KLEF

Department Of Mathematics

I/IV- B.Tech (I st Sem)

(2018-2019)

Single Variable Calculus

And
Matrix Algebra

(18SC1103)

1
 CONTENTS
COI-1 Ordinary Differential Equations and its applications

 Newton’s law of cooling

 The laws of natural growth and decay

 Chemical reactions and solutions

 Electrical circuits

COI-2 Numerical Solutions of Ordinary Differential Equations

 Introduction

 Euler’s Method

 Modified Euler’s method

 Runge-Kutta method of fourth order

Basic formulae
Basic formulae needed for the course are presented below:

2
d
(tan x)  sec 2 x
dx

d
(cos ec x)   cos ec x cot x
dx
d
(cot x)   cos ec 2 x
dx

Degrees 30° 60° 120° 150° 210° 240° 300° 330°

3
Radians

66⅔ 133⅓
Grads 33⅓ grad 166⅔ grad 233⅓ grad 266⅔ grad 333⅓ grad 366⅔ grad
grad grad

Degrees 45° 90° 135° 180° 225° 270° 315° 360°

Radians

Grads 50 grad 100 grad 150 grad 200 grad 250 grad 300 grad 350 grad 400 grad

Trigonometric Relations

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COI-1
Differential Equations of First Order
LEARNING OBJECTIVES

After reading this chapter, the student will be able to understand:

 Formation of differential equation

 Methods of solving first order differential equations in different standard forms

 Modeling and solving the physical problems through first order differential
equations

Introduction

The mathematical formulation of problems in engineering and science usually leads to equations
involving derivatives of one or more unknown function.Such equations are called differential
equations.

In this chapter we shall consider various physical and geometrical problems that lead to
differential equations, with emphasis on modelling, i.e., the transition from the physical situation
to a mathematical model. Here we explain most important analytical methods for solving such
equations.

The study of a differential equation consists of the following three phases:

(i) Formulation of differential equation from the given physical situation, called modelling.

(ii) Solving of this differential equation, evaluating the arbitrary constants from the given
initial or boundary conditions.

(iii) Physical interpretation of the solution.

Some of the common applications where the differential equations would be used:

 Modeling biological growth, radioactivity and carbon dating

 Oscillations of mechanical and electrical systems.

5
  Used to understand and predict the spread of diseases.

 To predict weather changes.

 To detect early signs of heart disease.

 Conduction of heat.

 Chemical reactions and mixture problems.

 Geometrical problems.

 Problems in economics.

Models in first order differential equations

Consider the motion of the body of mass m along a straight line, which we designate as an x-
axis .Let the mass be subjected to a force F(t) along that axis, where t is time. Then according to
the Newton’s second law of motion

d 2x
m  F (t ). (1)
dt 2
where x(t) is the displacement of mass measured from the origin.
If we know the applied force F(t) and wish to determine the displacement x(t) , then it is needed
to solve the differential equation.

Suppose that F(t)= F0 is constant ,then integrating (1) with respect to t on both sides we get

F0 2
mx= t  At  B , where A and B are orbitary constants.
2
But most differential equations cannot be solved easily, i.e. by integration.
Suppose the mass is connected to a coil spring that supplies a restoring force proportional to the
displacement with constant of proportionality k, and then the differential equation (1) becomes

d 2x
m  kx  F (t )
dt 2

Integrating this

dx
m  k  x(t )dt   F (t )dt  A ,
dt
where A is the constant of integration. Since F(t) is a prescribed function ,the integral of F(t) can
be evaluated. But since x(t) is the unknown ,the integral of x(t) cannot be evaluated and we
cannot proceed with our solution by integration.

6
Example 1 A rocket is launched at time t  0 and its engine provides a constant thrust for 10
seconds. During this time the burning of the rocket fuel constantly decreases the mass of the
rocket. The problem is to determine the velocity v (t) of the rocket at time ' t ' during this initial
10 second interval. Denote by m  t  the mass of the rocket at time t and u the constant upward
thrust (force) provided by the engine.

Applying Newton’s law,

d
m(t )v(t )  u  kv(t )  m(t ) g where an air resistance term is included
dt
in addition to the gravitational and thrust terms.
Example 2 A marble is dropped from a tower. The two forces acting on the marble are gravity
and air resistance. As a simple model for air resistance, the force due to air resistance is assumed
to be proportional to velocity. Assume that the upward direction is the positive direction. If the
mass of the marble is ‘m’, Newton’s law then gives the equation
for the velocity v (t) of the marble at time t >0. Here g is the gravitational acceleration constant
and k > 0 is the proportionality constant which determines the magnitude of the air resistance
effect.

Absorption of medicine in patient’s blood stream

An injection of medicine is immediately absorbed into the patient’s bloodstream. The medicine
is removed from the blood stream by the patient’s metabolism. The removal rate is proportional
to the amount of medicine in the blood stream. Suppose the amount of the initial injection is ‘d’
and the proportionality constant for the removal rate is r > 0. If m  t  is the amount of medicine
in the patient’s blood stream ‘t’ minutes after the injection, find a differential equation for m  t 
if the patient receives an injection of an amount ‘d’ for every 120 minutes. The differential
equation is

with m  0   d .

The D.E is the same in each successive doling period, only the initial condition changes.

1. Determine a differential equation for the velocity v(t) of a falling body of mass m if air
resistance is proportional to the square of the instantaneous velocity.
2. An object of mass m is dropped from a hovering helicopter. The air resistance is
proportional to the velocity of the object. Find the velocity of the object as a function of
time t.
Sol: The velocity ' v ' satisfies the equation
dv k
 v  g , where ‘g’ is the gravit1ational constant and k is the
dt m
constant of proportionality.

7
 Letting b  k / m.
dv 1
dv   g  bv  dt     dt  log  g  bv   t  C1
g  bv b
 log  g  bv   bt  bC1  g  bv  Ce  bt
Because the objectwas dropped, v  0 when t  0;
thus g  C.
g  ge  bt mg
v 
b

k
1  e kt / m 
MATLAB:
>> dsolve('Dy+(k/m)*y-g','y(0)=0','t')
ans = (g*m - g*m*exp(-(k*t)/m))/k
3. In dropping a stone or an iron ball, air resistance is practically negligible. Experiments
show that the acceleration of the motion is constant (equal to g=9.80 m/sec2=32 ft/sec2
called the acceleration of gravity). Model this as an ODE for y  t  , the distance fallen as a
function of time t. If the motion starts at time t  0 from rest (i.e., with velocity v  y  0)
1
show that you obtain the familiar law of free fall y  gt 2
2
Sol:
dv
The required differential equation m  mg  air resistance is practically negligible
dt
dv
  g  v  gt  c, when t  0, v  0  c  0  v  gt
dt
dy gt 2  dy  gt 2
  gt  c  y   c1  v   ,when t  0, y  0  c1  0, y 
dt 2  dt  2

Home work
1. A moving body is opposed by a force per unit mass of value cx and resistance per unit
mass of value bv2, where x and v are the displacement and velocity of the particle at that
instant. Find the velocity of the particle in terms of x.

2. A steel ball weighing 2 lb is dropped from a height of 3000 ft with no velocity as it falls,
v
the ball encounters air resistance numerically equal to (in pounds),where v denotes the
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velocity of the ball (in feet per second). Find the limiting velocity for the ball.

3. A particle of mass ` ’ moves under gravity in a medium whose resistance is times its
velocity, where is a constant. If the particle is projected vertically upwards with a
velocity , show that the time to reach the highest point is .

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The laws of natural growth and decay

In many natural phenomena, quantities grow or decay at a rate proportional to their size/amount.

If x(t) is the value of some quantity y at time ‘ and if the rate of change of x with respect to ‘ ’
is proportional to x , then

dx
 kx (where is a constant)
dt

This equation is called the law of natural growth (if ) or the law of natural decay
(if ).

