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Second Order Runge-Kutta Method: Example

The document describes the second order Runge-Kutta method and provides an example of using it to solve the initial value problem dx/dt = 1 + x^2 + t^3, with x(1) = -4. It also shows the fourth order Runge-Kutta method through another example, solving dy/dx = 1 + y + x^2, with y(0) = 0.5, to find y(0.2) and y(0.4).

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Ahmed Mobarki
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2K views9 pages

Second Order Runge-Kutta Method: Example

The document describes the second order Runge-Kutta method and provides an example of using it to solve the initial value problem dx/dt = 1 + x^2 + t^3, with x(1) = -4. It also shows the fourth order Runge-Kutta method through another example, solving dy/dx = 1 + y + x^2, with y(0) = 0.5, to find y(0.2) and y(0.4).

Uploaded by

Ahmed Mobarki
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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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
CISE301_Topic8L4&5 1
Second order Runge-Kutta Method
Example

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

CISE301_Topic8L4&5 2
x (t )  1  x (t )  t , x (1)  4,
2 3

Solution for t  [1,2]


Using RK2,   1

CISE301_Topic8L4&5 3
Example
4th-Order Runge-Kutta Method RK4

dy
 1 y  x 2

dx
y (0)  0.5
h  0.2
Use RK 4 to compute y (0.2) and y (0.4)

CISE301_Topic8L4&5 4
Example: RK4
Problem :
dy
 1 y  x2 , y (0)  0.5
dx
Use RK 4 to find y (0.2), y (0.4)

CISE301_Topic8L4&5 5
4th Order Runge-Kutta RK4

k1  f ( xi , yi )
h 1
k2  f ( xi  , yi  k1h )
2 2
h 1
k3  f ( xi  , yi  k2h )
2 2
k4  f ( xi  h, yi  k3h )

yi 1  yi  k1  2k2  2k3  k4 


h
6
Local error is O ( h5 ) and global error is O ( h 4 )
CISE301_Topic8L4&5 6
Example: RK4 See RK4 Formula
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

k2  f ( x0  h, y0  k1h )  1   y0  0.15   x0  0.12  1.64


1 1
2 2
Step 1

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  k1  2k2  2k3  k4   0.8293


h
6
CISE301_Topic8L4&5 7
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
k2  f ( x1  h, y1  k1h )  1.9182
2 2
Step 2

1 1
k3  f ( x1  h, y1  k2h )  1.9311
2 2
k4  f ( x1  h, y1  k3h )  2.0555

y2  y1 
0.2
k1  2k2  2k3  k4   1.2141
6
CISE301_Topic8L4&5 8
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


xi yi
0.0 0.5
0.2 0.8293
0.4 1.2141
CISE301_Topic8L4&5 9

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