Sec:5.

RUNGE-KUTTA
METHODS
Sec:5.4 RUNGE-KUTTA METHODS

In this section, we aim to:

1. Introduce some Runge-Kutta methods for solving IVPs,

particularly the Midpoint method and the fourth-order Runge-
Kutta method.

2. Implement the Midpoint method and the fourth-order Runge-Kutta

method for solving IVPs through some examples.
Sec:5.4 RUNGE-KUTTA METHODS

In this section, we will use Runge-Kutta methods for solving the following IVP:

𝑎 ≤𝑡 ≤𝑏 ,

Runge-Kutta methods can be used to obtain accurate numerical solutions because

they have high-order truncation errors. They include the following methods:
• Euler’s method (First-order accurate, )
• Modified Euler’s method (Second-order accurate, )
• Midpoint method (Second-order accurate, )
• Third-order Runge-Kutta method RK3 (it has several variants including Heun’s
method, )
• Fourth-order Runge-Kutta method RK4 (it also has several variants, )

Note: Similar to Euler’s method, other Runge-kutta methods produce

approximations of the exact solution at discrete points of the domain known as
mesh points.
Sec:5.2 EULER’S METHOD

𝒃− 𝒂
𝒉=
𝒏

Midpoint method

( h
2
h
)
𝑤𝑖 +1=𝑤 𝑖 +𝒉 𝑓 𝑡 𝑖 + , 𝑤𝑖 + 𝑓 ( 𝑡 𝑖 , 𝑤𝑖 )
2
𝑤 0 =𝛼
Sec:5.4 RUNGE-KUTTA METHODS

Example Midpoint method

Use the Midpoint

method h = 0.5, to 𝑤 0 =𝛼
(
h
2
h
𝑤𝑖 +1=𝑤 𝑖 +𝒉 𝑓 𝑡 𝑖 + , 𝑤𝑖 + 𝑓 ( 𝑡 𝑖 , 𝑤𝑖 )
2 )
approximate
𝒘𝟎 𝒘𝟏 𝒘𝟐
2
𝒕𝟎 𝒕𝟏 𝒕𝟐 𝑓 (𝑡 , 𝑦)=𝑦 −𝑡 +1
0 0. 5 1 . 0

𝑓 ( 𝑡 0 ,¿𝑤 ) )=1.5
𝑓 ( 00, 0.5

( h
2
h
𝑓 𝑡 0 + ,𝑤 0 + 𝑓 ( 𝑡 0 ,𝑤 0 )
2 )
¿ 𝑓 ( 𝑡 0 +0.5 ∗ h ,𝑤 0 +0.5 ∗ 𝑓 (𝑡 0 ,𝑤 0) h )
Find

𝑤2 =2.597 ¿ 𝑓 ( 0.25,0.5+0.5∗𝟏.𝟓∗0.5 )= 𝑓 ( 0.25,0.875 )=1.8125

𝑤 1 =0 .5+ (𝟏 . 𝟖𝟏𝟐𝟓
1.40625 ) 0.5
→ 𝒚 (𝟎 . 𝟓)≈ 𝟏 . 𝟒𝟎𝟔𝟐𝟓
Sec:25.3 RUNGE-KUTTA METHODS

Example

Use the Midpoint clear;

f=@(t,y) y-t.^2+1;
method h = 0.5, to
h=0.5; alpha = 0.5;
approximate t = 0:h:4
[w] = midpoint(f,t,alpha);
[t;w]'
plot(t,w, '-ro'); grid on

function [w] = midpoint(f,t,alpha)

w(1)=alpha; n=length(t);
h=t(2)-t(1);
for i=1:n-1
w(i+1)=w(i)+h*f(t(i)+0.5*h,w(i)+0.5*h*f(t(i),w(i)));
end; end

Midpoint method

( h
2
h
𝑤𝑖 +1=𝑤 𝑖 +𝒉 𝑓 𝑡 𝑖 + , 𝑤𝑖 + 𝑓 ( 𝑡 𝑖 , 𝑤𝑖 )
2 )
Sec:5.4 RUNGE-KUTTA METHODS

Runge-Kutta Methods

𝑶 (𝒉)1) Euler Method

𝟐
𝑶 (𝒉3)) Midpoint Method

𝟒
𝑶 (𝒉 5)
) RK4 Method
Sec:25.3 RUNGE-KUTTA METHODS 𝑫𝒆𝒓𝒊𝒗𝒂𝒕𝒊𝒐𝒏
The most popular method is the fourth
order Runge-Kutta method, or RK4 method

Fourth-Order Runge-Kutta Methods

𝑲 𝟏=h 𝐹 ( 𝑡 𝑖 , 𝑊 𝑖 )

(h
2
1
𝑲 𝟐=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟏
2 )
(h
2
1
𝑲 𝟑=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟐
2 )
𝑲 𝟒=h 𝐹 ( 𝑡 𝑖 +1 ,𝑊 𝑖 + 𝑲 𝟑 )
Sec:5.4 RUNGE-KUTTA METHODS

