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1. INTRODUCTION
The Runge-Kutta method is popular method for solving initial value problem. It is most
accurate and stable method.
The Runge-Kutta method of order p>= 2 are nonlinear one step methods. They are nonlinear,
since the function f(x,y) is not involved in the Runge-Kutta formulas as a combination of its
values, but it emerges as itself argument. However, the explicit Euler method is the one step
linear method, and it is also the Runge-Kutta method of order p=1. We shall consider RungeKutta explicit methods in the following general form:
yn+1 = yn + hn (xn , yn , hn ),
n=0,1,., N-1,
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2. HISTORY
It arise when Leonhard Euler have made improvements on Euler method to produce
Improved Euler method. Then, Runge is realized this method which is similar method with
the second order Runge Kutta method. A few years later in 1989 Runge acquired Fourth
Order of Runge Kutta method and afterwards, it is developed by Heun(1900) and
Kutta(1901).
The idea of generalizing the Euler method, by allowing for a number of evaluations of the
derivative to take place in a step, is generally attributed to Runge (1895). Further
contributions were made by Heun (1900) and Kutta (1901). The latter completely
characterized the set of Runge-Kutta methods of order 4, and proposed the first methods of
order 5. Special methods for second order differential equations were proposed by Nystrom
(1925), who also contributed to the development of methods for first order equations. It was
not until the work of Huta (1956,1957) that sixth order methods were introduced.
Since the advent of digital computers, fresh interest has been focused on Runge-Kutta
methods, and a large number of research workers have contributed to recent extensions to the
theory, and to the development of particular methods. Although early studies were devoted
entirely to explicit Runge-Kutta methods, interest has now moved to include implicit
methods, which have become recognized as appropriate for the solution of stiff differential
equations.
A number of different approaches have been used in the analysis of Runge-Kutta methods.
The methods most commonly employed by scientists to integrate o.d.e.s were first developed
by the German mathematicians C.D.T. Runge and M.W. Kutta in the latter half of the
nineteenth century.
In 1995, regarded as the centenary of the Runge-Kutta method, a conference was held at the
CWI in Amsterdam to celebrate this occasion and, subsequently G. Warner and the author
wrote an account of the of Runge- Kutta methods as we understood it at the time. A more
general history of numerical methods of ordinary differential equations appeared a few years
later as a millennium review. In the light of these existing surveys, it seems appropriate to
aim for something on a smaller scale in the present paper.
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3. TECHNICALITIES OR DERIVATIONS
Runge-Kutta methods are single step methods and are really accurate than the Taylors
series method. Runga- Kutta method is a more general and improvised method than that
of the Euler's method. Methods based on higher order approximations are called RungeKutta methods.
Runge-Kutta Method of Order Two: The Runge-Kutta 2nd order method is a
numerical technique used to solve an ordinary differential equation of the form:
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The flow chart associated with the R-K method of order 2 is : Figure 1:
DERIVATION:
Consider the first order differential equation:
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dy
= y=f (x , y )
dx
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with y(x0) = y0
.1
.2
The parameters w1, w2, a, and b are chosen in order to make (1) as accurate as possible.
By Taylor Series Expansion, we have
h2 ''
y (x0 + h) = y(x0) + hy0 + 2 ! y 0
+ .
Since y = f(x, y)
y = f(x,y) = fx + fy f
y = fxx + 2fxy f + fyy f2 + fx fy +fy2 f
Thus, from (3) we obtain
h2
y (x0 + h) = y(x0) + h f(x0 , y0) + 2 ! [f x +f x f y ](x 0, y 0) +
h3
2
2
[ f xx +2 f xy f + f yy f + f x f y + f y f ]( x0, y0 ) + O(h4)
3!
4
where the subscripts on f denote partial derivatives with respect to the indicated
variables.
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h
w [a2 f xx +2 ab f f xy + b2 f 2 f yy ]( x0, y 0) + O(h4)
2 2
..5
Comparing equations (4) and (5), to make the corresponding powers of h and h2 agree, we
must have
w1 + w2 = 1
a= b =
1
2 w2
This is a system of nonlinear equations in the four unknowns a, b, w1, w2. There are many
solutions of this depending on the choice of w2. These choices corresponding to some of the
standard numerical integration formulas. If we choose w2 =
w1 =
1
2
1
2
then
, a=b=1
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h
[f ( x0 , y 0 ) + f ( x 0+ h , y 0 + h f ( x 0 , y 0 ))]
2
With k1 = h f(x0,y0)
k2 = h f(x0 + h, y0 + h f(x0, y0))
This method is called the Runge-Kutta method for order two.
The steps for the calculation involved here are:
1.
2.
3.
4.
