Comparative Analysis of Different Numerical Methods For The Solution of Initial Value Problems in First Order Ordinary Differential Equations

International Journal of Trend in Scientific Research and Development (IJTSRD)
Volume 5 Issue 5, July-August 2021 Available Online: www.ijtsrd.com e-ISSN: 2456 – 6470
Comparative Analysis of Different Numerical Methods for the

Solution of Initial Value Problems in First Order
Ordinary Differential Equations
Vibahvari Tukaram Dhokrat
Assistant Professor, K.T.H.M. College, Nashik, Maharashtra, India
ABSTRACT How to cite this paper: Vibahvari

A mathematical equation which involves a function and its Tukaram Dhokrat "Comparative
derivatives is called a differential equation. We consider a real-life Analysis of Different Numerical
situation, from this form a mathematical model, solve that model Methods for the Solution of Initial Value
using some mathematical concepts and take interpretation of solution. Problems in First Order Ordinary
Differential Equations" Published in
It is a well-known and popular concept in mathematics because of its
International
massive application in real world problems. Differential equations are Journal of Trend in
one of the most important mathematical tools used in modeling Scientific Research
problems in Physics, Biology, Economics, Chemistry, Engineering and Development
and medical Sciences. Differential equation can describe many (ijtsrd), ISSN: 2456-
situations viz: exponential growth and de-cay, the population growth 6470, Volume-5 |
of species, the change in investment return over time. We can solve Issue-5, August IJTSRD45066
differential equations using classical as well as numerical methods, In 2021, pp.1341-
this paper we compare numerical methods of solving initial valued 1343, URL:
first order ordinary differential equations namely Euler method, www.ijtsrd.com/papers/ijtsrd45066.pdf
Improved Euler method, Runge-Kutta method and their accuracy
Copyright © 2021 by author (s) and
level. We use here Scilab Software to obtain direct solution for these
International Journal of Trend in
methods. Scientific Research and Development
KEYWORDS: Differential Equations, Accuracy, local Error, Global Journal. This is an
Error Step-size Open Access article
distributed under the
terms of the Creative Commons
Attribution License (CC BY 4.0)
(http://creativecommons.org/licenses/by/4.0)
INTRODUCTION
Numerical analysis is the continuation of For comparative analysis we consider the standard
Mathematics. The main aim of numerical analysis is differential equation of first order as follows:
y( x 0 ) = y 0 .
to construct computational methods and provide
software for the efficient approximate solution of y ′ = f ( x, y ( x )) where
mathematical problems of all kinds using computers 1. Euler Method
as its main tool. In numerical analysis we design This was the oldest and simplest method originated
methods that gives accurate approximations which by Leonhard Euler in 1768.It is the first order
converge to exact solution. Non-linear problems and numerical method for solving ordinary differential
problems from analysis such as differential equation equations with given initial conditions. This method
can be solved by approximate i.e. numerical methods. is use to analyze a differential equation(D.E.) which
The techniques for solving differential equation using uses the idea of linear approximation, where we use
numerical approximations were developed before small tangent lines over a short distance to
computer programming existed. In the Eighteenth approximate the solution to an initial value problem.
century the mathematician Euler (1768),in the Consider a D.E.
Nineteenth century the mathematician Carl (1895)
and In the Twentieth century the mathematician y ′ = f ( x, y ( x )) where y( x 0 ) = y 0 .
Martin Kutta (1905) developed the formulae to
The formula to solve given D.E. using Euler’s method
describe the solution of initial value problem in first
is given by
order ordinary differential equations.
@ IJTSRD | Unique Paper ID – IJTSRD45066 | Volume – 5 | Issue – 5 | Jul-Aug 2021 Page 1341
International Journal of Trend in Scientific Research and Development @ www.ijtsrd.com eISSN: 2456-6470
with n = 0,1,2,⋅ ⋅ ⋅ ⋅ ⋅ where h 1
y n +1 = y n + (k1 + 2 • k 2 + 2 • k 3 + k 4 )
is step-size. 6
Later on, Euler’s method is also known as first order where k1 = h • f (x n , y n )
Runge-Kutta method.  h k 
k 2 = h • f  xn + , y n + 1 
The local error occurred in this method is  2 2
proportional to the square of step size and the global
 h k 
error occurred in this method is proportional to step- k3 = h • f  xn + , yn + 2 
size.  2 2 
k 4 = h • f ( x n + h, y n + k 3 )
2. Improved Euler Method
Euler method gives best result when the functions are
linear in nature. When functions are non-linear there
The local error occurred in this method is
occurs a truncation error. To remove this drawback
proportional to the fifth power of step size and the
Improved Euler’s method is introduced. In this
global error occurred in this method is proportional to
method instead of point the arithmetic average of the
fourth power of step size.
slopes at xn and xn+1(that is, at the end points of each
subinterval) is used. This method based on two values Application and comparison:
of dependent variable y n +1 and predicted value by Consider the first order ordinary D.E.as
= x − y, with y (0 ) = 1 .
Euler method i.e., y n +1 . dy
dx
y n +1 = y n + h • f ( x n , y n )
We first solve it by classical method and then by
y n +1 = y n +
h
2
[ (
f ( x n , y n ) + f x n +1 , y n +1 )] numerical methods.
1. Classical method:
This method is also known as Heun’s method or This is linear D.E.
+ P(x ) y = Q(x )
second order Runge-Kutta method. The local error dy
Comparing with
occurred in this method is proportional to the cube of dx
step size and the global error occurred in this method Here P ( x ) = 1, Q ( x ) = x
is proportional to square of step size.
P ( x )dx
Integrating factor= I = e ∫ = e∫
1dx
3. Third order Runge-Kutta method = ex
The third order Runge-Kutta formula is as follows:
It’s solution is
1
y n +1 = y n + (k1 + 4 • k 2 + k 3 ) y I = ∫ Q Idx + c
2
where k1 = h • f ( x n , y n ) ye x = xe x − e x + c
 k 
Using initial conditions y (0 ) = 1
h
k 2 = h • f  xn + , y n + 1 
 2 2
c=2
k 3 = h • f ( x n + h, y n − k1 + 2k 2 )
The particular solution is
This method is also known as Heun’s method of order y = x − 1 + 2e − x

