Beruflich Dokumente
Kultur Dokumente
http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates
5/22/2019 http://numericalmethods.eng.usf.edu 1
Runge-Kutta 2nd Order Method
http://numericalmethods.eng.usf.edu
Runge-Kutta 2nd Order Method
dy
For f ( x, y ), y (0) y0
dx
yi 1 yi a1k1 a2 k 2 h
where
k1 f xi , yi
k2 f xi p1h, yi q11k1h
3 http://numericalmethods.eng.usf.edu
Heun’s Method
Heun’s method
y
Slope f xi h, yi k1h
Here a2=1/2 is chosen
1 yi+1, predicted
a1
2 Slope f xi , yi
p1 1
q11 1 Average Slope
1
f xi h, yi k1h f xi , yi
2
yi
resulting in
1 1
yi 1 yi k1 k2 h
2 2 xi xi+1
x
where
Figure 1 Runge-Kutta 2nd order method (Heun’s method)
k1 f xi , yi
k 2 f xi h, yi k1h
4 http://numericalmethods.eng.usf.edu
Midpoint Method
Here a2 1 is chosen, giving
a1 0
1
p1
2
1
q11
2
resulting in
yi 1 yi k2h
where
k1 f xi , yi
1 1
k 2 f xi h, yi k1h
2 2
5 http://numericalmethods.eng.usf.edu
Ralston’s Method
Here a 2 2 is chosen, giving
3
1
a1
3
3
p1
4
3
q11
4
resulting in
1 2
yi 1 yi k1 k 2 h
3 3
where
k1 f xi , yi
3 3
k 2 f xi h, yi k1h
4 4
6 http://numericalmethods.eng.usf.edu
How to write Ordinary Differential
Equation
How does one write a first order differential equation in the form of
f x, y
dy
dx
Example
2 y 1.3e x , y 0 5
dy
dx
is rewritten as
1.3e x 2 y, y 0 5
dy
dx
In this case
f x, y 1.3e x 2 y
7 http://numericalmethods.eng.usf.edu
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 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 81108
1 1
i 1 i k1 k 2 h
2 2
8 http://numericalmethods.eng.usf.edu
Solution
Step 1: i 0, t0 0,0 (0) 1200K
1 1
2 1 k1 k 2 h
2 2
1
655.16 0.38869 0.20206240
1
2 2
655.16 0.29538240
584.27 K
10 http://numericalmethods.eng.usf.edu
Solution Cont
(480) 647.57 K
11 http://numericalmethods.eng.usf.edu
Comparison with exact results
1200
h=120
Temperature, θ(K)
Exact
800
h=240
400
h=480
0
0 100 200 300 400 500
-400
Time, t(sec)
12 http://numericalmethods.eng.usf.edu
Effect of step size
Table 1. Temperature at 480 seconds as a function of step size, h
13 http://numericalmethods.eng.usf.edu
Effects of step size on Heun’s
Method
800
Temperature, θ(480)
600
400
200
0
0 100 200 300 400 500
-200 Step size, h
-400
14 http://numericalmethods.eng.usf.edu
Comparison of Euler and Runge-
Kutta 2nd Order Methods
Table 2. Comparison of Euler and the Runge-Kutta methods
15 http://numericalmethods.eng.usf.edu
Comparison of Euler and Runge-
Kutta 2nd Order Methods
Step size, t %
h
Euler Heun Midpoint Ralston
480 252.54 160.82 86.612 30.544
240 82.964 9.7756 50.851 6.5537
120 15.566 0.58313 6.5823 3.1092
60 5.0352 0.36145 1.1239 0.72299
30 2.2864 0.097625 0.22353 0.15940
1100
Temperature, θ(K)
1000 Midpoint
900 Ralston
800 Heun
700
Analytical
600
Euler
500
0 100 200 300 400 500 600
Time, t (sec)
Figure 4. Comparison of Euler and Runge Kutta 2nd order methods with
exact results.
17 http://numericalmethods.eng.usf.edu
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
http://numericalmethods.eng.usf.edu/topics/runge_kutt
a_2nd_method.html
THE END
http://numericalmethods.eng.usf.edu