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 4 th
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
dy
2 y 1.3e x , y 0 5
dx

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

Solution
dy
2 y 1.3e x , y 0 5
dx

08.04.1

08.04.2

Chapter 08.04
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

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

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

Solution
ey

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

(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
2
yi 1 yi
x , y xi 1 xi
x , y xi 1 xi
dx i i
2! dx 2 i i
3! dx 3
1 d4y
xi 1 xi 4

4 xi , yi
4! dx
(2)
dy
f x, y and xi 1 xi h
dx
1
1
y i f xi , y i h f ' xi , y i h 2 f
2!
3!

xi , yi

xi 1 xi

Knowing that
y i 1

''

xi , y i h 3 1

4!

'''

xi , y i h 4

(3)

Based on equating Equation (2) and Equation (3), one of the popular solutions used is
y i 1 y i

1
k1 2 k 2 2 k 3 k 4 h
6

k1 f x i , y i

1
1

k2 f xi h, yi k1h
2
2

(4)
(5a)
(5b)

Runge-Kutta 4th Order Method

08.04.3

1
1

k 3 f x i h, y i k 2 h
2
2

(5c)

k 4 f x i h, y i k 3 h

(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 81 108 , 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 t 0 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

2.2067 10 12 1154 .0 4 81 108

3.8954

k 4 f t0 h, 0 k3h

f 0 240,1200 3.894 240

f 240,265.10

08.04.4

Chapter 08.04

2.2067 10 12 265.10 4 81 108

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 10 12 622.614 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
0.34775

k 4 f t1 h,1 k3h

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

Runge-Kutta 4th Order Method

08.04.5

1
0.44199 2 0.31372 2 0.34775 0.25351 240
6
1
675.65 2.0184 240
6
675.65

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.

Figure 1 Comparison of Runge-Kutta 4th order method

with exact solution for different step sizes.
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
h

480
240
120
60
30

size, 480
-90.278
594.91
646.16
647.54
647.57

Et

| t | %

737.85
52.660
1.4122
0.033626
0.00086900

113.94
8.1319
0.21807
0.0051926
0.00013419

08.04.6

Chapter 08.04

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 4 th
order method just like there are several versions of the second order methods. The formula
developed by Kutta is
y i 1 y i

where

1
k1 3k 2 3k 3 k 4 h
8

(6)

k1 f xi , y i

(7a)

1
1

k 2 f xi h, y i hk1
3
3

2
1

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

k 4 f xi h, yi hk1 hk 2 hk 3
This formula is the same as the Simpsons 3/8 rule, if f x, y is only a function of

(7b)
(7c)

x.

(7d)

Runge-Kutta 4th Order Method

08.04.7

Figure 3 Comparison of Runge-Kutta methods of 1st (Euler), 2nd, and 4th order.
ORDINARY DIFFERENTIAL EQUATIONS
Topic
Runge-Kutta 4th order method
Summary
Textbook notes on the Runge-Kutta 4th order method for
solving ordinary differential equations.
Major
General Engineering
Authors
Autar Kaw
Last Revised March 14, 2015
Web Site
http://numericalmethods.eng.usf.edu