1/10/2010 http://numericalmethods.eng.usf.

edu 1
Runge 4
th
Order Method
Major: All Engineering Majors
Authors: Autar Kaw, Charlie Barker
http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates
Runge-Kutta 4
th
Order Method
http://numericalmethods.eng.usf.edu
http://numericalmethods.eng.usf.edu 3
Runge-Kutta 4
th
Order Method
where
( )h k k k k y y
i i 4 3 2 1 1
2 2
6
1
+ + + + =
+
( )
i i
y x f k ,
1
=

+ + = h k y h x f k
i i 1 2
2
1
,
2
1

+ + = h k y h x f k
i i 2 3
2
1
,
2
1
( ) h k y h x f k
i i 3 4
, + + =
For
0
) 0 ( ), , ( y y y x f
dx
dy
= =
Runge Kutta 4
th
order method is given by
http://numericalmethods.eng.usf.edu 4
How to write Ordinary Differential
Equation
Example
( ) 5 0 , 3 . 1 2 = = +

y e y
dx
dy
x
isrewrittenas
( ) 5 0 , 2 3 . 1 = =

y y e
dx
dy
x
Inthiscase
( ) y e y x f
x
2 3 . 1 , =

How does one write a first order differential equation in the form of
( ) y x f
dx
dy
, =
http://numericalmethods.eng.usf.edu 5
Example
A ball at 1200K is allowedto cool downinair at anambient temperature
of 300K. Assuming heat is lost only due to radiation, the differential
equationfor thetemperatureof theball isgivenby
( ) ( ) K
dt
d
1200 0 , 10 81 10 2067 . 2
8 4 12
= =

Findthetemperatureat 480 = t
secondsusingRunge-Kutta4
th
order method.
240 = h
seconds.
( )
8 4 12
10 81 10 2067 . 2 =

dt
d
( ) ( )
8 4 12
10 81 10 2067 . 2 , =

t f
Assume a step size of
( )h k k k k
i i 4 3 2 1 1
2 2
6
1
+ + + + =
+

http://numericalmethods.eng.usf.edu 6
Solution
Step1:
1200 ) 0 ( , 0 , 0
0 0
= = = = t i
( ) ( ) ( ) 5579 . 4 10 81 1200 10 2067 . 2 1200 , 0 ,
8 4 12
0 1
= = = =

f t f k
o

( ) ( )
( ) ( ) 38347 . 0 10 81 05 . 653 10 2067 . 2 05 . 653 , 120
240 5579 . 4
2
1
1200 , 240
2
1
0
2
1
,
2
1
8 4 12
1 0 0 2
= = =

+ + =

+ + =

f
f h k h t f k
( ) ( )
( ) ( ) 8954 . 3 10 81 0 . 1154 10 2067 . 2 0 . 1154 , 120
240 38347 . 0
2
1
1200 , 240
2
1
0
2
1
,
2
1
8 4 12
2 0 0 3
= = =

+ + =

+ + =

f
f h k h t f k
( ) ( ) ( ) ( )
( ) ( ) 0069750 . 0 10 81 10 . 265 10 2067 . 2 10 . 265 , 240
240 984 . 3 1200 , 240 0 ,
8 4 12
3 0 0 4
= = =
+ + = + + =

f
f h k h t f k
http://numericalmethods.eng.usf.edu 7
Solution Cont
1
is the approximate temperature at
240 240 0
0 1
= + = + = = h t t t
( ) K 65 . 675 240
1
=
( )
( ) ( ) ( ) ( )
( )
K
h k k k k
65 . 675
240 1848 . 2
6
1
1200
240 069750 . 0 8954 . 3 2 38347 . 0 2 5579 . 4
6
1
1200
2 2
6
1
4 3 2 1 0 1
=
+ =
+ + + + =
+ + + + =
http://numericalmethods.eng.usf.edu 8
Solution Cont
Step 2:
K t i 65 . 675 , 240 , 1
1 1
= = =
( ) ( ) ( ) 44199 . 0 10 81 65 . 675 10 2067 . 2 65 . 675 , 240 ,
8 4 12
1 1 1
= = = =

f t f k
( ) ( )
( ) ( ) 31372 . 0 10 81 61 . 622 10 2067 . 2 61 . 622 , 360
240 44199 . 0
2
1
65 . 675 , 240
2
1
240
2
1
,
2
1
8 4 12
1 1 1 2
= = =

+ + =

+ + =

f
f h k h t f k
( ) ( )
( ) ( ) 34775 . 0 10 81 00 . 638 10 2067 . 2 00 . 638 , 360
240 31372 . 0
2
1
65 . 675 , 240
2
1
240
2
1
,
2
1
8 4 12
2 1 1 3
= = =

+ + =

+ + =

f
f h k h t f k
( ) ( ) ( ) ( )
( ) ( ) 25351 . 0 10 81 19 . 592 10 2067 . 2 19 . 592 , 480
240 34775 . 0 65 . 675 , 240 240 ,
8 4 12
3 1 1 4
= = =
+ + = + + =

f
f h k h t f k
http://numericalmethods.eng.usf.edu 9
Solution Cont

2
is the approximate temperature at
480 240 240
1 2
= + = + = h t t
( ) K 91 . 594 480
2
=
( )
( ) ( ) ( ) ( )
( )
K
h k k k k
91 . 594
240 0184 . 2
6
1
65 . 675
240 25351 . 0 34775 . 0 2 31372 . 0 2 44199 . 0
6
1
65 . 675
2 2
6
1
4 3 2 1 1 2
=
+ =
+ + + + =
+ + + + =
http://numericalmethods.eng.usf.edu 10
Solution Cont
The exact solution of the ordinary differential equation is given by the
solution of a non-linear equation as
( ) 9282 . 2 10 22067 . 0 00333 . 0 tan 8519 . 1
300
300
ln 92593 . 0
3 1
=
+


t
The solution to this nonlinear equation at t=480 seconds is
K 57 . 647 ) 480 ( =
http://numericalmethods.eng.usf.edu 11
Comparison with exact results
Figure 1. Comparison of Runge-Kutta 4th order method with exact solution
-400
0
400
800
1200
1600
0 200 400 600
Time,t(sec)
T
e
m
p
e
r
a
t
u
r
e
,
h=120
Exact
h=240
h=480

(
K
)
Step size, h (480) E
t
|
t
|%
480
240
120
60
30
90.278
594.91
646.16
647.54
647.57
737.85
52.660
1.4122
0.033626
0.00086900
113.94
8.1319
0.21807
0.0051926
0.00013419
http://numericalmethods.eng.usf.edu 12
Effect of step size
Table1. Temperature at 480 seconds as a function of stepsize, h
K 57 . 647 ) 480 ( = (exact)
http://numericalmethods.eng.usf.edu 13
Effects of step size on Runge-
Kutta 4
th
Order Method
Figure 2. Effect of step size in Runge-Kutta 4th order method
-200
0
200
400
600
800
0 100 200 300 400 500
Step size, h
T
e
m
p
e
r
a
t
u
r
e
,

(
4
8
0
)
http://numericalmethods.eng.usf.edu 14
Comparison of Euler and Runge-
Kutta Methods
Figure 3. Comparison of Runge-Kutta methods of 1st, 2nd, and 4th order.
0
200
400
600
800
1000
1200
1400
0 100 200 300 400 500
Ti me, t(sec)
T
e
m
p
e
r
a
t
u
r
e
,

(
K
)
Exact
4th order
Heun
Euler
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
http://numericalmethods.eng.usf.edu/topics/runge_kutt
a_4th_method.html
THE END
http://numericalmethods.eng.usf.edu