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Modified Euler's Method and RK Method

This document discusses Runge-Kutta's method of fourth order to solve differential equations. It presents the formulas for the second and fourth order methods. As an example, it applies the fourth order method to solve the differential equation dy/dx = x + y with initial conditions y(0) = 1. It calculates the solutions y(0.1), y(0.2), and y(0.3) by iterating the Runge-Kutta formula with a step size h = 0.1.

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Devarsh Sohagia
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370 views7 pages

Modified Euler's Method and RK Method

This document discusses Runge-Kutta's method of fourth order to solve differential equations. It presents the formulas for the second and fourth order methods. As an example, it applies the fourth order method to solve the differential equation dy/dx = x + y with initial conditions y(0) = 1. It calculates the solutions y(0.1), y(0.2), and y(0.3) by iterating the Runge-Kutta formula with a step size h = 0.1.

Uploaded by

Devarsh Sohagia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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RUNGE-KUTTA’S METHOD
1. Second order
1
𝑦𝑛+1 = 𝑦𝑛 + 𝑘1 + 𝑘2
2
where 𝑘1 = ℎ𝑓 𝑥𝑛 , 𝑦𝑛
𝑘2 = ℎ𝑓 𝑥𝑛 + ℎ, 𝑦𝑛 + 𝑘1

2. Fourth order
1
𝑦𝑛+1 = 𝑦𝑛 + 𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
6
where 𝑘1 = ℎ𝑓 𝑥𝑛 , 𝑦𝑛
ℎ 𝑘1
𝑘2 = ℎ𝑓 𝑥𝑛 + , 𝑦𝑛 +
2 2
ℎ 𝑘2
𝑘3 = ℎ𝑓 𝑥𝑛 + , 𝑦𝑛 +
2 2
𝑘4 = ℎ𝑓 𝑥𝑛 + ℎ, 𝑦𝑛 + 𝑘3
Problem 1
𝑑𝑦
Given = 𝑥 + 𝑦, with initial conditions 𝑦 0 = 1. Choose ℎ = 0.1 and find
𝑑𝑥
𝑦 0.1 , 𝑦 0.2 and 𝑦 0.3 using Runge-Kutta’s method of fourth order.

Putting 𝑛 = 0 in Runge-Kutta’s formula for fourth order, we get


1
𝑦1 = 𝑦0 + 𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
6
where 𝑘1 = ℎ𝑓 𝑥0 , 𝑦0 = 0.1 0 + 1 = 0.1
ℎ 𝑘1
𝑘2 = ℎ𝑓 𝑥0 + , 𝑦0 + = 0.1 0.05 + 1.05 = 0.11
2 2
ℎ 𝑘2
𝑘3 = ℎ𝑓 𝑥0 + , 𝑦0 + = 0.1 0.05 + 1.055 = 0.1105
2 2
𝑘4 = ℎ𝑓 𝑥0 + ℎ, 𝑦0 + 𝑘3 = 0.1 0.1 + 1.1105 = 0.12105
1
𝑦 0.1 = 𝑦1 = 1 + 0.1 + 0.22 + 0.221 + 0.12105 =1.11034
6
Putting 𝑛 = 1 in Runge-Kutta’s formula for fourth order, we get
1
𝑦2 = 𝑦1 + 𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4
6
where 𝑘1 = ℎ𝑓 𝑥1 , 𝑦1 = 0.1 0.1 + 1.11034 = 0.12103
ℎ 𝑘1
𝑘2 = ℎ𝑓 𝑥1 + , 𝑦1 + = 0.13208
2 2
ℎ 𝑘2
𝑘3 = ℎ𝑓 𝑥1 + , 𝑦1 + = 0.13263
2 2
𝑘4 = ℎ𝑓 𝑥1 + ℎ, 𝑦1 + 𝑘3 = 0.14429
𝑦 0.2 = 𝑦2 = 1.2428

𝑛 = 2 will give 𝑦 0.3 = 1.399711

𝑘1 = 0.14428, 𝑘2 = 0.156494, 𝑘3 = 0.157105, 𝑘4 = 0.169990

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