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    Nge Kutta

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    aislah_1
    Runge-Kutta methods are used to numerically solve ordinary differential equations (ODEs) with initial value problems. The methods work by approximating the solution of an ODE at discrete time steps. First order Runge-Kutta is Euler's method, which approximates the next value as the current value plus the derivative times the step size. Higher order methods use multiple estimates within each step to improve accuracy. Adaptive Runge-Kutta varies the step size based on error estimates to balance accuracy and efficiency. Fehlberg's method uses a fifth order estimate and lower order estimate to control step size for solving problems with abrupt changes.

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    Nge Kutta

    Uploaded by

    aislah_1
    205 views10 pages
    Runge-Kutta methods are used to numerically solve ordinary differential equations (ODEs) with initial value problems. The methods work by approximating the solution of an ODE at discrete time steps. First order Runge-Kutta is Euler's method, which approximates the next value as the current value plus the derivative times the step size. Higher order methods use multiple estimates within each step to improve accuracy. Adaptive Runge-Kutta varies the step size based on error estimates to balance accuracy and efficiency. Fehlberg's method uses a fifth order estimate and lower order estimate to control step size for solving problems with abrupt changes.

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    2.Runge_Kutta

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    Runge-Kutta methods are used to numerically solve ordinary differential equations (ODEs) with initial value problems. The methods work by approximating the solution of an ODE at discrete time steps. First order Runge-Kutta is Euler's method, which approximates the next value as the current value plus the derivative times the step size. Higher order methods use multiple estimates within each step to improve accuracy. Adaptive Runge-Kutta varies the step size based on error estimates to balance accuracy and efficiency. Fehlberg's method uses a fifth order estimate and lower order estimate to control step size for solving problems with abrupt changes.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    205 views10 pages

    Nge Kutta

    Uploaded by

    aislah_1
    Runge-Kutta methods are used to numerically solve ordinary differential equations (ODEs) with initial value problems. The methods work by approximating the solution of an ODE at discrete time steps. First order Runge-Kutta is Euler's method, which approximates the next value as the current value plus the derivative times the step size. Higher order methods use multiple estimates within each step to improve accuracy. Adaptive Runge-Kutta varies the step size based on error estimates to balance accuracy and efficiency. Fehlberg's method uses a fifth order estimate and lower order estimate to control step size for solving problems with abrupt changes.

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    Runge-Kutta methods can be used to solve ordinary differential equations numerically. Higher order Runge-Kutta methods provide more accurate solutions.

    Runge-Kutta methods make use of increments to iteratively estimate the solution at later times. Higher order methods use multiple increments to improve the estimation.

    Adaptive step size control allows the step size in Runge-Kutta methods to vary based on an error estimate. The step size is adjusted to control the error within a tolerance.

    Runge-Kutta Methods

    for Ordinary Differential Equations

    Initial Value Problems


    (ODE-IVP )
    dyi
    = f ( x , yi )
    dx
    where initial condition is given: yi= ai at x = 0

    1 step methods:
    yi +1 = yi + φ ( xi , yi , h)h
    φ = a1k1 + a2 k 2 + L + an k n (increment function)

    1st order: yi +1 = yi + k1h Euler’s method


    k1 = f ( xi , yi )
    1 1
    2nd order: yi +1 = yi + ( k1 + k 2 )h Heun method with a Single corrector
    2 2
    k1 = f ( xi , yi ) k 2 = ( xi + h, yi + h)

    yi +1 = yi + k 2 h Midpoint corrector
    1 1
    k 2 = ( xi + h, yi + k1h)
    k1 = f ( xi , yi ) 2 2
    1 2
    yi +1 = yi + ( k1 + k 2)h Raltson’s method
    3 3 3 3
    k1 = f ( xi , yi ) k 2 = f ( xi + h, yi + k 1h)
    4 4
    Comparison of three 2nd-order RK methods with the true solution

    Runge Kutta
    1
    3rd order: yi +1 = yi + (k1 + 4k 2 + k3 )h
    6
    k1 = f ( xi , yi )
    1 1
    k 2 = f ( xi + h, yi + k1h)
    2 2
    k3 = f ( xi + h, yi − k1h + 2k 2 h)

    Classical RK
    4th order: 1
    yi +1 = yi + (k1 + 2k 2 + 2k3 + k 4 )h
    6
    k1 = f ( xi , yi )
    1 1
    k 2 = f ( xi + h, yi + k1h)
    2 2
    1 1
    k3 = f ( xi + h, yi + k2 h)
    2 2
    k 4 = f ( xi + h, yi + k3h)
    4th order Runge Kutta

    Butcher’s
    5th order: 1
    yi +1 = yi + (7k1 + 32k3 + 12k 4 + 32k5 + 7 k6 )h
    90

    k1 = f ( xi , yi )
    1 1
    k 2 = f ( xi + h, yi + k1h)
    4 4
    1 1 1
    k3 = f ( xi + h, yi + k1h + k 2 h)
    4 8 8
    1 1
    k 4 = f ( xi + h, yi − k2 h + k3h)
    2 2
    3 3 9
    k5 = f ( xi + h, yi + k1h + k 4 h)
    4 16 16
    3 2 12 12 8
    k6 = f ( xi + h, yi − k1h + k2 h + k3h − k 4 h + k5 h)
    7 7 7 7 7
    f(x,y)=4e0.8x-0.5y

    b−a
    Effort = n f
    h

    nf = no. function

    System of equations
    dy1
    = f1 ( x, y1 , y2 , L , yn )
    dx
    dy2
    = f 2 ( x, y1 , y2 , L , yn )
    dx

