14/10 2012

Penyelesaian Numerik :

- Rhunge Kutta
- Milne
- Prediction - Corretion
RungeKutta methods
In numerical analysis, the RungeKutta
methods are an important family of implicit
and explicit iterative methods for the
approximation of solutions of ordinary
differential equations.
These techniques were developed around
1900 by the German mathematicians C.
Runge and M.W. Kutta.
Fourth-order RungeKutta method
dy
y ' f (t , y ), y (t0 ) y0
dt

where yn + 1 is the RK4 approximation of y(tn + 1), and

k1 f (tn , yn ).h

k2 f (tn 1/2 h , yn 1/2 k 1 ).h

k3 f (tn 1/2 h , yn 1/2 k2 ).h
k4 f (tn h , yn k3 ).h
yn 1 yn
1
k1 2k2 2k3 k4
6
k1 is the slope at the beginning of the interval;
k2 is the slope at the midpoint of the interval, using slope k1 to determine the
value of y at the point tn + h / 2 ;
k3 is again the slope at the midpoint, but now using the slope k2 to determine
the y-value;
k4 is the slope at the end of the interval, with its y-value determined using k3.
 In averaging the four slopes, greater weight is given to the slopes at the
midpoint:

y
1
k1 2k2 2k3 k4
6
slope y
h
t n 1 t n h
given xn , yn and h t
To calculate next points, using a same way, just changing xn and tn to xn+1 and tn+1

Example :
dy
t 0,1y 2 ; t 0 1,8 & y 0 0
dt
1) t 0,3
k1 [tn+0,1yn2]. t
[1,8+0,1(0)2].0,3 =0,54
k2 [(tn+ t/2)+0,1(yn+k1/2)2]. t
[(1,8+0,3/2)+0,1(0+0,54/2)2].0,3=0,58
k3 [(tn+ t/2)+0,1(yn+k2/2)2]. t
[(1,8+0,3/2)+0,1(0+0,58/2)2].0,3=0,59
k4 [(tn+ t)+0,1(yn+k3)2]. t
[(1,8+0,3)+0,1(0+0,59)2].0,3=0,64

y = 1/6 [k1+ 2k2 + 2k3 + k4]

1/6 [0,54+2. 0,58+2. 0,59+0,64) = 0,59

t1 = t0+t
t1 = 1,8+0,3 = 2,1
PR. Hitung Y pada saat t=3,6
y1=y0 + y
y1=0+0,59 = 0,59
Milne's Method
A predictor-corrector method for solution of ordinary
differential equations. The third-order equations for
predictor and corrector are

Yn+1= yn-3+ 4h/3 (2yn yn-1+ 2Yn-2) + 0(h)5 Predictor

Yn+1= Yn-1+ h/3 (yn-1 + 4yn+ yn+1) + 0(h)5 Corrector

Abramowitz and Stegun (1972) also give the fifth

order equations and formulas involving higher
derivatives.