5. Obtain y1 = y0 + k, where y1 is at x1 = x0 + h
Alternative form for Runge-Kutta method of order two:
Alternativ
e Form
k1 f (xi , yi )
k2 f (xi h, yi h k1)
yi 1 yi h w1 k1 w2 k2
1
For example, choosing 1, then 1, w1 w2
2
Second Order Runge - Kutta method becomes :
K1 h f ( xi , yi )
K 2 h f ( xi h, yi K1 )
1
K1 K 2 yi h f ( xi , yi ) f ( xi 1 , yi01 )
2
2
This is Heun ' s Method with a Single Corrector
yi 1 yi
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1
1
then , w1 0, w2 1
2
2
Second Order Runge - Kutta method becomes :
K1 h f ( xi , yi )
Choosing
K 2 h f ( xi
h
K
, yi 1 )
2
2
yi 1 yi K 2 yi h f ( xi
h
K
, yi 1 )
2
2
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k2
2 )
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k1 f ( xi , yi )
1
k 2 f ( xi h,
4
1
k3 f ( xi h,
4
1
k 4 f ( xi h,
2
3
k5 f ( xi h,
4
1
yi k1h)
4
1
1
yi k1h k 2 h)
8
8
1
yi k 2 h k 3 h )
2
3
9
yi k1h k 4 h)
16
16
3
2
12
12
8
k 6 f ( xi h, yi k1h k 2 h k3 h k 4 h k5 h)
7
7
7
7
7
h
yi 1 yi 7 k1 32 k3 12k 4 32k5 7k 6
90
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Note the difference in slope, which increases with the order of the method.
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Examples:
Solve the following system to find x (1.02) using RK2
x&(t ) 1 x 2 (t ) t 3 ,
x(1) 4, h 0.01
Solution:
Solve the following system to find x(1.02) using RK2
x&(t ) 1 x 2 (t ) t 3 ,
x(1) 4, h 0.01
STEP1:
K1 h f (t , x) 0.01(1 x 2 t 3 ) 0.18
K 2 h f (t h, x K1 ) 0.01(1 ( x 0.18) 2 (t .01)3 ) 0.1662
x(1 0.01) x(1)
1
1
K1 K2 4 (0.18 0.1662) 3.8269
2
2
STEP 2
K1 h f (t , x) 0.01(1 x 2 t 3 ) 0.1668
K 2 h f (t h, x K1 ) 0.01(1 ( x 0.1668) 2 (t .01) 3 ) 0.1546
x(1.01 0.01) x(1.01)
1
K1 K 2
2
1
3.8269 (0.1668 0.1546) 3.6662
2
Example
Using RK method of order four find y(0.1) for y' = x - y2, y(0) = 1.
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Solution:
Given y' = x-y*y, y[0.00] = 1.0
(Using RK method of order 4) with step-length = 0.1
K1 = -0.10000000149011612
K2 = -0.08525000105425715
K3 = -0.08665669017834754
K4 = -0.07341960110462278
y[0.10] = 0.9137945024900086
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The scheme of Runge-Kutta fourth order Method for the numerical solution of the system
of six coupled nonlinear ODEs.
The equation of transient flow of an ideal gas through porous media, as an example of a
class of non-linear PDE. has been considered. The solution of the problem has been
-obtained by using two distinct approaches, viz., the Runge-Kutta methods and the finite
difference type methods. As observed by the authors the Runge-Kutta approach yields
better results and to overcome the limitations of this method the area of irregular grid
network should be investigated.
RK method is very efficient in solving second order differential equations. Thus, we can
conclude that by carrying out the transient analysis of a system, we can find out the
response of the system by changing the conditions from one steady state value to another.
This response helps in designing a system which meets our requirements, and we can
further optimize the time domain parameters of the system.
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A useful parameter is the damping factor, , which is defined as the ratio of these two,
In the case of the series RLC circuit, the damping factor is given by,
The value of the damping factor determines the type of transient that the circuit will
exhibit.
Some authors do not use and call the damping factor.
Different conditions for damping factors,
If,
> 1, the system is called over damped.
= 1, the system is called critically damped.
< 1, the system is called under damped.
FORMULATION OF RK METHOD
RungeKutta method is an effective method of solving ordinary differential equations of
1storder. If the given ordinary differential equation is of higher order say n then it can
be converted to a set of n 1storder differential equations by substitution.
The Runge-Kutta method uses the formulas:
tk+1=tk+h
Yj+1=Yj+(k1+2k2+2k3+k4)/6
Where:
k1=h f(tj, Yj)
k2=h f(tj+h/2,Yj+k1/2 )
k3=h f(tj+h/2,Yj+k2/2 )
k4=h f(tj+h,Yj+k3)
where K=0,1,2.m-1
k1 is the increment based on the slope at the beginning of the interval, using yn;
k2 is the increment based on the slope at the midpoint of the interval, using yn+k1/2 ;
k3 is again the increment based on the slope at the midpoint, but now using yn+k2/2 ;
k4 is the increment based on the slope at the end of the interval, using yn+k3.
