4. Runge-Kutta Formula For Differential Equations
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1 NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce. Ruge-Ku Formul For Derel Equos To solve e derel equos umerclly e mos useul ormul s clled Ruge-Ku ormul wc s bee wdely used umercl lyss. For dymc sysem wou pu s geerlly epressed s e ollowg rs-order derel equo: ( ( ( & ( α (- were s e l me d ( α s e l codo. Te problem o solve ( (- or > s clled e l vlue problem or IVP bre. For emple e ollowg equo ( ( & ( (- s IVP d s soluo c be obed closed orm s below: ( e However (- s more complced suc s ( ( s( (- & ( (- e s mpossble o d e soluo ( closed orm. Hece s requred o solve (- umercl meod. Te smples umercl meod s clled e Euler ormul wc ws propsed by Euler 768. W e use o ed grd sze e grd pos log re deoed s order were (-5 d e vlue ( s deed s ( (-6 were e l vlue ( α s ow. Accordg o e deo o dervve we ve ( ( & ( lm (-7 wc mples e dervve o ( c be ppromely epressed s ( ( ( ( & ( (-8 Subsug (-8 o (- leds o -
2 NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce - ( α (-9 d e ( α (- wc s e mous Euler ormul. Clerly we ry o ceve soluo more precsely e grd sze sould be cose s smll s possble. However reducg e grd sze s ece sce e cos o clculo me my crese remedously. Now le s roduce Tylor s epso o epl e error cused by Euler ormul (-. Accordg o Tylor s epso uco ( couous c be epressed s ( ( ( ( (- wose ger order dervves re ( ( ( ( & (- ( ( ( ( ( && (- ( ( ( ( ( ( &&& 5 5 (- From e bove equos we ve ( d ( ( or. Tus (- c be rewre s ( ( ( ( ( ( ( ( ( && & (-5 e we ve ( ( ( ( ( ( ( ( ( && & (-6.e. ( ( ( ( ( ( O (-7 were
3 ( O NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce ( ( ( Comprg (-7 w (- we ow e erm ( ormul wc s proporol o. - (-8 O s e error o Euler I order o reduce e error o we urer mody Euler orm (- s below: ( ( (-9 were d re vrbles o be deermed. Sce ( ( d s Tylor s epso ( d c be epressed s depeds o ( ( y( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( (- were ll e coeces re cos. Te prl dervves o ( ( re ( ( ( ( ( y( ( y( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( (- (- (- (- (-5 Clerly ll e coeces c be derved rom e bove prl dervves d epressed s
4 NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce - ( ( ( ( ( (. Subsug em o (- yelds ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( ( (-6 e d ( e ( ( ( ( ( ( ( ( O (-7 Hece (-9 c be rerrged d rewre s ( ( [ ] ( ( [ ] ( ( ( [ ] ( 6 O (-8 I we w o e e precso o rom (-7 d (-8 we ve ( ( ( ( ( [ ] ( ( [ ] ( O O (-9 Sce ( ( & e erm ( c be cged o e ollowg orm: ( ( ( ( ( ( ( & (- As resul rom (-9 d (- we ob ( ( ( ( ( ( ( [ ] ( ( [ ] (-
5 NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce wc leds o (- From (- weve ( ( ( ( ( (- (- ( (-5 Sce ere re our vrbles d ree equos (- (- d (-5 e coce o ese vrbles s o uque d commoly ey re seleced s ( (-6 T mes e umercl soluo (-8 s cose s ( ( ( (-7 wc s clled e secod-order Ruge-Ku ormul. For e coveece o progrmmg e ormul s oe rerrged s below: were ( (-8 ( ( (-9 I cse ger precso s requred we oem employ e ger order Ruge-Ku ormul. For emple precso o s eeded e e our-order Ruge-Ku ormul mus be used wc s oe gve s were ( (- 6 ( ( (- Ts ormul s bee wdely ppled o lo o pplcos egeerg due o s smplcy d ccepble ccurcy. Ne le s use emple o sow e progrmmg o e our-order -5
6 NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce Ruge-Ku ormul MATAB. Cosder e ollowg equo: ( ( ( ( & (.5 (- d d e soluo ( or wc c be solved s below: ( 5e. (- Now le s pply e our-order Ruge-Ku ormul o very (- w e sep sze.. Te precso s e e order o 8. From (- we ve were ( (- 6 ( ( ( ( ( ( ( Te progrmmg MATAB s gve s below: >> % Four order Ruge-Ku meod >>.5;.; % l codo (.5 d sep sze.sec >> -*(-; -*(/-; -*(/-; -*(-; >> ((**/6; >> e((-(-.5*ep(-; % umercl error >> (; >> or :599 % ol smulo me 6 sec >> -*((-; -*((/-; >> -*((/-; -*((-; >> (((**/6; >> ((*; % -s >> e((-(-.5*ep(-(; % umercl error >> ed >> plo(; lbel( ; ylbel( ( (
7 >> plo(e; lbel( ; ylbel( e( NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce e( From e bove umercl resuls o error uco e( s rue e precso s roud wc s deed less ( 8. I MATAB some srucos re provded o solve e derel equos suc s ode d ode5. I c ese srucos re lso mplemeed by e Ruge-Ku meod. Now le s use e sruco ode o solve e sysem (- d use e sruco ode5 o solve e sysem descrbed s below: ( ( ( (.5s( s & (.5 (-5 wose soluo c o be epressed closed orm. Te progrmmg MATAB s gve e ollowg wc cludes wo m-les. Te le rs.m s wre or (- d solved by ode. Te le rs.m s wre or (-5 d solved by ode5. Clerly e resul o (-5 c o be epressed closed orm sce s more complced e resul o (-. Cree m-le: rs.m uco drs( d-; Cree m-le: rs.m uco drs( d-.5*s(s(*; >> % ey e ollowg srucos >> []ode(@rs[:.:6].5 >> plo(; lbel( ; ylbel( ( -7
8 NCTU Deprme o Elecrcl d Compuer Egeerg 5 Sprg Course <Dymc Sysem Smulo d Implemeo> by Pro. Yo-Pg Ce ( >> % ey e ollowg srucos >> []ode5(@rs[:.:6].5 >> plo(; lbel( ; ylbel( ( (
4. Runge-Kutta Formula For Differential Equations. A. Euler Formula B. Runge-Kutta Formula C. An Example for Fourth-Order Runge-Kutta Formula
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