Method and examples
Method
 
Solve numerical differential equation using Runge-Kutta 4 method (1st order derivative)
y=f(x,y,z(=y)) =
x0 = , y0 =
y'0 = z0 =
 xn =
Step value (h) =
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Runge-Kutta Formula 
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Solve numerical differential equation using Runge-Kutta 4 method (1st order derivative) calculator
1. Find y(1) for y=-4z-4y, x0=0,y0=0,z0=1, with step length 0.1
2. Find y(0.1) for y=1+2xy-x2z, x0=0,y0=1,z0=0, with step length 0.1
3. Find y(0.2) for y=xz2-y2, x0=0,y0=1,z0=0, with step length 0.2


Example
1. Find y(0.1) for y=1+2xy-x2z, x0=0,y0=1,z0=0, with step length 0.1 using Runge-Kutta 4 method (2nd order derivative)

Solution:
Given y=1+2xy-x2z,y(0)=1,y(0)=0,h=0.1,y(0.1)=?

put dydx=z and differentiate w.r.t. x, we obtain d2ydx2=dzdx

We have system of equations
dydx=z=f(x,y,z)

dzdx=1+2xy-x2z=g(x,y,z)

Forth order R-K method for second order differential equation
k1=hf(x0,y0,z0)=(0.1)f(0,1,0)=(0.1)(0)=0

l1=hg(x0,y0,z0)=(0.1)g(0,1,0)=(0.1)(1)=0.1

k2=hf(x0+h2,y0+k12,z0+l12)=(0.1)f(0.05,1,0.05)=(0.1)(0.05)=0.005

l2=hg(x0+h2,y0+k12,z0+l12)=(0.1)g(0.05,1,0.05)=(0.1)(1.09988)=0.10999

k3=hf(x0+h2,y0+k22,z0+l22)=(0.1)f(0.05,1.0025,0.05499)=(0.1)(0.05499)=0.0055

l3=hg(x0+h2,y0+k22,z0+l22)=(0.1)g(0.05,1.0025,0.05499)=(0.1)(1.10011)=0.11001

k4=hf(x0+h,y0+k3,z0+l3)=(0.1)f(0.1,1.0055,0.11001)=(0.1)(0.11001)=0.011

l4=hg(x0+h,y0+k3,z0+l3)=(0.1)g(0.1,1.0055,0.11001)=(0.1)(1.2)=0.12

Now,
y1=y0+16(k1+2k2+2k3+k4)

y1=1+16[0+2(0.005)+2(0.0055)+(0.011)]

y1=1.00533

y(0.1)=1.00533



y(0.1)=1.00533




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