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# G. H.

Technology

## Topic : Eulers method and Runge-Kutta methods

Guided By : Prof. Krupal Parikh
Submitted By : Mira Y Patel (140110723006)

Eulers Method

## At x = 0, we are given the value of y = y. Let us call x = 0

as x. Now since we know the slope of y with respect to x,
that is, f(x,y) , then at x =x, the slope is f(x,y). Both
x and y are known from the initial condition y(x) = y.

Eulers Method

y

dy
f x, y , y 0 y 0
dx
True value

x0,y0

Slope

y1,
Predicted
value

Rise
Run
y1 y 0
x1 x0

f x0 , y 0

Step size, h
x

## Figure 1 Graphical interpretation of the first step of

Eulers method

y1 y 0 f x0 , y 0 x1 x0

y0 f x0 , y0 h

Eulers Method

## Derivation of Eulers method :

yi 1 yi f xi , yi h

h xi 1 xi
True Value

## This formula is known as Eulers

method
yi+1, Predicted value

and

is

illustrated

graphically in Figure 2.

yi
h

Step size
xi

xi+1

Eulers method

## the Euler-Cauchy method.

Eulers Method
Modified Eulers method :

## A fundamental source of error in Eulers method is that the derivative at

the beginning of the interval is assumed to apply across the entire
interval.

o

Heuns Method

Eulers Method

## To improve the estimate of the slope,

determine two derivatives for the
interval:
o

## The two derivatives are then averaged

to obtain an improved estimate of the
slope for the entire interval.

Predictor :

yi01 yi f ( xi , yi ) h

f ( xi , yi ) f ( xi 1 , yi01 )
Corrector : yi 1 yi
h
2

Eulers Method

Uses

## value of y using the slope value at

the midpoint of the interval:

yi 1/ 2

h
yi f ( xi , yi )
2

yi 1 yi f ( xi 1/ 2 , yi 1/ 2 )h

Eulers Method

## Error analysis for Eulers method :

Numerical solutions of ODEs involves two types of error:

Truncation error

## Propagated truncation error

The sum of the two is the total or global truncation error

a computer)

Eulers Method

## Error analysis for Eulers method :

We can use Taylor series to quantify the local truncation error in Eulers
method.
Given y' f ( x , y )
"
i

( n)
i

y 2
y
h ...
h n Rn
2!
n!
f ' ( x i , yi ) 2
f ( n1) ( x i , y i ) n
yi 1 yi f ( x i , yi )h
h ...
h O( h n1 )
2!
n!
yi 1 yi yi' h

EULER

f ( xi , yi ) 2
h R3
2!
f ( xi , yi ) 2
Ea
h O(h 2 )
2!
Ea

## The error is reduced by 4 times if the step size is halved O(h2).

In real problems, the derivatives used in the Taylor series are not easy to
obtain.

If the solution to the differential equation is linear, the method will provide
error free predictions (2nd derivative is zero for a straight line).

Eulers Method

## 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

Eulers Method

## Application of Eulers method :

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 81108 , 0 1200 K
dt

Find the temperature at t = 480 seconds using Eulers method. Assume a step
size of h = 240 seconds.

Eulers Method

## Application of Eulers method :

Solution step 1:
d
2.2067 10 12 4 81 10 8
dt

f t , 2.2067 10 12 4 81 10 8

i 1 i f ti , i h
1 0 f t0 , 0 h
1200 f 0,1200 240

1200 4.5579 240

106.09 K

240 1 106.09 K

Eulers Method

## Application of Eulers method :

Solution 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 81108 240

106.09 0.017595 240
110 .32 K

## 2 is the approximate temperature at t t 2 t1 h 240 240 480

480 2 110 .32 K

Runge-Kutta Methods

## Runge-Kutta (RK) methods achieve the accuracy of a Taylor series

approach without requiring the calculation of higher derivatives.

yi 1 yi ( xi , yi , h) h

a1k1 a2 k 2 an k n

IncrementFunction

a ' s areconstants

k1 f ( xi , yi )
k 2 f ( xi p1h, yi q11k1h)

p s andq s areconstants

k3 f ( xi p3 h, yi q21k1h q22 k 2 h)

## k n f ( xi pn 1h, yi qn 1k1h qn 1, 2 k 2 h qn 1,n 1k n 1h)

Runge-Kutta Methods

## Fourth-Order Runge-Kutta Methods :

For ODEs that are a function of x
alone, the classical fourth-order RK
method is similar to Simpsons 1/3
rule.
method is similar to the Heun
approach in that multiple estimates
of the slope are developed in order
to come up with an improved
average slope for the interval.

## Graphical depiction of the slope

estimates comprising the fourth-order
RK method.

## As depicted in Fig., each of the ks

represents a slope.

Runge-Kutta Methods

## Fourth-Order Runge-Kutta Methods :

For

dy
f ( x, y ), y (0) y0
dx

## Runge-Kutta 4th order method is given by

1
yi 1 yi k1 2k 2 2k3 k4 h
6
where

k1 f xi , yi
1
1

k2 f xi h, yi k1h
2
2

1
1

k3 f xi h, yi k2 h
2
2

k4 f xi h, yi k3h

Runge-Kutta Methods

## Application of Fourth-Order Runge-Kutta Methods :

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 4 th order
method. Assume a step size of h = 240 seconds.
d
2.2067 10 12 4 81 10 8
dt

f t , 2.2067 10 12 4 81 108

i 1 i

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

Runge-Kutta Methods

## Application of Fourth-Order Runge-Kutta Methods :

Solution step 1:
i 0, t0 0, 0 (0) 1200

1
1
1
1

2
2
2
2

1
1
1
1

2
2
2
2

## f 240,265.10 2.2067 10 12 265.10 4 81 108 0.0069750

Runge-Kutta Methods

## Application of Fourth-Order Runge-Kutta Methods :

Solution step 1:
1
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
675.65 K

1 0

## 1 is the approximate temperature at

t t1 t0 h 0 240 240

240 1 675.65K

Runge-Kutta Methods

## Application of Fourth-Order Runge-Kutta Methods :

Solution step 2:
i 1, t1 240, 1 675.65K

1
1
1
1

2
2
2
2

1
1
1
1

2
2
2
2

## f 360, 638.00 2.2067 10 12 638.00 4 81108 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 81108 0.25351

Runge-Kutta Methods

## Application of Fourth-Order Runge-Kutta Methods :

Solution step 2:
1
k1 2k2 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

2 1

480 2 594.91K

## Figure 3. Comparison of Euler's Method and Runge-Kutta Methods

References

http://mat.iitm.ac.in

http://en.m.wikipedia.org/wiki/Euler_method

http://en.m.wikipedia.org/wiki/Runge-Kutta_methods

http://www.classzone.com

http://mathforcollege.com

Certificate

## I Mira Y Patel(140110723006) assure that material which I

prepared is not plagiarized material. I Prepared it under the
guidance of subject faculty. The references are also
mentioned, which are used for the ppt.

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Mira Y Patel

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