Runge-Kutta Method

1. INTRODUCTION
The Runge-Kutta method is popular method for solving initial value problem. It is most
accurate and stable method.
The Runge-Kutta method of order p>= 2 are nonlinear one step methods. They are nonlinear,
since the function f(x,y) is not involved in the Runge-Kutta formulas as a combination of its
values, but it emerges as itself argument. However, the explicit Euler method is the one step
linear method, and it is also the Runge-Kutta method of order p=1. We shall consider Runge-
Kutta explicit methods in the following general form:

yn+1 = yn + hn (xn , yn , hn ), n=0,1,……., N-1,

where N determines the number of mesh points

Let s be an integer (the “number of stages”) and a21, a31, a32,….,as1,as2,…...

as,s-1,b1,…bs,c2,…..,cs be real coefficients. Then the method

k1 = f(x0,y0)

k2 = f(x0 + c2h,y0 + ha21k1)

…………

ks = f(x0 + csh, y0 + h (as1 k1 + …. + as,s-1 ks-1))

y1 = y0 + h(b1k1 + ….. + bsks)

is called an s-stage explicit Runge-Kutta method.

The Runge–Kutta methods are iterative ways to calculate the solution of a differential
equation. Starting from an initial condition, they calculate the solution forward step by step.
The most common method is the fourth-order Runge–Kutta method, often simply referred to
as the Runge–Kutta method.

Runge- Kutta method is a more general and improvised method than that of the Euler's
method. Methods based on higher order approximations are called Runge-Kutta methods.
Runge-Kutta methods are a class of methods which judiciously uses the information on the
'slope' at more than one point to extrapolate the solution to the future time step.

Fourth Order Runge-Kutta method intends to increase accuracy to get better approximated
solution. This means that the aim of this method is to achieve higher accuracy and to find
explicit method of higher order.

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Runge-Kutta Method

2. HISTORY
It arise when Leonhard Euler have made improvements on Euler method to produce
Improved Euler method. Then, Runge is realized this method which is similar method with
the second order Runge Kutta method. A few years later in 1989 Runge acquired Fourth
Order of Runge Kutta method and afterwards, it is developed by Heun(1900) and
Kutta(1901).

The idea of generalizing the Euler method, by allowing for a number of evaluations of the
derivative to take place in a step, is generally attributed to Runge (1895). Further
contributions were made by Heun (1900) and Kutta (1901). The latter completely
characterized the set of Runge-Kutta methods of order 4, and proposed the first methods of
order 5. Special methods for second order differential equations were proposed by Nystrom
(1925), who also contributed to the development of methods for first order equations. It was
not until the work of Huta (1956,1957) that sixth order methods were introduced.

Since the advent of digital computers, fresh interest has been focused on Runge-Kutta
methods, and a large number of research workers have contributed to recent extensions to the
theory, and to the development of particular methods. Although early studies were devoted
entirely to explicit Runge-Kutta methods, interest has now moved to include implicit
methods, which have become recognized as appropriate for the solution of stiff differential
equations.

A number of different approaches have been used in the analysis of Runge-Kutta methods.
The methods most commonly employed by scientists to integrate o.d.e.s were first developed
by the German mathematicians C.D.T. Runge and M.W. Kutta in the latter half of the
nineteenth century.

In 1995, regarded as the centenary of the Runge-Kutta method, a conference was held at the
CWI in Amsterdam to celebrate this occasion and, subsequently G. Warner and the author
wrote an account of the of Runge- Kutta methods as we understood it at the time. A more
general history of numerical methods of ordinary differential equations appeared a few years
later as a millennium review. In the light of these existing surveys, it seems appropriate to
aim for something on a smaller scale in the present paper.

