9/22/2015 1 Runge 2 nd Order Method Major: All Engineering Majors Authors: Autar Kaw, Charlie Barker

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9/22/ Runge 2 nd Order Method Major: All Engineering Majors Authors: Autar Kaw, Charlie Barker Transforming Numerical Methods Education for STEM Undergraduates

Runge-Kutta 2 nd Order Method

3 Runge-Kutta 2 nd Order Method Runge Kutta 2nd order method is given by where For

Heun’s Method x y xixi x i+1 y i+1, predicted y i Figure 1 Runge-Kutta 2nd order method (Heun’s method) Heun’s method resulting in where Here a 2 =1/2 is chosen

Midpoint Method Here is chosen, giving resulting in where

Ralston’s Method Hereis chosen, giving resulting in where

How to write Ordinary Differential Equation Example is rewritten as In this case How does one write a first order differential equation in the form of

Example A ball at 1200K is allowed to cool down in air at an ambient temperature of 300K. Assuming heat is lost only due to radiation, the differential equation for the temperature of the ball is given by Find the temperature at seconds using Heun’s method. Assume a step size of seconds.

Solution Step 1:

Solution Cont Step 2:

Solution Cont The exact solution of the ordinary differential equation is given by the solution of a non-linear equation as The solution to this nonlinear equation at t=480 seconds is

Comparison with exact results Figure 2. Heun’s method results for different step sizes

Effect of step size Table 1. Temperature at 480 seconds as a function of step size, h Step size, h  (480) EtEt |є t |% − − − − (exact)

Effects of step size on Heun’s Method Figure 3. Effect of step size in Heun’s method

Step size, h  (480) EulerHeunMidpointRalston − − Comparison of Euler and Runge- Kutta 2 nd Order Methods Table 2. Comparison of Euler and the Runge-Kutta methods (exact)

Comparison of Euler and Runge- Kutta 2 nd Order Methods Table 2. Comparison of Euler and the Runge-Kutta methods Step size, h EulerHeunMidpointRalston (exact)

Comparison of Euler and Runge- Kutta 2 nd Order Methods Figure 4. Comparison of Euler and Runge Kutta 2 nd order methods with exact results.

Additional Resources For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit a_2nd_method.html

THE END