Three. For different values of x we get different solutions for
The local error occurred in this method is y.
proportional to the fourth power of step size and the Now we apply four above numerical method to given
global error occurred in this method is proportional to D.E. one by one. Here we consider the step size 0.2
cube of step size. for each method.
4. Fourth order Runge-Kutta method The following table gives the value of y for x from 0
It is most popular Runge-Kutta method and widely to 2, taking h=0.2.
used in solving the first order D.E. The formula for
this method is as follows:
International Journal of Trend in Scientific Research and Development @ www.ijtsrd.com eISSN: 2456-6470
Third Fourth
Exact solution by Euler’s Improved
Sr. No. X order Runge- order Runge-
classical method method Euler method
Kutta method Kutta method
1 0 1 1 1 1 1
0.82368
2 0.2 0.83746 0.80 0.84 0.837467
0.7448 0.721139 0.740649

3 0.4 0.74064 0.68
0.702736 0.677912 0.697634
4 0.6 0.69762 0.624
0.704244 0.698669
5 0.8 0.69866 0.6192 0.68237
0.74148 0.725165 0.73577
6 1 0.73576 0.65636
0.808013 0.798781 0.8024
7 1.2 0.80239 0.724288
0.897175 0.893205
8 1.4 0.89319 0.8194304 0.898571
1.14982 1.0038
9 1.6 1.00379 0.9355443 1.00883
1.13524 1.14982 1.13061
10 1.8 1.13060 1.0684355
1.2749 1.29702 1.27068
11 2 1.27067 1.2147484
The above table shows that Euler’s method shows [2] S. S. Sastry., Introductory Methods of
more variation with exact solution while Improved Numerical Analysis Fifth Edition, PHI
method and Fourth order Runge-kutta method gives Learning Private Limited, New-Delhi-
solution which is closed to exact solution. 110001.2012.
Conclusion [3] Numerical Methods in Engineering with Python
The main aim of this paper is to make the comparison 3, Cambridge University Press 32 Avenue of
between the numerical methods Euler method, the Americas, New York, NY 10013-2473,
Improved Euler method, Third order Runge-kutta USA, ISBN 978-1-107-03385-6, 2013
method and Fourth order Runge-Kutta method and
[4] Scilab software.
also with classical solution of first order ordinary
D.E. In this paper we showed that the solution [5] Chapra, Steven C., & Canale Numerical
obtained by classical method is closed to solution Methods for Engineers, S Tata MacGraw Hill
obtained by numerical method. If in numerical Education Pvt. L 25-902744-9.
method we reduce step size as small as possible to get [6] Ince, E., L., Ordinary Differential Equations,
more accurate solution. Among all these methods First Edition, Dover Publication, Inc., New
Fourth order Runge-kutta method gives more York.
accurate and more efficient solution. Therefore, this [7] Chandrajeet Singh Yadav, Comparative
method is widely used in solving first order ordinary Analysis of Different Numerical Methods of
D.E. Solving First Order Differential Equation.,
References International Journal of Trend in Scientific
[1] Raisinghaniya, M.D., Ordinary and Partial Research and Development (ijtsrd), ISSN:
Differential Equations, S. Chand&Comp. Ltd., 2456-6470, Volume-2, Issue-4, June 2018,
15th revised edition 2013,ISBN-81-219-0892-5. pp.567-570,

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International Journal of Trend in Scientific Research and Development (IJTSRD)

Comparative Analysis of Different Numerical Methods for the

ABSTRACT How to cite this paper: Vibahvari

This method is also known as Heun’s method of order y = x − 1 + 2e − x

0.7448 0.721139 0.740649

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