Created by T.

Madas

NUMERICAL
METHODS
for
O.D.E.s

Created by T. Madas
 Created by T. Madas

st
1 order O.D.E.s

Created by T. Madas
 Created by T. Madas

Question 1 (**)
The curve with equation y = f ( x ) , passes through the point ( 9,6 ) and satisfies

dy 1
= , x≥0.
dx 1 + x

Use Euler’s method, with a step of 0.25 , to find, correct to 4 decimal places, the value
of y at x = 9.5 .

FP3-O , y ( 9.5 ) ≈ 6.1244

Created by T. Madas
 Created by T. Madas

Question 2 (**)
The curve with equation y = f ( x ) , passes through the point (1,1) and satisfies the
following differential equation.

dy
= ln ( x + y + 1) , x + y > −1 .
dx

Use the approximation

 dy  y1 − y0
  ≈ ,
 dx 0 h

with h = 0.1 , to find, correct to 3 decimal places, the value of y at x = 1.2 .

FP3-Q , y (1.2 ) ≈ 1.226

Created by T. Madas
 Created by T. Madas

Question 3 (**)
The curve with equation y = f ( x ) , passes through the point (1, 4 ) and satisfies

dy 1
= , x≥0.
dx 2 x + x

Use Euler’s method, with a step of 0.2 , to find, correct to 4 decimal places, the value
of y at x = 1.6 .

FP3-A , y (1.6 ) ≈ 1.1741

Created by T. Madas
 Created by T. Madas

Question 4 (**)

dy
dx
( )
= sin x 2 + y 2 , y (1) = 2 .

Use, in the standard notation, the approximation

yn +1 − yn
yn′ ≈ ,
h

with h = 0.01 , to find, correct to 4 decimal places, the value of y at x = 1.03 .

FP3-K , y (1.03) ≈ 1.9711

Created by T. Madas
 Created by T. Madas

Question 5 (**)

dy
= 4x2 − y2 , y (1) = 0 .
dx

Use the approximation

f ( x + h) − f ( x)
f ′( x) ≈ ,
h

with h = 0.05 , to find, correct to 4 decimal places, the value of y at x = 1.2 .

No credit will be given for solving the differential equation analytically.

FP3-H , y (1.2 ) ≈ 0.8080

Created by T. Madas
 Created by T. Madas

Question 6 (**+)
The curve with equation y = f ( x ) , passes through the point (1,0 ) and satisfies the
following differential equation.

dy
= x + ln x , x > 0 .
dx

Use the approximation

 dy  y1 − y0
  ≈ , h = 0.1 ,
 dx 0 h

to find the value of y at x = 1.1 , and use this answer with the approximation

 dy  y1 − y−1
  ≈ , h = 0.1 ,
 dx 0 2h

to find, correct to 3 decimal places, the value of y at x = 1.2 , x = 1.3 and x = 1.4 .

FP3-R , y (1.1) = 0.1 , y (1.2 ) ≈ 0.2391 , y (1.3) ≈ 0.3765 , y (1.4 ) ≈ 0.5515

Created by T. Madas
 Created by T. Madas

Question 7 (**+)
The curve with equation y = f ( x ) satisfies the differential equation

dy
= x + y + y 2 , y ( 0.9 ) = 3.75 , y (1) = 4
dx

Using, in the standard notation, the approximation

 dy  yr +1 − yr −1
  ≈ ,
 dx r 2h

with h = 0.1 , the value of y at x = 0.8 was estimated to k .

Determine the value of k .

FP3-W , k ≈ 0.2575

Created by T. Madas
 Created by T. Madas

Question 8 (**+)

dy
= x 2 − y 2 , y ( 3) = 2 .
dx

Use the approximation

 dy  yr +1 − yr
  ≈ , h = 0.1 ,
 dx r h

to find the value of y at x = 2.1 , and use this answer with the approximation

 dy  yr + 2 − yr
  ≈ , h = 0.1 ,
 dx r +1 2h

to find, correct to 3 decimal places, the value of y at x = 2.2 , x = 1.3 and x = 1.4 .

FP3-R , y ( 2.2 ) = 2.672

Created by T. Madas
 Created by T. Madas

Question 9 (**+)

dy
= xy , y ( 0) = 2 .
dx

Use the approximation

f ( x + h) − f ( x)
f ′( x) ≈ , h = 0.1
h

to find the value of y at x = 0.1 , and use this answer with the approximation

f ( x + h) − f ( x − h)
f ′( x) ≈ , h = 0.1 ,
2h

to find the value of y at x = 0.4 .

No credit will be given for solving the differential equation analytically.

