Chapter 08.

03
Runge-Kutta 2nd Order Method for
Ordinary Differential Equations

After reading this chapter, you should be able to:

1. understand the Runge-Kutta 2nd order method for ordinary differential equations and
how to use it to solve problems.

What is the Runge-Kutta 2nd order method?

The Runge-Kutta 2nd order method is a numerical technique used to solve an ordinary
differential equation of the form
dy
f x, y , y 0 y 0
dx
Only first order ordinary differential equations can be solved by using the Runge-Kutta 2nd
order method. In other sections, we will discuss how the Euler and Runge-Kutta methods are
used to solve higher order ordinary differential equations or coupled (simultaneous)
differential equations.
How does one write a first order differential equation in the above form?

Example 1
Rewrite
dy
2 y 1.3e x , y 0 5
dx
in
dy
f ( x, y ), y (0) y 0 form.
dx

Solution
dy
2 y 1.3e x , y 0 5
dx
dy
1.3e x 2 y, y 0 5
dx
In this case
f x, y 1.3e x 2 y

08.03.1
08.03.2 Chapter 08.03

Example 2
Rewrite
dy
ey x 2 y 2 2 sin(3x ), y 0 5
dx
in
dy
f ( x, y ), y (0) y 0 form.
dx

Solution
dy
ey x 2 y 2 2 sin(3x ), y 0 5
dx
dy 2 sin(3 x) x 2 y 2
, y 0 5
dx ey
In this case
2 sin(3 x) x 2 y 2
f x, y
ey

Runge-Kutta 2nd order method

Eulers method is given by
yi 1 yi f xi , yi h (1)
where
x0 0
y 0 y ( x0 )
h xi 1 xi
To understand the Runge-Kutta 2nd order method, we need to derive Eulers method from
the Taylor series.
dy 1 d2y 1 d3y
y i 1 y i xi 1 xi xi 1 xi 2 xi 1 xi 3 ...
dx xi , yi 2! dx 2 xi , y i
3! dx 3 xi , yi

1 1
y i f ( xi , y i ) xi 1 xi f ' ( xi , y i ) xi 1 xi f ' ' ( xi , y i ) xi 1 xi ... (2)
2 3

2! 3!
As you can see the first two terms of the Taylor series
yi 1 y i f xi , y i h
are Eulers method and hence can be considered to be the Runge-Kutta 1st order method.
The true error in the approximation is given by
f xi , y i 2 f xi , y i 3
Et h h ... (3)
2! 3!
So what would a 2nd order method formula look like. It would include one more term of the
Taylor series as follows.
1
y i 1 y i f xi , y i h f xi , y i h 2 (4)
2!
Let us take a generic example of a first order ordinary differential equation
Runge-Kutta 2nd Order Method 08.03.3

dy
e 2 x 3 y, y 0 5
dx
f x, y e 2 x 3 y
Now since y is a function of x,
f x, y f x, y dy
f x, y
x y dx
(5)


x

e 2 x 3 y

y
e 2 x
3y e 2 x
3y
2e 2 x ( 3) e 2 x 3 y
2 x
5e 9y
The 2nd order formula for the above example would be
1
y i 1 y i f xi , y i h f xi , y i h 2
2!

yi e 2 xi
3 yi h
1
2!

5e 2 xi 9 yi h 2
However, we already see the difficulty of having to find f x, y in the above method. What
Runge and Kutta did was write the 2nd order method as
y i 1 y i a1 k1 a 2 k 2 h (6)
where
k1 f x i , y i
k 2 f xi p1 h, yi q11 k1 h (7)
This form allows one to take advantage of the 2nd order method without having to calculate
f x, y .
So how do we find the unknowns a1 , a 2 , p1 and q11 . Without proof (see
Appendix for proof), equating Equation (4) and (6) , gives three equations.
a1 a 2 1
1
a 2 p1
2
1
a 2 q11
2
Since we have 3 equations and 4 unknowns, we can assume the value of one of the
unknowns. The other three will then be determined from the three equations. Generally the
value of a 2 is chosen to evaluate the other three constants. The three values generally used
1 2
for a 2 are , 1 and , and are known as Heuns Method, the midpoint method and
2 3
Ralstons method, respectively.