Note: If x(t) denotes the amount of a radioactive substance present at time t, then

dx
 kx (k  0)
dt

The rate dx/ dt is negative, since x is decreasing. The positive constant k is called the rate
constant for the particular radioisotope. The solution of this separable first-order equation is

x  x0 ekt (1)

where x0 denotes the amount of substance present at time t = 0. The graph of this equation
(Figure 3.1)is known as the exponential decay curve:

Figure 3.1

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The relationship between the half-life (denoted by T1/2) and the rate constant k can easily be
found. Since, by definition, x = ½ x0 at t = T1/2, equation (1) becomes

1 kT ln( 2)
x0  x0 e 1 2  kT1 2  ln(1/ 2)  k 
2 T1/ 2

It shows that the half-life time and rate constant are inversely proportional, the shorter the
half-life, the greater the rate constant, and consequently, the more rapid in decay.

Example 1 It is known that at any instant of time, radium decays at a rate proportional to the
amount present. If the initial mass of radium is m0 find an expression for the mass of radium
at time t.

Solution Let be mass of radium at time ‘ ’. Then the rate of change of its mass is

= , (1)

where is the constant of proportionality and is the mass. The -ve sign is taken since the
mass is decreasing with time.
Solving equation (1) by separating variables , we get
e ⇒ m(t)=Ae-kt (2)

But it is given that at time 0. Hence 0

Therefore, equation (2) becomes m(t )  m0 e kt

This is the expression for the mass of radium remain at time .

Example 2 It is given that the rate of decay of radium varies as its mass at that time.
Assuming that the half life of radium is 1600 years, find what percent of the mass 0 will
remain after 200 years.

Solution Let be the mass (in gms) of radium at any time ( in years)

dm
Then the differential equation representing the decay is  km (1)
dt

Separating the variables and integrating, we obtain

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But at time 0. Hence c   log( M 0 )

(2)

Since the half life of radium is 1600 years

 M 2 1
-1600k= log 0   log(1/ 2)  k  ln( 2)
 M0  1600

Substituting of value of k in equation (2)

Let the mass of radium after 200 years be 1 gms. Then

 200 M  M 1
ln( 2)  Log  1   1  8
1600  M0  M0 2

The percentage of mass that remains after 200 years is given by

M1
100  (100)2 1 8 =91.7 %
M0

Example 3 The number of bacteria in a culture grew at a rate proportional to . The value
of was initially 100 and increased to 332 in one hour. What was the value of after 1 ½
hours?

Solution It is given that

dN dN
 kN   kdt
dt N

On integrating, logN=kt+c  N  Aekt (1)

Given that, when

(2)

Also, given that, when

332
k
 k  log
100

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 t

Substituting the value of k in (2) , N  100

332 

 100 
3
 332  2
When t=3/2 ,the number of bacteria is N  100   604.9  605
 100 

Example 4 A fragment of bone is discovered to contain 20% of the usual C-14

concentration. Estimate the age of the bone, given that half life time of C-14 is 5730 years.
Solution The relative amount of14C in the bone has decreased to 20% of its original value
(that is, the value when the animal was alive). Thus, the problem is to calculate the value of t
at which x( t) = 0.20 xo (where x = the amount of14C present). Since

ln 2 ln 2
k   the exponential decay equation 
T1 5730
2

  ln 2/5730  t ln 2
0.20 x0  x0 e  ln(0.20)  t
5730
 ln(0.20)
 t  5730  t  13,300 years
ln 2

Example 5 When a chicken is removed from an oven, its temperature is measured at 3000F.
Three minutes later its temperature is 200o F. How long will it take for the chicken to cool off to
a room temperature of 70oF.

Solution Given that Ts  70,T0  300

By Newton’s law of cooling T  Ts  (T0  Ts )e  kt

Substituting the values of Ts and T0

T  70  (230)e  kt

Given that T=200 when t=3

13 1  23 
 200  70  230e 3k  e 3k   k  ln    0.19018
23 3  13 
T  70  (270)e 0.19018t

Now, T  70 when T  ∞

Thus the chicken cools off to room tempeture after a long period of a time.

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Example 6 The population of a community is known to increase at a rate proportional to the
number of people present at a time t. If the population has doubled in 6 years, how long it will
take to triple?

Solution Let N(t) denote the population at time t. Let N 0 denote the initial population
(population at t=0).
dN
 kN(t )
dt
Solution is N(t)= N 0 ekt (1)
Since the population has doubled in 6 years

2 N 0 = N 0 e6k  k  (log 2) / 6
We have to find the volume of t, when N  3N 0
Substituting N  3N 0 in (1) we get
3 N 0 = N 0 ekt

1 ln 3
t  ln 3  6  9.6 years
k ln 2

Example7 Let population of a country be decreasing at the rate proportional to its population. If
the population has decreased to 25% in 10 years, how long will it take to become half?

dN
Solution This phenomenon can be modeled by  kN (t )
dt
Its solution is given by

N(t)= N 0 ekt, where N 0 is the initial population (1)

Given that for t=10, N(10)= N 0 / 4

Substituting this in (1),

1 1
N 0 4 = N 0 e10k  e10k= k= ln (1/4)
4 10
Substituting the value of k in (1)
1
ln(t / 4 )
N (t )  N 0 e 10

The time require for the population to become half is given by

1
ln(t / 4 ) ln(1 / 2)
N 0 / 2  N 0 e 10 t   24 years (approx).
(1 / 10) ln(1 / 4)

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Example8 A radioactive isotope has an initial mass 200mg, which two years later is 150 mg.
Find the expression for the amount of the isotope remaining at any time. What is its half-life?

Solution Let m be the mass of the isotope remaining after t years, and let -k be the constant of
dm
proportionality. Then the rate of decomposition is modeled by = - km,
dt
where minus sign indicates that the mass is decreasing.
Solving this equation m = c e-kt ,
To find c , recall that m =200 when t=0. Putting these values of m and t we get
200 = c e-k.0 = c.1 or c=200
 m = 200e-kt (1)

The value of k may now be determined by substituting t=2, m=150 in (1)

150 = 200 e-2k or e
 2k  3 or –2k=ln 3
4 4
1 4
This gives, k  ln = 0.1438  0.14
2 3
The mass of the isotope remaining after t years is then given by m(t) =200e -0.14t.
The half-life t1/2 is the time corresponding to m=100mg is given by

1 1 0.693
100 = 200 e 0.14T1 / 2 or = e 0.14T
1/ 2
 t1/2 = - ln 0.5   4.81 years
2 0.14 0.14
Exercise

1. Uranium disintegrates at a rate proportional to the amount present at any instant. If M1

and M2 grams of uranium are present at time T1 and T2 respectively, show that the half
life of uranium is log 2.

2. The rate at which bacteria multiply is proportional to the instantaneous number present. If
the original number doubles in 2 hours, in how many hours will it triple?
3. The rate of decomposition of radium is proportional to the amount of radium present at
any instant. If one half of any given amount of radium will disappear in 1600 years, find
the percentage remaining at the end of 200 years?
4. The mass of crystalline deposits increases at a rate which is proportional to its mass at
that time. The deposit has started around a crystal seed of 5 grams. Find an expression
of its mass at time t. If in 30 minutes the mass of the deposit increases by 1 gram , what
will be the mass of the deposit after 10 hours.

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 5. The number x of a bacteria in a culture grow at a rate proportional to x. The value of x
was initially 50 and increased to 150 in 1 hour, what will be the value of x after one and
half hour.
6. If 30% of radioactive substance disappeared in 10 days, how long will it take for 90% of
it to disappear?
7. The radioactive substance disintegrates at a rate proportional to its mass. When it is
10mg, the rate of disintegration is 0.0051 mg per day. How long will it take for the mass
to be reduced from 10mg to 5mg.
8. The rate at which a certain substance decomposes in a certain solution at any instant is
proportional to the amount of it present in the solution at that instant. Initially there are 27
gm and 3 hours later , it is found that 8 gm are left. How much substance will be left after
one more hour.
9. A see shell contains 90% as much C-14 as a living shell of the same size .how old is it?
Approximately how many years did it take for its C-14 content to diminish from its initial
value to 99% of that?(Half life time of c-14 is 5570 years)

Session-5: Newton’s law of cooling:

Newton’s law of cooling states that the rate of change of temperature of a cooling body is
proportional to the difference between the temperature of the body and that of the surrounding
medium.

