EWCE 205: Numerical Methods

Lecture 17: Solution of Ordinary

Differential Equations
(a) Euler’s Method
(b) Runge-Kutta Method

1
 Euler’s Method

dy
 f  x, y  , y  x0   y0 True value
dx
y1, Predicted
Rise
Slope  x0,y0 Φ value
Run
y  y0
 1
x1  x0 Step size, h

 f  x0 , y 0  x

y1  y 0  f  x0 , y 0  x1  x0 
Figure 1 Graphical interpretation of the first step of Euler’s method
 y0  f  x0 , y0  h

2
 Euler’s Method
y

yi 1  yi  f  xi , yi  h True Value

h  xi 1  xi yi+1, Predicted value

Φ
yi
h
Step size
x
xi xi+1

Figure 2. General graphical interpretation of Euler’s method

3
 How to write Ordinary Differential
Equation
How does one write a first order differential equation in the form of
dy
 f  x, y 
dx
Example
dy
 2 y  1.3e  x , y  0   5
dx
is rewritten as
dy
 1.3e  x  2 y, y  0   5
dx
In this case

f  x, y   1.3e  x  2 y
4
 Example
A ball at 1200K is allowed to cool down in air at an ambient temperature of
300K. Assuming heat is lost only due to radiation, the differential equation for
the temperature of the ball is given by

d
dt
 
 2.2067  10 12  4  81 108 ,   0   1200 K

Find the temperature at t  480 seconds using Euler’s method. Assume a step size of
h  240 seconds.

5
 Solution
Step 1:
d
dt

 2.2067  10 12  4  81 10 8 

f  t ,   2.2067  10 12  4  81 108 
 i 1   i  f  ti , i  h
1   0  f  t0 , 0  h
 1200  f  0,1200  240
  
 1200   2.2067  10 12 1200 4  81 108 240
 1200    4.5579 240
 106.09 K
1 is the approximate temperature at t  t1  t0  h  0  240  240
  240  1  106.09 K
6
 Solution Cont
Step 2: For i  1, t1  240, 1  106.09
 2  1  f  t1 , 1  h
 106.09  f  240,106.09  240
 
 106.09   2.2067 10 12 106.09 4  81 108 240 
 106.09   0.017595 240
 110 .32 K
 2 is the approximate temperature at t  t2  t1  h  240  240  480

  480   2  110.32 K

7
 Solution Cont

The exact solution of the ordinary differential equation is given by the

solution of a non-linear equation as

  300
0.92593 ln  1.8519 tan 1  0.00333   0.22067 10 3 t  2.9282
  300

The solution to this nonlinear equation at t=480 seconds is

 (480)  647.57 K

8
Comparison of Exact and Numerical Solutions

1400

1200
Temperature, θ(K)

1000
Exact Solution
800

600

400
h=240
200

0
0 100 200 300 400 500
Time, t(sec)

Figure 3. Comparing exact and Euler’s method

9
 Effect of step size

Table 1. Temperature at 480 seconds as a function of step size, h

Step, h q(480) Et |єt|%

480 −987.81 1635.4 252.54
240 110.32 537.26 82.964
120 546.77 100.80 15.566
60 614.97 32.607 5.0352
30 632.77 14.806 2.2864

 (480)  647.57 K (exact)

10
 Comparison with exact results

1500

1000 Exact solution

Temperature, θ(K)

500
h=120
h=240
0
0 100 200 300 400 500
-500
Time, t (sec) h=480
-1000

-1500

Figure 4. Comparison of Euler’s method with exact solution for different step sizes

11
Effects of step size on Euler’s Method

800

400
Temperature,θ(K)

0
0 100 200 300 400 500
-400
Step size, h (s)
-800

-1200

Figure 5. Effect of step size in Euler’s method.

12
 Errors in Euler’s Method

It can be seen that Euler’s method has large errors. This can be illustrated using
Taylor series.
dy 1 d2y 1 d3y
y i 1  y i   xi 1  xi   2
 x i 1  x i  2
 3
 x i 1  x i  3
 ...
dx xi , yi 2! dx x , y 3! dx x , y
i i i i

1 1
yi 1  yi  f ( xi , yi ) xi 1  xi   f ' ( xi , yi ) xi 1  xi   f ' ' ( xi , y i ) xi 1  xi   ...
2 3

2! 3!
As you can see the first two terms of the Taylor series

yi 1  yi  f  xi , yi  h are the Euler’s method.

