Runge-Kutta (R-K) Method:

Introduction: The Runge–Kutta methods are iterative ways to calculate the solution of a differential equation. Starting
from an initial condition, they calculate the solution forward step by step. The most widely known member of the Runge–
Kutta family is generally referred to as "RK4", "classical Runge–Kutta method" or simply as "the Runge–Kutta method".
These methods were developed around 1900 by the German mathematicians C. Runge and M. W. Kutta.

Runge-Kutta Method of order 2:

Let an initial value problem be specified by as follows:

( ) ( )

Where ( ) is the differential equation and is the initial value of for which we get the initial value of is .

Now pick a step size and define

for using we get,

( )

( )

Runge-Kutta Method of order 4:

Let an initial value problem be specified by as follows:

( ) ( )

Where ( ) is the differential equation and is the initial value of for which we get the initial value of is .

Now pick a step size and define

for using we get,

( )

( )

( )

( )

Algorithm of Runge-Kutta Method of 4'th Order:

To approximate the solution of the initial-value problem

( ) ( )
 At ( ) equally spaced numbers in the interval .

INPUT endpoints ; integer ; initial condition .

OUTPUT we get output ( )

Step 1 ( ) ;

; ;

OUTPUT ( ).
Step 2 For = 1,2,……….., N do Steps 3-5.
Step 3 Set ( )

( );

( )

( )

Step 4 Set ( ) (Compute )

(Compute )
Step 5 OUTPUT ( ).
Step 6 STOP.

Problem 01: Applying Runge-Kutta Method of order four to find an approximate value of ( ) and ( ) where

, ( ) correct to three decimal places.

Solution: Given that,

and the initial condition is ( ) so and .

Hear ( ) .

Since we will find the value of ( ) and ( ) so we let .

We know the Runge-Kutta method of order is given by

--------------------------- (1)

Put in equation ( ) we get,

------------------------------ (2)

where, ( )

( ) ( )

( )

[( ) ( ) ] [( ) ( ) ]
 ( )

[( ) ( ) ] [( ) ( ) ]

( )

( ) ( ) ( ) ( )

Now put the values of in equation ( ) we get,

( ) ( ) ( )

( )

Again for finding the value of ( ) we may use and and put in equation ( ) we get.

------------------------------ (3)

where, ( )

( ) ( )

( )

[( ) ( ) ] [( ) ( ) ]

( )

[( ) ( ) ] [( ) ( ) ]

( )

( ) ( ) ( ) ( )

Now put the values of in equation ( ) we get,

( ) ( ) ( )

( )

So the required values are ( ) and ( ) .

Problem-02: By employing Runge-Kutta method of fourth order solve the differential equation ( )
for in steps of (that is, find ( ) with ) correct to four decimal places.
Solution: Given data,

and the initial condition is ( ) so and .

Hear ( ) and
We know the Runge-Kutta method of order is given by

--------------------------- (1)

Put in equation ( ) we get,

------------------------------ (2)

where, ( )

* + * +

( )

* ( ) ( )+ * ( ) ( )+

( )

* ( ) ( )+ * ( ) ( )+

( )

* ( ) ( )+ * ( ) ( )+

Now put the values of in equation ( ) we get,

( ) ( ) ( )

( )

Again for finding the value of ( ) we may use and and put in equation ( ) we get.

------------------------------ (3)

where, ( )

* + * +

( )

* ( ) ( )+

* ( ) ( )+

( )

* ( ) ( )+

* ( ) ( )+

( )
 * ( ) ( )+

* ( ) ( )+

Now put the values of in equation ( ) we get,

( ) ( ) ( )

( )

So the required values are ( ) and ( ) .

Example-03. Using (i) second order (ii) fourth order Rungr-Kutta method, find the value of when given that,
with ( )

Solution: (i) Given that with ( )

So, ( ) and

Let us take

We know the Runge-Kutta method of order second is given by

--------------------------- (1)

Put in equation ( ) we get,

------------------------------ (2)

Where, ( ) ( ) ( )

( ) [ ] = 0.1[ ]
( ) ( )

Now put the values of in equation ( ) we get,

( )

( )

So the required value is ( ) .

(ii) Given that with ( )

So, ( ) and

Let us take

We know the Runge-Kutta method of order is given by

--------------------------- (1)
Put in equation ( ) we get,

------------------------------ (2)

Where, ( ) ( ) ( )

( ) [ ] = 0.1[ ]
( ) ( )

( ) [ ] [ ]
( ) ( ) ( )

( ) *( )
+ *( ) ( )
+

Now put the values of in equation ( ) we get,

( ) ( )

( )

So the required value is ( ) .

Exercise:

1) Given ( ) , find ( ) ( ) using Runge-Kutta methods of (i) second order, (ii) fourth
order.
2) Solve with ( ) for by Runge-Kutta method of fourth order.
3) Solve given at for ( ) by using Runge-Kutta method.
4) Solve the initial value problem using Runge-Kutta method of fourth order where ( ) with ( )
for .
5) Solve the initial value problem using Runge-Kutta method of fourth order where , with ( ) for
and .
6) Using Runge-Kutta method of fourth order, solve for ( ) ( ) and ( ) given that and
( )
7) Solve the following for ( ) ( ) using R-K method of (i) second order (ii) fourth order.
(a) ; ( )
(b) ; ( )
8. Using Runge-Kutta method of fourth order, solve for ( ) ( ) given that and ( ) .

Answers:

1) (i) ( ) and ( ) (ii) ( ) and ( ) .

2) ( ) .
3) ( ) .
4) ( ) , ( ) , ( ) .
5) ( ) , ( ) , ( ) , ( ) .
6) ( ) , ( ) , ( ) .
7) (a) (i) ( ) and ( ) (ii) ( ) and ( ) .
(b) (i) ( ) and ( ) (ii) ( ) and ( ) .
8) ( ) , ( ) .