Lecture#15 & 16

Numerical Solution of ODE

Picard’s method:

 Initial value problem:

In a n-order differential equation, if the values of dependent variable 𝑦(𝑥) and its first (𝑛 − 1)
order derivatives are specified of a particular point say 𝑥 = 𝑥0 then such a differential equation is
called initial value problem (IVP).
𝒅𝒚
𝑬𝒙 ∶ = 𝟐𝒙 , 𝒘𝒊𝒕𝒉 𝒚(𝟏) = 𝟒
𝒅𝒙
 Boundary value problem:
In a n-order differential equation, if the values of dependent variable 𝑦(𝑥) and its first (𝑛 − 1) order
derivatives are specified of at two or more particular points then.

𝒅𝟐 𝒚 𝝅
𝑬𝒙 ∶ + 𝒚 = 𝟎, 𝒚(𝟎) = 𝟏, 𝒚 ( 𝟐 ) = 𝟓
𝒅𝒙𝟐

Picard’s method of successive Approximation:

The n-th approximation is given by ,
𝒙
𝒚(𝒏) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝒏−𝟏) )𝒅𝒙
𝒙𝟎

𝒅𝒚
Problem 1: Using Picard’s method , obtain the solution of = 𝒙 (𝟏 + 𝒙𝟑 𝒚), 𝒚(𝟎) = 𝟑 .
𝒅𝒙

Tabulate the values of 𝒚(𝟎. 𝟏) & 𝒚(𝟎. 𝟐).

Solution: Given,
𝒅𝒚
𝒅𝒙
= 𝒙 (𝟏 + 𝒙𝟑 𝒚)

= 𝒙 + 𝒙𝟒 𝒚

= 𝒇(𝒙, 𝒚)

𝐴𝑛𝑑 𝒚(𝟎) = 𝟑

Here , 𝒙𝟎 = 𝟎, 𝒚𝟎 = 𝟑

We have Picard’s method of successive approximation,

Md. Belal Hossen Numerical Analysis & Coordinate Geometry-(MATH 462)

Assistant Professor, Dept. of CSE
Uttara University
1
 Lecture#15 & 16

𝒙
𝒚(𝒏) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝒏−𝟏) )𝒅𝒙
𝒙𝟎

1st Approx.,
𝒙
𝒚(𝟏) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚𝟎 )𝒅𝒙
𝒙𝟎

𝒙
= 𝟑 + ∫𝟎 𝒇(𝒙, 𝟑)𝒅𝒙

𝒙
= 𝟑 + ∫ (𝒙 + 𝟑𝒙𝟒 )𝒅𝒙
𝟎

𝒙𝟐 𝟑 𝟓
𝒚(𝟏) = 𝟑 + + 𝒙
𝟐 𝟓

2nd approx.,
𝒙
(𝟐)
𝒚 = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝟏) )𝒅𝒙
𝒙𝟎

𝒙
𝒙𝟐 𝟑 𝟓
= 𝟑 + ∫ 𝒇(𝒙, 𝟑 + + 𝒙 )𝒅𝒙
𝟎 𝟐 𝟓

𝒙 𝒙𝟐 𝟑
= 𝟑 + ∫𝟎 𝒙 + 𝒙𝟒 (𝟑 + 𝟐
+ 𝟓 𝒙𝟓 )𝒅𝒙;

𝒙
𝒙𝟔 𝟑 𝟗
= 𝟑 + ∫ (𝒙 + 𝟑𝒙𝟒 + + 𝒙 )𝒅𝒙
𝟎 𝟐 𝟓

𝒙𝟐 𝟑 𝟓 𝒙𝟕 𝟑 𝟏𝟎
𝒚(𝟐) = 𝟑 + + 𝒙 + + 𝒙
𝟐 𝟓 𝟏𝟒 𝟓𝟎

Thus,

𝒙𝟐 𝟑 𝟓 𝒙𝟕 𝟑 𝟏𝟎
𝒚(𝒙) = 𝟑 + + 𝒙 + + 𝒙
𝟐 𝟓 𝟏𝟒 𝟓𝟎
Now,

(𝟎. 𝟏)𝟐 𝟑 (𝟎. 𝟏)𝟕 𝟑

𝒚 (𝟎. 𝟏) = 𝟑 + + (𝟎. 𝟏)𝟓 + + (𝟎. 𝟏)𝟏𝟎
𝟐 𝟓 𝟏𝟒 𝟓𝟎

Md. Belal Hossen Numerical Analysis & Coordinate Geometry-(MATH 462)

Assistant Professor, Dept. of CSE
Uttara University
2
 Lecture#15 & 16

≈ 𝟑. 𝟎𝟎𝟓 (𝒂𝒑𝒑𝒓𝒐𝒙)

