RUNGE-KUTTA 4th ORDER Ordinary Differential MAJOR

METHOD Equations GENERAL

INTERACTIVE E-BOOK

Title An interactive e-book for illustrating Runge-Kutta 4th Order Method of

solving ordinary differential equations
Creator Autar K Kaw
Subject and Runge-Kutta 4th Order Method, Ordinary Differential Equations,
Keywords Mathcad, Maple, Mathematica, Matlab, Simulations.
Description This is an interactive E-book for illustrating Runge-Kutta 4th Order
Method for solving ordinary differential equations. It includes links to
examples, simulations in Mathcad, Maple, Mathematica, and Matlab for
the algorithm, convergence, and a PowerPoint presentation.
Publisher Holistic Numerical Methods Institute,
College of Engineering,
University of South Florida, Tampa, FL 33620-5350.
Contributors Autar Kaw
Format Text/HTML
Last Revised May 4, 2006
Identifier http://numericalmethods.eng.usf.edu/ebooks/runge4th_08ode_ebook.htm
Language English
Rights http://numericalmethods.eng.usf.edu/rights.htm

Table of Contents
Background
What are ordinary differential equations?
A Primer on Ordinary Differential Equations
Runge-Kutta 4th Order Method for Ordinary Differential Equations
PowerPoint presentation
Examples
Example 1: First order differential equation rewritten in dy/dx=f(x,y) form
Example 2: First order differential equation rewritten in dy/dx=f(x,y) form
Example 3: Heat Transfer Problem Solved Using Runge-Kutta 4th Order Method
Simulations
Method [MAPLE] [MATHCAD] [MATHEMATICA] [MATLAB]
Convergence [MAPLE] [MATHCAD] [MATHEMATICA] [MATLAB]
Multiple Choice Test
Test your knowledge of Runge-Kutta 4th order method [HTML] [PDF] [DOC]

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Background
This is an example of how an instructor of a Numerical Methods course can
develop an E-book on a single topic by using resources that are only available at the
Holistic Numerical Methods Institute (HNMI) Website.
Although one of the primary advantages of a web-based resource is that one can
use documents outside of its own domain, we are particularly using this example as a way
to illustrate the holistic nature of the resources available at HNMI. You are welcome to
modify and edit this e-book to suit your purpose.
Using the textbook document written in MS Word 2000 as a foundation, it was
made interactive within MS Word 2000 by putting bookmarks and hyperlinks to
background information, PowerPoint presentations, Mathcad simulations, historical
anecdotes, multiple choice tests, problem sets, etc. Then the MS Word 2000 file was
saved as a webpage and that is what you are about to read here.

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Runge-Kutta 4th Order Method for Ordinary Differential Equations

Runge-Kutta 4th order method is a numerical technique to solve ordinary differential

equation of the form
dy
= f ( x, y ), y (0 ) = y 0
dx
So only first order ordinary differential equations can be solved by using Runge-Kutta 4th
order method. In other sections, we have discussed how Euler and Runge-Kutta methods
are used to solve higher order ordinary differential equations or coupled (simultaneous)
differential equations.
How does one write a first order differential equation in the above form?

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Example 1
dy
+ 2 y = 1.3e − x , y (0 ) = 5
dx
is rewritten as
dy
= 1.3e − x − 2 y, y (0 ) = 5
dx
In this case
f ( x, y ) = 1.3e − x − 2 y
Another example is given as follows

