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ODE - 4th Order Runge Kutta Method

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32 views9 pages

ODE - 4th Order Runge Kutta Method

Uploaded by

lsl
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Solve Initial Value ODE Using

th
4 Order Runge-Kutta (RK) Method

1
Objectives

• Solve a First order ODE Using 4th Order Runge − Kutta RK Method
• Runge-Kutta methods are a family of single-point methods
• Runge-Kutta methods are explicit methods
• The Fourth − Order Runge − Kutta RK Method is a popular 4th order
method.

2
The Fourth − Order Runge − Kutta Method

• Consider a general nonlinear first order ODE of the form


• 𝑦 ′ = 𝑓 𝑡, 𝑦 , y(t0) = y0
1
• 𝑦𝑛+1 = 𝑦𝑛 + * Δ𝑦1 + 2 ∗ Δ𝑦2 + 2 ∗ Δ𝑦3 + Δ𝑦4
6

• Δ𝑦1 = ℎ ∗ 𝑓 𝑡𝑛 , 𝑦𝑛
ℎ Δ𝑦1
• Δ𝑦2 = ℎ ∗ 𝑓 𝑡𝑛 + ,𝑦 +
2 𝑛 2

ℎ Δ𝑦2
• Δ𝑦3 = ℎ ∗ 𝑓 𝑡𝑛 + , 𝑦𝑛 +
2 2

• Δ𝑦4 = ℎ ∗ 𝑓 𝑡𝑛 + ℎ, 𝑦𝑛 + Δ𝑦3
The Fourth − Order Runge − Kutta Method

• The (Finite Difference Equations) FDEs are explicit and require four derivative
function evaluations per step.

• The FDEs are consistent, 0(Δt5) locally and 0(Δt4) globally.

• The FDEs are conditionally stable (i.e., α Δt <= 2.785...).

• The FDEs are consistent and conditionally stable, and thus, convergent.

• Algorithms based on the repetitive application of Runge-Kutta FDEs are called


Runge-Kutta methods.
The Fourth − Order Runge − Kutta Method

• Example ODE Problem


𝑑𝑦
• = - 2 * 𝑥 3 + 12 * 𝑥 2 - 20 * 𝑥 + 8.5
𝑑𝑥

• From x = 0 to 4 with a step size of 0.5;

• The initial condition at x = 0 is y = 1.

• The exact solution is given as

• y = - 0.5 * 𝑥 4 + 4 * 𝑥 3 - 10 *𝑥 2 + 8.5 * 𝑥 + 1
The Fourth − Order Runge − Kutta Method

• fn = - 2 * 𝑥 3 + 12 * 𝑥 2 - 20 * 𝑥 + 8.5 ; y(x=0) = 1;
• Let n = 0;
• Δ𝑦1 = ℎ ∗ 𝑓 𝑡𝑛 , 𝑦𝑛 = ℎ ∗ 𝑓 𝑡0 , 𝑦0 = ℎ ∗ 𝑓 0,1
= 0.5 * (- 2 * 03 + 12 * 02 - 20 * 0 + 8.5) = 4.25
ℎ Δ𝑦1 0.5 Δ𝑦1
• Δ𝑦2 = ℎ ∗ 𝑓 𝑡𝑛 + , 𝑦𝑛 + = ℎ ∗ 𝑓 𝑡0 + , 𝑦0 +
2 2 2 2
Δ𝑦1
= ℎ ∗ 𝑓 0.25, 𝑦0 +
2

= 0.5 * (- 2 * 0.253 + 12 * 0.252 - 20 * 0.25 + 8.5)


= 0.5 * (- 0.03125 + 0.75 – 5 + 8.5) = 2.109375
The Fourth − Order Runge − Kutta Method

ℎ Δ𝑦2 0.5 Δ𝑦2


• Δ𝑦3 = ℎ ∗ 𝑓 𝑡𝑛 + ,𝑦 + = ℎ ∗ 𝑓 𝑡0 + , 𝑦0 +
2 𝑛 2 2 2

Δ𝑦2
= ℎ ∗ 𝑓 0.25, 𝑦0 + = 2.109375 (same as previous step)
2

• Δ𝑦4 = ℎ ∗ 𝑓 𝑡𝑛 + ℎ, 𝑦𝑛 + Δ𝑦3 = ℎ ∗ 𝑓 𝑡0 + 0.5, 𝑦0 + Δ𝑦3

= ℎ ∗ 𝑓 0.5, 𝑦0 + Δ𝑦3 = 0.5 * (- 2 * 0.53 + 12 * 0.52 - 20 * 0.5 + 8.5)

= 0.5 * (- 0.25 + 3 – 10 + 8.5) = 0.625


The Fourth − Order Runge − Kutta Method

1
• 𝑦𝑛+1 = 𝑦𝑛 + * Δ𝑦1 + 2 ∗ Δ𝑦2 + 2 ∗ Δ𝑦3 + Δ𝑦4
6

• Let n = 0
1
• 𝑦1 = 𝑦0 + * Δ𝑦1 + 2 ∗ Δ𝑦2 + 2 ∗ Δ𝑦3 + Δ𝑦4
6

1
• 𝑦1 = 1 + * 4.25 + 2 ∗ 2.109375 + 2 ∗ 2.109375 + 0.625
6

• 𝑦1 = 3.21875

• Likewise, y2, y3 etc can be evaluated


Summary
In this video,

• We presented the Fourth Order Runge-Kutta method to solve an Initial


Value ODE
• The Fourth Order Runge − Kutta method is conditionally stable.

• The global error is 0(Δt4).

• In the next video, we can look at a system of ODEs

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