Runge-Kutta 2 Order Method

nd

by

Dr. Md. Rajibul Islam

CSE, UAP

10/11/22 1
 Runge-Kutta 2nd Order Method
dy
For  f ( x, y ), y (0)  y0
dx
1 1
 y i  f ( xi , y i )xi 1  xi   f ' ( xi , yi )xi 1  xi   f ' ' ( xi , y i )xi 1  xi   ...
2 3
y i 1
2! 3!
As you can see the first two terms of the Taylor series
y i 1  y i  f xi , y i h are the Euler’s method.

Runge-Kutta took this particular expression and equated it to the second-order

. . . the first three terms of the Taylor series expansion for y
Runge Kutta 2nd order method is given by
yi 1  yi  a1k1  a 2 k 2 h

where

k1  f xi , yi 
k2  f xi  p1h, yi  q11k1h 

2
 Runge-Kutta 2nd Order Method
what they found out is that they got three equations as follows:

a1+a2=1……(1)
a2p1=1/2 ……(2)
a2q11=1/2 ……(3)

3
 Heun’s Method
Heun’s method
y
Slope  f xi  h, yi  k1h 
Here a2=1/2 is chosen
1 yi+1, predicted
a1 
2 Slope  f xi , yi 
p1  1
1
q11  1 Average Slope   f xi  h, yi  k1h   f xi , yi 
2
yi

resulting in
1 1 
yi 1  yi   k1  k2 h
2 2  xi xi+1
x

where
Figure 1 Runge-Kutta 2nd order method (Heun’s method)
k 1  f x i , y i 
k 2  f x i  h , y i  k 1 h 

4
 Midpoint Method
Here a2  1 is chosen, giving

a1  0
1
p1 
2
1
q11 
2
resulting in
yi 1  yi  k2h

where

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

5
 Ralston’s Method
Here a 2  2 is chosen, giving
3
1
a1 
3
3
p1 
4
3
q11 
4
resulting in
1 2 
yi 1  yi   k1  k 2 h
3 3 
where
k1  f xi , yi 
 3 3 
k 2  f  xi  h, y i  k1h 
 4 4 
6
 How to write Ordinary Differential
Equation
How does one write a first order differential equation in the form of

dy
 f x , y 
dx

Example
dy
 2 y  1.3e  x , y 0   5
dx
is rewritten as
dy
 1.3e  x  2 y, y 0   5
dx
In this case

f x, y   1.3e  x  2 y
7
 Example
A ball at 1200K is allowed to cool down in air at an ambient temperature
of 300K. Assuming heat is lost only due to radiation, the differential
equation for the temperature of the ball is given by
d
 2.2067  10 12  4  81 10 8 , 0   1200 K
dt

Find the temperature at t  480 seconds using Heun’s method. Assume a step size of
h  240 seconds.
d
dt

 2.2067  10 12  4  81 108 

f t ,   2.2067  10 12  4  81 108 
1 1 
 i 1   i   k1  k 2 h
2 2 
8
 Solution
Step 1: i  0, t0  0,  0   (0)  1200K

k1  f t0 , o  k 2  f t0  h,  0  k1h 

 f 0,1200  f 0  240,1200   4.5579240

 2.2067  10 12 12004  81 108   f 240,106.09
 4.5579 
 2.2067 10 12 106.09 4  81 108 
 0.017595
1 1 
1   0   k1  k 2 h
2 2 
1 1 
 1200    4.5579   0.017595 240
2 2 
 1200   2.2702 240
 655.16 K
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 Solution Cont
Step 2: i  1, t1  t 0  h  0  240  240,1  655.16 K
k1  f t1 , 1  k 2 f t1  h, 1  k1h 
 f 240,655.16  f 240  240,655.16   0.38869240 
 f 480,561.87 

 2.2067 10 12 655.16 4  81108 
 0.38869

 2.2067 10 12 561.87 4  81108 
 0.20206

1 1 
 2  1   k1  k 2 h
2 2 
1 1 
 655.16    0.38869   0.20206240
2 2 
 655.16   0.29538240
 584.27 K
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 Solution Cont

The exact solution of the ordinary differential equation is given by the

solution of a non-linear equation as
  300
0.92593 ln  1.8519 tan 1 0.0033333   0.22067  103 t  2.9282
  300

The solution to this nonlinear equation at t=480 seconds is

 (480)  647.57 K

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 Comparison with exact results
1200

Exact h=120
Temperature, θ(K)

800

h=240
400
h=480

0
0 100 200 300 400 500

-400
Time, t(sec)

Figure 2. Heun’s method results for different step sizes

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 Effect of step size
Table 1. Temperature at 480 seconds as a function of step size, h

Step size, h (480) Et |єt|%

480 −393.87 1041.4 160.82

240 584.27 63.304 9.7756
120 651.35 −3.7762 0.58313
60 649.91 −2.3406 0.36145
30 648.21 −0.63219 0.097625

 (480)  647.57 K (exact)

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 Effects of step size on Heun’s
Method
800
Temperature, θ(480)

600

400

200

0
0 100 200 300 400 500
-200 Step size, h

-400

Figure 3. Effect of step size in Heun’s method

14
 Comparison of Euler and Runge-
Kutta 2nd Order Methods
Table 2. Comparison of Euler and the Runge-Kutta methods

(480)
Step size,
h
Euler Heun Midpoint Ralston

480 −987.84 −393.87 1208.4 449.78

240 110.32 584.27 976.87 690.01
120 546.77 651.35 690.20 667.71
60 614.97 649.91 654.85 652.25
30 632.77 648.21 649.02 648.61
 (480)  647.57 K (exact)

15
 Comparison of Euler and Runge-
Kutta 2nd Order Methods

Table 2. Comparison of Euler and the Runge-Kutta methods

t %
Step size,
h
Euler Heun Midpoint Ralston

480 252.54 160.82

86.612 30.544
240 82.964 9.7756 50.851 6.5537
120 15.566 0.58313 6.5823 3.1092
60 5.0352 0.36145 1.1239 0.72299
30 2.2864 0.097625 0.22353 0.15940

 (480)  647.57 K (exact)

16
 Comparison of Euler and Runge-
Kutta 2nd Order Methods
1200

1100
Tem perature,θ (K )

1000 Midpoint

900 Ralston

800 Heun

700
Analytical
600
Euler
500
0 100 200 300 400 500 600

Time, t (sec)

Figure 4. Comparison of Euler and Runge Kutta 2nd order methods with
exact results.
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THE END