Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
84 views

Fourth-Order Runge-Kutta Method: Dy/dx F (X, Y)

This document describes the Fourth-Order Runge-Kutta Method, a numerical method for solving ordinary differential equations. It works by taking small incremental steps to develop the solution to the ODE starting from a known initial condition. The method uses formulas to calculate intermediate parameters (k1, k2, k3, k4) to determine the next value in the solution. This example shows how to set up the method in a spreadsheet to solve the ODE dy/dx = y - x, given the initial condition y(0) = 2.

Uploaded by

parry25
Copyright
© © All Rights Reserved
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
84 views

Fourth-Order Runge-Kutta Method: Dy/dx F (X, Y)

This document describes the Fourth-Order Runge-Kutta Method, a numerical method for solving ordinary differential equations. It works by taking small incremental steps to develop the solution to the ODE starting from a known initial condition. The method uses formulas to calculate intermediate parameters (k1, k2, k3, k4) to determine the next value in the solution. This example shows how to set up the method in a spreadsheet to solve the ODE dy/dx = y - x, given the initial condition y(0) = 2.

Uploaded by

parry25
Copyright
© © All Rights Reserved
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
You are on page 1/ 5

Fourth-Order Runge-Kutta Method

The Runge-Kutta Method is a commonly used numerical method for solving 1st-order ordinary
differential equations (ODEs) with a known initial condition. The method starts at a known point and
develops the solution to the ODE by proceeding stepwise in small increments. The method lends itself
to spreadsheet calculations. This spreadsheet uses Excel's ability to generate user-defined functions
to provide a general purpose algorithm. The user only needs to change the function in one location
rather than altering formulas in an entire table.
Formulas

Notation

The method solves an ordinary differential equation of the form:

x - independent variable
y- dependent variable

dy/dx = f(x,y)
with initial condition:

h - increment amount
k1,k2,k4,k4 - Runge-Kutta
parameters
n - subscript for each step

y(x0) = y0
Fourth Order Runge-Kutta Formulas

yn+1 = yn + (1/6)(k1 + 2k2 + 2k3 +k4)


k1 = h.f(xn ,yn)
k2 = h.f(xn+h/2, yn+k1/2)
k3 = h.f(xn+h/2, yn+k2/2)
k4 = h.f(xn+h, yn+k3)
This spreadsheet defines an inline Excel function RK1(x,y) where:

RK1(x,y) = F(x,y)
To solve a 1st-order ODE problem, just change the function, input the initial conditions and increment
amount. The table can be easily expanded by copying the bottom row and pasting into rows below.

Runge Kutta Method


this example
dy/dx = y-x
y(0)=2

Initial Condition
at x=

h=

Change Function

click here to insert a different function

Activate Function

Activates the change by using the function once

y=

2.00

0.1 increment x by this distance


n

x
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

y
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2

dy/dx

2.00000
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

k1
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

k2
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

k3
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

k4
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

Runge Kutta Results


2.50000
2.00000
Y

1.50000
1.00000
0.50000
0.00000
0

0.5

1.5
X

2.5

0.50000
0.00000
0

0.5

1.5
X

2.5

You might also like