(yz,y,xφz,y,xφz
where
z4zz3
hzz
0.91460.36600.2797-40.19263
0.10.9706
z4zz3
hyz4zz
3
hyy
(1)c4,
p4,4p4,p4,p4,4
(0)
4
(0)
44
0/
4
0/4
/3
/22
(1)c4,
p4,322(0)4322
(1)c4,
−=
−+−+=∴
−=+−===
+++=
=−+−+=
+++=+++=
( ) ( )
( )( )
( )( )( )
( )( ) ( ) ( )
( )( ) 0.36380.76900.8585-40.93203
0.1-0.1926z
0.7690)zx(yz,y,xφz,y,xφz
where
z4zz3
hzz
0.91480.36410.2797-40.19263
0.10.9706
z4zz3
hyz4zz
3
hyy
(1)
c4,
(1)c4,4
(1)c4,
(1)c4,
(1)c4,4
(1)4
(1)44
1/4
1/4
/3
/22
(2)c4,
(1)c4,322
(1)4322
(2)c4,
−=−+−+=∴
−=+−===
+++=
=−+−+=
+++=+++=
( ) ( )
( )( )
0.9148y(0.4)
placesdecimalfourtocorrectsamethearey&ySince
0.9148
0.36380.2797-40.19263
0.10.9706
z4zz3
hyz4zz
3
hyy
(3)c4,
(2)c4,
(2)c4,322
(2)4322
(3)c4,
=
=
−+−+=
+++=+++=
Picard’s Method for Simultaneous and second order ODE 53
Dr. V. Ramachandra Murthy
__________________________________________________________
Problem (4):
Soln:
x0=0 x1=0.1 x2=0.2 x3=0.3 x4=0.4 y0=1 y(x1)=? y(x2)=? y(x3)=? y(x4)=? z0=0.1 z(x1)=? z(x2)=? z(x3)=? -----
Picard’s method Milne’s method
Step (1): To find y(0.1) & z(0.1)
ion.approximatordersecondsPicard'of
aidthewith(0.3)yandy(0.3)(0.2),y y(0.2),(0.1),yy(0.1),evaluating
after0.1(0)y,1y(0);06ydx
dy3x
dx
ydproblemtheof0.4x
pointtheatsoloutioneapproximatanobtainmethodsMilne'theUsing
///
/
2
2
===−+=
( ) ( ) 3xz6yzy,x,φ&zzy,x,f
0.1z(0)1,y(0)conditionswith06y-3xzdx
dz
becomesequationgiventhethen,zdx
dySet
−==∴
===+
=
( )
)1(x
x
)dx1-n3xz-16(0zx
x
)dx1-nz,1-nyφ(x,0znz
x
x
dx1-nz0yx
x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
00
00
−−−−
−−=+=
+=+=
∫∫
∫∫
ny
( ) ( )
( ) ( ) ( )( ) 0.69850.1
dxx0.13-160.1 x
dx0xz30y60z1z
1.010.1
0
dx0.11x
x
dx0z0y1y
Eqn(1) in1nPut
0
=+=++=
=+=+=
=
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 54
Dr. V. Ramachandra Murthy
Step (2): To find y(0.2) & z(0.2)
Step (2): To find y(0.2) & z(0.2)
( ) ( )
( )
( ) ( )( )
0.6955z(0.1)
1.0698y(0.1)
0.69550.1
0
dxx0.698531.0160.1
x
x
dx13xz16y0z2z
1.06980.1
0
dx0.69851x
x
dx1z0y2y
Eqn(1) in2nPut
0
0
=
=∴
=−+=
−+=
=+=+=
=
∫
∫
∫∫
( ) ( )
( )
( ) ( )( ) 1.3060dxx0.695531.069860.6955
dx3xzy6zz
1.1393dx0.69551.0698dxzyy
Eqn(1) in1nPut
0.6955z,1.0698y,0.1xLet
0.2
0.1
x
x0001
0.2
0.1
x
x001
000
0
0
=−+=
−+=
=+=+=
=
===
∫
∫
∫∫
( ) ( )
( ) ( ) ( )( )
1.2004y(0.2)
1.32030.2
0.1
dxx1.306031.139360.6995x
x
dx13xz16y0z2z
0.2
0.1
1.2004dx1.30601.0698x
x
dx1z0y2y
Eqn(1) in2nPut
