Sub. Name & Code Statistics & Numerical Methods MA6452 Dept.

of Mathematics Academic Year: 2014-15

Question Bank for Statistics & Numerical Methods ( MA6452)

II Year Mechanical Engineering
1
2

UNIT V- NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS

PART A
Uses of Taylor series method :of solving differential equation is powerful?
If it is possible to find the successive derivatives in a very easy manner, then only
Taylor series method is powerful..
Compare Taylor series method and Runge Kutta method.
(i) The use of R-K method gives quick convergence to the solutions of the differential
equations than Taylors series method.
(ii) The labour involved in R-K method is comparatively lesser
(iii) In R-K method, the derivatives of higher order are not required for calculation as
in Taylor series method.

Write down the Taylor series formula.

yn 1 yn

h
h2
h3
y0
y0
y0 .......
1 !
2 !
3 !
Using Taylor series method, find correct to 4 decimal the value of y (0.1),
dy
x 2 y 2 and y(0) = 1.
given
dx
n 0 ,

h
h2
h3
yn
yn
yn .......
1 !
2 !
3 !

y1 y0

y x2 y 2
y 2 2 yy 2( y )

x0 0
2

y0 1

y 2 x 2 yy
iv

y 2 yy 6 y y

y0 1
y 2 ;

y 8 ;

y iv 28

by using Taylor series formula, y1= 1.11145

Write down the Eulers formula
y n 1 yn h f ( x n , y n ) ,
y1 y0 h f ( x0 , y0 ) , where h x1 x0 .
Write the formula for improved Eulers method
1
yn1 yn h f ( xn , yn ) f ( xn h, yn hf ( xn , yn ))
2
1
for n 0, y1 y0 h f ( x0 , y0 ) f ( x0 h, y0 hf ( x0 , y0 ))
2
Write the formula for modified Eulers method.

1
1

yn 1 yn h f ( xn h, yn h f [ xn , yn ]
2
2

What are the advantages of R-K method over Taylor series method?
The Runge-Kutta method are designed to give greater accuracy and they possess the
advantage of requiring only the function values at some selected points on the sub
interval.
Write the merits and demerits of the Taylors series method of solution.
Merits: (i) Taylor formula is easily derived for any order according to our interest

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 1
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

10

11

(ii) The values of y(x) for any x (x need not be at grid points) are easily
obtained.
Demerits: (i) This method suffers from the time consumed in calculating the higher
derivatives
Write down Adams predictor-corrector formula.
h
yn 1 , p yn 55 yn' 59 yn' 1 37 yn' 2 9 yn' 3
24
h
yn 1 , c yn 9 yn' 1 19 yn' 5 yn' 1 yn' 2
24
Using Eulers method compute y(0.25) given y=2xy , y(0)=1
yn 1 yn h f ( xn , yn ) ,
y1 y0 h f ( x0 , y0 ) , where h x1 x0 .
1 0.25 f (0,1) 1

12

Q f(0,1) 0

13

Is Eulers method formula, a particular case of second order Runge-kutta

method?
Yes, Eulers modified formula is a particular case of second order Runge-Kutta
method.
What is the truncation error in Taylors series method?

14

( x xo ) n n
y ( ) o ( h n )
n!
What is the error of Eulers method?
Error

h 2 ''
y ( x1 , y1 ) o( h 2 )
2!
What are the limitations of Eulers method?
(i) The attainable accuracy is limited by length of step h
(ii) The method is slow and has limited accuracy.
What is the error in Fourth order Runge kutta method?
Error = O(h5)
Error at ( x x1 )

15
16
17

Using Modified Eulers method compute y(0.1) given y 1 y, y(0) 0

1
1

yn 1 yn h f ( xn h, yn h f [ xn , y n ]
2
2

y (0.1) 0 0.1 f (0.05,0.05) 0.095

18

19

20

Write down Milnes predictor-corrector formula

4h
2 yn' 2 yn' 1 2 yn'
y n 1 , p y n 3

3
h
yn 1 , c yn 1 yn' 1 4 yn' yn' 1
3
Write the forward, centre and backward finite difference formula for u x.
u i, j 1 u i, j
u i 1, j u i 1, j
u i, j u i 1, j
,
, ux
.
ux
ux
h
2h
h
Solve xy + y = 0, y(1) = 1, y(2) = 2 with h = 0.5.
xy + y = 0

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 2
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

xi

[ y i 1 y i 1 2 y i ]
h2

y i 0 4 x i [ y i 1 y i 1 2 y i ] y i 0

When i =1, y1 = y(1.5) = 1.6364.

