Xavier University - Ateneo de Cagayan University

College of Engineering
Electronics Engineering Department

MACHINE PROBLEM #4
SOLVING ODE 2ND ORDER RUNGE-KUTTA METHOD

Submitted by:

Instructor:

ROMMEL PEDRAZA

ENGR. MARY JEAN O. APOR, PECE, MEng

BSEcE 5

Title and Objective

(05):____

Procedure, Data, Results

(20):____

Observation, Analysis

(30):____

Conclusion

(25):____

Tardiness

(10):____

Presentation, Neatness

(20):____

Total

(100):____

INTRODUCTION
In mathematics and computational

science, Heun's

method may

refer

to

the improved[1] or modified Euler's method (that is, the explicit trapezoidal rule[2]), or a similar twostage RungeKutta method. It is named after Karl Heun and is a numerical procedure for
solving ordinary differential equations (ODEs) with a given initial value. Both variants can be seen as
extensions of theEuler method into two-stage second-order RungeKutta methods.
The procedure for calculating the numerical solution to the initial value problem via the improved
Euler's method is:

by way of Heun's method, is to first calculate the intermediate value

approximation

and then the final

at the next integration point.

The midpoint method is a one-step method for numerically solving the differential equation, y'(t) = f(t,
y(t)),

\quad

y(t_0)

y_0

and

is

given

by

the

formula

y_{n+1}

y_n

hf\left(t_n+\frac{h}{2},y_n+\frac{h}{2}f(t_n, y_n)\right), \qquad\qquad (1) for n=0, 1, 2, \dots Here, h is

the step size a small positive number, t_n=t_0 + n h, and y_n is the computed approximate value of
y(t_n). The midpoint method is also known as the modified Euler method.
The name of the method comes from the fact that in the formula above the function f is evaluated at
t=t_n+h/2, which is the midpoint between t_n at which the value of y(t) is known and t_{n+1} at which
the value of y(t) needs to be found.
The local error at each step of the midpoint method is of order O\left(h^3\right), giving a global error of
order O\left(h^2\right). Thus, while more computationally intensive than Euler's method, the midpoint
method generally gives more accurate results.
The method is an example of a class of higher-order methods known as Runge-Kutta methods.

Ralston's second order method is a Runge-Kutta method for approximating the solution of the initial
value problem y'(x) = f(x,y); y(x0) = y0 which evaluates the integrand, f(x,y), twice for each step. For step
i+1,

yi+1 = yi + 1/4 ( k1 + 3 k2 ),

where
k1 = h f(xi, yi),
k2 = h f(xi + 2 h / 3, yi + 2 k1 / 3 ),
and xi = x0 + i h.
Ralston's second order method is a second order procedure for which Richardson extrapolation can be
used.

OBJECTIVES
To solve [d2/dt2](y) + 4y = 0, given the initial conditions, y(0) = 1 and y(0) = 0, from t = 0 to 10
Using:
2nd order Runge-Kutta methods
a.

Heuns

b.

Midpoint

c.

Ralstons

3rd order, 4th order, and 5th order Runge-Kutta methods

To apply various method for solving ordinary differential equations numerically using MATLAB
software.
To compare and evaluate each method
MATLAB CODES
Heuns Method
iter1 = 0;
yi1 = 0;
yiold = 0;
z = 0;
%%
%function
ya = -4;
za =1;
y0 =1;
z0 =0;
t = 0;
%%
%heun's method
h1 = input('input step size (h):');
while t <= 10;
iter1 = iter1 +1;

k1y = za*z0;
k1z = ya*y0;
k2y = za*(z0 + k1z*h1);
k2z = ya*(y0 + k1y*h1);
yi1 = y0 + 0.5*h1*(k1y + k2y);
zi1 = z0 + 0.5*h1*(k1z + k2z);
ea = abs(((yi1 - y0)/yi1))*100;
disp(['Iteration
',num2str(iter1)]);
disp(['t =', num2str(t)]);
disp(['k1y = ', num2str(k1y)]);
disp(['k1z = ', num2str(k1z)]);
disp(['k2y = ', num2str(k2y)]);
disp(['k2z = ', num2str(k2z)]);
disp(['y(i+1) = ', num2str(yi1)]);
disp(['z(i+1) = ', num2str(zi1)]);

disp(['Approximate relative error

=',num2str(ea),'%']);
disp('--------------------------');
t = t+ h1;

y0 = yi1;
z0 = zi1;
else
break;
end;
end;

if (t <= 10)

