Differential Equation

A differential equation is an equation involving a function and its derivatives. Differential

equations are called partial differential equations or ordinary differential equations (ode)
according to whether or not they contain partial derivatives. The order of a differential equation
is the highest order derivative occurring. A solution (or particular solution) of a differential
equation of order n consists of a function defined and n times differentiable on a domain D
having the property that the functional equation obtained by substituting the function and its n
derivatives into the differential equation holds for every point in D.

Examples of differential equation are as follows:-

In mathematics, history of differential equations traces the development of "differential

equations" from calculus, itself independently invented by English physicist Isaac Newton and
German mathematician Gottfried Leibniz.

We use to define quantities as rate of change of other quantities like derivatives of

distance with the help of time or we can tell how derivatives enter the differential equations with
the help of gradients of quantities.

History of Differential Equations

According to some historian of mathematics the study of differential equations began in 1675s.
Differential equations began with Leibniz the Bernoulli brothers and other from the 1680s, not
long after Newton’s ‘fluxional equations’ in the 1670s. Applications were made largely to
geometry and mathematics. Differential equations arose from the work of Isaac Newton (1642-
1727) on dynamics in 17th century, and the underlying mathematical ideas will be sketched here
in a modern interpretation. Isaac Newton referred to them as fluxions. However, it was Gottfried
Leibniz (1646-1716) who coined the term differential for infinitesimal quantities and introduced
the notation for them which is still used today. In Leibniz’s notation, if x is a variable quantity,
then dx denotes an infinitesimal change in the variable x.

Leonhard Euler, an 18th-century Swiss mathematician, made significant contributions to the field
of differential equations. Euler developed techniques for solving various types of differential
equations and laid the groundwork for the mathematical theory of differential equations. The
search for general methods of integrating differential equations began when Isaac Newton
classified first order differential equations into three classes:

Definition of Differential Equation

A differential equation is an equation containing the derivatives or differentia

ls of one or more dependent variables, with respect to one or more independ
ent variables.

Examples:
Introduction to Numerical Methods

Numerical methods are mathematical techniques used to solve

mathematical problems and equations using numerical approximations.
These methods are essential in various fields, including physics, engineering,
economics, and computer science.

History of Numerical Methods

The history of numerical methods dates back to ancient civilizations, with

significant contributions from mathematicians and scientists over the
centuries. Here are some key milestones:

1. Ancient Babylon (1800-1500 BCE): The Babylonians developed

arithmetic methods for solving linear and quadratic equations.

2. Ancient Greece (500-300 BCE): Greek mathematicians, such as

Archimedes, developed methods for approximating areas and volumes.

3. Isaac Newton (1643-1727): Newton developed the method of finite

differences, which is still used today in numerical analysis.

4. Leonhard Euler (1707-1783): Euler developed the Euler method for

solving ordinary differential equations (ODEs).

5. Carl Friedrich Gauss (1777-1855): Gauss developed the Gaussian

elimination method for solving systems of linear equations.

6. 20th Century: The development of computers and programming

languages led to the creation of numerical analysis software and the
advancement of numerical methods.

1. Runge-kutta Method:

The Runge-Kutta method is a numerical techniques for solving ODEs.

 Runge-Kutta method of 4th order:

Calculate successively

Then compute

Where k is weighted mean of .

The Runge-Kutta method are a family of iterative techniques used to solve O

DEs .they are particularly useful for initial value problems, where we want to
find the solution of an ODEs given an initial condition. This allows for a more
accurate approximation of the solution than using the slope at a single point
as in Eulers method.

2. Taylor Method:

A Taylor series is an infinite sum of terms that are expressed in term of the fu
nctions derivatives at a single point.

The Taylor method approximates the solution of an ODEs by expending the fu

nction y(x) into a Taylor series about a point x n:

The Taylor Method is a numerical technique used to approximate solutions of

ODEs. It is based on the Taylor series expansion of the solution around a give
n point. By considering higher-order terms in Taylor series, the method achie
ves greater accuracy than simpler techniques like Euler’s method.

3. Picard Method:
The Picard Method is an iterative technique for solving integral equations and
ordinary differential equations(ODEs).

