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Raising a new Generation of Leaders

ICE518: COMPUTATIONAL MATHEMATICS AND

QUEUING THEORY

By GROUP 8

NUMERICAL DIFFERENTIATION AND SOLUTION OF ODEs:

THE RUNGE-KUTTA METHOD
OUTLINE
• Overview of Runge-Kutta method.

• Worked Examples.

• MATLAB Code and Results

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 RUNGE-KUTTA METHOD: THE OVERVIEW
• The task is to find the value of the unknown function y
at a given point x.
• The Runge-Kutta method finds the approximate value
of y for a given x. Only first-order ordinary
differential equations can be solved by using the
Runge Kutta 4th order method.
• The Runge–Kutta method is a step-by-step process
where results are tabulated for a range of values of x.

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 RUNGE-KUTTA METHOD
• The Runge–Kutta method is a step-by-step process
where results are tabulated for a range of values of x.

• Runge-Kutta methods achieve the accuracy of a

Taylor series without requiring the calculation of
higher derivates. Many variations exist but all can be
cast in the generalized form of the equation in eq (1):

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 SOLUTION PROCEDURE
The seven-step procedure for the Runge–Kutta method, without proof,
is as follows:
𝑑𝑦
• To solve the differential equation = f (x, y) given the initial
𝑑𝑥
condition
y = y0 at x = x0 for a range of values of x = x0(h)xn ------------ (1):

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1. Identify x0, y0 and h, and values of x1, x2, x3…..
2. Evaluate k1 = f (xn, yn) starting with n = 0
ℎ ℎ
3. Evaluate k2 = f (xn + , yn+ k1)
2 2
ℎ ℎ
4. Evaluate k3 = f (xn + , yn+ k2)
2 2
5. Evaluate k4 = f (xn + h, yn+hk3)
6. Use the values determined from steps 2 to 5 to
ℎ
evaluate: yn+1 = yn + {k1 + 2k2 + 2k3 + k4}
6
7. Repeat steps 2 to 6 for n = 1, 2, 3, …

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• Thus, step 1 is given, and steps 2 to 5 are
intermediate steps leading to step 6. It is
usually most convenient to construct a table of
values.
• The Runge–Kutta method is demonstrated in the
following worked problems.

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 Worked Example
• Example: Use the Runge-Kutta method to solve the differential
equation:
𝑑𝑦
=𝑦 −𝑥
𝑑𝑥
in the range 0(0.1)0.5, given initial conditions that at x = 0, y = 2
Using the procedure given in the slide 6:
1. x0 = 0, y0 = 2 and since h = 0.1, and the range is from x = 0 to
x = 0.5, then x1=0.1, x2 = 0.2, x3 = 0.3, x4 = 0.4, and x5 = 0.5

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Using the procedure given in the slide 4:
1. x0 = 0, y0 = 2 and since h = 0.1, and the range
is from x = 0 to x = 0.5, then x1=0.1, x2 = 0.2, x3 =
0.3, x4 = 0.4, and x5 = 0.5

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 𝑑𝑦
k1= f (x0, y0) = f (0, 2); since = 𝒚 − 𝒙,
𝑑𝑥
f (0,2) = 2 − 0 = 2
ℎ ℎ
k2 = f (x0 + , y0 + k1)
2 2
0.1 0.1
= f (0 + , 2 + (2) )
2 2
= f (0.05, 2.1) = 2.1 − 0.05 = 2.05

Assignment model
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 ℎ ℎ
k3 = f (x0 + , y0 + k2)
2 2
0.1 0.1
= f (0 + , 2 + (2.05))
2 2
= f (0.05, 2.1025)
= 2.1025 − 0.05 = 2.0525
k4 = f (x0 + h, y0 + hk3)
= f (0 + 0.1, 2 + 0.1(2.0525))
= f (0.1, 2.20525)
=Assignment
2.20525 −model
0.1 = 2.10525
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 ℎ
6. yn+1 = yn + {k1
+ 2k2 + 2k3 + k4} and
6
when n = 0:
ℎ
y1 = y0 + {k1 + 2k2 + 2k3 + k4}
6
0.1
= 2 + {2 + 2(2.05)+ 2(2.0525) +
6
2.10525}
= 2 + 0.1 6 {12.31025} = 2.205171

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A table of values may be constructed as shown in Table 1. The
working has been shown for the first two rows. Let n = 1 to
determine y2:
2. k1 = f (x1, y1) = f (0.1, 2.205171); since
𝑑𝑦
= y − x, f (0.1, 2.205171)
𝑑𝑥
= 2.205171 − 0.1 = 2.105171
ℎ ℎ
3. k2 = f (x1 + , y1 + k1)
2 2
0.1 0.1
=f (0.1 + , 2.205171+ (2.105171) )
2 2
= f (0.15, 2.31042955)
= 2.31042955 − 0.15 = 2.160430

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 ℎ ℎ
4. k3 = f (x1 + , y1 + k2 )
2 2
0.1 0.1
= f (0.1 + , 2.205171 + (2.160430))
2 2
= f (0.15, 2.3131925) = 2.3131925 − 0.15
= 2.163193
5. k4 = f (x1 + h, y1 + hk3)
= f (0.1 + 0.1, 2.205171 + 0.1(2.163193))
= f (0.2, 2.421490)
= 2.421490− 0.2 = 2.221490
ℎ
6. yn+1 = yn + {k1 + 2k2 + 2k3 + k4} and when n = 1:
6

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 ℎ
y2 = y1 + {k1 + 2k2 + 2k3 + k4}
6
= 2.205171+ 0.1 6 {2.105171+2(2.160430) +
2(2.163193) + 2.221490}
0.1
= 2.205171 + {12.973907} = 2.421403
6
This completes the third row of Table 1. In a
similar manner y3, y4 and y5 can be calculated
and the results are as shown in Table 1.
Column reduction
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 TABLE 1
n xn k1 k2 k3 k4 yn

0 0 2

1 0.1 2.0 2.05 2.0525 2.10525 2.205171

2 0.2 2.105171 2.160430 2/163193 2.221490 2.421403

3 0.3 2.221403 2.282473 2.285527 2.349956 2.649859

4 0.4 2.349859 2.417339 2.420726 2.491932 2.891824

5 0.5 2.491824 2.566415 2.570145 2.648838 3.148720

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MATLAB Code sample

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MATLAB Graph Plot (y1)

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MATLAB Graph Plot (y2)

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MATLAB Complete Graph

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 Exercise
• Obtain a numerical solution of the differential
𝑑𝑦
equation: =3(1+x) − y in the range
𝑑𝑥
1.0(0.2)2.0, using the Runge–Kutta method,
given the initial conditions that x =1.0 when y
=4.

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 TABLE 2
n xn k1 k2 k3 k4 yn

0 1.0 4.0

1 1.2 2.0 2.1 2.09 A 4.418733

2 1.4 B C 2.254953 2.330276 D

3 E 2.329676 2.396708 F 2.451675 5.348817

4 1.8 G 2.506065 2.500577 2.551068 5.849335

5 2.0 2.550665 H 2.591105 2.632444 I

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 References
• “Engineering Mathematics” - John Bird, Kenneth S.
Miller
• Mathworks.com

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THANK YOU!

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QUESTIONS?

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MEMBERS
‒UDO IFIOKABASI 18CK024357
‒BEYIOKU SMART 18CK024292
‒ENO KEBEKEWE 18CK024302
‒BITTOME NWOKEALISI 18CK024328
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