GEG 402

Numerical Methods in
Engineering
Numerical analysis of
ordinary differential
equations
Euler’s method
 Improvements of Euler’s method
• A fundamental source of error in Euler’s
method is that the derivative at the beginning
of the interval is assumed to apply across the
entire interval.
 Numerical Solution Of
Ordinary Differential Equations
- Runge-Kutta Methods
 Runge-Kutta 4 th Order Method
For dy
 f ( x, y ), y (0)  y0
dx
Runge Kutta 4th order method is given by
yi 1  yi  k1  2k2  2k3  k4 h
1
6
where
k1  f xi , yi 
 1 1 
k2  f  xi  h, yi  k1h 
 2 2 
 1 1 
k3  f  xi  h, yi  k2 h 
 2 2 

k4  f xi  h, yi  k3h
17
 How to write Ordinary Differential
Equation
How does one write a first order differential equation in the form of

 f  x, y 
dy
dx
Example

 2 y  1.3e  x , y0  5
dy
dx
is rewritten as

 1.3e  x  2 y, y0  5
dy
dx
In this case

f  x, y   1.3e  x  2 y 18
 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
d
dt
 
 2.20671012  4  81 108 , 0  1200K

Find the temperature at t  480 seconds using Runge-Kutta 4th order method.

Assume a step size of h  240 seconds.

d
dt

 2.2067 1012  4  81 108 

f t,   2.20671012 4  81108 
 i 1   i 
1
k1  2k 2  2k3  k 4 h 19
6
 Solution
Step 1: i  0, t0  0, 0   (0)  1200

 
k1  f t0 ,o   f 0,1200  2.20671012 12004  81108  4.5579

   
k2  f  t0  h, 0  k1h   f  0  240,1200   4.5579240
1 1 1 1
 2 2   2 2 
 
 f 120,653.05  2.20671012 653.054  81108  0.38347
   
k3  f  t0  h, 0  k2 h   f  0  240,1200   0.38347240
1 1 1 1
 2 2   2 2 
 
 f 120,1154.0  2.20671012 1154.0 4  81108  3.8954

k 4  f t0  h, 0  k3h   f 0  240,1200   3.984240


 f 240,265.10  2.20671012 265.104  81108  0.0069750 
20
 Solution Cont
1   0 
1
k1  2k2  2k3  k4 h
6
 1200   4.5579  2 0.38347  2 3.8954  0.069750240
1
6
 1200   2.1848240
1
6
 675.65K

1 is the approximate temperature at

t  t1  t0  h  0  240  240

 240  1  675.65K
21
 Solution Cont
Step 2: i  1, t1  240,1  675.65K

 
k1  f t1,1   f 240,675.65  2.20671012 675.654  81108  0.44199

   
k2  f  t1  h,1  k1h   f  240  240, 675.65   0.44199240
1 1 1 1
 2 2   2 2 
 
 f 360,622.61  2.20671012 622.614  81108  0.31372
   
k3  f  t1  h,1  k2 h   f  240  240,675.65   0.31372240
1 1 1 1
 2 2   2 2 
 
 f 360, 638.00  2.20671012 638.004  81108  0.34775

k 4  f t1  h, 1  k3h   f 240  240,675.65   0.34775240

 
 f 480,592.19  2.20671012 592.194  81108  0.25351
22
 Solution Cont
1
 2  1  k1  2k2  2k3  k4 h
6
 675.65   0.44199  2 0.31372  2 0.34775   0.25351240
1
6
 675.65   2.0184240
1
6
 594.91K
2 is the approximate temperature at

t2  t1  h  240  240  480

 480   2  594.91K

23
 Solution Cont

The exact solution of the ordinary differential equation is given by the

solution of a non-linear equation as
  300
0.92593ln  1.8519 tan 1 0.00333  0.22067 103 t  2.9282
  300

The solution to this nonlinear equation at t=480 seconds is

 (480)  647.57K

24
 Comparison with exact results
1600
Temperature, θ(K)

1200

h=120
800 Exact
h=240
400

h=480
0
0 200 400 600
-400
Time,t(sec)

Figure 1. Comparison of Runge-Kutta 4th order method with exact solution

25
 Effects of step size on Runge-Kutta
4th Order Method
800
Temperature, θ(480)

600

400

200

0
0 100 200 300 400 500
-200
Step size, h

Figure 2. Effect of step size in Runge-Kutta 4th order method

26
 Comparison of Euler and Runge-
Kutta Methods
1400
Temperature, θ(K)

1200
4th order
1000

800
Exact
600
Heun
400

200 Euler

0
0 100 200 300 400 500
Time, t(sec)

Figure 3. Comparison of Runge-Kutta methods of 1st, 2nd, and 4th order.

27