Example 𝒘𝟎 𝒘𝟏 𝒘𝟐
2
𝒕𝟎 𝒕𝟏 𝒕𝟐 𝑓 (𝑡 , 𝑦)=𝑦 −𝑡 +1
Use the RK4 method with
h = 0.2, to approximate 0 0. 2 0. 4

Fourth-Order Runge-
Kutta Methods

𝑲 𝟏=h 𝐹 ( 𝑡 𝑖 , 𝑊 𝑖 )

( h
2
1
𝑲 𝟐=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟏
2 )
( h
2
1
𝑲 𝟑=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟐
2 )
𝑲 𝟒= h 𝐹 ( 𝑡 𝑖 +1 ,𝑊 𝑖 + 𝑲 𝟑 )
Sec:5.4 RUNGE-KUTTA METHODS

Example 𝒘𝟎 𝒘𝟏 𝒘𝟐
2
𝒕𝟎 𝒕𝟏 𝒕𝟐 𝑓 (𝑡 , 𝑦)=𝑦 −𝑡 +1
Use the RK4 method with
h = 0.2, to approximate 0 0. 2 0. 4

Fourth-Order Runge-
Kutta Methods

𝑲 𝟏=h 𝐹 ( 𝑡 𝑖 , 𝑊 𝑖 )

( h
2
1
𝑲 𝟐=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟏
2 )
( h
2
1
𝑲 𝟑=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟐
2 )
𝑲 𝟒= h 𝐹 ( 𝑡 𝑖 +1 ,𝑊 𝑖 + 𝑲 𝟑 )
Sec:5.4 RUNGE-KUTTA METHODS

Example 𝒘𝟎 𝒘𝟏 𝒘𝟐 𝒘𝟑
2
Use the RK4 method with 𝒕𝟎 𝒕𝟏 𝒕𝟐 𝒕 𝟑 𝑓 (𝑡 , 𝑦)=𝑦 −𝑡 +1
h = 0.2, to approximate 0 0. 2 0. 4 0. 6

𝒘 𝟏 =𝟎 .𝟖𝟐𝟗𝟐

𝑲 𝟏=𝟎 . 𝟐 ( 𝟎 . 𝟖𝟐𝟗𝟐 −𝟎 . 𝟐𝟐 +𝟏 ) =𝟎 . 𝟑𝟓𝟕𝟖

𝑲 𝟐=𝟎 . 𝟐 𝒇 ( 𝟎 . 𝟑 ,𝟏 . 𝟎𝟎𝟖𝟏 )=𝟎 . 𝟑𝟖𝟑𝟔
Fourth-Order Runge-
Kutta Methods 𝑲 𝟑=𝟎 . 𝟐 𝒇 ( 𝟎 . 𝟑 ,𝟏 . 𝟎𝟐𝟏 )=𝟎 . 𝟑𝟖𝟔𝟐

𝑲 𝟒=𝟎 . 𝟐 𝒇 ( 𝟎 . 𝟒 , 𝟏 .𝟐𝟏𝟓𝟒 )=𝟎 . 𝟒𝟏𝟏𝟎

𝑲 𝟏=h 𝐹 ( 𝑡 𝑖 , 𝑊 𝑖 ) +2*0.3862+0.4110

( h
2
1
𝑲 𝟐=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟏
2 )
( h
2
1
𝑲 𝟑=h 𝐹 𝑡 𝑖 + , 𝑊 𝑖 + 𝑲 𝟐
2 )
𝑲 𝟒= h 𝐹 ( 𝑡 𝑖 +1 ,𝑊 𝑖 + 𝑲 𝟑 )
Sec:5.4 RUNGE-KUTTA METHODS

Example

Use the RK4 method

h = 0.2, to
approximate

2 𝑡
𝑦 𝑡 ( 𝑥)=( 𝑡 +1 ) − 0.5 𝑒

function [w] = rk4(f,t,alpha)

w(1)=alpha; n=length(t);
clear; h=t(2)-t(1);
f=@(t,y) y-t.^2+1; for i=1:n-1
h=0.2; alpha = 0.5;
K1= h*f(t(i),w(i));
t = 0:h:2
[w] = rk4(f,t,alpha); K2 = h*f(t(i)+0.5*h,w(i)+0.5*K1);
[t;w]' K3 = h*f(t(i)+0.5*h,w(i)+0.5*K2);
plot(t,w, '-ro'); grid on K4 = h*f(t(i+1),w(i)+K3);
w(i+1)=w(i)+(1/6)*(K1+2*K2+2*K3+K4);
end; end
Sec:5.4 RUNGE-KUTTA METHODS

Runge-Kutta Methods

𝑶 (𝒉)1) Euler Method

𝟐
𝑶 (𝒉3)) Midpoint Method

𝟒
𝑶 (𝒉 5)
) RK4 Method