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Runge-Kutta Method

3. TECHNICALITIES OR DERIVATIONS
 Runge-Kutta methods are single step methods and are really accurate than the Taylor’s
series method. Runga- Kutta method is a more general and improvised method than that
of the Euler's method. Methods based on higher order approximations are called Runge-
Kutta methods.
 Runge-Kutta Method of Order Two: The Runge-Kutta 2nd order method is a
numerical technique used to solve an ordinary differential equation of the form:

3
Runge-Kutta Method

 The flow chart associated with the R-K method of order 2 is : Figure 1:

DERIVATION:
Consider the first order differential equation:

4
Runge-Kutta Method

dy
= y=f (x , y ) with y(x0) = y0
dx

Taking h as the length of the equispaced interval, we get

y (x0 + h) = y(x0) + w1k1 +w2k2 ……….1

where k1 = h f(x0,y0)
k2 = h f(x0 + ah, y0 + bk1) ……….2
and k = w1k1 + w2k2

The parameters w1, w2, a, and b are chosen in order to make (1) as accurate as possible.
By Taylor Series Expansion, we have

h2 ' ' h3 ' ' '

y (x0 + h) = y(x0) + hy0 + y 0 + y + …. ………3
2! 3! 0

Since y = f(x, y)
y = f(x,y) = fx + fy f
y = fxx + 2fxy f + fyy f2 + fx fy +fy2 f

Thus, from (3) we obtain

h2
y (x0 + h) = y(x0) + h f(x0 , y0) + [ f +f f ] +
2! x x y (x 0 , y0)
h3 2 2
[f xx +2 f xy f + f yy f + f x f y +f y f ](x0 , y 0) + O(h4)
3!
…………4

where the subscripts on f denote partial derivatives with respect to the indicated
variables.

Now by Taylor’s expansion for function of two variables, we have

k2 = h f(x0 + ah , y0 + bk1)

= h [ f(x0, y0) + h(afx + bfyf)(x0,y0) +

h2 2 2 2
(a f xx + 2 ab f xy f +b f yy f )(x 0 , y0 ) + ……………]
2

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Runge-Kutta Method

Substituting this expression for k2 in (1) , we get

y (x0 + h) = y(x0) + h [ w1 f(x0, y0) + w2 f(x0 + ah, y0 + bk1)]

= y(x0) + h (w1 + w2) f(x0 , y0) + h2w2 [afx +bffy] (x0, y0) +

h3 2 2 2
w 2 [a f xx + 2ab f f xy +b f f yy ](x 0 , y 0) + O(h4) ……..5
2

Comparing equations (4) and (5), to make the corresponding powers of h and h2 agree, we
must have

w1 + w2 = 1

1
a= b =
2 w2

This is a system of nonlinear equations in the four unknowns a, b, w1, w2. There are many
solutions of this depending on the choice of w2. These choices corresponding to some of the
1
standard numerical integration formulas. If we choose w2 = then
2

1
w1 = , a=b=1
2

h
Hence we get y(x0 + h ) = y(x0) + ¿
2

With k1 = h f(x0,y0)

k2 = h f(x0 + h, y0 + h f(x0, y0))

This method is called the Runge-Kutta method for order two.

The steps for the calculation involved here are:

1. Identify f(x,y), x0 , y0, and take the value of h.

2. Find k1 = h f(x0,y0).
3. Find k2 = h f(x0 + h, y0 + k1)

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Runge-Kutta Method

1
4. Find k = (k1 + k2)
2
5. Obtain y1 = y0 + k, where y1 is at x1 = x0 + h

 Alternative form for Runge-Kutta method of order two:

Alternative Form
k1  f ( xi , yi )
k2  f ( xi   h, yi   h k1 )
yi 1  yi  hw1 k1  w2 k2 


1
For example, choosing α =1, then β=1 , w 1=w2 =
2
Second Order Runge-Kutta method becomes:
K 1 =h f ( x i , y i )
K 2 =h f ( x i +h , y i + K 1 )
1 h
y i+1 = y i + ( K 1 +K 2 ) = y i + ( f (x i , y i )+ f ( x i+1 , y 0i+1 ) )
2 2
This is Heun' s Method with a Single Corrector

1 1
 Choosing α = then β = , w1 =0 , w 2 =1
2 2
Second Order Runge-Kutta method becomes:
K 1 =h f ( x i , y i )
h K1
K 2 =h f ( x i + , y i + )
2 2
h K1
y i +1 = y i + K 2 = y i + h f ( xi + , y i + )
2 2
This is the Midpoint Method

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Runge-Kutta Method

 Third order Runge-Kutta Method:

