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ENGR 232 Winter 2016 Week 1.2 Appendix.pdf
ENGR 232
Dynamic Engineering
Systems
Lecture 1.2 - Appendix
Introduction to Numerical
Solution
s
with Differential Equations
Dr. Michael Ryan
Runge-Kutta Methods
• Euler uses information from the current pair (tn, yn) to
determine value at the next
pair (tn+1, yn+1)
• Runge-Kutta (2nd and 4th order methods) use a look ahead to
get the slopes at
strategically chosen nearby points which are weighted to
maximize the accuracy of
the approximation.
ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 201/06/2016
Second-order Runge-Kutta
(aka midpoint method)
• Use slope at (tn, yn) to look a half-step ahead to the point
• Compute slope at this midpoint and use this slope to move
from (tn, yn)
to (tn+1, yn+1)
• The algorithm follows
ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 3
�� +
�
�
, ��+
�
�
�(��, ��)
01/06/2016
Second-order Runge-Kutta
(aka midpoint method)
Given the IVP �′ = � �, � � �0 = �0
And a step size of h
To go from ��,�� �� ��+1, ��+1 ���:
where
ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 4
��� = � �� +
�
�
, �� +
�
�
���
��� = � ��, ��
��+� = �� + �
��+� = �� + ����
01/06/2016
Numerical Example
Consider Euler h = 0.5 step from t = 0.0 to 0.5
ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 5
t y Euler dydt y analytic error
0 1 -1 1.000 0.000
0.5 0.5 0 0.713 0.213
��� = � ��, �� = � �, � = (� − �) = −�
��+� = �� + � = �. �
��+� = �� + ���� = � − �. �� = �. ��
��� = � �� +
�
�
, �� +
�
�
��� = � �. ��,�. �� = −�.�
Using Runge-Kutta
at t = 0.5, y = 0.75
Compare to Euler;
RK error is -0.037
01/06/2016
Forth-order Runge-Kutta
Given the IVP �′ = � �, � � �0 = �0
And a step size of h; to go from ��, �� �� ��+1, ��+1 :
First computing
ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 6
��� = � ��, ��
��+� = �� + �
��+� = �� +
�
�
��� + ���� + ���� + ���
��� = � �� +
�
�
, �� +
�
�
���
��� = � �� +
�
�
, �� +
�
�
��� ��� = � �� +
�
�
, �� + ����
01/06/2016
Error Comparison
Method One step result Actual Error
Exact y(1) = 0.1487…
Euler y(1) = 0 0.1487…
2nd
Runge-Kutta
y(1) = 0.125 0.0237…
4th
Runge-Kutta
y(1) = 0.15 0.0013…
ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 7

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ENGR 232 Winter 2016 Week 1.2 Appendix.pdfENGR 232Dynami.docx

  • 1. ENGR 232 Winter 2016 Week 1.2 Appendix.pdf ENGR 232 Dynamic Engineering Systems Lecture 1.2 - Appendix Introduction to Numerical Solution s with Differential Equations Dr. Michael Ryan Runge-Kutta Methods • Euler uses information from the current pair (tn, yn) to determine value at the next pair (tn+1, yn+1)
  • 2. • Runge-Kutta (2nd and 4th order methods) use a look ahead to get the slopes at strategically chosen nearby points which are weighted to maximize the accuracy of the approximation. ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 201/06/2016 Second-order Runge-Kutta (aka midpoint method) • Use slope at (tn, yn) to look a half-step ahead to the point • Compute slope at this midpoint and use this slope to move from (tn, yn) to (tn+1, yn+1) • The algorithm follows ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 3 �� +
  • 3. � � , ��+ � � �(��, ��) 01/06/2016 Second-order Runge-Kutta (aka midpoint method) Given the IVP �′ = � �, � � �0 = �0 And a step size of h To go from ��,�� �� ��+1, ��+1 ���: where ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 4
  • 4. ��� = � �� + � � , �� + � � ��� ��� = � ��, �� ��+� = �� + � ��+� = �� + ���� 01/06/2016 Numerical Example Consider Euler h = 0.5 step from t = 0.0 to 0.5
  • 5. ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 5 t y Euler dydt y analytic error 0 1 -1 1.000 0.000 0.5 0.5 0 0.713 0.213 ��� = � ��, �� = � �, � = (� − �) = −� ��+� = �� + � = �. � ��+� = �� + ���� = � − �. �� = �. �� ��� = � �� + � � , �� + � � ��� = � �. ��,�. �� = −�.�
  • 6. Using Runge-Kutta at t = 0.5, y = 0.75 Compare to Euler; RK error is -0.037 01/06/2016 Forth-order Runge-Kutta Given the IVP �′ = � �, � � �0 = �0 And a step size of h; to go from ��, �� �� ��+1, ��+1 : First computing ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 6 ��� = � ��, �� ��+� = �� + � ��+� = �� + �
  • 7. � ��� + ���� + ���� + ��� ��� = � �� + � � , �� + � � ��� ��� = � �� + � � , �� + � � ��� ��� = � �� +
  • 8. � � , �� + ���� 01/06/2016 Error Comparison Method One step result Actual Error Exact y(1) = 0.1487… Euler y(1) = 0 0.1487… 2nd Runge-Kutta y(1) = 0.125 0.0237… 4th
  • 9. Runge-Kutta y(1) = 0.15 0.0013… ENGR 232 Winter 16 Lecture 1.2 – Dr. M. Ryan 7