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Taylor's and Power Series Method For Solving ODE

This document provides an introduction to using Taylor series and power series methods to find approximate solutions to ordinary differential equations (ODEs). It includes: 1) An overview of Taylor series and how to use derivatives to determine terms of the series solution for an ODE around a point. 2) Two examples of using the method to find the first four non-zero terms of power series solutions for given initial value problems. 3) Six exercises asking the reader to obtain the first four non-zero terms of power series solutions for additional initial value problems.

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Ahmed Wael Radwan
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230 views5 pages

Taylor's and Power Series Method For Solving ODE

This document provides an introduction to using Taylor series and power series methods to find approximate solutions to ordinary differential equations (ODEs). It includes: 1) An overview of Taylor series and how to use derivatives to determine terms of the series solution for an ODE around a point. 2) Two examples of using the method to find the first four non-zero terms of power series solutions for given initial value problems. 3) Six exercises asking the reader to obtain the first four non-zero terms of power series solutions for additional initial value problems.

Uploaded by

Ahmed Wael Radwan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Arab Academy for Science, Technology and Maritime Transport

College of Engineering and Technology


Department of Basic and Applied Science
Smart Village Campus

Mathematics (5)
BA 323
Chapter (1)
Taylors and Power Series Method
for Solving ODE
Prepared by :
Dr. Eng. Adel Mohamed Elrefaey

1 | Page

BA323 Lec.No(1)

Dr Adel Elrefaey

Ordinary Differential Equations (O.D.E)


The solution of ODE is classified into two groups:
a. Exact Solution when we can find an analytic function satisfies the
differential equation
b. Approximated Solution when we failed to find the exact solution we use
numerical methods to find a closed solution to the exact one

Taylors Series Method


Power series solution of ODE is approximated method so we used it mainly
with ODE that we cannot find its exact solution such as ODE with variable
parameters.
If f ( x) is defined in some interval a x b and if x0 is a point in this
interval and if all derivatives of f ( x) are exist at x0 , then Taylors series of

f ( x) is

nth derivative

f ( x)

n 0

f ( x) f ( x0 )

f ( n ) ( x0 )
( x x0 ) n
n!

f ( x0 )
f ( x0 )
f ( x0 )
( x x0 )
( x x0 ) 2
( x x0 )3
1!
2!
3!

If we use x0 0 , so we are talking about the Taylor Series about x0 0 , we call


the series a Maclaurin Series ,

f ( x) f (0)

f (0)
f (0) 2 f (0) 3
( x)
( x)
( x)
1!
2!
3!

The series converges for all points in the interval

2 | Page

BA323 Lec.No(1)

Dr Adel Elrefaey

Using Taylors series for solving ODE


We assume that the function y ( x) is a solution of the initial value ordinary
differential equation, the target is how to find the derivatives

y( x), y( x), y( x),.... which construct Taylors Series solution of ODE


Steps of solution:
1. Separate the highest derivative of the ODE in the left hand side (note : the
lowest derivatives should be given as initial conditions)
2. Differentiate till reach the required number of non-zero terms
3. Substitute in Taylors series

y ( x) y ( x0 )

y( x0 )
y( x0 )
y( x0 )
( x x0 )
( x x0 ) 2
( x x0 )3
1!
2!
3!

by the value of derivatives then the approximated solution is determined.


Example(1) Find the first four non-zero terms in a power series solution for the
2
2
differential equation y x y , when x 1 , y 1

Solution:

y(1) 1
y x 2 y 2

y (1) 12 12 0

y 2 x 2 yy

y(1) 2(1) 0 2

y 2 2( yy y 2 )

y(1) 2

y (iv ) 2(3 y y yy )

y (iv ) (1) 4

Then the first four non-zero terms of the power series solution is

3 | Page

BA323 Lec.No(1)

Dr Adel Elrefaey

y ( x) y ( x0 )
y ( x) y (1)

y ( x) 1

Or

y( x0 )
y( x0 )
y( x0 )
( x x0 )
( x x0 ) 2
( x x0 )3
1!
2!
3!

y(1)
y(1)
y(1)
y(1)
( x 1)
( x 1)2
( x 1)3
( x 1) 4
1!
2!
3!
4!

2
2
4
( x 1) 2 ( x 1)3 ( x 1) 4
2!
3!
4!

1
1
y ( x) 1 ( x 1) 2 ( x 1)3 ( x 1) 4
3
6

Example(2) Find the first four non-zero terms in a power series solution for the
differential equation y xy yy , when x 0 , y 0 , y 1, y 2 ,
Solution:

y(0) 0
y(0) 1
y(0) 2
y xy yy

y(0) 0

y (iv ) y xy y 2 yy

y (iv ) (0) 1

y ( v ) 2 y xy 3 yy yy

y ( v ) (0) 8

Then the first four non-zero terms of the power series solution is

y ( x) y ( x0 )
y ( x)

y( x0 )
y( x0 )
y( x0 )
( x x0 )
( x x0 ) 2
( x x0 )3
1!
2!
3!

1
2
1
8
x x 2 x 4 x5
1!
2!
4!
5!

4 | Page

BA323 Lec.No(1)

Dr Adel Elrefaey

Or

y ( x) x x 2

1 4 1 5
x x
24
15

Exercise 1
Obtain the first four non-zero terms of the power solution for each of the following
initial value problems:
1. y x y 1 ,

y 1,
19
Ans:
y ( x) 1 2( x 1) 3( x 1) 2 ( x 1)3
3
2
y sin( xy ) x ,
x 0, y 3,
when
3
1
3
Ans:
y ( x) 3 x 2 x3 x 4
2
3
4
2
2
y x y ,
x 0 , y 1,
y 0 ,
when
1
1
7 6
Ans:
y ( x) 1 x 2 x 4
x
2
6
360
x 0, y 0,
y 1,
y xy yy , when
1
1
Ans:
y ( x) x x 2 x 4 x5
24
15
y 3 3 x y 2 x y 0 , when
x 0 , y 1,
1
5
Ans:
y ( x) 1 x x 2 x3 .
2
18
2
3
3y y y x , when
x 0 , y 1,
1
Ans:
y ( x)
81 27 x 9 x 2 5 x3
81
2 2

2.

3.

4.

5.

6.

when

x 1,

5 | Page

y 2 .

BA323 Lec.No(1)

Dr Adel Elrefaey

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