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Runge-Kutta 4th Order Method

The document discusses the Runge-Kutta method for solving ordinary differential equations (ODEs). It introduces the motivation for using Runge-Kutta methods as accurate techniques for solving ODEs without calculating high-order derivatives. The second-order Runge-Kutta method is derived, along with an example problem solved using this method. Higher-order Runge-Kutta methods like the fourth-order method are also introduced, with another example problem solved using the fourth-order Runge-Kutta method.

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510 views14 pages

Runge-Kutta 4th Order Method

The document discusses the Runge-Kutta method for solving ordinary differential equations (ODEs). It introduces the motivation for using Runge-Kutta methods as accurate techniques for solving ODEs without calculating high-order derivatives. The second-order Runge-Kutta method is derived, along with an example problem solved using this method. Higher-order Runge-Kutta methods like the fourth-order method are also introduced, with another example problem solved using the fourth-order Runge-Kutta method.

Uploaded by

komal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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TOPIC: Runge Kutta method

PRESENTED BY :
JITANTDRA TRIPATHI

STREAM:
M.Sc.(MATHMETICS)
SECOUND SEM
Runge-Kutta 4th Order Method
Learning Objectives

 To understand the motivation for using Runge


Kutta method and the basic idea used in
deriving them.
 To Familiarize with Taylor series for functions of
two variables.
 Use Runge Kutta of order 2 to solve ODEs.
Motivation
 We seek accurate methods to solve ODEs that
do not require calculating high order
derivatives.
 The approach is to use a formula involving
unknown coefficients then determine these
coefficients to match as many terms of the
Taylor series expansion.
Second Order Runge-Kutta Method
K 1  h f ( xi , y i )
K 2  h f ( xi   h, y i   K 1 )
y i 1  y i  w1 K 1  w2 K 2
Problem :
Find  ,  , w1 , w2
such that y i 1 is as accurate as possible.

5 CISE301_Topic8L4&5
Alternative Form
Second Order Rung e Kutta
K1  h f ( xi , yi )
K 2  h f ( xi   h, y i   K1 )
yi 1  yi  w1K1  w2 K 2

Alternativ e Form
k1  f ( xi , yi )
k2  f ( xi   h, yi   h k1 )
yi 1  yi  h w1 k1  w2 k2 
6 CISE301_Topic8L4&5
Second order Runge-Kutta Method
Example
Solve the following system to find x (1.02) using RK2
x (t )  1  x 2  t 3 , x (1)  4, h  0.01,   1

STEP 1 :
K1  h f (t0  1, x0  4)  0.01(1  x02  t03 )  0.18
K 2  h f (t0  h, x0  K1 )
 0.01(1  ( x0  0.18)2  (t0  .01)3 )  0.1662
x (1  0.01)  x (1)  K1  K 2  / 2
 4  (0.18  0.1662) / 2  3.8269

7
Second order Runge-Kutta Method
STEP 2

K1  h f (t1  1.01, x1  3.8269)  0.01(1  x12  t13 )  0.1668


K 2  h f (t1  h, x1  K1 )
 0.01(1  ( x1  0.1668)2  (t1  .01)3 )  0.1546

x (1.01  0.01)  x (1.01)  K1  K 2 


1
2
1
 3.8269  (0.1668  0.1546)  3.6662
2

8
Higher-Order Runge-Kutta

Higher order Runge-Kutta methods are available.

Derived similar to second-order Runge-Kutta.

Higher order methods are more accurate but


require more calculations.

9
3rd Order Runge-Kutta RK3

Know as RK3
k1  f ( x i , y i )
h 1
k 2  f ( x i  , y i  k1 h )
2 2
k 3  f ( xi  h, y i  k1 h  2k 2 h)

 y i  k1  4k 2  k 3 
h
y i 1
6

10 CISE301_Topic8L4&5
Runge-Kutta 4th Order Method

For dy
 f ( x, y ), y (0)  y0
dx
Runge Kutta 4th order method is given by
yi 1  yi  k1  2k2  2k3  k4 h
1
6
where

k1  f xi , yi 
 1 1 
k2  f  xi  h, yi  k1h 
 2 2 
 1 1 
k3  f  xi  h, yi  k2 h 
 2 2 

k4  f xi  h, yi  k3h
11
Example: RK4
Problem : h  0.2
dy
 1 y  x2 , y (0)  0.5 f ( x, y )  1  y  x 2
dx
x0  0, y0  0.5
Use RK 4 to find y (0.2), y (0.4)

k1  f ( x0 , y0 )  (1  y0  x02 )  1.5

h, y0  k1h )  1   y0  0.15   x0  0.12  1.64


1 1
k2  f ( x0 
Step 1

2 2
k3  f ( x0  h, y0  k2h )  1   y0  0.164    x0  0.12  1.654
1 1
2 2
k4  f ( x0  h, y0  k3h )  1   y0  0.16545   x0  0.2 2  1.7908

y1  y0 
h
k1  2k2  2k3  k4   0.8293
6
12
Example: RK4
Problem :
h  0.2
dy
 1 y  x2 , y (0)  0.5 f ( x, y )  1  y  x 2
dx
x1  0.2, y1  0.8293
Use RK 4 to find y (0.2), y (0.4)

k1  f ( x1 , y1 )  1.7893
1 1
k 2  f ( x1  h, y1  k1 h)  1.9182
Step 2

2 2
1 1
k 3  f ( x1  h, y1  k 2 h)  1.9311
2 2
k 4  f ( x1  h, y1  k 3 h)  2.0555

y 2  y1 
0.2
k1  2k 2  2k 3  k 4   1.2141
6
13
Example: RK4
Problem :
dy
 1 y  x2 , y (0)  0.5
dx
Use RK 4 to find y (0.2), y (0.4)

Summary of the solution

14

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