Formula
Taylor Series method
`h=x-x_n`
`y_(n+1) = y_n + hy_n' + h^2/(2!) y_n'' + h^3/(3!) y_n''' + h^4/(4!) y_n^(iv) + h^5/(5!) y_n^(v) + ...`
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Examples
1. Find y(0.2) for `y'=(x-y)/2`, `x_0=0, y_0=1`, with step length 0.1 using Taylor Series method (first order differential equation) Solution:Given `y'=(x-y)/(2), y(0)=1, h=0.1, y(0.2)=?`
Here, `x_0=0,y_0=1,h=0.1,x_n=0.2`
Differentiating successively, we get
Derivative steps
`d/(dx)(0.5x-0.5y)`
`=d/(dx)(0.5x)-d/(dx)(0.5y)`
`=0.5-0.5y'`
Now, `d^2/(dx^2)(0.5x-0.5y)=d/(dx)(0.5-0.5y')`
`=d/(dx)(0.5)-d/(dx)(0.5y')`
`=0-0.5y''`
`=-0.5y''`
Now, `d^3/(dx^3)(0.5x-0.5y)=d/(dx)(-0.5y'')`
`=-0.5y'''`
`y'=(x-y)/(2)`
`y''=0.5-0.5y'`
`y'''=-0.5y''`
`y^(iv)=-0.5y'''`
Now substituting, we get
`y_0'=(x_0-y_0)/(2)=-0.5`
`y_0''=0.5-0.5y_0'=0.75`
`y_0'''=-0.5y_0''=-0.375`
`y_0^(iv)=-0.5y_0'''=0.1875`
Putting these values in Taylor Series, we have
`y_1 = y_0 + hy_0' + h^2/(2!) y_0'' + h^3/(3!) y_0''' + h^4/(4!) y_0^(iv) + ...`
for `n=0,x_0=0,y_0=1`
`=1+0.1*(-0.5)+(0.1)^2/(2)*(0.75)+(0.1)^3/(6)*(-0.375)+(0.1)^4/(24)*(0.1875)+...`
`=1-0.05+0.0038+0+0+...`
`=0.9537`
`x_1=x_0+h=0+0.1=0.1`
Now substituting, we get
`y_1'=(x_1-y_1)/(2)=-0.4268`
`y_1''=0.5-0.5y_1'=0.7134`
`y_1'''=-0.5y_1''=-0.3567`
`y_1^(iv)=-0.5y_1'''=0.1784`
Putting these values in Taylor Series, we have
`y_2 = y_1 + hy_1' + h^2/(2!) y_1'' + h^3/(3!) y_1''' + h^4/(4!) y_1^(iv) + ...`
for `n=1,x_1=0.1,y_1=0.9537`
`=0.9537+0.1*(-0.4268)+(0.1)^2/(2)*(0.7134)+(0.1)^3/(6)*(-0.3567)+(0.1)^4/(24)*(0.1784)+...`
`=0.9537-0.0427+0.0036+0+0+...`
`=0.9145`
`x_2=x_1+h=0.1+0.1=0.2`
`:.y(0.2)=0.9145`
| `n` | `x_n` | `y_n` | `y_n'` | `y_n''` | `y_n'''` | `y_n^(iv)` | `x_(n+1)` | `y_(n+1)` |
| 0 | 0 | 1 | -0.5 | 0.75 | -0.375 | 0.1875 | 0.1 | 0.9537 |
| 1 | 0.1 | 0.9537 | -0.4268 | 0.7134 | -0.3567 | 0.1784 | 0.2 | 0.9145 |
This material is intended as a summary. Use your textbook for detail explanation.
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