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Ch25 Runge Kutta Method0

This document discusses ordinary differential equations (ODEs) and methods for solving them numerically. It defines ODEs as equations involving an unknown function and its derivatives. Differential equations are widely used in engineering to model physical phenomena. The document focuses on ordinary differential equations, which depend on one variable, as opposed to partial differential equations, which depend on multiple variables. It also classifies ODEs by order based on the highest derivative. The document then describes Euler's method and improved methods like Runge-Kutta for numerically approximating solutions to ODEs, including second, third, and fourth order Runge-Kutta methods. It provides an example comparing the accuracy of different order Runge-Kutta methods.

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129 views25 pages

Ch25 Runge Kutta Method0

This document discusses ordinary differential equations (ODEs) and methods for solving them numerically. It defines ODEs as equations involving an unknown function and its derivatives. Differential equations are widely used in engineering to model physical phenomena. The document focuses on ordinary differential equations, which depend on one variable, as opposed to partial differential equations, which depend on multiple variables. It also classifies ODEs by order based on the highest derivative. The document then describes Euler's method and improved methods like Runge-Kutta for numerically approximating solutions to ODEs, including second, third, and fourth order Runge-Kutta methods. It provides an example comparing the accuracy of different order Runge-Kutta methods.

Uploaded by

varunsingh214761
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 25

PART 7

Ordinary Differential
Equations ODEs

Ordinary Differential Equations


Part 7

Equations which are composed of an


unknown function and its derivatives are
called differential equations.
v - dependent variable
dv
c
g v
t - independent variable
dt
m
Differential equations play a
fundamental role in engineering
because many physical phenomena are
best formulated mathematically in terms
of their rate of change.

Ordinary Differential
Equations
When a function involves one dependent
variable, the equation is called an ordinary
differential equation (ODE).

A partial differential equation (PDE) involves


two or more independent variables.

Ordinary Differential Equations


Differential equations are also classified as to
their order:
1. A first order equation includes a first derivative as
its highest derivative.
- Linear 1 order ODE
st

dy
y f (x )
dx

dy
- Non-Linear 1 order ODE
f ( x, y )
dx
Where f(x,y) is nonlinear
st

Ordinary Differential Equations


2. A second order equation includes a second
derivative.
2
d
y
dy
nd
p Qy f (x )
- Linear 2 order ODE
2
dx
dx
- Non-Linear 2nd order ODE
2

d y
dy
p ( x, y ) Q ( x, y ) y f ( x )
2
dx
dx
Higher order equations can be reduced to a system
of first order equations, by redefining a variable.

Ordinary Differential Equations

Runge-Kutta Methods
This chapter is devoted to solving ODE of the
form:

dy
f ( x, y )
dx

Eulers Method

solution

Runge-Kutta Methods

Eulers Method: Example


Obtain a solution between x = 0 to x = 4
dy
with a step size of 0.5 for:
2 x 3 12 x 2 20 x 8.5

dx

Initial conditions are: x = 0 to y = 1

Solution:

y (0.5) y (0 ) f (0,1).(0.5)
1.0 8.5 x0.5 5.25

y (1.0 ) y (0.5) f (0.5,5.25).(0.5)


5.25 ( 2(0.5)3 12(0.5) 2 20(0.5) 8.5).(0.5) 5.875
y ( 2.0 ) y (1.0 ) f (1.0,5.875 ).(0.5)
5.25 ( 2(1.0 )3 12(1.0 ) 2 20(1.0 ) 8.5).(0.5) 5.125

Eulers Method: Example


Although the computation captures the
general trend solution, the error is
considerable.
This error can be reduced by using a smaller
step size.

Improvements of Eulers
method

A fundamental source of error in Eulers


method is that the derivative at the
beginning of the interval is assumed to
apply across the entire interval.
Simple modifications are available:
Heuns Method
The Midpoint Method
Ralstons Method

Runge-Kutta Methods
Runge-Kutta methods achieve the accuracy of a
Taylor series approach without requiring the
calculation of higher derivatives.
y i 1 y i (x i , y i , h )h
Increment function
a1k 1 a2 k 2 L an k n
(representative slope
a ' s constants
over the interval)
k 1 f (x i , y i )

k 2 f (x i p1h , y i q11k 1h )
k 3 f (x i p 3h , y i q 21k 1h q 22 k 2 h )
M
k n f (x i p n 1h , y i q n 1k 1h q n 1,2 k 2 h L q n 1,n 1k n 1h )
p ' s and q ' s are constants

Runge-Kutta Methods

Various types of RK methods can be devised by


employing different number of terms in the
increment function as specified by n.
1. First order RK method with n=1 is Eulers
method.

Error is proportional to O(h)

2. Second order RK methods:


- Error is proportional to O(h2)

yi 1 yi (a1k1 a2 k 2 )h

k1 f ( x i , yi )
k 2 f ( xi p1h, yi q11k1h)

Values of a1, a2, p1, and q11 are evaluated by setting


the second order equation to Taylor series expansion
to the second order term.

Runge-Kutta Methods
Three equations to evaluate the four unknown
constants are derived:
a1 a2 1
1
a 2 p1
2
1
a2 q11
2

A value is assumed for one of the


unknowns to solve for the other
three.

Runge-Kutta Methods
1
1
a1 a2 1, a 2 p1 , a2 q11
2
2

We can choose an infinite number of values for


a2,there are an infinite number of second-order
RK methods.
Every version would yield exactly the same
results if the solution to ODE were quadratic,
linear, or a constant.
However, they yield different results if the
solution is more complicated (typically the case).

Runge-Kutta Methods
Three of the most commonly used methods
are:
Huen Method with a Single Corrector
(a2=1/2)

The Midpoint Method (a2= 1)

Raltsons Method (a2= 2/3)

Runge-Kutta Methods
y

Heuns Method:
Involves the
determination of two
derivatives for the
interval at the initial
point and the end point.

f(xi,yi)
xi

f(xi+h,yi+k1h)
xi+h

y
a
Slope: 0.5(k1+k2)
xi

xi+h

Runge-Kutta
Methods

Midpoint Method:

Uses Eulers method to predict


a value of y at the midpoint of
the interval:

f(xi,yi)
xi

f(xi+h/2,yi+k1h/2)
x
xi+h/2

y
a
Slope: k2
Chapter 25

xi

xi+h

Runge-Kutta Methods

Ralstons Method:
f(xi,yi)
xi

f(xi+ 3/4 h,
yi+3/4k1h)
xi+3/4h
x

y
a
Slope:
(1/3k1+2/3k2)
Chapter 25

xi

xi+h

Chapter 25

22

Runge-Kutta Methods
3. Third order RK methods

Chapter 25

Runge-Kutta Methods
4. Fourth order RK methods
1
yi 1 yi (k1 2k 2 2k3 k 4 )h
6
where
k1 f ( x i , yi )
1
1
k 2 f ( xi h, yi k1h)
2
2
1
1
k3 f ( xi h, yi k 2 h)
2
2
k3 f ( xi h, yi k3h)
Chapter 25

Comparison of Runge-Kutta
Methods
Use first to fourth order RK methods to solve the
equation from x = 0 to x = 4
Initial condition y(0) = 2, exact answer of y(4) =
75.33896

f ( x , y ) 4e

0 .8 x

0.5 y

Chapter 25

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