0
0
=∴
=−+=−+=
=+=+=
=
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 55
Dr. V. Ramachandra Murthy
Step (3): To find y(0.3) & z(0.3)
Step (3): To find y(0.3) & z(0.3)
( ) ( )
( )
( ) ( )( ) 1.9415dxx1.320331.200461.3203
dx3xzy6zz
1.3324dx1.32031.2004dxzyy
Eqn(1) in1nPut
1.3203z,1.2004y,0.2xLet
0.3
0.2
x
x0001
0.3
0.2
x
x001
000
0
0
=−+=
−+=
=+=+=
=
===
∫
∫
∫∫
( ) ( )
( )
( ) ( )( )
1.9741z(0.3) &3945.1y(0.3)
1.9741
0.3
0.2
dxx1.941531.332461.3203
x
x
dx13xz16y0z2z
3945.1
0.3
0.2
dx1.94151.2004x
x
dx1z0y2y
Eqn(1) in2nPut
0
0
==∴
=
−+=
−+=
=
+=+=
=
∫
∫
∫∫
Picard’s Method for Simultaneous and second order ODE 56
Dr. V. Ramachandra Murthy
Milne’s Predictor formula
Milne’s Corrector formula
0698.1y1 = 6955.0z1 =
2004.1y2 =
3945.1y3 =
3203.1z2 =
9741.1z3 =
xz3y6dx
dzz /
−==
6.2101
955)3(0.1)(0.66(1.0698)
z3x6yz 111
/
1
=
−=
−=
59036
97411303394516
36 3333
.
).)(.().(
zxyz /
=
−=
−=
6.4102
203)3(0.2)(1.36(1.2004)
z3x6yz 222
/
2
=
−=
−=
)y(xy ii =)z(xz ii =
( )
( )(2)
2zz2z3
4hz
2zz2z3
4hyy
/
3
/
2
/
10p4,
3210p4,
−−−−−
+−+=
+−+=
z
( ) ( ) ( )( )
( ) ( ) ( )( )
2.6587
6.590326.41026.210123
4(0.1)0.1p4,z
1.5358
1.974121.32030.695523
4(0.1)1p4,y
=
+−+=
=
+−+=∴
( )
( )( )( )
( )( )
( )(r)
4
(r)
44
r/
4
(r)
c4,
(r)
4p4,
(0)
4
(r)
c4,
(r)
4p4,
(0)
4
r/
4
/
3
/
22
1)(r
c4,
(r)
4322
1)(r
c4,
z,y,xφz
0rforzz& zz
0rforyy& yy
where
(3)
z4zz3
hzz
z4zz3
hyy
=
≠==
≠==
−−−−
+++=
+++=
+
+
Picard’s Method for Simultaneous and second order ODE 57
Dr. V. Ramachandra Murthy
First improvement: {Put r = 0 in eqn(3)}
( )
( )( )
( )
+++=
=+++=
+++=
+++=
0/4
z/3
4z/2
z3
h2z
(1)c4,
z
1.59622.65871.974141.32033
0.11.2004
p4,z34z2z3
h2y
(0)4
z34z2z3
h2y
(1)c4,
y
( )( )
( )( )
2.6135
6.02446.590346.41023
0.11.3203
(1)c4,
z
6.0244)p4,z43xp4,6yp4,z,p4,y,4xφ(0)4
z,(0)4
y,4xφ0
/4
z
where
=
+++=∴
=−==
=
Second improvement: {Put r = 1 in eqn(3)}
( )( )
( )
( )
( )( )
2.6274
6.44106.590346.41023
0.11.3203
(2)c4,
z
6.4410)(1)
c4,z43x
(1)c4,
6y(1)
c4,z,
(1)c4,
y,4xφ(1)4
z,(1)4
y,4xφ1
/4
z
where
1/4
z/3
4z/2
z3
h2z
(2)c4,
z
1.59472.61351.974141.32033
0.11.2004
(1)c4,
z34z2z3
h2y
(1)4
z34z2z3
h2y
(2)c4,
y
=
+++=∴
=−=
=
=
+++=
=+++=
+++=
+++=
Picard’s Method for Simultaneous and second order ODE 58
Dr. V. Ramachandra Murthy
Third improvement: {Put r = 2 in eqn(3)}
( )( )
( )
( )
( )( )
2.6265
6.41536.590346.41023
0.11.3203
(2)c4,
