ORDINARY DIFFERENTIAL

EQUATIONS

NUMERICAL METHODS
MATH 134

Engr. CHRISTOPHER S. PALADIO

 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD
𝑑𝑦
= 𝑓 𝑥, 𝑦 𝑦 0 = 𝑦0
𝑑𝑥
From Taylor Series Expansion
𝑑𝑦 1 𝑑2 𝑦 1 𝑑3 𝑦
𝑦𝑖+1 = 𝑦𝑖 + ቓ 𝑥𝑖+1 − 𝑥𝑖 + ቓ 𝑥𝑖+1 − 𝑥𝑖 2 + ቓ 𝑥𝑖+1 − 𝑥𝑖 3 +
𝑑𝑥 𝑥𝑖 ,𝑦𝑖 2! 𝑑𝑥 2 𝑥𝑖 ,𝑦𝑖 3! 𝑑𝑥 3 𝑥𝑖 ,𝑦𝑖
1 𝑑4 𝑦
ቓ 𝑥𝑖+1 − 𝑥𝑖 4 +…
4! 𝑑𝑥 4 𝑥𝑖 ,𝑦𝑖

1 ′ 1 ′′ 1 ′′′
𝑦𝑖+1 = 𝑦𝑖 + 𝑓 𝑥𝑖 , 𝑦𝑖 ℎ + 𝑓 𝑥𝑖 , 𝑦𝑖 ℎ + 𝑓 𝑥𝑖 , 𝑦𝑖 ℎ + 𝑓 𝑥𝑖 , 𝑦𝑖 ℎ4
2 3
2! 3! 4!

Engr. CHRISTOPHER S. PALADIO ASCOT

 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD

𝑦𝑖+1 = 𝑦𝑖 + 𝑎1 𝑘1 + 𝑎2 𝑘2 + 𝑎3 𝑘3 + 𝑎4 𝑘4 ℎ

RK4 Method - Runge

1
𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 ℎ
6
1 1
𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 ) 𝑘3 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘2 ℎ)
2 2
1 1
𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ) 𝑘4 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘3 ℎ)
2 2
Engr. CHRISTOPHER S. PALADIO ASCOT
 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD

RK4 Method - Kutta

1
𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 3𝑘2 + 3𝑘3 + 𝑘4 ℎ
8
2 1
𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 ) 𝑘3 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 − 𝑘1 ℎ +𝑘2 ℎ)
3 3
1 1
𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ) 𝑘4 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ − 𝑘2 ℎ + 𝑘3 ℎ)
3 3

Engr. CHRISTOPHER S. PALADIO ASCOT

 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD

 EXAMPLE

𝑑𝑦
Solve 𝑦 3 in the equation = 3𝑒 −𝑥 − 0.4𝑦 with initial
𝑑𝑥
condition of 𝑦 0 = 5 and h = 1.5

Engr. CHRISTOPHER S. PALADIO ASCOT

 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD
1 1 1 1
𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 ) 𝑘2 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘1 ℎ) 𝑘3 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘2 ℎ) 𝑘4 = 𝑓(𝑥𝑖 + ℎ, 𝑦𝑖 + 𝑘3 ℎ)
2 2 2 2
𝑑𝑦
= 3𝑒 −𝑥 − 0.4𝑦 𝑥0 = 0 𝑦0 = 5
𝑑𝑥

𝑘1 = 𝑓 0,5 = 3𝑒 −0 − 0.4 5 = 1 𝑘3 = 𝑓 0.75, 4.3378

1 1
𝑘2 = 𝑓(0 + (1.5), 5 + (1)(1.5)) 𝑘3 = 3𝑒 −0.75 − 0.4 4.3378 = −0.3180
2 2

𝑘2 = 𝑓(0.75, 5.75) 𝑘4 = 𝑓(0 + (1.5), 5 + (−0.3180)(1.5)

𝑘2 = 3𝑒 −0.75 − 0.4 5.75 = −0.8829 𝑘4 = 𝑓(1.5, 4.523)

1 1
𝑘3 = 𝑓(0 + (1.5), 5 + (−0.8829)(1.5)) 𝑘4 = 3𝑒 −1.5 − 0.4 4.523 = −1.1398
2 2
Engr. CHRISTOPHER S. PALADIO ASCOT
 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD
1
𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 ℎ
6
𝑘1 = 1 𝑘2 = −0.8829 𝑘3 = −0.3180 𝑘4 = −1.1398

1
𝑦1 = 5 + 1 + 2 −0.8829 + 2 −0.3180 + (−1.1398 (1.5)
6

𝑦1 = 𝑦 1.5 = 4.3646

Engr. CHRISTOPHER S. PALADIO ASCOT

 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD
𝑥1 = 1.5 𝑦1 = 4.3646

𝑘1 = 𝑓 1.5,4.3646 = 3𝑒 −1.5 − 0.4 4.3646 𝑘3 = 𝑓 2.25, 3.5346

𝑘1 = −1.0764 𝑘3 = 3𝑒 −2.25 − 0.4 3.5346 = −1.0976

1 1
𝑘2 = 𝑓(1.5 + (1.5), 4.3646 + (−1.0764)(1.5))
2 2
𝑘2 = 𝑓(2.25, 3.5573) 𝑘4 = 𝑓(1.5 + (1.5), 4.3646 + (−1.0976)(1.5)

𝑘2 = 3𝑒 −2.25 − 0.4(3.5573) = −1.1067 𝑘4 = 𝑓(3, 2.7182)

1 1
𝑘3 = 𝑓(1.5 + (1.5), 4.3646 + (−1.1067)(1.5))
2 2
𝑘 = 3𝑒 −3 − 0.4 2.7182 = −0.9379
Engr. CHRISTOPHER S. PALADIO
4 ASCOT
 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD
1
𝑦𝑖+1 = 𝑦𝑖 + 𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 ℎ
6
𝑘1 = −1.0764 𝑘2 = −1.1067 𝑘3 = −1.0976 𝑘4 = −0.9379

1
𝑦2 = 4.3646 + −1.0764 + 2 −1.1067 + 2 −1.0976 + (−0.9379) (1.5)
6

𝑦2 = 𝑦 3.0 = 2.7589

Engr. CHRISTOPHER S. PALADIO ASCOT

 ONE STEP METHOD
RUNGE – KUTTA 4TH ORDER METHOD

 PROBLEM:

Engr. CHRISTOPHER S. PALADIO ASCOT