Suppose that a body whose temperature is initially To is allowed to cool in air which is
maintained at a constant temperature of TS . It is required to find the temperature of the body as
functions of time .

Let the temperature of the body be at time . Then by Newton’s law of cooling

dT
 k (T  TS ) (1)
dt

where is the constant of proportionality.

Atmospheric Pressure
Find the atmospheric pressure p kg/m2 at a height ‘z’ meters above the sea – level.

Solution Let  be the average density of the element then the corresponding differential
equation of atmospheric pressure p at any height ‘z’ is

dp
  g (1)
dz
Now two cases will arise:
Case (i): When the temperature is constant

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 p
By Boyle’s law p  k   
k
dp p dp g
Substituting this value of in (1), we have  g    dz
dz k p k

g
On Integrating log p   z  c. At the sea level z = 0, and p = p0  c = log p0
k
 gz
g  p g
 log p  z  log p0  log    z  p  p0 e k
k  p0  k

Case(ii): When the temperature varies

n
Let p = k or = ( ) 1/n

1
dp  p n
Then from (1)    g  p -1/n dp = -g k -1/n dz
dz k

On integrating we get = -gk-1/n z + c

n  1 n 1 
1 1 1 1
At sea – level z = 0 and p = p0 n 1 n n 
 c p0  p0  p   gk n z .
n 1 n  1  

1. A thermometer, reading 50C, is brought in a room whose temperature is 220C. One minute
later the thermometer reading is 120C.How long does it take until the reading is practically
220C, say 21.90C?
Sol:
According to Newton's law f cooling, we have
   0  Ae kt  t  0,   50 C and  0  220 C  A  17
10
when t  1 ,   120 C  k  log
17
when   220 C , t  ?  t  9.7 min .

2. If the temperature of a cake is 3000F when it leaves the oven and is 2000F ten minutes
later, when will it be practically equal to the room temperature of 600F say, when will it
be 610F ?
Sol:

16
 According to Newton's law f cooling, we have
  0  Ae kt  t  0,   3000 F and  0  600 F  A  240
1 24
when t  10 ,   2000 F  k  log
10 14
when   61 F , t  ?
0
 t  1hr 43min .
3. The body of a murder victim was discovered at 8.00pm. The doctor took the temperature
of the body at 8.30pm. which was 94.6°F. He again took the temperature after one hour
when it was showed 93.4°F, and noticed that the temperature of the room was 70°F.
Estimate the time of death. (Normal temperature of human body 98.6°F).

Home work:
1. A metal ball whose temperature is 20oC is placed in boiling water. How long does it take
to heat the bar to practically 100oC, say to 99.9oC, If the temperature of the bar after 1
min of heating is 51.5oC?
2. You are working as a crime scene investigator and must predict the temperature of a
homicide victim over a 3-hour period. You know that the room where the victim was
found was at 10 °C when the body was discovered. Apply Euler’s method to compute
the victim’s body temperature for the 2-hour period using values of thermal constant k =
0.12/hr and step size 0.5 hr. Assume that the victim’s body temperature at the time of
death was 37 °C, and that the room temperature was at a constant value of 10 °C over the
3-hr period.

Chemical reactions and solutions

In the following examples, the method of finding the decay in the substance due to chemical
reactions and change in the concentration of the substance due to inflow and outflow of the
solutions containing that substance through differential equations is presented.

Example 1 A tank contains 5000 liters of fresh water. Salt water which contains 100 gm of
salt per liter flows into it at the rate of 10 liters per minute and the mixture kept uniform by
stirring runs out at the same rate. When will the tank contain 2,00000 gm of salt? How long
will it take for the amounting of salt in the rank of increase from 1,50000 gm to 2,50,000gm?

Solution Let gm be the quantity of salt present in the tank at time ‘ ’.

Then is the rate at which the salt content is changing.

= Rate of the salt entering the tank – rate of salt leaving the tank
The rate at which the salt increases due to inflow = 100 X 10 = 1000 gm /min
Let ‘c’ gm be the concentration of salt at time .

The rate at which the salt content decreases due to out flow = c X 10 = 10c gm / min

17
Since the rate of inflow is the same as the rate of out flow. There is no change in the volume
of water at any instant.

Q
c
5000

The rate of decrease of salt content = 10 .

-ln(500,000 – Q) = /500 (1)

Initially, when  k=-ln(500,000)

Substituting the value of k in (1)

t
 ln(500,000)  log( 500,000  Q)
500

 500,000 
t  500 ln   (2)
 500,000  Q 

When ,

 500,000 
t  500 ln    500 ln(5 / 3)  225.5 min  4hrs15.52 min
 500,000  200,000 

Let t  t1 for Q=150,000 and t  t 2 for Q=250,000

t1  500 log

& t 2  500 log

Required time = t 2  t1 10/7

7/5 168.25 min 2 hrs 48.23 min.

Example 2 A tank contains 100 liters of fresh water. Two liters of brine, each (brine, water
with high salt content) containing 15gm of dissolved salt, run in to the tank per minute and

18
 the mixture kept uniform by stirring runs out at the rate of 1 liter per minute. Find the
amount of salt present when the tank contains 150 liters of brine.

Solution Let be the quantity of salt present in the brine at time ‘ ’ then is the rate at
which the salt content is changing.

The rate at which the salt content increases due to in flow = 2 X 1 = 2 gm / min.

Let c, be the concretion of brine at time .

The rate, decrease due to out flow = c X 1 = c gm/min

=2-c

The initial volume of liquid is 100 liters. In one minute 2 liters of brine enter the tank as 1
liters of brine leaves the tank so that the volume of liquid in the tank increases a the rate of
Q
liter /min. c 
100  t

dQ Q
   2  Q(100  t )  2 (100  t )dt  200t  t 2  k
dt 100  t

 Q(100  t )  200t  t 2  k (1)

When t  0 , Q  0  k  0

Substituing this in (1),  Q(100  t )  200t  t 2

If is the volume of the liquid at time then .

When = 150 liters, = 150 – 100 = 50 minutes and the salt content at time is

 200 X 50  50 2 
=   = 83.3 gm.
 100  50 

Example 3 A tank initially contains 50 gallons of fresh water. Brine containing 2 pounds per
gallon of salt, flows into the tank at the rate of 2 gallons per minute and the mixture kept uniform
by stirring, runs out at the same rate. How long will it take for the quantity of salt in the tank to
increase from 40 to 80 ponds?

19
Solution Let lb be the quantity of salt present in the tank at time . Then is the rate at
which the salt content is changing .

= rate of salt entering the tank – rate of salt leaving the tank. (1)

the rate at which the salt increases due to the in flow = 2X 2 = 4 lb /min.

Let ‘c ‘ lb be the concentration of salt at time ‘t’.

The rate at which the salt content decreases due to out flow = cX 2 = 2 c lb/min.

= 4- 2c (2)

Since the rate of inflow is the same as the rate of out flow. There is no change in the volume
of water at any instant.

Q
c=
50

dQ 2Q 1
Now equation (2) becomes  4  4 Q
dt 50 25

dQ 100  Q  dQ 
   25   dt
dt 25  100  Q 

Integrating on both sides, we get

25. +k

 -25 log (100 – Q) +=t+k (3)

Since the tank contains initially fresh water, Q=0 ,when t=0

Substituing in (3) k=-25ln(100)

substituting this value of k in (3)

t=25 log (100/100-Q)

when t = t1, Q = 40 , and t = t2 ,Q = 80

t1 = 25 log = 25 log (5/3)

20
 t2 = 25 log = 25 log5

The required time is t2 – t1 = 25 log 5 – 25 log

= 25 ln 5 /(5 / 3) = 25 log 3 = 27 min. 28 sec.