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Example 2
dy
ey + x 2 y 2 = 2 Sin (3x ), y (0) = 5
dx
is rewritten as
dy 2 Sin(3x ) − x 2 y 2
= , y (0 ) = 5
dx ey
In this case
2 Sin(3x ) − x 2
y2
f (x, y ) = y
e
th
Runge-Kutta 4 order method is based on the following
yi +1 = yi + (a1k1 + a2 k2 + a3k3 + a4 k4 )h (1)
where knowing the value of y = yi at xi , we can find the value of y=yi+1 at xi +1 , and
h = xi +1 − xi
Equation (1) is equated to the first five terms of Taylor series
dy 1 d2y 1 d3y
x i , y i ( xi +1 − xi ) + ( ) ( )
2 3
yi +1 = yi + x , y xi + 1 − xi + x , y xi + 1 − xi
dx 2! dx 2 i i 3! dx 3 i i
(2)
1 d4y
x , y ( xi +1 − xi )
4
+
4! dx 4 i i
dy
Knowing that = f ( x, y ) and xi +1 − xi = h
dx
1 1 1
yi +1 = yi + f ( xi , yi )h + f ' ( xi , yi )h 2 + f '' ( xi , yi )h3 + f ''' (xi , yi )h 4 (3)
2! 3! 4!
Based on equating Equation (2) and Equation (3), one of the popular solutions used is
1
yi +1 = yi + (k1 + 2k 2 + 2k3 + k4 )h (4)
6
k1 = f ( xi , yi ) (5a)
⎛ 1 1 ⎞
k 2 = f ⎜ xi + h, yi + k1h ⎟ (5b)
⎝ 2 2 ⎠
⎛ 1 1 ⎞
k3 = f ⎜ xi + h, yi + k 2 h ⎟ (5c)
⎝ 2 2 ⎠
k4 = f ( xi + h, yi + k3h ) (5d)

Simulation of Runge-Kutta 4th Order Method [MAPLE] [MATHCAD] [MATHEMATICA] [MATLAB]

Convergence of Runge-Kutta 4th Order Method [MAPLE] [MATHCAD] [MATHEMATICA] [MATLAB]

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Example 3
A ball at 1200K is allowed to cool down in air at an ambient temperature of 300K.
Assuming heat is lost only due to radiation, the differential equation for the temperature
of the ball is given by
dθ
= −2.2067 × 10 −12 (θ 4 − 81 × 10 8 ),θ (0 ) = 1200 K
dt
Find the temperature at t = 480 seconds using Runge-Kutta 4th order method. Assume a
step size of h = 240 seconds.
Solution
dθ
= −2.2067 × 10 −12 (θ 4 − 81 × 108 )
dt
 (
f (t ,θ ) = −2.2067 × 10 −12 θ 4 − 81 × 108 )
1
θ i +1 = θ i + (k1 + 2k 2 + 2k 3 + k 4 )h
6
For i = 0 , t 0 = 0 , θ 0 = 1200 K
k1 = f (t0 ,θ0 )
= f (0,1200)
= −2.2067 × 10 −12 (1200 4 − 81 × 108 )
= −4.5579
⎛ 1 1 ⎞
k2 = f ⎜ t0 + h, θ0 + k1h ⎟
⎝ 2 2 ⎠
⎛ 1 1 ⎞
= f ⎜ 0 + (240 ),1200 + (− 4.5579 )240 ⎟
⎝ 2 2 ⎠
= f (120,653.05)
= −2.2067 × 10−12 (653.054 − 81 × 108 )
= −0.38347
⎛ 1 1 ⎞
k3 = f ⎜ t0 + h, θ0 + k 2 h ⎟
⎝ 2 2 ⎠
⎛ 1 1 ⎞
= f ⎜ 0 + (240 ),1200 + (− 0.38347 )240 ⎟
⎝ 2 2 ⎠
= f (120,1154.0)
= 2.2067 × 10−12 (1154.04 − 81 × 108 )
= −3.8954
⎛ 1 1 ⎞
k 4 = f ⎜ t 0 + h, θ 0 + k 3 h ⎟
⎝ 2 2 ⎠
⎛ 1 1 ⎞
= f ⎜ 0 + 240,1200 + (− 3.894 )240 ⎟
⎝ 2 2 ⎠
= f (120,265.10)
= 2.2067 × 10 −12 (265.104 − 81 × 108 )
= 0.0069750
1
θ1 = θ 0 + ( k1 + 2k 2 + 2k 3 + k 4 )h
6
1
= 1200 + (− 4.5579 + 2(− 0.38347 ) + 2(− 3.8954 ) + (0.069750 ))240
6
= 1200 + (− 2.1848) 240
= 675.65K
θ1 is the approximate temperature at
t = t1 = t0 + h = 0 + 240 = 240
θ1 = θ (240) ≈ 675.65K
For i = 1, t1 = 240,θ1 = 675.65K
k1 = f (t1 ,θ1 )
= f (240,675.65)
(
= −2.2067 × 10−12 675.654 − 81 × 108 )
= −0.44199
⎛ 1 1 ⎞
k2 = f ⎜ t1 + h, θ1 + k1h ⎟
⎝ 2 2 ⎠
⎛ 1 1 ⎞
= f ⎜ 240 + (240 ),675.65 + (− 0.44199 )240 ⎟
⎝ 2 2 ⎠
= f (360,622.61)
(
= −2.2067 × 10−12 622.614 − 81 × 108 )
= −0.31372
⎛ 1 1 ⎞
k3 = f ⎜ t1 + h, θ1 + k 2 h ⎟
⎝ 2 2 ⎠
⎛ 1 1 ⎞
= f ⎜ 240 + (240 ),675.65 + (− 0.31372 )240 ⎟
⎝ 2 2 ⎠
= f (360,638.00)
(
= −2.2067 × 10−12 638.004 − 81 × 108 )
= −0.34775
⎛ 1 ⎞
k 4 = f ⎜ t1 + h , θ 1 + k 3 h ⎟
⎝ 2 ⎠
⎛ 1 ⎞
= f ⎜ 240 + 240,675.65 + (− 0.34775 )240 ⎟
⎝ 2 ⎠
= f (360,592.19)
( )
= 2.2067 × 10−12 592.194 − 81 × 108
= −0.25351
1
θ 2 = θ1 + ( k1 + 2k 2 + 2k 3 + k 4 )h
6
1
= 675.65 + (− 0.44199 + 2(− 0.31372 ) + 2(− 0.34775 ) + (− 0.25351))240
6
1
= 675.65 + (− 2.0184 ) 240
6
= 594.91K
θ2 is the approximate temperature at t = t2
t2 = t1 + h = 240 + 240 = 480
θ 2 = θ (10) ≈ 594.91K
Figure 1 compares the exact solution with the numerical solution using Runge-Kutta 4th
order method step size of h=240.
 1600

