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Chapter 09

This document discusses various Runge-Kutta methods for solving differential equations numerically. It describes the Runge-Kutta methods of order 1 through 4, as well as the Runge-Kutta-Merson method, providing the formulas for calculating values at each step for each method.

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2021-EE-10 Zohaib Ahmad
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25 views27 pages

Chapter 09

This document discusses various Runge-Kutta methods for solving differential equations numerically. It describes the Runge-Kutta methods of order 1 through 4, as well as the Runge-Kutta-Merson method, providing the formulas for calculating values at each step for each method.

Uploaded by

2021-EE-10 Zohaib Ahmad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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AHMAD HASSAN (Lecturer) Department of Basic Sciences and Humanities

Runge Kutta Methods


Euler’s method is not very useful in practical problems because it requires a very small
step size for reasonable accuracy. Taylor algorithm of higher order is unacceptable as a
general procedure because of the need to obtain higher total derivatives of y  x  and
sometime failure of derivatives at given points. The Runge kutta methods attempt to
obtain the greater accuracy and at the same time avoid the need for higher derivatives by
evaluating the function f x , y  at selected points on each subinterval.

Runge Kutta Method of Order 1


y n 1  y n  h f  x n , y n  1
Runge Kutta Method of Order 2
Case (i)
y n1  y n  12 K1  K 2  ,
where K 1  h f  x n , y n  ,
K 2  h f x n  h , y n  K 1   h f x n  h , y n  h f x n , y n  .
This formula is known as improve Euler formula or R-K method of order two.
Case (ii)
y n 1  y n  K 2 ,
where K 1  h f  x n , y n  ,
K 2  h f xn  12 h , y n  12 K1   h f xn  12 h, y n  12 h f xn , y n  .
This is known as Mid-point rule or Modified Euler Method.
Case (iii)
y n1  y n  14 K1  3K 2  ,
where K 1  h f  x n , y n  ,
K 2  h f xn  23 h , y n  23 K1   h f xn  23 h , y n  23 h f xn , y n  .
This is known as Heun’s Method.
Runge Kutta Method of Order 3
Case (i)
y n1  y n  16 K1  4 K 2  K 3  ,
where K1  h f xn , y n  ,
K 2  h f xn  12 h , y n  12 K1  ,
K 3  h f  x n  h , y n  2 K 2  K1  .
This formula is known as R-K method of order three.
Case (ii)
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Faculty of Engineering & Technology, Bahauddin Zakariya University, Multan, Pakistan.
AHMAD HASSAN (Lecturer) Department of Basic Sciences and Humanities
y n1  y n  14 K1  3 K 3  ,
where K1  h f xn , y n  ,
K 2  h f xn  13 h , y n  13 K1  ,
K 3  h f xn  23 h , y n  23 K 2  .
This formula is known as Hun’s third order formula.
Case (iii)
y n1  y n  19 2 K1  3 K 2  4 K 3  ,
where K1  h f xn , y n  ,
K 2  h f xn  12 h , y n  12 K1  ,
K 3  h f xn  34 h , y n  34 k 2  .
This formula is known as method of order three.
Runge Kutta Method of Order 4
y n1  y n  16 K1  2 K 2  2 K 3  K 4  ,
where K1  h f xn , y n  ,
K 2  h f xn  12 h , y n  12 K1  ,
K 3  h f xn  12 h , y n  12 K 2  ,
K 4  h f  xn  h , y n  K 3  .
This formula is known as R-K method of order four.

Runge-Kutta-Merson Method
y n1  y n  16 K1  4 K 4  K 5  ,
where K1  h f xn , y n  ,
K 2  h f xn  13 h , y n  13 K1  ,
K 3  h f xn  16 h , y n  16 K1  16 K 2  ,
K 4  h f xn  12 h , y n  18 K1  83 K 3  ,
K 5  h f xn  h , y n  12 K1  32 K 3  2 K 4  .
This formula is known as R-K-Merson method.

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Faculty of Engineering & Technology, Bahauddin Zakariya University, Multan, Pakistan.

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