Third order Runge-Kutta method is more accurate than the second order Runge-Kutta
method. Following are the steps for third order method.
1. Identify f(x, y), x0, y0, and take the value of h
2. Find k1 = h f(x0, y0)
h k
3. Find k2 = h f(x0 + , y0 + 1 )
2 2
4. Find k3 = h f(x0 + h, y0 – k1 +2k2)
1
5. Find k = [k1 + 4k2 + k3]
6
6. Obtain y1 = y0 + k, where y1 is at x1 = x0 +h

 Fourth order Runge-Kutta Method:

This is most commonly used for all engineering applications. This method is accurate to
the fourth order term of the Taylor expansion so the local error is proportional to h5. The
following steps are used for computation.
1. Identify f(x, y), x0, y0, and take the value of h
2. Find k1 = h f(x0, y0)
h k
3. Find k2 = h f(x0 + , y0 + 1 )
2 2
h k
4. Find k3 = h f(x0 + , y0 + 2 )
2 2
5. Find k4 = h f(x0 +h, y0 + k3)
1
6. Find k = [k1 + 2k2 + 2k3 +k4]
6
7. Obtain y1 = y0 + k , where y1 is at x1 = x0 + h

 Higher order Runge-Kutta

k 1 =f ( x i , y i )
1 1
k 2 =f (x i + h , yi+ k1 h )
4 4
1 1 1
k 3 =f (x i + h , yi + k 1 h+ k 2 h )
4 8 8
1 1
k 4 =f ( x i + h , y i − k 2 h+k 3 h )
2 2
3 3 9
k 5 =f (x i + h , yi + k 1 h+ k 4 h )
4 16 16
3 2 12 12 8
k 6 =f ( xi +h , y i− k 1 h+ k 2 h+ k 3 h− k 4 h+ k 5 h )
7 7 7 7 7
h
y i+1 = y i + ( 7 k 1 +32 k 3 +12 k 4 +32 k 5 +7 k 6 )
90
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Runge-Kutta Method

 Figure2: Error grahp size-step h function

Error/size-step Graph in logarithmic scale of the tree methods seen here

- The graph containing red line is for Euler method

- The graph containing green line is for the middle point method with order 2
- And the black line is for the Runge fourth order Kutta classic method.

Note the difference in slope, which increases with the order of the method.

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Runge-Kutta Method

 Examples:
Solve the following system to find x(1.02) using RK2
x (t )  1  x 2 (t )  t 3 , x(1)  4, h  0.01

Solution:

Solve the following system to find x(1.02) using RK2

x (t )  1  x 2 (t )  t 3 , x(1)  4, h  0.01

STEP1:
K1  h f (t , x)  0.01(1  x 2  t 3 )  0.18
K 2  h f (t  h, x  K1 )  0.01(1  ( x  0.18) 2  (t  .01)3 )  0.1662
1 1
x(1  0.01)  x(1)   K1  K 2   4  (0.18  0.1662)  3.8269
2 2
STEP 2

2 3
K 1 =h f (t , x )=0 .01(1+x +t )=0 . 1668
K 2 =h f (t +h , x+K 1 )=0. 01(1+( x +0 . 1668)2 +(t+. 01 )3 )=0 .1546
1
x (1 . 01+0 .01 )=x (1. 01 )+ ( K 1 +K 2 )
2
1
=−3 .8269+ (0 .1668 +0. 1546 )=−3 . 6662
2
 Example
Using RK method of order four find y(0.1) for y' = x - y2,  y(0) = 1.

Solution:  
Given y' = x-y*y,     y[0.00] = 1.0 
(Using RK method of order 4)    with step-length = 0.1

K1 = -0.10000000149011612  
K2 = -0.08525000105425715  
K3 = -0.08665669017834754  
K4 = -0.07341960110462278

y[0.10] = 0.9137945024900086 

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Runge-Kutta Method

4. APPLICATIONS OF RUNGE-KUTTA METHOD

 Runge Kutta methods are widely used methods for the integration of initial value
problems for ordinary differential equations. They can also be used for the time
integration of initial value problems for time dependent partial differential equations by
applying the so called methods of line.

 Many numerical methods have been developed for DAEs (Differential algebraic
equations) for mechanics. Historically, DAEs were reduced to underlying ODEs and
solved with a standard Runge-Kutta (RK) or multistep method. Methods where the
constraints are differentiated to obtain lower index constraints are called index reduction
methods.

