Runge-Kutta 4th Order Method

by
Dr. Md. Rajibul Islam
CSE, UAP

10/11/22 1
 Runge-Kutta 4th Order Method
For dy
 f ( x, y ), y (0)  y0
dx
1 1 1
yi 1  yi  f ( xi , yi )xi 1  xi   f ' ( xi , yi )xi 1  xi   f ' ' ( xi , yi )xi 1  xi   f ' ' ' ( xi , yi )xi 1  xi   ...
2 3 4

2! 3! 4!
Runge-Kutta took this particular expression and equated it to the second-order . . .
the first five terms of the Taylor series expansion for y
Runge Kutta 4th order method is given by
1
yi 1  yi  k1  2k2  2k3  k 4 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 
2
 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
3
 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
 2.2067  10 12  4  81 10 8 , 0   1200 K
dt

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 108 

f t ,   2.2067  10 12  4  81 108 
1
 i 1   i  k1  2k 2  2k 3  k 4 h
6
4
 Solution
Step 1: i  0, t0  0,  0   (0)  1200

 
k1  f t0 ,  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  k3 h   f 0  240,1200   3.984240

 f 240,265.10  2.2067 10 12 265.104  81108   0.0069750

5
 Solution Cont
1
1   0  k1  2k2  2k3  k4 h
6
1
 1200   4.5579  2 0.38347  2 3.8954  0.069750240
6
1
 1200   2.1848240
6
 675.65K

1 is the approximate temperature at

t  t1  t0  h  0  240  240

 240  1  675.65K

6
 Solution Cont
Step 2: i  1, t1  240,1  675.65 K

 
k1  f t1 ,1   f 240,675.65  2.2067 1012 675.654  81108  0.44199

 1 1   1 1 
k 2  f  t1  h, 1  k1h   f  240  240, 675.65   0.44199240 
 2 2   2 2 
 
 f 360,622.61  2.2067 1012 622.614  81108  0.31372

 1 1   1 1 
k3  f  t1  h,1  k 2 h   f  240  240,675.65   0.31372240 
 2 2   2 2 
 f 360, 638.00  2.2067 1012 638.004  81108   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 592.194  81108   0.25351

7
 Solution Cont
1
 2  1  k1  2k 2  2k3  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
 594.91K
 is the approximate temperature at

t 2  t1  h  240  240  480

 480   2  594.91K

8
 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

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 Test 1

Find y(3) using Runge-Kutta 4th order method where h=1.5

K1=1
K2=-0.8829
K3=-0.3180
K4=-1.140

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 Test 1

K1=-1.076
K2=-1.107
K3=-1.098
K4=-0.9379

y2=2.759
x2=X1+h=1.5+1.5=3.0
y2=y(x2)
=y(3)~=2.759

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 Comparison with exact results
1600
θ(K )

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

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

Step size, h  (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)
13
 Effects of step size on Runge-
Kutta 4th Order Method
800
Temperature,θ (480)

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

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 Comparison of Euler and Runge-
Kutta Methods
1400
Temperature, θ(K)

1200
4th order
1000

800
Exact
600
Heun
400

200 Euler

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

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

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THE END