PART - B
1

(i)

Find the value of y at x = 0.1 from

dy
x 2 y 1,
dx

y (0) 1 by Taylors series

method.
Given x 0 0, y 0 1, h 0.1 and y x 2 y 1
Taylors series expansion is y n 1 y n
For n 0 ,

y1 y 0

h
h2
h3
yn
yn
yn .......
1!
2!
3!

h
h2
h3
y0
y0
y0 .......
1!
2!
3!

y x 2 y 1

(1)
/

y 0 1
//

y0 0

y // (x) 2xy x 2 y /
///

y /// (x) 2y 4xy / x 2 y //

y0 2

y iv (x) 6y / 6xy // x 2 y ///

y 0 6

iv

Putting the values in (1), we get

y (0.1) 1 (0.1)( 1)
(ii)

(0.1) 2
(0.1) 3
(0.1) 4
( 0)
( 2)
( 6) = 0.90033.
2
6
24

Using Runge Kutta method of fourth order, solve

dy
y2 x2
2
,
dx y x 2

y (0) 1 at x =

0.2 & 0.4.

Given: x 0 0, y 0 1, h 0.2 and f ( x, y )

y2 x2
y2 x2

To find y1 y (0.2) :
R K method (for n = 0) is: y1 y (0.2) y 0
k1 hf ( x 0 , y 0 ) 0.2 f (0,1)

1
k1 2 k 2 2 k 3 k 4
6

k
h

k 2 hf x0 , y 0 1 0.2 f 0.1,1.1
2
2

k
h

k 3 hf x0 , y 0 2 0.2 f 0.1,1.0936
2
2

k 4 hf x0 h, y 0 k 3 0.2 f 0.2,1.1967

-------- (2)
= 0.2

= 0.19672
= 0.1967
= 0.1891

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 3
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

Using the values of k1 , k 2 , k 3 and k 4 in (2), we get

1
y1 y (0.2) 1 0.2 2(0.19672) 2(0.1967) 0.1891
6
= 1+0.19599 = 1.19599
Hence the required approximate value of y is 1.19599.
To find y 2 y (0.4) :
We have x1 0.1, y1 1.19599 and h 0.2
1
R K method (for n = 1) is: y 2 y (0.4) y1 k1 2k 2 2k 3 k 4
6
k1 hf ( x1 , y1 ) 0.2 f (0.2, 1.19599)

k
h

k 2 hf x1 , y1 1 0.2 f 0.3, 1.2906

2
2

k
h

k 3 hf x1 , y1 2 0.2 f 0.3, 1.2858

2
2

k 4 hf x1 h, y1 k 3 0.2 f 0.4, 1.3753

(i)

-------- (3)
= 0.1891

= 0.1795
= 0.1793
= 0.1688

Using the values of k1 , k 2 , k 3 and k 4 in (3), we get

1
y 2 y (0.4) 1.19599 0.1891 2(0.1795) 2(0.1793) 0.1688
6
= 1.19599 + 0.1792
= 1.37519
Hence the required approximate value of y is 1.37519.
dy
y x 2 1; y (0) 0.5 using the modified
Consider the initial value problem
dx
Euler method,

find

By modified Euler method

(ii)

Using R.K method for fourth order find

problem

and

for the initial value

dy
x y 2 , y (0) 1 .
dx

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 4
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

Given

(i)

Using Milnes method, find

given
and

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 5
ISO 9001:2008

given
.

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

Given

By Milnes predictor formula,

Using

(ii)

Using Eulers method find

and

from

dy
x y , y (0) 1 with
dx

By Euler algorithm,

(i)

Using Adams method find

given

dy xy
, y (0) 1
dx 2

y(0.1) = 1.01, y(0.2) =

1.022, y(0.3)=1.023.

By Adams method,
St.Josephs College of Engineering/St. Josephs Institute of Technology
No: 6
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

Predictor:

Here

Using in equation (i)

By Adams corrector formula

(ii)

Using the finite difference method, Solve y" - y = 0 subject to y (0) = 0, y

(2) = 3.63, find y (0.5), y (1), y (1.5).

Given:

Using the central difference approximation, we have

=
For i= 1,
For i= 2,
For i= 3,
On solving ,we get
5

(i)

dy
y 2 , y (0) 1 by Modified Eulers method by choosing h =
dx
0.1, find y (0.1) and y (0.2).

Solve (1 x )

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 7
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

Given x 0 0, y 0 1, h 0.1 and f(x, y)

y2
.
1 x

h
h

y n 1 y n h f ( x n , y n [ f ( x n , y n )]
2
2

0.1
0.1

, y0
[ f ( x0 , y 0 )]
Put n = 0, we get y1 y 0 0.1 f ( x0
2
2

0.1
0.1

y1 1 0.1 f (0
,1
[ f (0,1)]
2
2

y1 y (0.1) 0.91278
0.1
0 .1

, y1
[ f ( x1 , y1 )]
Put n = 1 we get y 2 y1 0.1 f ( x1
2
2

y 2 y (0.2) 0.84550
(ii)

Solve by finite difference method, the boundary value problem

y ( x ) y ( x ) 2 where

and y(1)=1 taking h 1 .

4

Given:
Using the central difference approximation, we have

The boundary conditions are

i.e., To find

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 8
ISO 9001:2008

Page

Sub. Name & Code Statistics & Numerical Methods MA6452 Dept. of Mathematics Academic Year: 2014-15

Adding the equations

Adding the equations

Hence the result is

St.Josephs College of Engineering/St. Josephs Institute of Technology

No: 9
ISO 9001:2008

Page