z
6.4153)(2)
c4,z43x
(2)c4,
6y(2)
c4,z,
(2)c4,
y,4xφ(2)4
z,(2)4
y,4xφ2
/4
z
where
2/4
z/3
4z/2
z3
h2z
(3)c4,
z
1.59522.62741.974141.32033
0.11.2004
(2)c4,
z34z2z3
h2y
(2)4
z34z2z3
h2y
(3)c4,
y
=
+++=∴
=−=
=
=
+++=
=+++=
+++=
+++=
Fourth improvement: {Put r = 3 in eqn(3)}
1.5952y(0.4)
placesdecimalfourtocorrectsametheare(4)
c4,y&
(3)c4,
ySince
1.5952
(3)c4,
z34z2z3
h2y
(3)4
z34z2z3
h2y
(4)c4,
y
=
=
+++=
+++=
Problem(5):
ion.approximatsecondwithmethodsPicard'
using(0.3)/yandy(0.3)(0.2),/y y(0.2),(0.1),/yy(0.1),
findingafter methodsMilne' by placesdecimalfourcorrect
y(0.4)Find1.(0)/y,2y(0),2yx12dx
y2dGiven ==++=
Picard’s Method for Simultaneous and second order ODE 59
Dr. V. Ramachandra Murthy
Soln:
( ) ( ) 2yx1zy,x,φ&zzy,x,f
1z(0)2,y(0)conditionswith2yx1dx
dz
becomesequationgiventhethen,zdx
dySet
++==∴
==++=
=
Using Picard’s method
Using Milne’s method
( )
( )
)1(x
x
dx21-nyx10z
x
x
)dx1-nz,1-nyφ(x,0znz
x
x
dx1-nz0yx
x
)dx1-nz,1-nyf(x,0yny
by given is formula iterative sPicard' The
00
00
−−−−
+++=+=
+=+=
∫∫
∫∫
Step(1): To find y(0.1) & z(0.1)
( ) ( )
( ) ( ) 1.5050.1
0
dx22x11 x
x
dx20yx10z1z
2.10.1
0
dx12x
x
dx0z0y1y
Eqn(1) in1nPut
0
0
=
+++=
+++=
=+=+=
=
∫∫
∫∫
00x =
20y =
10z =
1.01x =
?)1y(x =
?)1z(x =
2.02x =
?)2y(x =
?)2z(x = ?)3z(x =
?)3y(x = ?)4y(x =
3.03x = 4.04x =
Picard’s Method for Simultaneous and second order ODE 60
Dr. V. Ramachandra Murthy
( ) ( )
( )
( )
1.546z(0.1)&2.1505y(0.1)
1.5460.1
0
dx22.1x11
x
x
dx21yx10z2z
2.1505
0.1
0
dx1.5052x
x
dx1z0y2y
Eqn(1) in2nPut
0
0
==∴
=
+++=
+++=
=
+=+=
=
∫
∫
∫∫
Picard’s Method for Simultaneous and second order ODE 61
Dr. V. Ramachandra Murthy
Step(2): To find y(0.2) & z(0.2)
( ) ( )
( )
( ) 2.12340.2
0.1
dx22.1505x11.546
x
x
dx20yx10z1z
2.30510.2
0.1
dx1.5462.1505x
x
dx0z0y1y
Eqn(1) in1nPut
1.5460z,2.15050y,0.10xLet
0
0
=
+++=
+++=
=+=+=
=
===
∫
∫
∫∫
( ) ( )
( ) ( )
2.1923z(0.2) &2.3628y(0.2)
2.1923
0.2
0.1
dx22.3051x11.546 x
x
dx21yx10z2z
2.3628
0.2
0.1
dx2.12342.1505x
x
dx1z0y2y
Eqn(1) in2nPut
0
0
==∴
=
+++=
+++=
=
+=+=
=
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 62
Dr. V. Ramachandra Murthy
Step(3): To find y(0.3) & z(0.3)
( ) ( ) 2.58200.3
0.2
dx2.19232.3628x
x
dx0z0y1y
Eqn(1) in1nPut
2.19230z,2.36280y,0.20xLet
0
∫∫ =+=+=
=
===
( )
( ) 2.87550.3
0.2
dx22.3628x12.1923
x
x
dx20yx10z1z
0
=
+++=
+++=
∫
∫
( ) ( )
( ) ( )
