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

Welcome to Scribd!

  • 30 views

    4th Order Runge Kutta Eample Edit 16

    Uploaded by

    Muhammad Nabeel
    The document discusses Runge-Kutta methods for numerically solving differential equations. Specifically, it describes the 4th order Runge-Kutta method, providing the general form of the equations, an example problem, and the step-by-step workings and results of applying the method to the example. It also compares the accuracy of the 4th order method to the 2nd order method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    4th Order Runge Kutta Eample Edit 16

    Uploaded by

    Muhammad Nabeel
    30 views9 pages
    The document discusses Runge-Kutta methods for numerically solving differential equations. Specifically, it describes the 4th order Runge-Kutta method, providing the general form of the equations, an example problem, and the step-by-step workings and results of applying the method to the example. It also compares the accuracy of the 4th order method to the 2nd order method.

    Original Description:

    4th Order Runge Kutta Eample Edit 16

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document discusses Runge-Kutta methods for numerically solving differential equations. Specifically, it describes the 4th order Runge-Kutta method, providing the general form of the equations, an example problem, and the step-by-step workings and results of applying the method to the example. It also compares the accuracy of the 4th order method to the 2nd order method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    30 views9 pages

    4th Order Runge Kutta Eample Edit 16

    Uploaded by

    Muhammad Nabeel
    The document discusses Runge-Kutta methods for numerically solving differential equations. Specifically, it describes the 4th order Runge-Kutta method, providing the general form of the equations, an example problem, and the step-by-step workings and results of applying the method to the example. It also compares the accuracy of the 4th order method to the 2nd order method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 9

    Runge-Kutta Methods

    The Runge-Kutta methods are higher order


    approximation of the basic forward integration.
    These methods provide solutions which are
    comparable in accuracy to Taylor series solution in
    which higher order derivatives are retained.
    It should be noted that the equations are not need to
    be linear.
    The 4th Order Runge-Kutta
    This is a fourth order function that solves an initial
    value problems using a four step program to get an
    estimate of the Taylor series through the fourth
    order.

    This will result in a local error of O(h5) and a


    global error of O(h4)
    th
    The 4 Order Runge-Kutta
    The general form 1
    y  k1  2k 2  2k3  k 4 
    of the equations: 6
    k1  h f  x, y 
      1 1 
    k 2  h  f  x  h, y  k1 
      2 2 
      1 1 
    k3  h  f  x  h, y  k 2 
      2 2 
    k 4  h f  x  h, y  k3 
    th
    4 -order
    Runge-Kutta Method
    f2
    f4

    f3

    f1 f
    1
    f   f1  2 f 2  2 f 3  f 4 
    6

    xi xi + h/2 xi + h
    Runge-Kutta Method
    th
    (4 Order) Example
    Consider Exact Solution
    2 x
    dy 2 y  2  2x  x  e
     yx
    dx
    The initial condition is: y 0   1
    The step size is:
    h  0.1
    th
    The 4 Order Runge-Kutta
    The example of a single step:

     
    k1  h f  x, y   0.1 f 0,1  0.1 1  0 2  0.1
      1 1 
    k 2  h  f  x  h, y  k1   0.1 f 0.05,1.05  0.10475
      2 2 
      1 1 
    k3  h  f  x  h, y  k 2   0.1 f 0.05,1.  k 2 / 2  0.104988
      2 2 
    k 4  h f  x  h, y  k3   0.1 f 0.1,1.104988  0.109499
    1
    yn 1  yn  k1  2k 2  2k3  k 4   1.104829
    6
    0

    Runge-Kutta Method 0 1 2 3 4

    Y Value
    -2

    th
    (4 Order) Example
    -4

    -6 Exact
    4th order
    -8

    The values for the 4th order


    -10 Runge-Kutta method
    X Value

    x y f(x,y) k 1 f2 k 2 f3 k 3 f4 k 4 Change Exact


    0 1 1 0.1 1.0475 0.10475 1.049875 0.104988 1.094988 0.109499 0.628974 1
    0.1 1.104829 1.094829 0.109483 1.13707 0.113707 1.139182 0.113918 1.178747 0.117875 0.682608 1.104829
    0.2 1.218597 1.178597 0.11786 1.215027 0.121503 1.216848 0.121685 1.250282 0.125028 0.729263 1.218597
    0.3 1.340141 1.250141 0.125014 1.280148 0.128015 1.281648 0.128165 1.308306 0.130831 0.768204 1.340141
    0.4 1.468175 1.308175 0.130817 1.331084 0.133108 1.332229 0.133223 1.351398 0.13514 0.79862 1.468175
    0.5 1.601278 1.351278 0.135128 1.366342 0.136634 1.367095 0.13671 1.377988 0.137799 0.819614 1.601279
    0.6 1.73788 1.37788 0.137788 1.384274 0.138427 1.384594 0.138459 1.38634 0.138634 0.830196 1.737881
    0.7 1.876246 1.386246 0.138625 1.383059 0.138306 1.382899 0.13829 1.374536 0.137454 0.82927 1.876247
    0.8 2.014458 1.374458 0.137446 1.360681 0.136068 1.359992 0.135999 1.340457 0.134046 0.815626 2.014459
    0.9 2.150396 1.340396 0.13404 1.314915 0.131492 1.313641 0.131364 1.28176 0.128176 0.787927 2.150397
    1 2.281717 1.281717 0.128172 1.243303 0.12433 1.241382 0.124138 1.195855 0.119586 0.744694 2.281718
    Runge-Kutta Method
    th
    (4 Order) Example
    4th Order Runge-Kutta Method

    The values are equivalent 4

    to those of the exact 2

    solution. If we were to 0
    0 1 2 3 4

    go out to x=5. -2

    Y Value -4
    y(5) = -111.4129 (-111.4132)
    -6 Exact

    The error is small relative -8


    4th order

    to the exact solution. -10


    X Value
    Runge-Kutta Method
    th
    (4 Order) Example
    A comparison between the 2nd order and the 4th
    order Runge-Kutta methods show a slight difference.

    Runge Kutta Comparison Error of the Methods

    4 10.00

    2 Error 2nd order method


    8.00
    Error 4th order method

    Absolute |Error|
    0
    0 1 2 3 4 6.00
    Y Value

    -2

    -4 4.00

    -6 Exact 2.00
    2nd order
    -8
    0.00
    4th order
    -10 0 1 2 3 4 5

    X Value X Value

    You might also like