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    Runge Kutt A

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    Nurettin Taşkın

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    © All Rights Reserved
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    Runge Kutt A

    Uploaded by

    Nurettin Taşkın
    3 views7 pages

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    3 views7 pages

    Runge Kutt A

    Uploaded by

    Nurettin Taşkın

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    Runge Kutta Method for O.D.E.

    's

    3. Runge Kutta Method for O.D.E.'s

    Theorem (Runge-Kutta Method of order 4) Assume that f(t,y) is continuous and satisfies a
    Lipschits condition in the variable y, and consider the I. V. P. (initial value problem)

    with , over the interval .

    The Runge-Kutta method uses the formulas , and

    for
    where

    as an approximate solution to the differential equation using the discrete set of points .

    Theorem (Precision of the Runge-Kutta Method of Order 4) Assume that is the


    solution to the I.V.P. with . If and
    is the sequence of approximations generated by the Runge-Kutta method of order 4,
    then at each step, the local truncation error is of the order , and the overall global truncation
    error is of the order

    , for .

    The error at the right end of the interval is called the final global error

    Example 1. Solve the I.V.P. .


    Solution 1.

    Example 2. Solve with over .


    Solution 2.

    Example 3. Solve the I.V.P. .


    Solution 3.

    file:///C|/numerical_analysis/chap07/RungeKuttaMod.html (1 of 2)02.11.2006 20:49:26


    Runge Kutta Method for O.D.E.'s

    file:///C|/numerical_analysis/chap07/RungeKuttaMod.html (2 of 2)02.11.2006 20:49:26


    Runge Kutta Method for O.D.E.'s

    Example 1. Solve the I.V.P. .


    Solution 1.

    Compute the Runge-Kutta solution based on 25 subintervals and plot the results.

    file:///C|/numerical_analysis/chap07/RungeKuttaMod_lnk_1.html02.11.2006 20:49:26
    Runge Kutta Method for O.D.E.'s

    Example 2. Solve with over .


    Solution 2.

    file:///C|/numerical_analysis/chap07/RungeKuttaMod_lnk_2.html02.11.2006 20:49:26
    Runge Kutta Method for O.D.E.'s

    Example 3. Solve the I.V.P. .


    Solution 3.

    Compute the Runge-Kutta solution based on 50 subintervals and plot the results.

    Compute the Runge-Kutta solution based on 100 subintervals and plot the results.
    Observe that one fewer subinterval is computed for this case.

    file:///C|/numerical_analysis/chap07/RungeKuttaMod_lnk_3.html (1 of 3)02.11.2006 20:49:26


    Runge Kutta Method for O.D.E.'s

    Compute the Runge-Kutta solution based on 200 subintervals and plot the results.
    Observe that four fewer subintervals are computed for this case.

    file:///C|/numerical_analysis/chap07/RungeKuttaMod_lnk_3.html (2 of 3)02.11.2006 20:49:26


    Runge Kutta Method for O.D.E.'s

    file:///C|/numerical_analysis/chap07/RungeKuttaMod_lnk_3.html (3 of 3)02.11.2006 20:49:26

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