Chapter 08.

04
Runge-Kutta 4th Order Method for
Ordinary Differential Equations

After reading this chapter, you should be able to

1. develop Runge-Kutta 4th order method for solving ordinary differential equations,
2. find the effect size of step size has on the solution,
3. know the formulas for other versions of the Runge-Kutta 4th order method
What is the Runge-Kutta 4th order method?
Runge-Kutta 4th order method is a numerical technique used 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 the 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?
Example 1
Rewrite

in

08.04.1

dy
+ 2 y = 1.3e x , y (0 ) = 5
dx
dy
= f ( x, y ), y (0) = y 0 form.
dx

08.04.2

Chapter 08.04

Solution
dy
+ 2 y = 1.3e x , y (0 ) = 5
dx
dy
= 1.3e x 2 y, y (0 ) = 5
dx
In this case
f ( x, y ) = 1.3e x 2 y

Example 2
Rewrite
ey

in

dy
+ x 2 y 2 = 2 sin(3 x), y (0 ) = 5
dx

dy
= f ( x, y ), y (0) = y 0 form.
dx

Solution
dy
+ x 2 y 2 = 2 sin(3 x), y (0 ) = 5
dx
dy 2 sin(3 x) x 2 y 2
=
, y (0 ) = 5
dx
ey
In this case
2 sin(3 x) x 2 y 2
f ( x, y ) =
ey
The Runge-Kutta 4th order method is based on the following
yi +1 = yi + (a1k1 + a2 k 2 + a3 k 3 + a4 k 4 )h
where knowing the value of y = y i at xi , we can find the value of y = yi +1 at xi +1 , and
ey

h = xi +1 xi
Equation (1) is equated to the first five terms of Taylor series
3
dy
1 d2y
1 d3y
2
(
)
(
)
(xi +1 xi )
yi +1 = yi +
x
x
x
x

+
xi , yi
i +1
i
i +1
i
2 xi , yi
3 xi , yi
dx
2! dx
3! dx
4
1d y
(xi +1 xi )4
+
4 xi , yi
4! dx
dy
Knowing that
= f ( x, y ) and xi +1 xi = h
dx
1
1
1
y i +1 = y i + f ( xi , y i )h + f ' ( xi , y i )h 2 + f '' ( xi , y i )h 3 + f ''' ( xi , y i )h 4
2!
3!
4!
Based on equating Equation (2) and Equation (3), one of the popular solutions used is
1
y i +1 = y i + (k1 + 2k 2 + 2k 3 + k 4 )h
6

(1)

(2)

(3)
(4)

Runge-Kutta 4th Order Method

08.04.3

k1 = f ( x i , y i )

(5a)

1
1

k2 = f xi + h, yi + k1h
2
2

(5b)

1
1

k 3 = f xi + h, y i + k 2 h
2
2

k 4 = f ( x i + h, y i + k 3 h )

(5c)
(5d)

Example 3
A ball at 1200 K is allowed to cool down in air at an ambient temperature of 300 K.
Assuming heat is lost only due to radiation, the differential equation for the temperature of
the ball is given by
d
= 2.2067 10 12 ( 4 81108 ), (0 ) = 1200 K
dt
where is in K and t in seconds. Find the temperature at t = 480 seconds using RungeKutta 4th order method. Assume a step size of h = 240 seconds.
Solution
d
= 2.2067 10 12 4 81 10 8
dt
f (t , ) = 2.2067 10 12 4 81 10 8
1
i +1 = i + (k1 + 2k 2 + 2k 3 + k 4 )h
6
For i = 0 , t 0 = 0 , 0 = 1200K

k1 = f (t0 , 0 )

= f (0,1200 )
= 2.2067 10 12 (1200 4 81 10 8 )
= 4.5579
1
1

k 2 = f t0 + h, 0 + k1h
2
2

1
1

= f 0 + (240 ),1200 + ( 4.5579 ) 240

2
2

= f (120,653.05)
= 2.2067 10 12 (653.05 4 81 10 8 )
= 0.38347
1
1

k 3 = f t 0 + h, 0 + k 2 h
2
2

1
1

= f 0 + (240 ),1200 + ( 0.38347 ) 240

2
2

= f (120,1154.0 )