Example 4 A tank contains 300 litres of fluid in which 20 grams of salt are dissolved. Brine
containing 1 gm of salt per litre is then pumped into the tank at a rate of 4 L/min; the well-
mixed solution is pumped out at the same rate. Find the number Q(t) of grams of salt in the
tank at time t.

dQ
Solution Let Q(t) be the quantity of salt present in the tank at time ‘t’.then is the rate at
dt
which the salt content is changing

dQ Q Q
  4 .4  4 
dt 300 75
dQ Q
or  4
dt 75
This is a linear differential of first order in Q whose integrating factor is

e 1/ 75dt  et / 75

Solution is given by

Q(t ).et / 75   4 et / 75dt  c

 t / 75
 Q(t) = 300 + c .e

Since Q(0) = 20 , 20= 300+ce0,  c= -280

 t / 75
Thus Q(t) = 300 - 280 e is the number of grams of salt in the tank at any time t.

Exercise

1. A tank contains 1000 gallon of water in which 200lb of salt are dissolved. Fifty gallons of
brine, each containing (1+cos t) lb of dissolved salt run into the tank per minute. The
mixture, kept uniform by stirring, runs out at the same rate. Obtain the amount of salt y(t)
in the tank at any time ‘t’.

2. In a chemical reaction in which two substances A and B initially of amounts a and b

respectively are involved. The velocity of transformation dx/dt at any time t is known to
be equal to the product (a-x)(b-x) of the amount of the two substances then remaining
untransformed. Find t in terms of x if a=0.7, b=0.6 and x=0.3 when t=300 seconds.

21
 3. A 25 liter gas cylinder contains 80% oxygen and 20% helium. If helium is added at a rate
0.2 liters a second and the mixture is drawn off at the same rate, how long will it be before
the cylinder contains 80% helium?
4. A tank contains 50 gallons of a solution composed of 90% water and 10% alcohol. A
second solution containing 50% water and 50% alcohol is added to the tank at the rate of 4
gallons per minute. As the second solution is being added, the tank is being drained at the
rate of 5 gallons per minute. Assuming the solution in the tank is stirred constantly, how
much alcohol is in the tank after 10 minutes?

Electrical circuits

R, L series circuit: In a circuit containing only a resistor and an inductor, kirchhoff’s second law
states that the sum of the voltage drops across the inductor L(di/dt) and the voltage drop across
the resistor (iR) is same as the impressed voltage ( E(t) )in the circuit. The differential equation is

di
L  Ri  E (t ) ,
dt

where L and R are the constants known as the inductance and the resistance, respectively.

R,C circuit:

Consider a circuit containing only a resistor and capacitor. If i be the current in the circuit at a
time t, then the charge Q on the condenser is ∫ i dt . (i.e. Q=∫ i dt or i = dQ/dt).

Applying kirchhoff’s law, sum of voltage drops across the resistor (i R) and capacitor (1/C) Q, is
same as the impressed voltage E(t) in the circuit.The differential equation is

Ri + (i/C) Q = E(t) or R (dQ/dt) +(1/C) Q=E(t).

Example 1

22
 di
In the above RL circuit, the differential equation formed by Kirchhoff 's law, is Ri  L  V.
dt
Solve this differential equation, given that R  10 , L  3H and V  50 volts, and i  0   0.
Solution Substituting R = 10, L = 3 and V = 50, which gives

di di
10 i  3  50  3  50  10 i .
dt dt

di dt
Separating the variables  .
(50  10 i) 3

1 di 1
10  5  i 3 
Integrating both sides,  dt  k

1 t
  ln(5  i)   k (1)
10 3

1 1
Since i(0)=0,  ln(5  0)  0  k  k  ln(5)
10 10

Substituting the value of k in (1)

1 t 1 10t
 ln(5  i)   log 5   ln 5  ln(5  i)
10 3 10 3
 5  5i
 i  5 1  e10t /3 
10t 10 t /3
  ln  e 
3  5i  5

The graph in figure-3.2 shows that the current builds up and levels out at a maximum value of

5 A.

23
 Figure-3.2

Example 2 A 12 V battery is connected to simple series circuit in which the inductance is ½

H and the resistance is 10Ω. Determine the current ‘i’ if i(0)=0.

Solution Let i(t) ne the current in the circuit at any time t . The required differential equation
is
di
L  Ri  E  t  (1)
dt

1 di
Here L  1/ 2, R  10 and E  t   12. Then  10i  12, i  0   0
2 dt
 2
6
The solution of eq 1 is i t    ce 20t
5
6
Given i  0   0  c  
5
6
 current in the circuit is given by  current i  (1  e20t )
5
Example 3. Find the current i as a function of time t (in seconds), given that i satisfies the

di
differential equation L  Ri  sin 2t where R and L are nonzero constants and i(0)=0.
dt

Solution. In standard form, the given linear equation is

R Rt
 dt
 i  sin 2t , I.F  e  e L  e L
di R 1 P dt

dt L L
Hence, the solution is given by

24
 R
1  R L t 1  R Lt R sin 2t  2L cos 2t  c
 
t

L
ie L
 e sin 2t dt  e
4 L2  R 2

1   R t
2 
Hence the solution is i (t )  R sin 2t  2 L cos 2t   ce L
4L  R 2

2L
Using the initial condition i  0   0, we have c  2
4L  R2

1   Rt

 i (t )   R sin 2t  2 L cos 2t  2 Le L

4L  R 2
2
 

Exercise 1.9

1. When a switch is closed in a circuit containing a battery E, a resistance R and an inductance L,

di
the current i builds up at a rate given by L  Ri  E .Find i as function of t. How long will it
dt
be, before the current has reached one-half of its final value if E=6volts, R=100ohms and L=0.1
henry.

2. A resistance of 100 ohms, an inductance of 0.5 henry are connected in series with a battery of
20 volts. Find the current in the circuit at t=0.5sec, if i=0 at t=0.

3.In a circuit with no capacitor, the inductance is 4 H, resistance is 20 ohms and E=20sin5t.
Given that i=0 when t=0, find the current i in terms of t.

4.A decaying e.m.f E= 200 e-5t is connected in series with a 20 ohm resistor and 0.01 F
capacitor. Assuming q = 0 at t=0, find the charge q and current i at any time. Show that the
charge reaches a maximum, calculate it and find out when it is reached.

5.In a circuit with no capacitor, the inductance is 0.05H, the resistance is 100 ohms, and
E=200 cos300t. Find the current i as a function of t given that there is no initial current. What
value does i approaches after a long time?.

6. A circuit consists of a 10 ohm resistor and 0.01 F capacitor in series. The charge on the
capacitor is 0.05C. Find the charge and the current flow at time t after the switch is closed.

One-dimensional heat flow

Heat flows from a higher temperature to the lower temperature. Consider the heat flow by
conduction in a body whose boundaries are kept at a constant temperature. Neglecting the heat
transfer by radiation and assuming that no heat is generated or lost internally, the body
equivalently reaches the steady state (i.e. the temperature T will be independent of time t). Under
steady state temperature will be a function of the space co-ordinates x, y, z. Here we shall
25
assume that the temperature T depends on single co-ordinate x, assuming the temperature
changes in y and z directions are negligible compared with the change in the x direction.

If Q(cal/sec.) be the quantity of heat that flows across the area A of a surface S, then Q is
proportional to A and dT/dx; i.e Q= (-kA) dT/dx. Where k, the constant of proportionality is
called the thermal conductivity of the medium and minus sign indicates that heat flows in the
direction of decreasing temperature.

Example 1 A pipe 20 cm in diameter contains steam at 200 0C. It is covered by layer of

insulation 6cm thick and thermal conductivity 0.0003. If the temperature of the outer surface is
300C, find the heat loss per hour from two meter length of the pipe.