The Picard method, also known as Picard iteration or the Picard-Lindelof Met
hod, is an analytical and numerical technique used to approximate solution o
f ODEs. It is based on the idea of successive approximations, where the soluti
on is refined iteratively.

This is a powerful iterative approach to solving differential equation by transf

orming them into integral equation and refining the solution through successi
ve approximations.

4. Eulers method:

Eulers methods is a numerical technique for approximating solutions to differ

ential equations.

Eulers methods is a numerical technique for approximating solutions of ordin

ary differential equations with a given initial value. It is one of the simplest a
nd most basic methods for solving first order ordinary differential equations.

Named after the mathematician Leonhard Euler, the method relies on the f
act that the equation y’=f(x,y) can be used to calculate the derivative of the
solution at any point.

The method relies on using the slope of the tangent line to approximate solut
ion of the differential equation at successive points. Starting from an initial c
ondition, it steps forward incrementally to estimate the solution over an inter
val.

The value of y at the next step is approximated using

This method applied in solving initial value problems in fields like physics, en
gineering, biology, economics. Simulating dynamical systems when analytica
l solutions are difficult or impossible to obtain .

5. Adams-Bashforth Method

Adams-Bashforth Method is a numerical method used to solve Ordinary

Differential Equations (ODEs) of the form dy/dx = f(x,y).It is a multi-step
method that uses previous values of the solution to compute the next value.

Its general formula is:

k−1
y n +1= y n +h ∑ ai f ( t n−i , y n−i )
i=0

The Adams-Bashforth Method consists of two formulas:

 Predictor formula
 Corrector formula

Predictor formula:

p h
y n +1= y n +
24
( 55 f n−59 f n−1+ 37 f n−2−9 f n−3 )

Corrector formula:
h
y n +1( c )= y n + ( 9 f n+1 +19 f n −5 f n−1 + f n−2 )
24
Example:
dy 2
= y−x +1 , with y ( 0 )=0.5
dx

6. Adams-Moulton Method

The Adams-Moulton method is a type of multistep method used for solving

Ordinary Differential Equations(ODEs). It belongs to the class of implicit
methods, meaning it requires the solution of an equation at each step, which
can offer greater stability and accuracy, especially for stiff problems. This
method uses information from previous points to predict the solution at the
next point while also correcting it based on the function value at that point.
Its general formula is:
k
y n +1= y n +h ∑ b i f ( t n+1−i , y n +1−i )
i=0

The Adams-Moulton Method consists of two formulas:

 Predictor formula
 Corrector formula

Predictor formula:

p h
y n +1= y n +
24
( 55 f n−59 f n−1+ 37 f n−2−9 f n−3 )

Corrector formula:
h
y n +1( c )= y n + ( 5 f n +1+ 8 f n −f n−1 )
24
Example:
dy
=−2 y , y ( 0 )=1
dx

7. Milne’s Method

Milne’s method is a numerical integration technique used to solve Ordinary

Differential Equations (ODEs). It’s a multi-step method that uses a
combination of previous function values and derivatives to estimate the next
value.

Predictor formula:
h
y n +1( p)= y n−3+ ( 2 f n−2−f n−1 +2 f n )
3
Corrector formula:
h
y n +1( c )= y n −1 + ( f n−1 +4 f n + f n+1 )
3
Example:
dy
= y +2 x , y ( 0 )=1
dx

8.Finite Difference Method:

The Finite Difference Method (FDM) is a numerical technique used to solve

differential equations by discretizing the spatial and temporal derivatives
using finite differences.

1. First Derivative Approximations

For a function f(x) at a point x i with spacing h, the first derivative f ' ( x ) can
be approximated as:

 Forward Difference:
'
f ( xi +1 )−f ( xi )
f ( xi ) ≈
h
 Back Difference:
'
f ( xi ) −f ( x i−1 )
f ( xi ) ≈
h
 Central Difference:

'
f ( xi +1 )−f ( xi−1 )
f ( xi ) ≈
2h

2. Second Derivative Approximations

For the second derivative f '' ( x ), the central difference formula is

commonly used:

''
f ( x i+1 ) −2 f ( x i) + f ( x i−1 )
f ( x )≈ 2
h