Temperature, θ(K)
1200

h=120
800 Exact
h=240
400

h=480
0
0 200 400 600
-400
Time,t(sec)

Figure 1. Comparison of Runge-Kutta 4th order method with exact solution

for different step sizes

Table 1 and Figure 2 shows the effect of step size on the value of the calculated
temperature at t=480 seconds.

Table 1. Value of temperature at time, t=480s for different step sizes

Step size, h θ (480) Et |εt | %

480 -90.278 737.85 113.94
240 594.91 52.660 8.1319
120 646.16 1.4122 0.21807
60 647.54 0.033626 0.0051926
30 647.57 0.00086900 0.00013419
 800

Temperature, θ(480)
600

400

200

0
0 100 200 300 400 500
-200
Step size, h

Figure 2. Effect of step size in Runge-Kutta 4th order method

In Figure 3, we are comparing the exact results with Euler’s method (Runge-Kutta 1st
order method), Heun’s method (Runge-Kutta 2nd order method) and Runge-Kutta 4th
order method.

1400
Temperature, θ(K)

1200
4th order
1000

800
Exact
600
Heun
400

200 Euler

0
0 100 200 300 400 500
Time, t(sec)

Figure 3. Comparison of Runge-Kutta methods of 1st, 2nd, and 4th order.

The formula described in this chapter was developed by Runge. This formula is same as
1
Simpson’s rd rule, if f (x, y ) is only a function of x . There are other versions of the
3
fourth order method just like there are several versions of the second order methods.
Formula developed by Kutta is
 1
yi +1 = yi + (k1 + 3k 2 + 3k 3 + k 4 )h (6)
8
where
k1 = f ( xi , y i ) (7a)
⎛ 1 1 ⎞
k 2 = f ⎜ xi + h, y i + hk1 ⎟ (7b)
⎝ 3 3 ⎠
⎛ 2 1 ⎞
k 3 = f ⎜ xi + h, yi − hk1 + hk 2 ⎟ (7c)
⎝ 3 3 ⎠
k 4 = f ( xi + h, yi + hk1 − hk 2 + hk 3 ) (7d)
3
This formula is the same as the Simpson’s th rule, if f (x, y ) is only a function of x .
8

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Test your knowledge of Runge-Kutta 4th order method [HTML] [PDF] [DOC]