Solution Let Q cal/sec. be the quantity of heat flowing through the surface of the pipe having
radius x cm. and length 1 cm. There the lateral surface area is 2 π x sq.cm.

dT
Then, Q= -k 2 π x
dx

-Q
Solving this equation, T= log e x  c (1)
2πk

Since T = 200, when x = 10

Q
200 = log e 10  c (2)
2 πk

Also, T = 30 when x = 16

Q
30 = log e 16  c (3)
2 πk

Subtracting (3) from (2), we have

Q
170 = ( log e 10 - log e 16 )
2 πk

Q
= log e (16/10)
2 πk

2 π k x 170
Q= = 0.682 cal/sec.
log e (1.6)

 The quantity of heat flowing through the surface of the pipe of length 20 cm. per hour

= 0.682 x 20 x 60 x 60 = 49088 cal.

26
Example 2 A steam pipe 20 cm. in diameter contains steam at 1500 C and is covered with
asbestos 5 cm thick. The outside temperature is kept at 60 0C. By how much should the thickness
of the covering be increased in order that the rate of heat loss should be decreased by 25%?

Solution From example (1)

-Q
T= log e x  c (1)
2πk

Since T = 150, when x = 10

-Q
150 = log e 10  c (2)
2πk

Also T = 60, when x = 15

-Q
60 = log e 15  c (3)
2πk

Subtracting (3) from (2), we have

-Q Q
90 = (log e 10  log e 15) = log e (1.5)
2πk 2πk

180 k
Q =
log e (1.5)

Let d be the thickness of the covering to reduce the heat loss by 25%

180 π k 135  k
75% of Q = x 0.75 =
log e (1.5) log e (1.5)

135  k
Substituting, Q = in (1)
log e (1.5)

135
T=  log e x  c (4)
2 log e (1.5)

Substitute T = 150 and x = 10 in (4)

135
150 =  log e 10  c (5)
log e (2.25)

Also, substitute T = 60 and x = 10+d in (4)

27
 135
60 =  log e (10  d)  c (6)
log e (2.25)

Subtracting (6) from (5), we have

135
90 =  (log e (10)  log e (10  d)
log e (2.25)

 10  d  90 x log (2.25)
log e   = 0.54
 10  135

10  d
 e 0.54  d = 7.16.
10

 Increase in the thickness of the covering = 7.16-5 =2.16cm.

Example 3 A hallow spherical glass shell ( k= 0.002) has an inner radius 6 cm and outer radius
10 cm. If the inner surface temperature is kept at 50 0C and the outer surface at 20 0C, what is the
temperature T in terms of x, the radial distance from the centre of the shell? Find T for x = 9.

Solution Let Q cal/sec. be constant quantity of heat flowing through the spherical surface having
its centre at the centre of the shell, radius, x and surface A = 4 π x 2

We know that

dT
Q  (0.002) 4 π x 2
dx

Solving by separation of variables yields

Q
T c (1)
( 0.008 π ) x

Q
Since T = 50 when x = 6, 50 = c (2)
( 0.008 π ) 6

Q
Also, T = 20 when x = 10, 20 = c (3)
( 0.008 π ) 10

Subtracting (3) from (2)

Q 1 1 
30    
( 0.008 π )  6 10 

 Q = 30 X 0.008 π X 15 = 11.3 cal/sec.

28
 11.3
Substituting the value of Q in (2), c  50 
(0.008 )6

Substituting the values of Q and c in (1), T = (450/x) -25

When x = 9, T = (450/9) -25 =250 C.

Exercise

(1) A pipe 20 cm. in diameter contains steam at 150 0C and is protected with a covering 5 cm.
thick for which k = 0.0025. If the temperature of the outer surface is 40 0C, find the temperature
half-way through the covering under steady state conditions.

(2) A long hollow pipe has inner diameter of 10 cm. and outer diameter of 20 cm. The inner
surface is kept at 200 0C and the outer surface at 50 0C. The thermal conductivity is 0.12. How
much heat is lost per minute from a portion of the pipe 20 meters long? Find the temperature at
distance x = 7.5cm from the centre of the pipe.

(3) An iron bar of length 50cm long has a constant cross sectional area of 2 cm2 and is perfectly
insulated laterally so that heat flow takes place only in the x-direction. If the left end of the bar is
kept at 00C and the right end at 40 0C, what is T in terms of x ( the value of k for iron is 0.15)?

(4) A hallow spherical brass (k=0.26) shell has an inner radius 4 cm and an outer radius 10 cm. If
the inner surface temperature is kept at 100 0C and outer surface temperature at 20 0C. What is
the temperature T in terms of x, the radial distance from the centre of the shell? What is the
temperature on the sphere when x = 7cm and for what value of x is T = 60 0C?

(5) Calculate the amount of heat through 1 sq.cm. of a refrigerator wall, if the thickness of the
wall is 6 cm. and the temperature inside the refrigerator is 00C while outside it is 20 0C. Assume
k = 0.0002.

29
COI-2

Numerical Solutions of Ordinary Differential Equations

LEARNING OBJECTIVES:
After reading this chapter, the student will be able to understand the following:

 Basic concepts of first order differential equations with initial condition.

 Taylor series method
 Euler and Modified Euler’s methods
 Runge-Kutta method of fourth order

2.1 Introduction

Many differential equations cannot be solved analytically, in which case we have to satisfy
ourselves with an approximation to the solution. Numerical ordinary differential equations are
the part of numerical analysis which studies the numerical solution of ODE. This field is also
known under the name numerical integration, but some people reserve this term for the
computation of integrals. There are several algorithms to compute an approximate solution to an
ODE. These methods are of even greater importance when we realize that computing machines
are now available which reduce numerical work considerably.
A number of methods are available for the solutions of first order differential equations of the
form:
dy
 f(x,y) given y(x 0 )  y 0 .
dx
These methods yield solutions either as a power series in x from which the value of y can
be found by direct substitution, or as a set of values of x and y. The method Taylor series belong
to the former class of solutions whereas those of Euler, modified Euler and Runge-Kutta
methods belong to the later class. In these later class methods, the values of y are calculated in
short steps for equal intervals of x and are therefore, termed as step-by-step methods.
A simple method is to use techniques from calculus to obtain a series expansion of the
solution. An example is the Taylor series method.

2.2 Taylor series method

The Taylor series method is a straight forward adaptation of classic calculus to develop the
solution as an infinite series. The method is not strictly a numerical method but it is used in
conjunction with numerical schemes. Computers usually cannot be programmed to construct the
terms and the order of the expansion is a priori unknown. From the Taylor series expansion:
h2 h3 h 4 IV
yx   yx 0   h y x 0   y x 0   y x 0   y x 0   
2! 3! 4!

30
 The step size is defined as h = x – x0. Using the ODE to get all the derivatives and the initial
conditions, a solution to the ODE can be approximated.

Example 1 Solve the differential equation y’(x) = x + y satisfying y(0)=1 by Taylor series
method and hence compute y(0.2) and y(0.4). Compare the results with exact solution.

Solution Since the given equation is Cauchy linear differential equation whose unique solution
is y(x) = 2 ex - x – 1.
Let’s try to approximate y(x) using a Taylor series expansion.
First, we find derivatives of y’ = x + y,
y x   x  yx 
y 0   x  y0   0  1  1
y x   1  y x 
 y 0   1  y 0   1  1  2
y x   y x 
y 0   y 0   2
y IV x   y x 
Taylor series expansion of y(x) is y IV 0   y 0   2
h2 h3 h 4 IV
yx   yx 0   h y x 0   y x 0   y x 0   y x 0   
2!IV 3! 4!
Substituting x0=0, y’(0)=1, y’’(0)=2, y’’’(0)=2, y (0)=2, we have
x2 3 4
yx   1  x 1  2  x 2  x 2  .....
2! 3! 4!
Resulting in the equation:
x3 x 4
y x   1  x  x 2    ..........
3 12

By putting x=0.2 and 0.4 in the above series, we get the approximate value of y which is very
close to the values obtained by analytical solution.

