M.TECH.

POWER ELECTRONICS

EE641 Digital Simulation of Power Electronic Systems

Report on
NUMERICAL SOLUTION OF FIRST ORDER DIFFERENTIAL
EQUATION USING RUNGE KUTTA METHOD

Submitted by,

207214018 Valivarthe Bhargava Varma

207214005 Rajprakash.K
207214006 Vijayanarayanan.S
207214007 Nagaraju.M
207214019 Hariharan.R
407914004 Madhusudanan.G

DEPARTMENT OF ELECTRICAL AND ELECTRONICS ENGINEERING

NATIONAL INSTITUTE OF TECHNOLOGY

TIRUCHIRAPPALLI - 620015
INTRODUCTION
The dynamic behaviour of systems is an important study in all engineering problems. A
mechanical system involves displacements, velocities, and accelerations. An electric or
electronic system involves voltages, currents and time derivatives of these quantities. These
quantities involve in differential equations. An equation that involves one or more derivatives of
the unknown function is called an ordinary differential equation, abbreviated as ODE. The
solution of a two-point boundary value problem (ODE) usually involves iterating between the
values at the beginning and end of the range of integration. The ODE in the time domain are
initial-value problems, so all the conditions are specified at the initial time, such as t = 0 or x = 0.
For notations, we use t or x as an independent variable. The idea of using information about the
function at points other than the initial point of an interval can be generalized to produce more
efficient and more accurate schemes for solving ordinary differential equations. Probably the
most widely used of these are the methods of Runge and Kutta.

RUNGE KUTTA METHOD:

One of the oldest and still most widely used groups of ODE integration algorithms is the
Runge-Kutta family of methods. These are step-wise integration algorithms. Starting from an
initial condition, the ODE is solved at discrete steps over the desired integration range. Runge-
Kutta techniques are robust and will give good results as long as very high accuracy is not
required. Runge-Kutta methods are not the fastest ODE solver techniques but their efficiency can
be markedly improved if adaptive step sizing is used.

Runge-Kutta methods are designed to solve first-order differential equations. They can be
used on a single first-order ODE or on a coupled system of first-order ODEs. If a higher-order
ODE can be expressed as a coupled system of first-order ODEs, Runge-Kutta methods can be
used to solve it. To understand how Runge-Kutta methods work, consider a simple first-order
differential equation.

= f(x,y)

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To solve for the dependent variable y, can be integrated in a step-wise manner. The derivative is
replaced by its delta-form and the x term is moved to the right-hand side.

y = yn+1 - yn = x f(x,y)

Starting at an independent variable location xn where the value of yn is known, the value
of the dependent variable at the next location, yn+1, is equal to its value at the current location, yn,
added to the independent variable step size, x, times the right-hand side function. There is one
question left to be resolved, where should we evaluate the right-hand side function? With the
Euler method, as shown above, the function is evaluated at the current location, xn.

yn+1 = yn + f(xn ,yn)

The value of y at the next step is computed using the slope of the f(x,y) function at the
current step. If you perform a Taylor series expansion on Euler’s method you will find that it is
first-order accurate in x. The Euler method is really only useful for linear or nearly linear
functions. What happens, for instance, if the slope of the f(x,y) curve changes between xn and
xn+1?
The Euler method will compute an incorrect value for yn+1.This is where the Runge-Kutta
methods come into play. The Runge-Kutta methods perform a successive approximation of yn+1
by evaluating the f(x,y) function at different locations between xn and xn+1. The final computation
of yn+1 is a linear combination of the successive approximations.

There are numerous Runge-Kutta schemes of various orders of accuracy. The most
commonly used scheme and the one we will implement is the fourth-order Runge-Kutta
algorithm. As the name implies, it is fourth order accurate in x.The algorithm consists of five
steps, four successive approximations of and a fifth step that computes yn+1 based on a linear
combination of the successive approximations.

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OBJECTIVE:
Our objective is to solve the first order differential equation numerically without the
calculation of partial derivatives (ie analytical method) using Runge-Kutta algorithm. Consider
the single variable problem x' = f (t, x) with initial condition x(0) = x0. Suppose that xn is the
value of the variable at time tn.

The Runge-Kutta formula takes xn and tn and calculates an approximation for xn+1 at a
brief time later, tn+h. It uses a weighted average of approximated values of f (t, x) at several
times within the interval (tn, tn+h).

For real-life problems first and second order methods are not applicable, because within
reasonable computational time we cannot achieve the numerical solution with some prescribed
and required (by the application) accuracy.
Our aim is to construct higher order accurate methods most numerical solutions to
differential equations is to attain the desired accuracy with the fewest computations, which, for
any given method means running it with the smallest step size that satisfies the accuracy
conditions.
The formula is given by

xn+1 = xn + h⁄6 (k1 + 2k2 + 2k3 + k4)

k1=f( tn, xn)

k2 = f (tn + h⁄2, xn + h⁄2 k1)
k3 = f (tn + h⁄2, xn + h⁄2 k2)
k4 = f (tn + h, xn + h k3)

To run the simulation, we simply start with x0 and find x1 using the formula above. Then
we plug in x1 to find x2 and so on. The Runge-Kutta algorithm is known to be very accurate and
well-behaved for a wide range of problems.

The Runge-Kutta algorithm can be easily extended to a set of first order differential
equations. You wind up with essentially the same formulas shown above, but all the variables
(except for time) are vectors.