The true error in the approximation is given by

f  xi , yi  2 f  xi , yi  3 Et  h 2
Et  h  h  ...
2! 3!
13
 Runge Kutta 2 Order Method nd

• Runge Kutta thought to consider upto second derivative terms in

Taylor’s series
• In that case the Eular’s Method will be extended to
1
yi 1  yi  f  xi , yi  h  f  xi , yi  h 2
2!
 But finding the second derivative is sometimes difficult
 Hence they used the average of two approximate slopes as
follows:
1 1 
yi 1  yi   k1  k 2 h
2 2 
where,
k1  f  xi , yi 
k 2  f  xi  h, yi  k1h 

14
Runge Kutta Method (Heun’s Method)

y
Slope  f  xi  h, yi  k1h 

yi+1, predicted
Slope  f  xi , yi 

1
Average Slope   f  xi  h, yi  k1h   f  xi , yi  
2
yi

x
xi xi+1

Figure 1 Runge-Kutta 2nd order method (Heun’s method)

15
 Example
A ball at 1200K is allowed to cool down in air at an ambient temperature
of 300K. Assuming heat is lost only due to radiation, the differential
equation for the temperature of the ball is given by
d
dt
 
 2.2067  10 12  4  81 10 8 ,  0   1200 K

Find the temperature at t  480 seconds using Heun’s method. Assume a step size of
h  240 seconds.
d
dt

 2.2067  10 12  4  81 10 8 
f  t ,   2.2067  10 12   4  81 108 
1 1 
 i 1   i   k1  k 2 h
2 2 

16
 Solution
Step 1: i  0, t0  0, 0   (0)  1200 K

k1  f  t0 , o  k 2  f  t0  h,  0  k1h 
 f  0,1200   f  0  240,1200    4.5579 240 

 2.2067  10 12 1200 4  81 108   f  240,106.09 
 4.5579 
 2.2067  10 12 106.09 4  81108 
 0.017595
1 1 
1   0   k1  k 2 h
2 2 
1 1 
 1200     4.5579    0.017595 240
2 2 
 1200    2.2702  240
 655.16 K

17
 Solution Cont
Step 2: i  1, t1  t 0  h  0  240  240,1  655.16 K
k1  f  t1 ,1  k 2 f  t1  h, 1  k1h 
 f  240,655.16   f  240  240,655.16    0.38869  240
 f  480,561.87 

 2.2067  10 12 655.16 4  81108 
 0.38869

 2.2067 10 12 561.87 4  81108 
 0.20206

1 1 
 2  1   k1  k 2 h
2 2 
1 1 
 655.16     0.38869     0.20206  240
2 2 
 655.16    0.29538 240
 584.27 K
18
 Comparison with exact results
1200

Exact h=120
Temperature, θ(K)

800

h=240
400
h=480

0
0 100 200 300 400 500

-400
Time, t(sec)

Figure 2. Heun’s method results for different step sizes

19
 Effect of step size

Table 1. Temperature at 480 seconds as a function of step size, h

Step size, h q(480) Et |єt|%

480 −393.87 1041.4 160.82

240 584.27 63.304 9.7756
120 651.35 −3.7762 0.58313
60 649.91 −2.3406 0.36145
30 648.21 −0.63219 0.097625

 (480)  647.57 K (exact)

20
Runge-Kutta 4th Order Method

For
dy
 f ( x, y ), y (0)  y0
dx
Runge Kutta 4th order method is given by
1
yi 1  yi   k1  2k2  2k3  k4  h
6
where
k1  f  xi , yi 
 1 1 
k 2  f  xi  h, yi  k1h 
 2 2 
 1 1 
k3  f  xi  h, yi  k2 h 
 2 2 

k 4  f  xi  h, yi  k3h 

21
 Example
A ball at 1200K is allowed to cool down in air at an ambient temperature
of 300K. Assuming heat is lost only due to radiation, the differential
equation for the temperature of the ball is given by
d
dt
 
 2.2067  10 12  4  81 10 8 ,  0   1200 K

Find the temperature at t  480 seconds using Runge-Kutta 4th order method.

Assume a step size of h  240 seconds.

d
dt

 2.2067  10 12  4  81 10 8 
f  t ,   2.2067  10 12   4  81 10 8 

1
 i 1   i   k1  2k 2  2k 3  k 4  h
6

22
 Solution
Step 1: i  0, t0  0,  0   (0)  1200

k1  f  t 0 ,  o   f  0,1200  2.2067  10 12 12004  81108   4.5579

 1 1   1 1 
k 2  f  t0  h,  0  k1h   f  0   240 ,1200    4.5579  240 
 2 2   2 2 
 
 f 120,653.05  2.2067 10 12 653.054  81 108  0.38347

 1 1   1 1 
k3  f  t0  h,  0  k 2 h   f  0   240  ,1200    0.38347  240 
 2 2   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    3.984  240

 f  240,265.10  2.2067  10 12  265.10 4  81 108   0.0069750

23
 Solution Cont
1
1   0   k1  2k 2  2k3  k 4  h
6
1
 1200    4.5579  2  0.38347   2  3.8954    0.069750   240
6
1
 1200    2.1848 240
6
 675.65 K

1 is the approximate temperature at

t  t1  t0  h  0  240  240

  240  1  675.65K

24
 Comparison with exact results
θ(K ) 1600

1200
Tem perature,

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

25
 Effect of step size
Table 1. Temperature at 480 seconds as a function of step size, h

Step size, h q (480) Et |єt|%

480 −90.278 737.85 113.94

240 594.91 52.660 8.1319
120 646.16 1.4122 0.21807
60 647.54 0.033626 0.0051926
30 647.57 0.00086900 0.00013419

 (480)  647.57 K (exact)

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THANKS

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