Example 2 Using Taylor serious method, find an approximate value of y at x  0.2 for the
differential equation y   2 y  3 e x , y(0)  0.

Compare the numerical solution obtained with exact solution.

Solution Given equation can be written as y   2 y  3 e x

Differentiating repeatedly w.r.t `x’ ,we get

y   2 y   3 e x ; y   2 y   3 e x ; y   2 y   3 e x

Here x0  0, y( x0 )  0, x1  0.2, h  0.2.

y0  2 y0  3e 0  2.0  3.1  3

y0  2 y0  3e 0  2.3  3.1  9
y0  2 y0  3e 0  2.9  3.1  21
y IV 0  2 y0  3e 0  2.21  3.1  45
31
Taylor series expansion of y(x) is
h2 h3 h 4 IV
yx   yx 0   h y x 0   y x 0   y x 0   y x 0   
2! 3! 4!
2 3 4
y0.2  y1  0  3  (0.2) 9  (0.2) 21  (0.2) 24  
0.2
1 2! 3! 4!
=0.6+0.18+0.028+0.003=0.811

We can get the analytical solution of the given differential equation as follows.

dy
The equation is  2 y  3e x which is a linear equation in y .
dx

I .F .  e   e   e 2 x
Pdx  2 dx
Here P  2, Q  3e x ,

Therefore General solution is y ( I .F .)   Q ( I .F .)dx  C

i.e., ye 2 x   3e 2 x dx  C  3 e  x dx  C  3e  x  C

 y  3e x  Ce 2 x , when x  0, y  0, So 0  3  C or C  3

 The particular solution is y  3e x  3e 2 x

Putting x  0.2 in the above particular solution,

y  3e 0.2  3e 0.4  3(1.2214)  3(1.4918)  3.6642  4.4754  0.8112.

The difference between the analytical and numerical solution of y(0.2) is 0.0002. This is neglible .

Hence the Taylor series method is suitable for this example.

Exercise 2.1

1 Obtain the approximate solution y(t) of IVP y   y , y(0) 1 using Taylor series
method. Obtain approximate solution at t= 0.1 correct to 4 places of decimal.

2 Find by Taylor’s series method the value of y at x=0.1 and x=0.2 to five places of
dy 2
decimals from  x y 1, y (0) 1.
dx
3 The governing equation for the free-falling bungee jumper with linear drag was given
dv c
by,  g  d v. Compute the velocity at 10 seconds of a free-falling parachutist of
dt m

32
 mass 80kg and drag coefficient 10 kg/s at 10 seconds, with initial velocity 20 m/s, using
Taylor series method.

4 The open loop response, that is the speed  of the motor t a voltage input is 20V,
d
assuming a system without damping is  1000  3 . If the initial speed is zero, and
dt
by applying Taylor’s series method, what is the speed at t=0.8 sec ?.Assume a step size of
h=0.4sec.
dy
5 If the non – linear parasitic ordinary differential equation modeled by  5( y  t 2 ) ,
dt
with initial condition y(0)  0.08. Applying Taylor’s series method obtain the solution of
y at t 1and t  2 .

Answers

x2 x4
1. 0.9 2. y  1  x    ..., y(0.1)  0.97001
3 4
3. 192.44m/sec 4. 608
5. y(1) = 3.1466, y(2) = 18.2133

2.3 Euler’s method

Euler’s algorithm for the approximate numerical solution of an initial value problem
dy
 f ( x, y ) subject to the condition y(x0) =y0, is yn+1 = yn + h f(xn,yn). (n=0, 1,2,..)
dx

with step size ‘h’ and xn=x0+nh.

Example 1 Using Euler’s method find an approximate value of y corresponding to x=0.3 taking
step size h=0.1 given that y1 = x+y and y=1 when x=0.

Solution Given f(x , y) = x + y ,x0=0 ,y0 =1 h=0.1

By Euler’s method yn+1 = yn + h f(xn,yn).

Take n=0 , y1 = y(x0+h)= y0 + h f(x0,y0).

y1 = y(0+0.1) = y(0.1)= 1+0.1f(0,1) =1.1

y2= y(0.2)=y1+ h f(x1,y1). = 1.22

y3 = y(0.3)= y2+ h f(x2,y2) = 1.362

33
 dy
Example 2 Using Euler’s method, solve for y at x= 2 from  3x 2  y , y(1)=2 taking step
dx
size h=0.25

Solution Given f(x , y) =3x 2+ y ,x0=1 ,y0 =2 h=0.25

By Euler’s method yn+1 = yn + h f(xn,yn).

Take n=0 , y1 = y(x0+h)= y0 + h f(x0,y0).

y1 = y(1+0.25) = y(1.25) = 2+0.25 f(1,2) =2+0.25 [3(1)2+1] = 3

y2= y(1.5)=y1+ h f(x1,y1).= 3+ 0.25 [3(1.25)2+1] =5.42188

y3 = y(1.75)= y2+ h f(x2,y2) = 5.42188+0.25[3(1.5)2+1] = 7.35938

y4 = y(2)= y3+ h f(x3,y3) = 7.35938+0.25[3(1.75)2+1] = 9.90626

Example 3 Given The initial condition at x= 0 is y=1 then

find y at x=2 with step size h=0.5 by Euler’s method.

Solution Given f(x , y) = ,x0=0 ,y0 =1 h=0.5

By Euler’s method yn+1 = yn + h f(xn,yn).

Take n=0 , y1 = y(x0+h)= y0 + h f(x0,y0).

y1=y(0+0.5)=1+0.5f(0,1)=y(0.5)

=1+0.5[ = 5.25

y2= y(1.0)=y1+ h f(x1,y1).

= 5.25+0.5[ =5.875

y3 = y(1.5)= y2+ h f(x2,y2).

= 5.875+0.5[ =5.125

y4 = y(2.0)= y3+ h f(x3,y3).

= 5.125+0.5[ = 4.5

34
Exercise 2.2

1. Using Euler’s method , find the approximate value of y when , y(0)=1 in

five steps
(i.e h=0.2)
2. Given , y=1 at x=0. Find y at x= 0.1 by Euler’s method.
3. Given . Find y at x= 0.1 taking step size 0.025 by Euler’s
method.
4. Use the Euler algorithm with a step size h=0.2 to find an approximate solution of the
linear first order initial value problem dy/dx= sinx-y with y(0.2)=1 in the interval 0  x  1,
and compare it with the exact solution.

5. Using Euler’s to solve the first order o.d.e, given dy / dx  2( x  1) and the point
(1,0) is a point on the curve, find an equation in the form y = f(x) and use it to evaluate
f(3).
4t
6. For the IVP y  2 y  2  e , y (0)  1 , Use Euler’s Method with a step size of h =
0.1 to find approximate values of the solution at t = 0.1, 0.2, 0.3, 0.4, and 0.5. Compare
them to the exact values of the solution as these points.
t t
1
7. For the IVP y  y   e 2 sin 5t  5e 2 cos5t , y (0)  0 . Use Euler’s Method to
2
find the approximation to the solution at t = 1,. Use h = 0.1, for the approximations.
8. You are working as a crime scene investigator and must predict the temperature of a
homicide victim over a 3-hour period. You know that the room where the victim was
found was at 10 °C when the body was discovered. Use Euler’s method to compute the
victim’s body temperature for the 2-hr period using values of thermal constant k =
0.12/hr and step size 0.5 hr. Assume that the victim’s body temperature at the time of
death was 37 °C, and that the room temperature was at a constant value of 10 °C over the
3-hr period.
9. A cup of a coffee originally has temperature of 68oC. The temperature of the ambient is
21oC and the thermal constant is 0.017oC/min. Determine the temperature of the coffee
from t = 0 to 10 minutes insteps of 2 minutes.
Answers

1. y=4.5559 2. y=1.0928 3. y(0.1)=1.1448

4. 0.8 5. 6 6. y1 = 1.1, y2 = 1.08 – e-0.4 /10 7.
31.080 C 8. 60.530 C

2.4 Modified Euler’s method

35
A source of error in Euler’s method is its failure to take account of the curvature of the solution
curve at a point (xi, yi) when using the tangent line approximations to the curve to estimate yi+1.
An improvement can be obtained by using a two stage process to arrive at a modified gradient
that can be used in Euler’s method in place of f (xi, yi)

dy
Consider the initial value problem  f ( x, y ) given that y =y0 at x= x0.
dx

To find y(x1) = y1 at x1=x0+h , first we find the initial approxmitation using the Euler’s formula

y10   y0  h f x0 , y0 

Now use the following succive approxmitations to find y1

y11  y 0 
h
2
 
f x0, y 0   f x1, y1
0 

y12   y 0 
h
2
 
f x0, y 0   f x1, y1
1

……………………………

y1k 1  y 0 
h
2
 
f x0, y 0   f x1, y1
k 

If two successive values of are y1( k ) , y1( k 1) close to one another, we will take the common value
as y1.