2.9839z(0.3) &2.6503y(0.3)
2.9839
0.3
0.2
dx22.5820x12.1923 x
x
dx21yx10z2z
2.6503
0.3
0.2
dx2.87552.3628x
x
dx1z0y2y
Eqn(1) in2nPut
0
0
==∴
=
+++=
+++=
=
+=+=
=
∫∫
∫∫
Picard’s Method for Simultaneous and second order ODE 63
Dr. V. Ramachandra Murthy
2yx1dx
dz/z ++==
( )
( )
5.7246
22.15050.11
21y1x1/
1z
=
++=
++=
( )
( )
6.7828
22.36280.21
22y2x1/
2z
=
++=
++=
( )
( )
8.3240
22.65030.31
23y3x1/
3z
=
++=
++=
Milne’s Predictor formula
( )(2)
/3
2z/2
z/1
2z3
4h0p4,z
32z2z12z3
4h0yp4,y
−−−−−
+−+=
+−+=
z
( ) ( ) ( )( )
( ) ( ) ( )( )
3.8419
8.324026.78285.724623
4(0.1)1p4,z
2.9157
2.983922.19231.546023
4(0.1)2p4,y
=
+−+=
=
+−+=∴
1505.21y = 5460.11z =
3628.22y =
)iy(xiy = )iz(xiz =
6503.23y =
1923.22z =
9839.23z =
Picard’s Method for Simultaneous and second order ODE 64
Dr. V. Ramachandra Murthy
( )
( )
=
≠==
≠==
−−−−
+++=
+
+++=+
(r)4
z,(r)4
y,4xφr
/4
z
0rfor(r)
c4,z
(r)4
z& p4,z(0)4
z
0rfor(r)
c4,y
(r)4
y& p4,y(0)4
y
where
(3)
r/4
z/3
4z/2
z3
h2z
1)(rc4,
z
(r)4
z34z2z3
h2y
1)(rc4,
y
:formula corrector sMilne'
First improvement: {Put r = 0 in eqn(3)}
( )
( )( )
( )
+++=
=+++=
+++=
+++=
0/4
z/3
4z/2
z3
h2z
(1)c4,
z
2.96183.84192.983942.19233
0.12.3628
p4,z34z2z3
h2y
(0)4
z34z2z3
h2y
(1)c4,
y
( )( ) ( )
( )( )
3.8583
9.90138.324046.78283
0.12.1923
(1)c4,
z
9.90132p4,y4x1p4,z,p4,y,4xφ
(0)4
z,(0)4
y,4xφ0
/4
z
where
=
+++=∴
=++==
=
Picard’s Method for Simultaneous and second order ODE 65
Dr. V. Ramachandra Murthy
Second improvement: {Put r = 1 in eqn(3)}
( )( )
( )
( )
8673.3(2)
c4,z
1722.10)2
(1)c4,
y4x(1(1)
c4,z,
(1)c4,
y,4xφ(1)4
z,(1)4
y,4xφ1
/4
z
where
1/4
z/3
4z/2
z3
h2z
(2)c4,
z
9623.28583.32.983941923.23
0.13628.2
(1)c4,
z34z2z3
h2y
(1)4
z34z2z3
h2y
(2)c4,
y
=∴
=
++=
=
=
+++=
=+++=
+++=
+++=
Similarly
2.9626y(0.4)
placesdecimalfourtocorrectsametheare(4)
c4,y&
(3)c4,
ySince
2.9626(4)
c4, y
Eqn(3)in3rPut
3.8674(3)
c4,z
2.9626(3)
c4,y
Eqn(3)in2rPut
=
=
=
=
=
=
Picard’s Method for Simultaneous and second order ODE 66
Dr. V. Ramachandra Murthy
Problem(6):
1.5752}y(0.4):{Ans
ion.approximatsecondwithmethodsPicard'
using(0.3)/yandy(0.3)(0.2),/y y(0.2),(0.1),/yy(0.1),
findingafter methodsMilne' by placesdecimalfourcorrect
y(0.4)Find1.(0)/y,1y(0),dx
dy1
2dx
y2dGiven
=
==+=
Problem(7):
andx2edx
dy
2dx
y2d
thatgiveny(0.4)computetomethodsMilne'Apply
=+
x 0 0.1 1.2 1.3
y 2 2.01 2.04 2.09
y/
0 0.2 0.4 0.6
2.16}y(0.4):{Ans =