(𝟎. 𝟐)𝟐 𝟑 (𝟎. 𝟐)𝟕 𝟑

𝒚 (𝟎. 𝟐) = 𝟑 + + (𝟎. 𝟐)𝟓 + + (𝟎. 𝟐)𝟏𝟎
𝟐 𝟓 𝟏𝟒 𝟓𝟎

≈ 𝟑. 𝟎𝟐𝟎 (𝒂𝒑𝒑𝒓𝒐𝒙)

𝒅𝒚
Problem 2: Solve, using Picard’s method of approximations = 𝟏 − 𝟐𝒙𝒚, 𝒚(𝟎) = 𝟎,
𝒅𝒙
𝑨𝒍𝒔𝒐 𝒚(𝟎. 𝟏), 𝒚(𝟎. 𝟐)

Solution:
Given,

𝒅𝒚
= 𝟏 − 𝟐𝒙𝒚 = 𝒇(𝒙, 𝒚)
𝒅𝒙

𝑎𝑛𝑑 𝒚(𝟎) = 𝟎

𝐻𝑒𝑟𝑒 , 𝒙𝟎 = 𝟎 & 𝒚𝟎 = 𝟎

We have Picard’s method of successive approximation,

𝒙
𝒚(𝒏) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝒏−𝟏) )𝒅𝒙
𝒙𝟎

1st approx.,
𝒙
𝒚(𝟏) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚𝟎 )𝒅𝒙
𝒙𝟎

𝒙
= 𝟎 + ∫ 𝒇(𝒙, 𝟎)𝒅𝒙
𝟎

𝒙
= ∫ (𝟏 − 𝟐𝒙 ∗ 𝟎)𝒅𝒙
𝟎

𝒙
= ∫ (𝟏 − 𝟎)𝒅𝒙
𝟎

𝒙
= ∫ (𝟏)𝒅𝒙
𝟎

=𝒙

Md. Belal Hossen Numerical Analysis & Coordinate Geometry-(MATH 462)

Assistant Professor, Dept. of CSE
Uttara University
3
 Lecture#15 & 16

2nd approx.,
𝒙
𝒚(𝟐) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝟏) )𝒅𝒙
𝒙𝟎

𝒙
= 𝟎 + ∫ 𝒇(𝒙, 𝒙)𝒅𝒙
𝟎

𝒙
= ∫ (𝟏 − 𝟐𝒙 ∗ 𝒙)𝒅𝒙
𝟎

𝒙
= ∫ (𝟏 − 𝟐𝒙𝟐 )𝒅𝒙
𝟎

𝟐𝒙𝟑
=𝒙−
𝟑

3rd approx.,
𝒙
𝒚(𝟑) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝟐) )𝒅𝒙
𝒙𝟎

𝒙
𝟐𝒙𝟑
= 𝟎 + ∫ 𝒇 (𝒙, 𝒙 − ) 𝒅𝒙
𝟎 𝟑

𝒙
𝟐𝒙𝟑
= ∫ (𝟏 − 𝟐𝒙 ∗ (𝒙 − )) 𝒅𝒙
𝟎 𝟑

𝒙
𝟒𝒙𝟒
= ∫ (𝟏 − 𝟐𝒙𝟐 + ) 𝒅𝒙
𝟎 𝟑

𝟐𝒙𝟑 𝟒𝒙𝟓
=𝒙− +
𝟑 𝟏𝟓
Thus,

𝟐𝒙𝟑 𝟒𝒙𝟓
𝒚(𝒙) = 𝒙 − + .
𝟑 𝟏𝟓

𝟐(𝟎. 𝟏)𝟑 𝟒(𝟎. 𝟏)𝟓

𝑵𝒐𝒘 , 𝒚(𝟎. 𝟏) = (𝟎. 𝟏) − +
𝟑 𝟏𝟓

≈ 𝟎. 𝟎𝟗𝟗𝟑𝟒 (𝒂𝒑𝒑𝒓𝒐𝒙)

𝟐(𝟎. 𝟐)𝟑 𝟒(𝟎. 𝟐)𝟓

𝑨𝒏𝒅 , 𝒚(𝟎. 𝟐) = (𝟎. 𝟐) − +
𝟑 𝟏𝟓

Md. Belal Hossen Numerical Analysis & Coordinate Geometry-(MATH 462)

Assistant Professor, Dept. of CSE
Uttara University
4
 Lecture#15 & 16

≈ 𝟎. 𝟏𝟗𝟒𝟔𝟕 (𝒂𝒑𝒑𝒓𝒐𝒙)