 To demonstrate the use of the Runge-Kutta method, two spreadsheets are included that
solve the classic chemical engineering tank problem. These problems involve
concentration and/or volume varying with time in a tank and require a material balance
to derive a differential equation.

 The practical application of the Runge-Kutta method is to calculate the profiles of

backwater curves-for spatially and gradually-varied flow.

 A Spreadsheet Solution of a System of Ordinary Differential Equations Using the Fourth-

Order Runge-Kutta Method. Solving systems of ordinary differential equations (ODEs)
by using the fourth-order Runge-Kutta (RK4) method in classroom or in examinations is
quite tedious, tiring and boring since it involves many iterative calculations. Hence, there
is a need to design a suitable tool in teaching and learning the numerical methods
involved, especially those for solving systems of ODEs. Here, we present a new
approach to solving systems of ODEs by the RK4 method through the use of an EXCEL
spreadsheet to tackle these drawbacks. In doing so, we employ the concept of relative
row, relative column and fixed column in the spreadsheet to obtain the solution of
systems of ODEs by the RK4 method.

 Solution for the first order fuzzy differential equation by Runge –Kutta method of order
two with new parameters and Harmonic mean of ki’s which are used in the main formula
in order to increase the order of accuracy of the solution.

 The kinetic electron trapping process in a shallow defect state and its subsequent thermal-
or photo-stimulated pro- motion to a conduction band, followed by recombination in
another defect, was described by Adirovitch using coupled rate differential equations.
The solution for these equations has been frequently computed using the Runge-Kutta
method.

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Runge-Kutta Method

 The scheme of Runge-Kutta fourth order Method for the numerical solution of the system
of six coupled nonlinear ODEs.

 The equation of transient flow of an ideal gas through porous media, as an example of a
class of non-linear PDE. has been considered. The solution of the problem has been
-obtained by using two distinct approaches, viz., the Runge-Kutta methods and the finite
difference type methods. As observed by the authors the Runge-Kutta approach yields
better results and to overcome the limitations of this method the area of irregular grid
network should be investigated.

 RK method is very efficient in solving second order differential equations. Thus, we can
conclude that by carrying out the transient analysis of a system, we can find out the
response of the system by changing the conditions from one steady state value to
another. This response helps in designing a system which meets our requirements, and
we can further optimize the time domain parameters of the system.

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Runge-Kutta Method

5. APPLICATION DESCRIBED IN THIS REPORT

 Application: Transient Analysis of Electrical Circuits Using Runge-Kutta Method

and its Application1.

What is an electrical circuit?

An RLC circuit (or LCR circuit) is an electrical circuit consisting of a resistor, an

inductor, and a capacitor, connected in series or in parallel. The RLC part of the name is
due to those letters being the usual electrical symbols for resistance, inductance and
capacitance respectively. The circuit forms a harmonic oscillator for current and will
resonate in a similar way as an LC circuit will.

What is transient and transient analysis?

The time varying currents and voltages resulting from the sudden application of sources,
usually due to switching are called TRANSIENTS. In transient analysis we start by
writing the circuit equations using basic concepts of KCL, KVL, node-voltage analysis
and mesh-current analysis. Due to the involvement of integrals and derivatives in
current-voltage relationships for inductances and capacitances, we obtain integro-
differential equations which are converted to pure differential equations by
differentiating with respect to time. Thus the study of transients requires solving of
differential equations. The order of the differential equation depends on the number of
energy storage elements present in the circuit.
Some Basic Concepts:-
1. Kirchhoff’s Current Law – The sum of currents flowing in and out of a node is zero.
For a node,Σ I =0 .
2. Kirchhoff’s Voltage Law –The sum of voltages across various circuit elements in a
mesh is zero.
In a mesh,Σ v =0.
3. Voltage across a capacitor– V = ( ʃ i dt) /C i.e integral of current flowing through it
over a period of time divided by capacitance
4. Current supplied by capacitor- I = C (dv/dt) i.e product of capacitance and derivative
of voltage across capacitor
with respect to time.
5. Voltage across an inductor- V = L (di/dt) i.e product of inductance and derivative of
current through inductor with respect to time
6. Current stored in an inductor- I=( ʃ v dt) /L i.e integral of voltage across it over a
period of time divided by inductance.

