Solving Differential Equations

In this section, I will describe methods for solving differential equations, specifically focusing on Simpson’s One-Third Rule and the Runge-Kutta Methods (Second Order and Fourth Order).

What is a Differential Equation?

A differential equation is an equation that relates a function with its derivatives. Differential equations describe various phenomena such as heat, motion, electricity, and fluid flow. The solution to a differential equation is a function that satisfies the equation.

Example

Consider the first-order differential equation:

[ \frac{dy}{dx} = x + y ]

To solve this equation, we need to find the function ( y(x) ) that satisfies this relationship.


Next, we will delve into the detailed implementation of these methods.

Euler’s Method

Simpson’s One-Third Rule

Runge-Kutta Second Order

Runge-Kutta Fourth Order