08.04.4

Chapter 08.04

= 2.2067 10 12 1154.0 4 81 108

= 3.8954
k 4 = f (t0 + h, 0 + k3 h )
= f (0 + 240,1200 + ( 3.894 ) 240 )
= f (240,265.10)

= 2.2067 10 12 265.10 4 81108

= 0.0069750
1
1 = 0 + ( k1 + 2 k 2 + 2 k 3 + k 4 ) h
6
1
= 1200 + ( 4.5579 + 2( 0.38347 ) + 2( 3.8954 ) + (0.069750 ))240
6
(
= 1200 + 2.1848) 240
= 675.65 K
1 is the approximate temperature at
t = t1
= t0 + h
= 0 + 240
= 240
1 = (240)
675.65 K
For i = 1, t1 = 240, 1 = 675.65 K
k1 = f (t1 , 1 )
= f (240,675.65)
= 2.2067 10 12 675.65 4 81 10 8
= 0.44199
1
1

k 2 = f t1 + h, 1 + k1h
2
2

1
1

= f 240 + (240),675.65 + ( 0.44199)240

2
2

= f (360,622.61)
= 2.2067 1012 622.614 81 108
= 0.31372
1
1

k3 = f t1 + h, 1 + k 2 h
2
2

1
1

= f 240 + (240 ),675.65 + ( 0.31372 ) 240

2
2

= f (360,638.00 )

= 2.2067 10 12 638.00 4 81 10 8

Runge-Kutta 4th Order Method

08.04.5

= 0.34775
k 4 = f (t1 + h, 1 + k3 h )
= f (240 + 240,675.65 + ( 0.34775) 240)
= f (480,592.19)
= 2.2067 10 12 (592.19 4 81 10 8 )
= 0.25351
1
2 = 1 + ( k1 + 2 k 2 + 2 k 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
= 594.91 K
2 is the approximate temperature at
t = t2
= t1 + h
= 240 + 240
= 480

2 = (480)

594.91 K
Figure 1 compares the exact solution with the numerical solution using the Runge-Kutta 4th
order method with different step sizes.

Temperature, (K)

1600
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.

08.04.6

Chapter 08.04

Table 1 and Figure 2 show the effect of step size on the value of the calculated temperature at
t = 480 seconds.
Table 1 Value of temperature at time, t = 480 s for different step sizes
Step size, h
480
240
120
60
30

(480)

Et
-90.278 737.85
594.91 52.660
646.16 1.4122
647.54 0.033626
647.57 0.00086900

| t | %
113.94
8.1319
0.21807
0.0051926
0.00013419

Temperature, (480)

800
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 Eulers method (Runge-Kutta 1st order
method), Heuns method (Runge-Kutta 2nd order method), and Runge-Kutta 4th order
method.
The formula described in this chapter was developed by Runge. This formula is same as
Simpsons 1/3 rule, if f ( x, y ) were only a function of x . There are other versions of the 4th
order method just like there are several versions of the second order methods. The formula
developed by Kutta is
1
(6)
y i +1 = y i + (k1 + 3k 2 + 3k 3 + k 4 )h
8
where
(7a)
k1 = f (xi , yi )
1
1

k 2 = f xi + h, yi + hk1
3
3

2
1

k 3 = f xi + h, yi hk1 + hk 2
3
3

k 4 = f (xi + h, y i + hk1 hk 2 + hk 3 )

(7b)
(7c)
(7d)

Runge-Kutta 4th Order Method

08.04.7

This formula is the same as the Simpsons 3/8 rule, if f ( x, y ) is only a function of x .

Temperature, (K)

1400
1200

4th order

1000
800

Exact

600

Heun

400

Euler

200
0

100

200

300

400

500

Time, t(sec)

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