Chapter : NUMERICAL SOLUTION OF ORDINARE DIFFERENTIAL EQUATIONS
Document Summary
A differential equation is an equation that relates the values of the function to the values of its derivatives. The solution of a differential equation is an expression for y in terms of a finite number of elementary functions of x . Such a solution of a differential equation is known as the finite form of solution. In some differential equation, it is not possible to find the finite form of solution. In that case we use numerical methods of solution. The differential equation together with the initial conditions is called an initial value problem. Let us consider the initial value problem yy yx f x y given y x. 0 to study the various numerical methods of solving such equations. These method give the solutions either as a power series in terms of x from which the values of y can be found by direct substitution, or as a set of values of x and y .