To get y2 = y(x1+h) we use the above procedure again.

y 20   y1  h f x1 , y1 

y 21  y1 
h
2
 
f x1, y1   f x2, y 2
0 


y 22   y1 
h
2
 
f x1, y1   f x2, y 2
1

……………………………………

y 2k 1  y1 
h
2
 
f x1, y1   f x2, y 2
k 

If Two successive values of y1( k ) , y1( k 1) are sufficiently close to one another, we will take the
common value as y2.

36
Example 1 Using modified Euler’s method find y(0.2)and y(0.4) given

Solution f(x , y) = y+ex , x0 =0 ,y0= 0 ,h= 0.2

To find y1  y0.2 :

=0.2

y11  y 0 
h
2
 
f x0, y 0   f x1, y1
0 
 , x1= x0+h

=0 + [1+1.4214]= 0.24214

y12   y 0 
h
2
 
f x0, y 0   f x1, y1 =0.2463
1


y13  y 0 
h
2

f x0, y 0   f x1, y12 

=0.2468

y14   y 0 
h
2
 
f x0, y 0   f x1, y1 =0.2468
3 

Hence y1 = 0.2468 at x1 =0.2

To find y 2  y0.4 :

f(x1,y1) = 1.4682 , y1 = 0.2468 , x1 =0.2

y 20   y1  h f x1 , y1  = 0.5404

y 21  y1 
h
2
 
f x1, y1   f x2, y 2
0 
 = 0.5968

y 22   y1 
h
2
 
f x1, y1   f x2, y 2
1
 = 0.6025

y 23  y1 
h
2
 
f x1, y1   f x2, y 2
2 
 = 0.603

y 24   y1 
h
2
 
f x1, y1   f x2, y 2
3 
 = 0.6031

37
 y 25   y1 
h
2
 
f x1, y1   f x2, y 2
4 
 = 0.6031

dy
Example 2 Given  x 2  y, y(0)  1 . Find y(0.02), y(0.04) using modified Euler’s method.
dx

Solution Given f(x, y) = , x0 =0 ,y0 =1, h=0.02 So, f(x0, y0) = 1

By Euler’s Method

To find y1 = y(0.02)

=1.02

y11  y 0 
h
2
 
f x0, y 0   f x1, y1
0 
 , x1= x0+h

=1+ [1+1.0204] =1.0202

y12   y 0 
h
2
  1

f x0, y 0   f x1, y1 =1.0202

Since , = =1.0202,we take y1= 1.0202

To find y2 = y(0.04): We have x1= 0.02 , y1 =1.0202 , f(x1,y1)= 1.0206

=1.0406

y 21  y1 
h
2
 
f x1, y1   f x2, y 2
0 
 ,where x 2 =x1+h

=1.0408

y 22   y1 
h
2
 
f x1, y1   f x2, y 2 =1.0408
1

Since = =1.0408

hence we take y2 =1.0408.

dy
Example 3 If   xy 2 , y (0)  2 , then compute y(0.2) in steps of 0.1 using modified Euler’s
dx
method.

38
Solution f(x , y) = , x0 =0 ,y0= 2,h= 0.1

=0

To find y1 = y(0.1)

=2

y11  y 0 
h
2
  0 

f x0, y 0   f x1, y1 , x1= x0+h

= 1.98

y12   y 0 
h
2
 
f x0, y 0   f x1, y1
1
 ,x2= x1+h

=1.9804

y13  y 0 
h
2
 
f x0, y 0   f x1, y1
2 
 ,x3= x2+h

=1.9804

Since y1 =1.9804

To find y2 =y(0.2) : We have y1 = 1.9804 , x1 =0.1 and f(x1,y1) = -0.3922

= 1.94118

y 21  y1 
h
2
 
f x1, y1   f x2, y 2
0 
 =1.9231

y 22   y1 
h
2
 
f x1, y1   f x2, y 2
1
 =1.9238

y 23  y1 
h
2
 
f x1, y1   f x2, y 2
2 

=1.9238

Since y 2( 2)  y 2( 2) , we take y2 = 1.9238.

39
Exercise 2.3

1. Given y1= x + sin y , y(0) =1 ,compute y(0.2) and y(0.4) with h=0.2 using modified
Euler’s method.
2. Given , find y at x= 1.2 and 1.4 taking h=0.2.
3. Given .Find the value of y when x = 0.1 ,0.2 and 0.3 using
modified Euler’s method.
dy
4. Suppose that  y , y(0) = 1. Estimate y(0.3) in 3 steps using the improved Euler’s
dt
method.
5. Using the Improved Euler’s method with step size h = 0:1, determine an approximate
dy
value of thesolution at x = 1 for the initial value problem,  2 xy , y (0)  2 .
dx
6. Use the improved Euler’s method, approximate the solution to the initial value problem,
dy
 x  2 y, y  0   0.25 and find y (2) .
dx
7. A polluted lake has an intial concentration of a bacteria 10 parts/m3. While the
acceptable level is only 5×106 parts/m3. The concentration of bacteria will reduce as fresh
water enters the lake. The differential equation that governs the concentration of the
dc
pollutant as a function of time (in weeks) is given by  0.06c  0, c(0) 10. Using the
dt
modified Euler method a step size of 3.5 weeks, find the concentration of pollutant after
7weeks.

Answers

1. y(0.2)=1.2046, y(0.4)=1.4644 2. y(1.2)=2.5351, y(1.4)=2.6531

3. y(0.1)=0.095 ,y(0.2)=0.181,y(0.3)=0.259 4. 1.9
5. 4.5 6. y(0.5) = 0.99
7. c(7) = 6.5705X106 paits/m3

2.5 Runge - Kutta Method

Runge-Kutta methods are very popular because of their good efficiency; and are used in most
computer programs for differential equations. These methods agree with Taylor’s series solution
up to the term in hr, where r differs method to method and is called the order of the method.
Euler’s and modified Euler’s are called the first and second order Runge-Kutta methods. The
fourth order R-K method is most commonly used and is often referred to as R-K method only.

40
To find increment ‘k’ of y corresponding to an increment ‘h’ of x by R-K method from the initial
value problem y´ = f(x, y) with y(x0) = y0 is as follows;
Calculate
k1 = h f(x0, y0)
k2 = h f(x0+0.5h, y0+0.5k1)
k3 = h f(x0+0.5h, y0+0.5k2)
k4 = h f(x0+h, y0+k3).
Finally compute
k = 1/6 (k1 + 2k2 + 2k3 + k4)
is the weighted mean of k1, k2, k3 and k4. Therefore the required approximate value is
y1 = y(x1) = y(x0 + h) = y0 + k.

Example 1 Using Runge-Kutta method of fourth order, solve y’ = (y2 – x2)/(y2 + x2) with y(0)=1
at x = 0.2, 0.4.