Heuns Method
1
Here a 2 is chosen, giving
2
1
a1
2
p1 1
08.03.4 Chapter 08.03

q11 1
resulting in
1 1
y i 1 y i k1 k 2 h (8)
2 2
where
k1 f x i , y i (9a)
k 2 f xi h, y i k1 h (9b)
This method is graphically explained in Figure 1.

y Slope f xi h, y i k1 h

Slope f xi , yi predicted

1
Average Slope f x i h , y i k1 h f x i , y i
2
yi

xi xi+1 x

Figure 1 Runge-Kutta 2nd order method (Heuns method).

Midpoint Method
Here a 2 1 is chosen, giving
a1 0
1
p1
2
1
q11
2
resulting in
y i 1 y i k 2 h (10)
where
k1 f x i , y i (11a)
1 1
k 2 f x i h, y i k 1 h (11b)
2 2
Ralstons Method
2
Here a 2 is chosen, giving
3
1
a1
3
Runge-Kutta 2nd Order Method 08.03.5

3
p1
4
3
q11
4
resulting in
1 2
y i 1 y i k1 k 2 h (12)
3 3
where
k1 f x i , y i (13a)
3 3
k 2 f xi h, y i k1 h (13b)
4 4

Example 3
A ball at 1200 K is allowed to cool down in air at an ambient temperature of 300 K.
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 81 108 )
dt
where is in K and t in seconds. Find the temperature at t 480 seconds using Runge-
Kutta 2nd order method. Assume a step size of h 240 seconds.

Solution
d
2.2067 10 12 4 81 10 8
dt

f t , 2.2067 10 12 4 81 10 8
Per Heuns method given by Equations (8) and (9)
1 1
i 1 i k1 k 2 h
2 2
k1 f t i , i
k 2 f t i h, i k 1 h
i 0, t 0 0, 0 (0) 1200
k1 f t 0 , o
f 0,1200

2.2067 10 12 1200 4 81 10 8
4.5579
k 2 f t 0 h, 0 k1h
f 0 240,1200 4.5579 240
f 240,106.09

2.2067 10 12 106.09 4 81 10 8
0.017595
1 1
1 0 k1 k 2 h
2 2
08.03.6 Chapter 08.03

1 1
1200 4.5579 0.017595 240
2 2
1200 2.2702 240
655.16 K
i 1, t1 t 0 h 0 240 240, 1 655.16K
k1 f t1 , 1
f 240,655.16

2.2067 10 12 655.16 4 81 10 8
0.38869
k 2 f t1 h, 1 k1 h
f 240 240,655.16 0.38869 240
f 480,561.87

2.2067 10 12 561.87 4 81 10 8
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
2 480 584.27 K
The results from Heuns method are compared with exact results in Figure 2.
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 0.0033333 0.22067 10 3 t 2.9282
300
The solution to this nonlinear equation at t 480 s is
(480) 647.57 K
Runge-Kutta 2nd Order Method 08.03.7

Figure 2 Heuns method results for different step sizes.

Using a smaller step size would increase the accuracy of the result as given in Table 1 and
Figure 3 below.

Table 1 Effect of step size for Heuns method

Step size, 480 E t %
t
h
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

Figure 3 Effect of step size in Heuns method.

In Table 2, Eulers method and the Runge-Kutta 2nd order method results are shown as a
function of step size,

Table 2 Comparison of Euler and the Runge-Kutta methods

Step size, ( 480)
h Euler Heun Midpoint Ralston
480 -987.84 -393.87 1208.4 449.78
240 110.32 584.27 976.87 690.01
120 546.77 651.35 690.20 667.71
60 614.97 649.91 654.85 652.25
30 632.77 648.21 649.02 648.61

while in Figure 4, the comparison is shown over the range of time.