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So,
Now let,
I(t)=x1
Vc(t)=x2
Let,
X(i)=x1
Y(i)=x2
Solving the above equation using 4th order R-K method:
f1=h*f(t,x1,x2)
g1=h*g(t,x1,x2)
f2=h*f((t+h/2),(x1+f1/2),(x2+g1/2))
g2=h*g((t+h/2),(x1+f1/2),(x2+g1/2))
f3=h*f((t+h/2),(x2+f2/2),(x2+g2/2))
g3=h*g((t+h/2),(x1+f2/2),(x2+g2/2))
f4=h*f((t+h),(x1+f3),(x2+g3) g4=h*g((t+h),(x1+f3),(x2+g3))
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So, W0 =1000
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.. (1)
According to Kirchhoffs Second Law, the charge q satisfies the differential equation
(2)
As an example, we assume that R =15 ohms, L = 3 henrys, volts and the initial conditions
and when t = 0. We then want to find and for 0 t 5 with by using the RK4 method.
The exact solutions for the charge q and the current i are given respectively, by
(3)
By comparing the solution obtained by the RK4 method with the exact solution obtained
from equation (3), we can then find the absolute errors for i and q.
Solution:
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Step 1: Write the second-order differential equation (equation (2)) as a system of first
order differential equations by using equation (1).
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L
It can be seen that the time constant, T, for a constant voltage for a RL circuit is R
The time required for the current flowing in the RL series circuit to reach its maximum
steady state is equivalent to about 5 time constants or 5T. In this example, T=
L
R =
3/15= .2s and hence the time required for the current flowing in the RL series circuit to
reach its maximum steady state is equivalent to about
5T = 5(0.2s) =1s, which is clearly shown in Figure 8.
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Method is re-evaluating the function f at each time to obtain the predictable solution.
It requires four evaluations per step. So, the computation of function may take long
time. The derivation of Runge-Kutta method is obtained from Taylor series, but it is
tedious to calculate higher derivative. To avoid this, the function f is evaluated at more
points.
They require relatively large computer time.
The error estimation is not easy to be done for base choice of step size.
The above simple RK methods do not work well for stiff differential equations (eg.
linear differential equations with widely spread eigenvalues) or when very high
accuracy is required.
In particular, they are not good for systems of differential equations with a mix of fast
and slow state dynamics.
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7. RESEARCH PAPERS
The research papers which are referred here are more or less concerned with the application
and introduction of Runge-Kutta method. Here in the research paper mostly it is given about
application that uses this method. The first research paper is about Transient Analysis of
Electrical Circuits Using Runge-Kutta Method and its Application1. The RK method is very
efficient in solving second order differential equations. Thus, we can conclude that by
carrying out the transient analysis of a system, we can find out the response of the system by
changing the conditions from one steady state value to another.
Another research is about A Spreadsheet Solution of a System of Ordinary Differential
Equations Using the Fourth-Order Runge-Kutta Method in which it is designed for a system
of ODEs with two equations, the EXCEL commands involved are not very difficult if
compared to the MATHCAD, MAPLE, MATLAB, or C Programming. Hence, the users can
extend the concept presented here to solve a system of ODEs up to n equations or solve
ODEs by other numerical methods.
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8. CONCLUSION
In this paper, we have discussed numerical methods for solving systems of ordinary
differential equations. Some necessary conditions and definitions are given to examine the
numerical methods. Here we have discussed about Runge- Kutta method. Runge- Kutta
method is a more general and improvised method than that of the Euler's method. Methods
based on higher order approximations are called Runge-Kutta methods. Runge Kutta method
gives better results and it converge faster to analytical solution and has less iteration to get
accuracy solution. Also its application is being discussed. Runge Kutta methods are widely
used methods for the integration of initial value problems for ordinary differential equations.
Two research papers have been discussed based on its application. A Spreadsheet Solution of
a System of Ordinary Differential Equations Using the Fourth-Order Runge-Kutta Method.
And for transient analysis of the system.
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9. REFERENCES
1. Anuj Suhag -Transient Analysis of Electrical Circuits Using Runge-Kutta Method and its
Application. ( International Journal of Scientific and Research Publications, Volume 3, Issue
11, November 2013)
2. Kim Gaik Tay, Sie Long Kek, Rosmila Abdul-Kahar- A Spreadsheet Solution of a System of
Ordinary Differential Equations Using the Fourth-Order Runge-Kutta Method
3. https://www.tu-ilmenau.de/fileadmin/media/simulation/Lehre/div/Lec_Slides3.pdf
4. http://www.cfm.brown.edu/people/sg/AM35odes.pdf
5. http://nm.mathforcollege.com/topics/runge_kutta_4th_method.html
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10.PLAGIARISM REPORT
Plagiarism Detected
Originality: 40%
http://www.chemecalcs.com/rk.php
http://www.iasj.net/iasj?func=fulltext&aId=40025
http://text.123doc.vn/document/2189612-numerical-methods-for-ordinarydierential-equations-episode-4-doc.htm
http://en.wikipedia.org/wiki?curid=20221609
http://en.wikipedia.org/wiki?curid=27174683
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