Chapter Runge-Kutta 2nd Order Method for Ordinary Differential Equations
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1 Cter. Runge-Kutt nd Order Metod or Ordnr Derentl Eutons Ater redng ts cter ou sould be ble to:. understnd te Runge-Kutt nd order metod or ordnr derentl eutons nd ow to use t to solve roblems. Wt s te Runge-Kutt nd order metod? Te Runge-Kutt nd order metod s numercl tecnue used to solve n ordnr derentl euton o te orm d ( ( d Onl rst order ordnr derentl eutons cn be solved b usng te Runge-Kutt nd order metod. In oter sectons we wll dscuss ow te Euler nd Runge-Kutt metods re used to solve ger order ordnr derentl eutons or couled (smultneous derentl eutons. How does one wrte rst order derentl euton n te bove orm? Emle Rewrte n Soluton d d d d d d d ( 5.e ( ( orm. ( 5.e ( 5.e d In ts cse..
2 .. Cter. Emle Rewrte n e Soluton (.e d d e d d sn( ( ( orm. d d sn( d sn( d e In ts cse sn( ( e ( 5 ( 5 ( 5 Runge-Kutt nd order metod Euler s metod s gven b ( ( were ( To understnd te Runge-Kutt nd order metod we need to derve Euler s metod rom te Tlor seres. d d d ( ( (... d! d! d ( ( '( ( ''( (... (!! As ou cn see te rst two terms o te Tlor seres ( re Euler s metod nd ence cn be consdered to be te Runge-Kutt st order metod. Te true error n te romton s gven b ( ( Et... (!! So wt would nd order metod ormul loo le. It would nclude one more term o te Tlor seres s ollows.
3 Runge-Kutt nd Order Metod.. (! Let us te generc emle o rst order ordnr derentl euton d e ( 5 d ( e Now snce s uncton o ( ( d (5 d ( e [( e ]( e e ( ( e 5e 9 Te nd order ormul or te bove emle would be! ( ( 5 e e 9! However we lred see te dcult o vng to nd ( n te bove metod. Wt Runge nd Kutt dd ws wrte te nd order metod s ( (6 were ( ( (7 Ts orm llows one to te dvntge o te nd order metod wtout vng to clculte (. So ow do we nd te unnowns nd. Wtout roo (see Aend or roo eutng Euton ( nd (6 gves tree eutons. Snce we ve eutons nd unnowns we cn ssume te vlue o one o te unnowns. Te oter tree wll ten be determned rom te tree eutons. Generll te vlue o s cosen to evlute te oter tree constnts. Te tree vlues generll used or re nd nd re nown s Heun s Metod te mdont metod nd Rlston s metod resectvel.
4 .. Cter. Heun s Metod Here s cosen gvng resultng n ( were ( (9 ( (9b Ts metod s grcll elned n Fgure. Sloe ( Sloe redcted Averge Sloe [ ( ( ] Fgure Runge-Kutt nd order metod (Heun s metod. Mdont Metod Here s cosen gvng resultng n ( were
5 Runge-Kutt nd Order Metod..5 ( (b Rlston s Metod Here s cosen gvng resultng n ( were ( ( (b Emle A bll t K s llowed to cool down n r t n mbent temerture o K. Assumng et s lost onl due to rdton te derentl euton or te temerture o te bll s gven b dθ -.67 ( θ dt were θ s n K nd t n seconds. Fnd te temerture t t seconds usng Runge- Kutt nd order metod. Assume ste sze o seconds. Soluton.67 ( θ ( t θ.67 ( θ dθ dt Per Heun s metod gven b Eutons ( nd (9 θ θ θ ( t ( t θ t θ θ ( ( t θ o
6 ..6 Cter. (.67 (.5579 ( t θ ( (.5579 ( 6.9 ( θ θ (.5579 (.7595 ( K t t θ 655.6K θ ( t ( ( ( t θ ( ( θ θ (.69 ( ( K θ θ ( 5. 7 K Te results rom Heun s metod re comred wt ect results n Fgure. Te ect soluton o te ordnr derentl euton s gven b te soluton o nonlner euton s θ.959ln.59 tn θ Te soluton to ts nonlner euton t t s s θ ( K (.θ.67 t. 9
7 Runge-Kutt nd Order Metod..7 Temerture θ (K - Ect 5 Tme t(sec Fgure Heun s metod results or derent ste szes. Usng smller ste sze would ncrese te ccurc o te result s gven n Tble nd Fgure below. Tble Eect o ste sze or Heun s metod E % Ste sze θ ( t t Temerture θ ( Ste sze Fgure Eect o ste sze n Heun s metod.
8 .. Cter. In Tble Euler s metod nd te Runge-Kutt nd order metod results re sown s uncton o ste sze Tble Comrson o Euler nd te Runge-Kutt metods Ste sze θ ( Euler Heun Mdont Rlston wle n Fgure te comrson s sown over te rnge o tme. θ(k Temerture 9 7 Anltcl Mdont Rlston Heun 6 Euler Tme t (sec Fgure Comrson o Euler nd Runge Kutt metods wt ect results over tme. How do tese tree metods comre wt results obtned we ound ( drectl? O course we now tt snce we re ncludng te rst tree terms n te seres te soluton s olnoml o order two or less (tt s udrtc lner or constnt n o te tree metods re ect. But or n oter cse te results wll be derent. Let us te te emle o d e ( 5. d te rst tree terms o te Tlor seres gves I we drectl nd
9 Runge-Kutt nd Order Metod..9 were! ( ( ( e ( 5e 9 For ste sze o. usng Heun s metod we nd (.6. 9 Te ect soluton e e gves (.6 (.6 (.6 e e.969 Ten te bsolute reltve true error s t % For te sme roblem te results rom Euler s metod nd te tree Runge-Kutt metods re gven n Tble. Tble Comrson o Euler s nd Runge-Kutt nd order metods (.6 Ect Euler Drect nd Heun Mdont Rlston Vlue % t Aend A How do we get te nd order Runge-Kutt metod eutons? We wrote te nd order Runge-Kutt eutons wtout roo to solve d ( ( (A. d s ( (A. were ( (A. nd ( (A.b
10 .. Cter. (A. Te dvntge o usng nd order Runge-Kutt metod eutons s bsed on not vng to nd te dervtve o smbolcll n te ordnr derentl euton So ow do we get te bove tree Eutons (A.? Ts s te ueston tt s nswered n ts Aend. Wrtng out te rst tree terms o Tlor seres re! O d d d d (A.5 were Snce d d we cn rewrte te Tlor seres s! O (A.6 Now d d. (A.7 Hence! O d d O (A. Now te term used n te Runge-Kutt nd order metod or cn be wrtten s Tlor seres o two vrbles wt te rst tree terms s O (A.9 Hence O O
11 Runge-Kutt nd Order Metod.. Eutng te terms n Euton (A. nd Euton (A. we get (A. ORDINARY DIFFERENTIAL EQUATIONS Toc Runge nd Order Metod or Ordnr Derentl Eutons Summr Tetboo notes on Runge nd order metod or ODE Mjor Generl Engneerng Autors Autr Kw Lst Revsed October Web Ste tt://numerclmetods.eng.us.edu
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