    M
    dyn
    = f n ( x, y1 , y2 , L , yn )
    dx

    Example: kinetic reactions


    Example 25.10:
    Use 4th RK method to solve the ODEs below:
    dy1 dy2
    = −0.5 y1 = 4 − 0.3 y2 − 0.1y1
    dx dx
    assuming x = 0, y1=4 and y2 = 6. Integrate to x = 2 with h = 0.5
    Solution:
    k1 = f ( xi , yi )

    1 1
    k 2 = f ( xi + h, yi + k1h)
    2 2

    1 1
    k3 = f ( xi + h, yi + k2 h)
    2 2

    k 4 = f ( xi + h, yi + k3h)
    1
    yi +1 = yi + (k1 + 2k 2 + 2k3 + k 4 )h
    6

    Proceeding in a like manner for the remaining steps:

    x y1 y2

    0 4 6

    0.5 3.115234 6.857670

    1.0 2.426171 7.632106

    1.5 1.889523 8.326886

    2.0 1.471577 8.946865

    4th order RK method for system


    ODE with abrupt change:
    Adaptive Runge-Kutta Methods

    Adapt to the step size


    trajectory
    – adaptive step-size control

    Require local truncation


    error at each step.

    Basis for lengthening or


    decreasing the step
    size.

    Adaptive RK/step-halving method

    Taking each step twice, a full step and 2 half steps.

    Then, calculate the difference between 2 results

    ∆ = y2 − y1
    For 4th order RK, the correction is

    ∆
    y2 ← y2 +
    15
    This estimate is fifth-order accurate.
    Example 25.12: (Adaptive RK)

    Use adaptive 4th RK method to integrate y’ from x = 0 to x = 2


    y ' = 4e 0.8 x − 0.5 yi
    step size =2, initial condition is y(0) = 2 (true solutions is y (2) = 14.84392 )
    Solution:
    - Single prediction with a step of h is computed as
    1
    y (2) = 2 + (k1 + 2k 2 + 2k3 + k 4 )h = 15.10584
    6
    - Two half step predictions are:
    1
    y (1) = 2 + ( k1 + 2k 2 + 2k3 + k 4 )h = 6.20104
    6
    1
    y (2) = 6.20104 + (k1 + 2k 2 + 2k3 + k 4 )h = 14.86249
    6
    - The approximate error is
    14.86249 − 15.10584
    Ea = = −0.01622
    15
    - The true error is Et = 14.84392 − 14.86249 = −0.01857
    - Corrected prediction y ( 2) = 14.86249 − 0.01622 = 14.84627
    - with true error: Et = 14.84392 − 14.84627 = −0.00235

    Runge-Kutta Fehlberg/embedded RK/Cash-Karp RK method


    37 250 125 512
    4th order est.: yi +1 = yi + ( k1 + k2 + k3 + k 4 )h
    378 621 594 1771
    2825 18,575 13,525 277 1
    5th order est.: yi +1 = yi + ( k1 + k3 + k4 + k5 + k 6 ) h
    27,648 48,384 55,296 14,336 4
    where k1 = f ( xi , yi )
    1 1
    k 2 = f ( xi + h, yi + k1h)
    5 5
    3 3 9
    k3 = f ( xi + h, yi + k1h + k2 h)
    10 40 40
    3 3 9 6
    k 4 = f ( xi + h, yi + k1h − k 2 h + k3 h)
    5 10 10 5
    11 5 70 35
    k5 = f ( xi + h, yi − k1h + k 2 h − k3h + k 4 h)
    54 2 27 27
    7 1631 175 575 44,275 253
    k6 = f ( xi + h, yi − k1h + k2h + k3 h − k4 h + k5 h)
    8 55,296 512 13,824 110,592 4096
    Lower order

    - ODE is solved by 5th order estimation.


    - The error estimation :

    Ea = 5th-order prediction yi - 4th-order prediction yi


    Refer to example 25.13.
    37 250 125 512
    4th order est.: y1 = yi + ( k1 + k2 + k3 + k 4 )h = 14.83192
    *

    378 621 594 1771


    2825 18,575 13,525 277 1
    5th order est.: y1 = yi + ( k1 + k3 + k4 + k5 + k6 )h
    27,648 48,384 55,296 14,336 4
    = 14.83677
    Ea = 14.83677 − 14.83192 = 0.004842

    Step size control


    α
    ∆ new
    hnew = h present
    ∆ present
    h = step size
    ∆ present = the computed present accuracy
    ∆ new = the desired accuracy
    0.2 when ∆ present ≤ ∆ new (h increase)
    α=
    0.25 when ∆ present > ∆ new (h decrease)

    ∆ new = ε yscale ε = an overall tolerance


    dy
    yscale = y + h
    dx

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