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Runge-Kutta Method

ANALYSIS OF RLC CIRCUIT

An RLC circuit (or LCR circuit) is an electrical circuit consisting of a resistor, an
inductor, and a capacitor, connected in series or in parallel. The RLC part of the name is
due to those letters being the usual electrical symbols for resistance, inductance and
capacitance respectively. The circuit forms a harmonic oscillator for current and will
resonate in a similar way as an LC circuit will. The main difference that the presence of
the resistor makes is that any oscillation induced in the circuit will die away over time if
it is not kept going by a source. This effect of the resistor is called damping. The
presence of the resistance also reduces the peak resonant frequency somewhat. Some
resistance is unavoidable in real circuits, even if a resistor is not specifically included as
a component.

Figure3: RLC Circuit Diagram

The RLC filter is described as a second-order circuit, meaning that any voltage or current
in the circuit can be described by a second-order differential equation in circuit analysis.
I(t)=c.∂Vc(t)/ ∂t
Where,
C=capacitance
Vc(t)=voltage across capacitance

Then we write KVL equation for the circuit as:

L∂I(t)/ ∂t+RI(t)+Vc(t)=Vin

Substituting for I(t),we get:

LC ∂2 Vc (t)/ ∂2(t)+RC ∂Vc(t)/ ∂(t)+Vc(t)=Vin

For the case of the series RLC circuit these two parameters are given by:

Where 0 = natural frequency.

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Runge-Kutta Method

A useful parameter is the damping factor, ζ, which is defined as the ratio of these two,

In the case of the series RLC circuit, the damping factor is given by,

The value of the damping factor determines the type of transient that the circuit will
exhibit.
Some authors do not use ζ and call α the damping factor.
Different conditions for damping factors,
If,
ζ> 1, the system is called over damped.
ζ= 1, the system is called critically damped.
ζ< 1, the system is called under damped.

FORMULATION OF RK METHOD

Runge–Kutta method is an effective method of solving ordinary differential equations of

1storder. If the given ordinary differential equation is of higher order say ‘n’ then it can
be converted to a set of n 1storder differential equations by substitution.
The Runge-Kutta method uses the formulas:

tk+1=tk+h
Yj+1=Yj+(k1+2k2+2k3+k4)/6 where K=0,1,2….m-1
Where:
k1=h f(tj, Yj)
k2=h f(tj+h/2,Yj+k1/2 )
k3=h f(tj+h/2,Yj+k2/2 )
k4=h f(tj+h,Yj+k3)

k1 is the increment based on the slope at the beginning of the interval, using yn;
k2 is the increment based on the slope at the midpoint of the interval, using yn+k1/2 ;
k3 is again the increment based on the slope at the midpoint, but now using yn+k2/2 ;
k4 is the increment based on the slope at the end of the interval, using yn+k3.

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Runge-Kutta Method

Voltage equation across 2nd Order RLC circuit is given by,

So,

Now let,
I(t)=x1
Vc(t)=x2

Let,
X(i)=x1
Y(i)=x2

Solving the above equation using 4th order R-K method:

f1=h*f(t,x1,x2)

g1=h*g(t,x1,x2)

f2=h*f((t+h/2),(x1+f1/2),(x2+g1/2))

g2=h*g((t+h/2),(x1+f1/2),(x2+g1/2))

f3=h*f((t+h/2),(x2+f2/2),(x2+g2/2))

g3=h*g((t+h/2),(x1+f2/2),(x2+g2/2))

f4=h*f((t+h),(x1+f3),(x2+g3) g4=h*g((t+h),(x1+f3),(x2+g3))

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Runge-Kutta Method

SOLUTION OF THE RLC CIRCUIT:

x1=x1+((f1+f4)+2*(f2+f3))/6.0

x2=x2+((g1+g4)+2*(g2+g3))/6.0
Where,
h=(Tf-T0 )/n
here:
h=step size
Tf=final time
To=initial time

Example: Let’s take an example to get the transient analysis of circuit for an over damped
system.

Let:
R=300, L= 10mH,C=1uF and Vin=10V

Here,
I(0)=0,Vc(0)=0

So, W0 =1000

This gives a result with magnitude 15000

Now, after dividing the two values we get 1.5, therefore the condition is over damped.