Solution Compare the given problem with the general first order initial value problem y’=f(x, y)
satisfying y(x0)=y0, we have
f(x, y) = (y2 – x2)/(y2 + x2), x0 = 0, y0 =1.
Here we have to find value of y at x=0.2, 0.4. Taking step size h = 0.2.
Step1. To find y(0.2)
k1 = h f(x0, y0) = 0.2 f(0, 1) = 0.2 (12-02)/(12+02) = 0.2
k2 = h f(x0+0.5h, y0+0.5k1) = 0.2 f(0+0.5(0.2), 1+ 0.5(0.2)) = 0.2 f(0.1, 1.1) = 0.19672
k3 = h f(x0+0.5h, y0+0.5k2) = 0.2 f(0+0.5(0.2), 1+0.5(0.19672))= 0.2 f(0.1,1.09836)= 0.1967
k4 = h f(x0+h, y0+k3) = 0.2 f(0+0.2, 1+0.1967) = 0.2 f(0.2, 1.1967) = 0.1891
k = 1/6 (k1 + 2k2 + 2k3 + k4) = 1/6 (0.2 +2(0.19672)+2(0.1967)+0.1891) = 0.19599.
Hence , y(0.2) = y1 = y0 + k= 1 + 0.19599 = 1.19599.
Step2. To find y(0.4)
k1 = h f(x1, y1) = 0.2 f(0.2, 1.19599) = 0.1891
k2 = h f(x1+0.5h,y1+0.5k1) = 0.2 f(0.2+0.5(0.2), 1.19599+ 0.5(0.1891)) = 0.2 f(0.3, 1.29054)

41
 = 0.1795
k3 = h f(x1+0.5h, y1+0.5k2) = 0.2 f(0.2+0.5(0.2), 1.19599+0.5(0.1795)) = 0.2 f(0.3, 1.28574)
= 0.1793
k4 = h f(x1+h, y1+k3) = 0.2 f(0.2+0.2, 1.19599+0.1793) = 0.2 f(0.4, 1.37529)
= 0.1688
k = 1/6 (k1 + 2k2 + 2k3 + k4) = 1/6 (0.1891 +2(0.1795)+2(0.1793)+0.1688)
= 0.1792.
Hence , y(0.4) = y2 = y1 + k =1.19599 + 0.1792 = 1.37519.

Example 2 Apply Runge-Kutta method to find an approximate value of y for x=0.2 in steps of
0.1, if y’ = x + y2 given that y=1 where x = 0.

Solution Compare the given problem with the general first order initial value problem y’=f(x, y)
satisfying y(x0)=y0, we have
f(x, y) = x + y2 , x0 = 0, y0 =1.
Here we have to find value of y at x = 0.2. Taking step size h = 0.1.
Step(1) To find y(0.1)
k1 = h f(x0, y0) = 0.1 f(0, 1) = 0.1 (0 + 12) = 0.1
k2 = h f(x0+0.5h, y0+0.5k1) = 0.1 f(0+0.5(0.1), 1+ 0.5(0.1)) = 0.2 f(0.05, 1.1) = 0.1152

k3 = h f(x0+0.5h,y0+0.5k2) =0.1 f(0+0.5(0.1), 1+0.5(0.1152)) = 0.1 f(0.05, 1.0576) = 0.11685

k4 = h f(x0+h, y0+k3) = 0.1 f(0+0.1, 1+0.11685) = 0.1 f(0.1, 1.11685) = 0.13473
k = 1/6 (k1 + 2k2 + 2k3 + k4) = 1/6 (0.1 +2(0.1152)+2(0.11685)+0.13473) ≈0.1165.
Hence ,y(0.1) = y1 = y0 + k 1 + 0.1165 = 1.1165.
Step2. To find y(0.2)
k1 = h f(x1, y1) = 0.1 f(0.1, 1.1165) = 0.1347
k2 = h f(x1+0.5h, y1+0.5k1) = 0.1 f(0.1+0.5(0.1), 1.1165+ 0.5(0.1347))= 0.2 f(0.15, 1.1838)
= 0.1551
k3 = h f(x1+0.5h, y1+0.5k2) = 0.1 f(0.1+0.5(0.1), 1.1165+0.5(0.1551)) = 0.1 f(0.15, 1.194)
= 0.1575
k4 = h f(x1+h, y1+k3) = 0.1 f(0.1+0.1, 1.1165+0.1576) = 0.1 f(0.2, 1.2741)= 0.1823

42
k = 1/6 (k1 + 2k2 + 2k3 + k4) = 1/6 (0.1347 +2(0.1551)+2(0.1576)+0.1823)= 0.1571.
Hence ,y(0.2) = y2 = y1 + k =1.1165 + 0.1571 = 1.2736.

Exercise 2.4

Using Runge-Kutta method of fourth order, solve with y(0) = 1 at x= 0.2, 0.4

1. Apply R-K method of fourth order, find an approximate value of y for x = 0.2 insteps of 0.1
if = x+ , given that y=1, when x=0.

2. A ball at 1200k is allowed to cool down in air at an ambient temperature of 300K. Assuming
heat is lost only due to radiation, the differential equation for the temperature of the ball is
given by
d
dt
 
 2.2067 1012  4  81108 ,   0   1200 k
Where  is in K and t in seconds. Find the temperature at t  480 seconds using Runge-Kutta 4th order
method. Assume a step size of h  240 seconds.

3. Liquid pumped into a tank of horizontal cross-sectional area A (m2 ) at a rate Q (liter/sec), and is

drained by a value at its base and governing differential equation is x  Q(t )  0.01 x . Find
the depth x(t ) at the end of 10 minutes, if Q(t )  0.02t , x(0)  0

4. A storage tank contains a liquid at depth y where y = 0 when the tank is half full. Liquid is
withdrawn at a constant flow rate Q to meet demands. The contents are resupplied at a
sinusoidal rate 3Q sin2(t). Following differential equation can be written for this system as

dy 3Q 2 Q
 sin (t )  .
dt A A

Use Euler’s method to solve for the depth y from t = 0 to 10 hours with a step size of 2
hours. The parameter values are A = 1250 m2 and Q = 450 m3/h. Assume that the initial
condition is y = 0.
Answers

1. y(0.2)=1.196 , y(0.4)= 1.3752 2. y(0.2)=1.2736

3. 71415.8452 4. 0.615334

5. 3.459 6. 3.0037

43
Objective Questions

1. Write the solution for the equation = f(x,y), y(x0) = y0 by Taylor’s series.
2. Write the iterative formula of Euler’s method for solving = f(x,y) with y(x0) = y0.
’
3. Using Euler’s method y = , y(0) = 1 and h=0.02 then find y1
4. Write the formula for the Runge- Kutta fourth order method.
5. In Runge-Kutta method express the value of ‘k’ in terms of k1,k2,k3,k4

6. In Modified Euler’s method write the (n+1)th approximation to y1 .

7. Using Runge-kutta method of order four, find the value of y(0.1) for y   x  2 y , y(0)  1
taking h  0.1 .
8. Write the Taylor’s series solution for y    xy , y(0)  1 upto x 4 .
dy ( y  2 x)
9. Given that  , y (0)  1 .Find y(0.1) by using Euler’s method.
dx y
10. In Euler’s method, if `h’ is small the method is too slow, if `h’is large, it gives inaccurate
value.(True/False)
11. Runge-kutta method is a self starting method..(True/False)
12. Explain the Euler’s method in geometrical terms.
13. How did we obtain numeric methods by using Taylor’s series?.
14. If y   y  x, h  0.1, x1  0.1, y(0.1)  2.2052 then find k1 in Runge-kutta fourth order
formula.

Answers

1. y(x) = y(x0) + x/1 y’(x0)+x2/2y’(x0) + ……..

2. yn+1 = yn +h f(xn, yn)
3. y1= 1.02
4. y = y0+k, where k=1/6[k1+2k2+2k3+k4]
5. k=1/6[k1+2k2+2k3+k4]
6. y1(n+1)= y0+h/2[f(x0, y0)+f(x1,y1(n))]
7. 0.001
x2 x4
8. y  1  
2 8
9. 1.1818
10. True
11. False
12. ---
13. ---
14. 0.2105

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