Formula
Third order R-K method
`k_1=hf(x_n,y_n)`
`k_2=hf(x_n+h/2,y_n+k_1/2)`
`k_3=hf(x_n+h,y_n+2k_2-k_1)`
`y_(n+1)=y_n+1/6(k_1+4k_2+k_3)`
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Examples
1. Find y(0.2) for `y'=(x-y)/2`, `x_0=0, y_0=1`, with step length 0.1 using Runge-Kutta 3 method (first order differential equation) Solution:Given `y'=(x-y)/(2), y(0)=1, h=0.1, y(0.2)=?`
Third order Runge-Kutta (RK3) method formula
`k_1=hf(x_n,y_n)`
`k_2=hf(x_n+h/2,y_n+k_1/2)`
`k_3=hf(x_n+h,y_n+2k_2-k_1)`
`y_(n+1)=y_n+1/6(k_1+4k_2+k_3)`
for `n=0,x_0=0,y_0=1`
`k_1=hf(x_0,y_0)`
`=(0.1)f(0,1)`
`=(0.1)*(-0.5)`
`=-0.05`
`k_2=hf(x_0+h/2,y_0+k_1/2)`
`=(0.1)f(0.05,0.975)`
`=(0.1)*(-0.4625)`
`=-0.0462`
`k_3=hf(x_0+h,y_0+2k_2-k_1)`
`=(0.1)f(0.1,0.9575)`
`=(0.1)*(-0.4288)`
`=-0.0429`
`y_1=y_0+1/6(k_1+4k_2+k_3)`
`=1+1/6[-0.05+4(-0.0462)+(-0.0429)]`
`=0.9537`
`x_1=x_0+h=0+0.1=0.1`
for `n=1,x_1=0.1,y_1=0.9537`
`k_1=hf(x_1,y_1)`
`=(0.1)f(0.1,0.9537)`
`=(0.1)*(-0.4268)`
`=-0.0427`
`k_2=hf(x_1+h/2,y_1+k_1/2)`
`=(0.1)f(0.15,0.9323)`
`=(0.1)*(-0.3912)`
`=-0.0391`
`k_3=hf(x_1+h,y_1+2k_2-k_1)`
`=(0.1)f(0.2,0.9181)`
`=(0.1)*(-0.3591)`
`=-0.0359`
`y_2=y_1+1/6(k_1+4k_2+k_3)`
`=0.9537+1/6[-0.0427+4(-0.0391)+(-0.0359)]`
`=0.9145`
`x_2=x_1+h=0.1+0.1=0.2`
`:.y(0.2)=0.9145`
| `n` | `x_n` | `y_n` | `k_1` | `k_2` | `k_3` | `x_(n+1)` | `y_(n+1)` |
| 0 | 0 | 1 | -0.05 | -0.0462 | -0.0429 | 0.1 | 0.9537 |
| 1 | 0.1 | 0.9537 | -0.0427 | -0.0391 | -0.0359 | 0.2 | 0.9145 |
This material is intended as a summary. Use your textbook for detail explanation.
Any bug, improvement, feedback then