08.03.8 Chapter 08.03

Figure 4 Comparison of Euler and Runge Kutta methods with exact

results over time.

How do these three methods compare with results obtained if we found f x, y

directly?
Of course, we know that since we are including the first three terms in the series, if the
solution is a polynomial of order two or less (that is, quadratic, linear or constant), any of the
three methods are exact. But for any other case the results will be different.
Let us take the example of
dy
e 2 x 3 y, y 0 5 .
dx
If we directly find f x, y , the first three terms of the Taylor series gives
1
y i 1 y i f xi , y i h f xi , y i h 2
2!
where
f x , y e 2 x 3 y
f x, y 5e 2 x 9 y
For a step size of h 0.2 , using Heuns method, we find
y 0.6 1.0930
The exact solution
y x e 2 x 4e 3 x
gives
y 0.6 e 2 0.6 4e 3 0.6
0.96239
Then the absolute relative true error is
Runge-Kutta 2nd Order Method 08.03.9

0.96239 1.0930
t 100
0.96239
13.571%
For the same problem, the results from Eulers method and the three Runge-Kutta methods
are given in Table 3.

Table 3 Comparison of Eulers and Runge-Kutta 2nd order methods

y(0.6)
Exact Euler Direct 2nd Heun Midpoint Ralston
Value 0.96239 0.4955 1.0930 1.1012 1.0974 1.0994
t
48.514 13.571 14.423 14.029 14.236
%

Appendix A
How do we get the 2nd order Runge-Kutta method equations?
We wrote the 2nd order Runge-Kutta equations without proof to solve
dy
f x, y , y 0 y 0 (A.1)
dx
as
y i 1 yi a1k1 a 2 k 2 h (A.2)
where
k1 f x i , y i (A.3a)
k 2 f xi p1h, yi q11 k1h (A.3b)
and
a1 a 2 1
1
a2 p2
2
1
a 2 q11 (A.4)
2
The advantage of using 2nd order Runge-Kutta method equations is based on not having to
find the derivative of f x, y symbolically in the ordinary differential equation

So how do we get the above three Equations (A.4)? This is the question that is answered in
this Appendix.

Writing out the first three terms of Taylor series are

h 2 O h 3
dy 1 d2y
y i 1 y i h (A.5)
dx xi y i 2! dx 2 xi y i

where
h xi 1 xi
Since
08.03.10 Chapter 08.03

dy
f x, y
dx
we can rewrite the Taylor series as
f xi , y i h 2 O h 3
1
yi 1 y i f xi , y i h (A.6)
2!
Now
f x, y f x, y dy
f x, y . (A.7)
x y dx
Hence
1 f f 2
y i 1 y i f xi , y i h
2! x xi , yi

y xi , yi

dy
dx xi , yi
h O h 3



1 f 1 f
y i f xi , y i h
2 x xi , yi
h2
2 y xi , yi
f xi , yi h 2 O h 3 (A.8)
Now the term used in the Runge-Kutta 2nd order method for k 2 can be written as a Taylor
series of two variables with the first three terms as
k 2 f xi p1h, yi q11k1h
f f
f x i , y i p1 h
x
q11 k1 h
y

O h2
xi , y i xi , y i

(A.9)
Hence
yi1 yi a1k1 a2 k 2 h
f f



y i a1 f xi , y i a 2 f xi , y i p1 h
x xi , yi
q11 k1 h
y xi , yi
O h 2 h





f f
y i a1 a 2 hf x i , y i a 2 p1 h 2 a 2 q11 f xi , y i h 2 O h 3
x x , y i i
y x , y i i

(A.10)
Equating the terms in Equation (A.8) and Equation (A.10), we get
a1 a 2 1
1
a 2 p1
2
1
a 2 q11
2

ORDINARY DIFFERENTIAL EQUATIONS

Topic Runge 2nd Order Method for Ordinary Differential Equations
Summary Textbook notes on Runge 2nd order method for ODE
Major General Engineering
Authors Autar Kaw
Last Revised June 17, 2017
Web Site http://numericalmethods.eng.usf.edu