4. Formula-2 & Example-1 : `y'=(x-y)/2`
Formula
Second order Runge-Kutta (RK2) method for second order differential equation formula
Method-1 :
`k_1=f(x_n,y_n,z_n)`
`l_1=g(x_n,y_n,z_n)`
`k_2=f(x_n+h,y_n+hk_1,z_n+hl_1)`
`l_2=g(x_n+h,y_n+hk_1,z_n+hl_1)`
`y_(n+1)=y_n+(h(k_1+k_2))/2`
Method-2 :
`k_1=f(x_n,y_n,z_n)`
`l_1=g(x_n,y_n,z_n)`
`k_2=f(x_n+h/2,y_n+(hk_1)/2,z_n+(hl_1)/2)`
`l_2=g(x_n+h/2,y_n+(hk_1)/2,z_n+(hl_1)/2)`
`y_(n+1)=y_n+hk_2`
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Examples
Find y(0.2) for `y''=1+2xy-x^2z`, `x_0=0, y_0=1, z_0=0`, with step length 0.1 using Runge-Kutta 2 method (second order differential equation) Solution:Given `y^('')=1+2xy-x^2z, y(0)=1, y'(0)=0, h=0.1, y(0.2)=?` put `(dy)/(dx)=z` and differentiate w.r.t. x, we obtain `(d^2y)/(dx^2)=(dz)/(dx)` We have system of equations `(dy)/(dx)=z=f(x,y,z)` `(dz)/(dx)=1+2xy-x^2z=g(x,y,z)` Method-1 : Using formula `k_2=f(x_0+h,y_0+hk_1,z_0+hl_1)`Second order Runge-Kutta (RK2) method for second order differential equation formula `k_1=f(x_n,y_n,z_n)` `l_1=g(x_n,y_n,z_n)` `k_2=f(x_n+h,y_n+hk_1,z_n+hl_1)` `l_2=g(x_n+h,y_n+hk_1,z_n+hl_1)` `y_(n+1)=y_n+(h(k_1+k_2))/2` `z_(n+1)=z_n+(h(l_1+l_2))/2`
for `n=0,x_0=0,y_0=1,z_0=0` `k_1=f(x_0,y_0,z_0)` `=f(0,1,0)` `=0` `l_1=g(x_0,y_0,z_0)` `=g(0,1,0)` `=1` `k_2=f(x_0+h,y_0+hk_1,z_0+hl_1)` `=f(0.1,1,0.1)` `=0.1` `l_2=g(x_0+h,y_0+hk_1,z_0+hl_1)` `=g(0.1,1,0.1)` `=1.199` `y_1=y_0+(h(k_1+k_2))/2` `=1+0.005` `=1.005` `z_1=z_0+(h(l_1+l_2))/2` `=0+0.11` `=0.11` `x_1=x_0+h=0+0.1=0.1`
for `n=1,x_1=0.1,y_1=1.005,z_1=0.11` `k_1=f(x_1,y_1,z_1)` `=f(0.1,1.005,0.11)` `=0.11` `l_1=g(x_1,y_1,z_1)` `=g(0.1,1.005,0.11)` `=1.1999` `k_2=f(x_1+h,y_1+hk_1,z_1+hl_1)` `=f(0.2,1.016,0.2299)` `=0.2299` `l_2=g(x_1+h,y_1+hk_1,z_1+hl_1)` `=g(0.2,1.016,0.2299)` `=1.3972` `y_2=y_1+(h(k_1+k_2))/2` `=1.005+0.017` `=1.022` `x_2=x_1+h=0.1+0.1=0.2` `:.y(0.2)=1.022` | `n` | `x_n` | `y_n` | `z_n` | `k_1` | `l_1` | `k_2` | `l_2` | `x_(n+1)` | `y_(n+1)` | `z_(n+1)` | | 0 | 0 | 1 | 0 | 0 | 1 | 0.1 | 1.199 | 0.1 | 1.005 | 0.11 | | 1 | 0.1 | 1.005 | 0.11 | 0.11 | 1.1999 | 0.2299 | 1.3972 | 0.2 | 1.022 | |
Method-2 : Using formula `k_2=f(x_0+h/2,y_0+(hk_1)/2,z_0+(hl_1)/2)`Second order Runge-Kutta (RK2) method for second order differential equation formula `k_1=f(x_n,y_n,z_n)` `l_1=g(x_n,y_n,z_n)` `k_2=f(x_n+h/2,y_n+(hk_1)/2,z_n+(hl_1)/2)` `l_2=g(x_n+h/2,y_n+(hk_1)/2,z_n+(hl_1)/2)` `y_(n+1)=y_n+hk_2` `z_(n+1)=z_n+hl_2`
for `n=0,x_0=0,y_0=1,z_0=0` `k_1=f(x_0,y_0,z_0)` `=f(0,1,0)` `=0` `l_1=g(x_0,y_0,z_0)` `=g(0,1,0)` `=1` `k_2=f(x_0+h/2,y_0+(hk_1)/2,z_0+(hl_1)/2)` `=f(0.05,1,0.05)` `=0.05` `l_2=g(x_0+h/2,y_0+(hk_1)/2,z_0+(hl_1)/2)` `=g(0.05,1,0.05)` `=1.0999` `y_1=y_0+hk_2` `=1+0.005` `=1.005` `z_1=z_0+hl_2` `=0+0.11` `=0.11` `x_1=x_0+h=0+0.1=0.1`
for `n=1,x_1=0.1,y_1=1.005,z_1=0.11` `k_1=f(x_1,y_1,z_1)` `=f(0.1,1.005,0.11)` `=0.11` `l_1=g(x_1,y_1,z_1)` `=g(0.1,1.005,0.11)` `=1.1999` `k_2=f(x_1+h/2,y_1+(hk_1)/2,z_1+(hl_1)/2)` `=f(0.15,1.0105,0.17)` `=0.17` `l_2=g(x_1+h/2,y_1+(hk_1)/2,z_1+(hl_1)/2)` `=g(0.15,1.0105,0.17)` `=1.2993` `y_2=y_1+hk_2` `=1.005+0.017` `=1.022` `x_2=x_1+h=0.1+0.1=0.2` `:.y(0.2)=1.022` | `n` | `x_n` | `y_n` | `z_n` | `k_1` | `l_1` | `k_2` | `l_2` | `x_(n+1)` | `y_(n+1)` | `z_(n+1)` | | 0 | 0 | 1 | 0 | 0 | 1 | 0.05 | 1.0999 | 0.1 | 1.005 | 0.11 | | 1 | 0.1 | 1.005 | 0.11 | 0.11 | 1.1999 | 0.17 | 1.2993 | 0.2 | 1.022 | |
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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