Answer : 𝒚(𝟎. 𝟏) ≈ 𝟎. 𝟎𝟗𝟗𝟑𝟒 (𝒂𝒑𝒑𝒓𝒐𝒙) and 𝒚(𝟎. 𝟐) ≈ 𝟎. 𝟏𝟗𝟒𝟔𝟕(𝒂𝒑𝒑𝒓𝒐𝒙)

𝒅𝒚
3. Solve the differential equation 𝒅𝒙
= 𝒙 + 𝒚𝟐 , 𝒚(𝟎) = 𝟏 𝒖𝒑 𝒕𝒐 𝒔𝒆𝒄𝒐𝒏𝒅 𝒂𝒑𝒑𝒓𝒐𝒙𝒊𝒎𝒂𝒕𝒊𝒐𝒏 by
Picard’s method

Solution: Given,
𝒅𝒚
𝒅𝒙
= 𝒙 + 𝒚𝟐 = 𝒇(𝒙, 𝒚) 𝒂𝒏𝒅 𝒚(𝟎) = 𝟏

𝑯𝒆𝒓𝒆, 𝒙𝟎 = 𝟎, 𝒚𝟎 = 𝟏

We have Picard’s method of successive approximation.

𝒙
𝒚 (𝒏)
= 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝒏−𝟏) )𝒅𝒙
𝒙𝟎

1st approx.,
𝒙
𝒚(𝟏) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚𝟎 )𝒅𝒙
𝒙𝟎

𝒙
= 𝟏 + ∫ 𝒇(𝒙, 𝟏)𝒅𝒙
𝟎

𝒙
= 𝟏 + ∫ 𝒇(𝒙 + 𝟏𝟐 )𝒅𝒙
𝟎

𝒙
= 𝟏 + ∫ (𝒙 + 𝟏)𝒅𝒙
𝟎

𝒙𝟐
=𝟏+ +𝒙
𝟐

𝒙𝟐
=𝟏+𝒙+
𝟐

2nd approx.,
𝒙
𝒚(𝟐) = 𝒚𝟎 + ∫ 𝒇(𝒙, 𝒚(𝟏) )𝒅𝒙
𝒙𝟎

𝒙
𝒙𝟐
= 𝟏 + ∫ 𝒇 (𝒙, 𝟏 + 𝒙 + ) 𝒅𝒙
𝟎 𝟐

Md. Belal Hossen Numerical Analysis & Coordinate Geometry-(MATH 462)

Assistant Professor, Dept. of CSE
Uttara University
5
 Lecture#15 & 16

𝒙 𝟐
𝒙𝟐
= 𝟏 + ∫ {𝒙 + (𝟏 + + 𝒙) } 𝒅𝒙
𝟎 𝟐

𝒙
𝒙𝟒 𝒙𝟐 𝒙𝟐
= 𝟏 + ∫ {𝒙 + (𝟏 + 𝒙𝟐 + + 𝟐. 𝒙. 𝟏 + 𝟐. 𝒙. + 𝟐. . 𝟏)} 𝒅𝒙
𝟎 𝟒 𝟐 𝟐

𝒙
𝒙𝟒 𝒙𝟐 𝒙𝟐
= 𝟏 + ∫ (𝒙 + (𝟏 + 𝒙𝟐 + + 𝟐. 𝒙. 𝟏 + 𝟐. 𝒙. + 𝟐. . 𝟏)𝒅𝒙
𝟎 𝟒 𝟐 𝟐
𝒙
𝒙𝟒
= 𝟏 + ∫ (𝟏 + 𝟑𝒙 + 𝟐𝒙𝟐 + 𝒙𝟑 + ) 𝒅𝒙
𝟎 𝟒

𝒙𝟐 𝒙𝟑 𝒙𝟒 𝒙𝟓
= 𝟏 + 𝒙 + 𝟑. 𝟐
+𝟐 𝟑
+ 𝟒
+ 𝟐𝟎 (ans.)

H.W. Problem:
𝑑𝑦
1. Use Picard method for the solution of 𝑑𝑥 = 𝑥 + 𝑦, 𝑥0 = 0, 𝑦0 = 1 and obtain the values of 𝑦1 ,𝑦2 , 𝑦3
corresponding to 𝑥 = 0.1,0.2,0.3 respectively. The values should be correct up to four decimal places.

2. Find an approximate solution of the initial value problem 𝑦 ′ = 1 + 𝑦 2 , 𝑦(0) = 0 by Picard’s method.

Md. Belal Hossen Numerical Analysis & Coordinate Geometry-(MATH 462)

Assistant Professor, Dept. of CSE
Uttara University
6