FP3-I , y ( 0.1) = 2 , y ( 0.4 ) ≈ 2.1649

Created by T. Madas
 Created by T. Madas

Question 10 (**+)
The curve with equation y = f ( x ) satisfies the differential equation

dy e x+ y
= , y ( 0) = 0 ,
dx 3 x + y + k

where k is a positive constant.

Using, in the standard notation, the approximation

 dy  yr +1 − yr
  ≈ ,
 dx r h

with h = 0.1 , the value of y at x = 0.1 was estimated to 0.025 .

Use the approximation formula given above to find, correct to 3 significant figures,
the value of y at x = 0.2 .

FP3-V , y (1.2 ) ≈ 0.0512

Created by T. Madas
 Created by T. Madas

Question 11 (**+)

dy 4 x 2 + y 2
= , y (1) = 4 .
dx x+ y

Use the approximation

f ( x + h) − f ( x)
f ′( x) ≈ ,
h

with h to be found, given further that f (1 + h ) ≈ 4.8 .

FP3-E , h = 0.2

Created by T. Madas
 Created by T. Madas

Question 12 (***)

dy
= ex − y2 , y ( 0) = 0 .
dx

a) Use, in the standard notation, the approximation

yn +1 ≈ h yn′ + yn ,

with h = 0.1 , to find the approximate value of y at x = 0.1 .

b) Use the answer of part (a) and the approximation

yn +1 − yn−1
yn′ ≈ ,
2h

with h = 0.1 , to find, correct to 4 decimal places, the approximate value of y

at x = 0.3 .

c) By differentiating the differential equation given, determine the first four non
zero terms in the infinite series expansion of y in ascending powers of x , and
use it to find, correct to 4 decimal places, another approximation for the value
of y at x = 0.3 .

FP3-L , y ( 0.1) ≈ 0.1 , y ( 0.3) ≈ 0.3347 , y ( 0.3) ≈ 0.3388

Created by T. Madas
 Created by T. Madas

Question 13 (***)

dy 3 x 2 − y 2
= , y(k ) = 2 , k > 0 .
dx 2 xy

a) Use, in the standard notation, the approximation

yn +1 − yn
yn′ ≈ , h = 0.1 ,
h

to find the value of k , given further that y ( k + h ) ≈ 2.275 .

b) Use the answer of part (a) and the approximation

yn +1 − yn−1
yn′ ≈ , h = 0.1 ,
2h

with, to find, correct to 3 decimal places, the approximate value of y ( k + 2h ) .

FP3-F , k = 4 , y ( k + 2h ) ≈ 2.485

Created by T. Madas
 Created by T. Madas

Question 14 (***+)
The curve with equation y = f ( x ) , passes through the point ( 0,1) and satisfies the
following differential equation.

dy
= 3 x 2 y + x5 .
dx

a) Use the approximation

 dy  yn +1 − yn
  ≈ ,
 dx n h

with h = 0.1 , to find, correct to 6 decimal places, the value of y at x = 0.2 .

b) Find the solution of the differential equation, and use it to obtain the value of y
at x = 0.2 .

SYNF-C , y ( 0.2 ) ≈ 1.003001 , y ( 0.2 ) ≈ 1.008

Created by T. Madas
 Created by T. Madas

nd
2 order O.D.E.s

Created by T. Madas
 Created by T. Madas

Question 1 (**+)
The differential equation

d2y x 1
= + , y ≠ 0,
dx 2 y 2 y

is to be solved numerically subject to the conditions y ( 0.5) = 1 and y ( 0.6 ) = 1.3 .

Use the approximation

yn +1 − 2 yn + yn −1
yn′ ≈ , h = 0.1 ,
h2

to find, correct to 4 decimal places the value of y at x = 0.8 .

FP3-J , y ( 0.8 ) ≈ 1.9330

Created by T. Madas
 Created by T. Madas

Question 2 (***)
The differential equation

d 2 y dy
2
+ + y3 = 0 , y ≠ 0 ,
dx dx

is to be solved numerically subject to the conditions y ( 2 ) = 3 and y ( 2.1) = 4 .

Use the following approximations

 d2y  y − 2 yn+1 + yn  dy  y − yn
 2  ≈ n+ 2 2
,   ≈ n+2 , h = 0.1 ,
 dx n+1 h  dx n +1 2h

to find, correct to 2 decimal places the value of y at x = 2.2 .