GRAPHS FOR DIFFERENT CONDITIONS OF DAMPING:

A. Over Damped Condition
A plot for voltage developed across capacitor and time for a time interval of 1ms. This
graph shows that as the time increases, the voltage also increases parabolic ally. The
voltage reaches steady state at or after 1 millisecond.

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Runge-Kutta Method

Figure4: Voltage Vs time graph for over damped conditions

B. Critically Damped Conditions

let us take R=200Ω
then,
α=10000 and ζ=1.5
A plot for voltage developed across capacitor and time for a time interval of 1ms

Figure 5. Voltage Vs time graph for critically damped

The voltage here varies parabolic ally with time but it reaches steady state much before 1
millisecond.

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Runge-Kutta Method

C. Under Damped Conditions

Let us take R=100Ω
Then,
α=5000 and, ζ=0.5
A plot for voltage developed across capacitor and time for a time interval of 1ms

Figure 6. Voltage Vs time for under damped conditions

 Application: A Spreadsheet Solution of a System of Ordinary Differential

Equations Using the Fourth-Order Runge-Kutta Method2.
Solving systems of ordinary differential equations (ODEs) by using the fourth-order
Runge-Kutta (RK4) method in classroom or in examinations is quite tedious, tiring
and boring since it involves many iterative calculations. Hence, there is a need to
design a suitable tool in teaching and learning the numerical methods involved,
especially those for solving systems of ODEs. Here, we present a new approach to
solving systems of ODEs by the RK4 method through the use of an EXCEL
spreadsheet to tackle these drawbacks. In doing so, we employ the concept of relative
row, relative column and fixed column in the spreadsheet to obtain the solution of
systems of ODEs by the RK4 method.

Example:
For illustration, a simple RL-circuit is considered, where we take a constant voltage in
the first example and a sinusoidal voltage source in the second example.

RL circuit with a Constant Voltage

A simple RL-electrical circuit consisting of electrical current (in amperes), resistance
R (in ohms), inductance L (in henrys), and electromotive force (in volts), is
shown in the Figure 5.

19
Runge-Kutta Method

Figure 7: A simple RL circuit

We assume that R and L are constants. Also, the (defining) relation between the charge q
(in coulombs) and the current is

……….. (1)
According to Kirchhoff’s Second Law, the charge q satisfies the differential equation

…………(2)

As an example, we assume that R =15 ohms, L = 3 henrys, volts and the initial conditions
and when t = 0. We then want to find and for 0 ≤ t ≤ 5 with by using the RK4 method.
The exact solutions for the charge q and the current i are given respectively, by

…………(3)

By comparing the solution obtained by the RK4 method with the exact solution obtained
from equation (3), we can then find the absolute errors for i and q.

20
Runge-Kutta Method

Solution:

Step 1: Write the second-order differential equation (equation (2)) as a system of first
order differential equations by using equation (1).

Step 2: Write the RK4 formula given below:

21
Runge-Kutta Method

Step 3: Compute the numerical solution as shown in Table1

Table1: Solution of a System of ODEs (Example 1) by the RK4 Method

Figure 8 shows the current i at a constant voltage of 120 volts for a RL series circuit as
shown in Figure 5. Notice that, the current i reaches the steady state solution at i = 8
amperes as time t goes to infinity.

Figure 8: Current i of a Constant Voltage for a RL Series Circuit

L
It can be seen that the time constant, T, for a constant voltage for a RL circuit is
R
The time required for the current flowing in the RL series circuit to reach its maximum
L
steady state is equivalent to about 5 time constants or 5T. In this example, T= = 3/15= .
R
2s and hence the time required for the current flowing in the RL series circuit to reach its
maximum steady state is equivalent to about

22
Runge-Kutta Method

5T = 5(0.2s) =1s, which is clearly shown in Figure 8.