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Sources of error, convergence, and stability
It is important to keep in mind that there are three possible sources of error in numerical
calculations, such as solutions to ordinary differential equations. The one we have discussed the
most is truncation error, the error associated with the number of terms in a series, e.g. Taylor
series.
Other sources of error are round-off errors, which will always be present even if our
method is exact, and original data errors, associated with not knowing the initial conditions or
boundary conditions exactly. Errors at each step propagate through the solution, so the global
error is generally about an order larger than the local error.
A method is convergent if the approximate solution tends toward the true solution as step
size tends to zero. All of the widely used methods for solving ordinary differential equations (in
particular the ones we have discussed) are convergent. Stability refers to the growth of errors as
the solution proceeds. A stable method is one in which the global error does not grow in an
unbounded manner. For many ODE's, the step size required to obtain an accurate solution is
much smaller than the step size required for stability. As a result, stability is often not a major
concern. When a solution is unstable, it is usually obvious. A smaller step size will generally
rectify the problem, although there are cases that are unconditionally unstable for some methods.
Changing methods is the best approach in such cases.

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FLOW CHART
Start

Get values of
Initial time t0, Initial output y0, Step size h, Final time
t

Initialize tn = t0 ; yn=y0

If
tn<= tf
No
Yes

Calculate K1, K2, K3, K4 and Yn + 1

Stop

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Example:

RL Circuit:

SW
R
I

Vs
DC
L

Circuit Parameters:

Vs  20V ;

R=2Ω ;

L=4mΗ

Differential Equation:

Applying KVL for the above circuit,

di
Vs =iR+L
dt
di V R
= s- i
dt L L

Required differential equation:

di 20 2
= - i
dt 0.04 0.04
Solution for the above equation using analytical method:

-2 t
20 0.04
i= (1-e )
2

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MATLAB CODE:

clc
clear
% Initial output Values
Y = [0 5 20];
% Step Size
h = [0.005];
h0 = h;
% Value of t at which solution needs to be found
tf = 0.5;
% Initial time
t = [0];
t0 = t;
for i = 1:length(y) % for different initial output values
n = tf / h;
c = zeros (1,n+1);
d = zeros (1,n+1);
c (1) = t;
d (1) = y (i);

for xx = 1 : n
% Iteration process for different initial output values
%Runge kutta Fourth order method
k1 = h * diffeqn2 (t,y(i));
k2 =h * diffeqn2 (t+h/2,y(i)+k1/2);
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 k3 = h * diffeqn2(t+h/2,y(i)+k2/2);
k4 = h * diffeqn2(t+h,y(i)+k3);
y(i) = y(i) + 1/6 * (k1+2*k2+2*k3+k4);
t = t + h;
fprintf ( ' End of Iteration %d using %d intial output value : tn+1= %f,
yn+1 = %f \n ', xx, i, t, y(i));
fprintf('%f %f \n', t, y(i));
c(xx+1) = t;
d(xx+1) = y(i);
end
plot(c,d);
hold on
t=t0;
h=h0;
end
y

% Function call
function [y1]=diffeqn2(t,y)
y1= ((20/.04) - ((2/0.04)*y));
end

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Output Waveform for different initial output assumptions:

Time Vs Current for Different initial values

20

15
Current (A)

10

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
Time((S)

Comparison between Analytical and Numerical Answers:

The below table shows that results from both analytical and numerical methods using RK
method and error corresponds to them.
.
Numerical Analytical
Time(s) Error(A-N)
method(N) method(A)
0.005 2.211914 2.211992169 0.0000781690
0.010 3.934572 3.934693403 0.0001214030
0.015 5.276192 5.276334473 0.0001424730
0.020 6.321058 6.321205588 0.0001475880
0.025 7.134808 7.134952031 0.0001440310
0.05 9.179068 9.179150014 0.0000820140
0.075 9.764787 9.764822541 0.0000355410
0.1 9.932607 9.93262053 0.0000135300
0.125 9.980691 9.980695459 0.0000044590
0.150 9.994467 9.994469156 0.0000021560
0.175 9.998415 9.998415387 0.0000003870
0.4 10.000000 9.999999979 -0.0000000210
0.5 10.000000 10 0.0000000000

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INFERENCES:

The step size and initial value of the variable were found to be the most influential
parameters for the performance of the Runge-Kutta method. It was found that with different
initial values, the function y=f(t) varies accordingly, if the function is of linear nature. Whereas
for functions which reaches a steady state the initial value does not have any influence on the
steady state value.
The step size was found to be a parameter which varies with different types of problems.
In electrical problems relating to transients it was found that the time constant of the circuit can
be used to determine the function accurately. For the function to be predicted accurately during
the transient period and steady state period, the step size must have a minimum value of 5% of
the time constant in the circuit whose differential equation needs to be solved. Whereas in order
to predict only the steady state value the step size must have a minimum value of 250% of the
time constant.

REFERENCES
1. P. Kandasamy, K. Thilagavathy and K. Gunavathy, ‘Numerical Methods’, S.Chand Co.
Ltd., New Delhi, 2003.

2. B.S.Grewal, ‘Numerical Methods in Engineering and Science’, Khanna Publishers, New

Delhi, 1999

3. www.nptel.ac.in

4. www.mathworks.in

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