FP3-D , y ( 2.2 ) ≈ 4.30

Created by T. Madas
 Created by T. Madas

Question 3 (***+)
The curve with equation y = f ( x ) , satisfies

d2y
= 1 + x sin y ,
dx 2

dy
subject to the boundary conditions y = 1 , = 2 , at x = 1 .
dx

Use the approximations

 d2y  y − 2 yr +1 + yr  dy  yr + 2 − yr
 2  ≈ r + 2 and   ≈ ,
 dx r +1 h2  dx r +1 2h

to determine, correct to 4 decimal places, the value of y at x = 1.1 .

Use h = 0.05 throughout this question.

FP3-U , y (1.6 ) ≈ 2.85

Created by T. Madas
 Created by T. Madas

Question 4 (***+)
The curve with equation y = f ( x ) , satisfies

d2y dy
= 4 + sinh x sinh y , y (1) = 1 , (1) = 1 .
dx 2 dx

Use the approximations

 d2y  y − 2 yn + yn−1  dy  yn+1 − yn −1

 2  ≈ n+1 and   ≈ ,
 dx n h2  dx n 2h

to determine, correct to 2 decimal places, the value of y at x = 1.6 .

Use h = 0.2 throughout this question.

FP3-G , y (1.6 ) ≈ 2.85

Created by T. Madas
 Created by T. Madas

Question 5 (***+)

d 2 y dy dy
2
+ + x3 = 0 , y ( 0) = 1, ( 0) = 2 .
dx dx dx

a) Use the approximation formulae

 d2y  y − 2 yn+1 + yn  dy  yn + 2 − yn
 2  ≈ n+ 2 and   ≈ ,
 dx n+1 h2  dx n +1 2h

to determine, correct to 2 decimal places, the value of y at x = 0.1 .

Use h = 0.1 throughout this part of the question.

b) By differentiating the differential equation given above, find the first 4 terms
of the infinite convergent series expansion of y , in ascending powers of x , and
use it to find, correct to 2 decimal places, another approximation for the value
of y at x = 0.1 .

FP3-X , y ( 0.1) ≈ 1.19

Created by T. Madas
 Created by T. Madas

Question 6 (****)
The curve with equation y = f ( x ) , satisfies

d2y dy
2
= x + y + 2, y ( 0) = 0 , ( 0) = 1.
dx dx

a) Use Taylor expansions to justify the validity of the following approximations.

 d2y  y − 2 yn + yn−1  dy  yn+1 − yn −1

 2  ≈ n+1 and   ≈ .
 dx n h2  dx n 2h

b) Hence show that y ( 0.1) ≈ 0.11

c) Determine, correct to 4 decimal places, the value of y ( 0.2 ) and y ( 0.3) .

FP3-P , y ( 0.2 ) ≈ 0.2421... , y ( 0.3) ≈ 0.3986...

Created by T. Madas
 Created by T. Madas

Question 7 (***+)

d2y dy
2
= 2 + x2 y + y 2 = 0 , y ( 0) = 1, ( 0) = 1.
dx dx

a) Use the approximation formulae

yn + 2 ≈ 2 yn +1 + h 2 yn′′+1 − yn and yn + 2 ≈ 2hyn′ +1 + yn ,

to find, correct to 3 decimal places, the value of y at x = 0.1 and x = 0.2 .

Use h = 0.1 throughout this part of the question.

b) By differentiating the differential equation given above, determine the first 5

terms of the infinite convergent series expansion of y , in ascending powers of
x , and use it to find, correct to 3 decimal places, approximations for the value
of y at x = 0.1 and x = 0.2 .

FP3-Z , y ( 0.1) ≈ 1.115 , y ( 0.2 ) ≈ 1.263

Created by T. Madas
 Created by T. Madas

Question 8 (****)

d2y dy dy
2
= 1+ y , y ( 0) = 1, ( 0.1) = 1.1 .
dx dx dx

a) Use the approximation formulae

 d2y  y − 2 yr +1 + yr  dy  yr + 2 − yr
 2  ≈ r + 2 and   ≈ ,
 dx r +1 h2  dx r +1 2h

to show that

( 4 − hyr ) yr +1 − 2 ( yr − h 2 )
yr + 2 ≈ .
2 − hyr +1
determine, correct to 2 decimal places, the value of y at x = 0.1 .

b) Use the result shown in part (a), with h = 0.1 , to find the value of y at x = 0.3 ,
correct to 3 decimal places.

FP3-Y , y ( 0.3) ≈ 1.371

Created by T. Madas
 Created by T. Madas

Question 9 (****)
The curve with equation x = f ( t ) , satisfies

d 2x dx
2
= −x , x (0) = 0 , ( 0) = 1.
dt dt

Use Euler’s method, with a step of 0.1 , to find the approximate value of x at t = 0.5 .

FP3-M , x ( 0.5 ) ≈ 0.480...

Created by T. Madas