23
Runge-Kutta Method

6. ADVANTAGES AND DISADVANTAGES

ADVANTAGES OF RUNGE-KUTTA METHOD

 They are easy to implement.
 They are also stable and thus are suitable for solving stiff ODEs.
 As it is easy to change step size of this method during integration, therefore this
method is easy to program.
 There is no need to know the derivatives of the function f.
 The idea of families of Runge Kutta method is too complicated, but higher order
provides much better approximated solutions than Euler method. The most popular
Runge-Kutta method is the method of order four. It is good choice to get more
accurate and more efficient solutions for solving the specified ordinary differential
equations. The approximated solution converges faster to exact solution and the order
of RK4 is 4 and the truncation error is O (h5).
 It is a one step method. Thus the global error is of the same order as local error.
 It is easy for “Automatic Error Control”
Automatic Error Control Uniform grid spacing – in this case, time steps – are good for
some cases but not always. Sometimes we deal with problems where varying the grid
size makes sense. How do you know when to change the step size? If we have an rth
order scheme and r + 1th order scheme, we can take the difference between these two
to be the error in the scheme, and make the step size smaller if we prefer a smaller
error, or larger if we can tolerate a larger error. For Automatic error control you are
computing a “useless” (r+1)th order scheme . . . what a waste! But with Runge Kutta
we can take a fifth order method and a fourth order method, using the same ks. Only a
little extra work at each step

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Runge-Kutta Method

DISADVANTAGES OF RUNGE-KUTTA METHOD

 Method is re-evaluating the function f at each time to obtain the predictable solution.
It requires four evaluations per step. So, the computation of function may take long
time. The derivation of Runge-Kutta method is obtained from Taylor series, but it is
tedious to calculate higher derivative. To avoid this, the function f is evaluated at
more points.
 They require relatively large computer time.
 The error estimation is not easy to be done for base choice of step size.
 The above simple RK methods do not work well for stiff differential equations (eg.
linear differential equations with widely spread eigenvalues) or when very high
accuracy is required.
 In particular, they are not good for systems of differential equations with a mix of fast
and slow state dynamics.

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Runge-Kutta Method

7. RESEARCH PAPERS
The research papers which are referred here are more or less concerned with the application
and introduction of Runge-Kutta method. Here in the research paper mostly it is given about
application that uses this method. The first research paper is about Transient Analysis of
Electrical Circuits Using Runge-Kutta Method and its Application1. The RK method is very
efficient in solving second order differential equations. Thus, we can conclude that by
carrying out the transient analysis of a system, we can find out the response of the system by
changing the conditions from one steady state value to another.

Another research is about A Spreadsheet Solution of a System of Ordinary Differential

Equations Using the Fourth-Order Runge-Kutta Method in which it is designed for a system
of ODEs with two equations, the EXCEL commands involved are not very difficult if
compared to the MATHCAD, MAPLE, MATLAB, or C Programming. Hence, the users can
extend the concept presented here to solve a system of ODEs up to n equations or solve
ODEs by other numerical methods.

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Runge-Kutta Method

8. CONCLUSION
In this paper, we have discussed numerical methods for solving systems of ordinary
differential equations. Some necessary conditions and definitions are given to examine the
numerical methods. Here we have discussed about Runge- Kutta method. Runge- Kutta
method is a more general and improvised method than that of the Euler's method. Methods
based on higher order approximations are called Runge-Kutta methods. Runge Kutta method
gives better results and it converge faster to analytical solution and has less iteration to get
accuracy solution. Also its application is being discussed. Runge Kutta methods are widely
used methods for the integration of initial value problems for ordinary differential equations.
Two research papers have been discussed based on its application. A Spreadsheet Solution of
a System of Ordinary Differential Equations Using the Fourth-Order Runge-Kutta Method.
And for transient analysis of the system.

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 Runge-Kutta Method

9. REFERENCES
1. Anuj Suhag -Transient Analysis of Electrical Circuits Using Runge-Kutta Method and its
Application. ( International Journal of Scientific and Research Publications, Volume 3, Issue
11, November 2013)

2. Kim Gaik Tay, Sie Long Kek, Rosmila Abdul-Kahar- A Spreadsheet Solution of a System of
Ordinary Differential Equations Using the Fourth-Order Runge-Kutta Method

3. https://www.tu-ilmenau.de/fileadmin/media/simulation/Lehre/div/Lec_Slides3.pdf

4. http://www.cfm.brown.edu/people/sg/AM35odes.pdf

5. http://nm.mathforcollege.com/topics/runge_kutta_4th_method.html

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Runge-Kutta Method

10.PLAGIARISM REPORT

Plagiarism Detected
Originality: 40%

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low.
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dierential-equations-episode-4-doc.htm
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