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Solution of Ordinary Differential Equations by Runge-Kutta Methods

Runge-Kutta methods are used to solve ordinary differential equations by approximating solutions at discrete time steps. They are more efficient than the Euler method. The document provides examples of the second-order and fourth-order Runge-Kutta methods and notes they are applied in Excel spreadsheets to test problems with known analytic solutions.

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1K views1 page

Solution of Ordinary Differential Equations by Runge-Kutta Methods

Runge-Kutta methods are used to solve ordinary differential equations by approximating solutions at discrete time steps. They are more efficient than the Euler method. The document provides examples of the second-order and fourth-order Runge-Kutta methods and notes they are applied in Excel spreadsheets to test problems with known analytic solutions.

Uploaded by

rodwellhead
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© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Runge-Kutta Methods
Runge Kutta methods are used to solve ordinary differential equations 1. RungeKutta methods can be applied to a first order equation or to higher order ordinary differential equations through first resolving them to systems of first order equations. They are straightforward to apply and are generally much more efficient than the Euler method2. Runge-Kutta methods form a family of methods of varying order. Let us consider applying Runge-Kutta methods to the following first order ordinary differential equation:

dx f (t , x) dt In any t-interval tn-1ttn the Runge-Kutta method advances the solution x(t) from xn-1x(tn-1) to xnx(tn). Two examples of Runge Kutta methods are given.

Second order Runge-Kutta method

k1 = k f(tn-1, xn-1) k2 = k f(tn-1+k, xn-1+k1) xn = xn-1+ k2


Fourth order Runge-Kutta method

k1 = k f(tn-1, xn-1) k2 = k f(tn-1+k, xn-1+k1) k3 = k f(tn-1+k, xn-1+k2) k4 = k f(tn-1+k, xn-1+k3) xn = xn-1+ k1/6 + k2/3+ k3/3 + k4/6
This second order3 and fourth order4 methods are applied to the test problems below on Excel spreadsheets:

dx t with x(0)=0, dt dx x with x(0)=1. dt


which have analytic solutions x=t2/2 and x=et respectively.

Ordinary Differential Equations Euler Method 3 Excel spreadsheet demonstrating second order method 4 Excel spreadsheet demonstrating fourth order method
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