Midpoint Method
clc;
clear all;
%%
%constants
iter1 = 0;
yi1 = 0;
yiold = 0;
z = 0;
%%
%function
ay = -4;
az =1;
y0 =1;
z0 =0;
t = 0;
%%
%midpoint method
h1 = input('input step size:');
while t <= 10;
iter1 = iter1 +1;
k1y = az*z0;
k1z = ay*y0;
k2y = az*(z0 + 0.5*k1z*h1);
Ralstons Method
clc;
clear all;
%%
%constants
iter1 = 0;
yi1 = 0;
yiold = 0;
z = 0;
%%
%function
ay = -4;
az =1;
y0 =1;
z0 =0;
t = 0;

k2z = ay*(y0 + 0.5*k1y*h1);

yi1 = y0 + h1*k2y;
zi1 = z0 + h1*k2z;
ea = abs(((yi1 - y0)/yi1))*100;
disp(['iteration ',num2str(iter1)]);
disp(['t =', num2str(t)]);
disp(['k1y = ', num2str(k1y)]);
disp(['k1z = ', num2str(k1z)]);
disp(['k2y = ', num2str(k2y)]);
disp(['k2z = ', num2str(k2z)]);
disp(['y(i+1) = ', num2str(yi1)]);
disp(['z(i+1) = ', num2str(zi1)]);
disp(['ea =',num2str(ea),'%']);
disp('---------------------------');
t = t+ h1;
if (t <= 10)
y0 = yi1;
z0 = zi1;
else
break;
end;
end;

%%
%heun's method
h1 = input('input step size:');
while t <= 10;
iter1 = iter1 +1;
k1y = az*z0;
k1z = ay*y0;
k2y = az*(z0 + 0.75*k1z*h1);
k2z = ay*(y0 + 0.75*k1y*h1);
yi1 = y0 + h1*((1/3)*k1y +(2/3)* k2y);
zi1 = z0 + h1*((1/3)*k1z + (2/3)*k2z);
ea = abs(((yi1 - y0)/yi1))*100;
disp(['iteration ',num2str(iter1)]);
disp(['t =', num2str(t)]);
disp(['k1y = ', num2str(k1y)]);

disp(['k1z = ', num2str(k1z)]);

disp(['k2y = ', num2str(k2y)]);
disp(['k2z = ', num2str(k2z)]);
disp(['y(i+1) = ', num2str(yi1)]);
disp(['z(i+1) = ', num2str(zi1)]);
disp(['ea =',num2str(ea),'%']);
disp('---------------------------');
t = t+ h1;

Runge-Kutta Method
clc;
clear all;
%%
%constants
iter1 = 0;
yi1 = 0;
yiold = 0;
z = 0;
%%
%function
ay = -4;
az =1;
y0 =1;
z0 =0;
t = 0;
%%
%heun's method
h1 = input('input step size:');
while t <= 10;
iter1 = iter1 +1;
k1y = az*z0;
k1z = ay*y0;
k2y = az*(z0 + k1z*h1);

if (t <= 10)
y0 = yi1;
z0 = zi1;
else
break;
end;
end;

k2z = ay*(y0 + k1y*h1);

yi1 = y0 + 0.5*h1*(k1y + k2y);
zi1 = z0 + 0.5*h1*(k1z + k2z);
ea = abs(((yi1 - y0)/yi1))*100;
disp(['iteration ',num2str(iter1)]);
disp(['t =', num2str(t)]);
disp(['k1y = ', num2str(k1y)]);
disp(['k1z = ', num2str(k1z)]);
disp(['k2y = ', num2str(k2y)]);
disp(['k2z = ', num2str(k2z)]);
disp(['y(i+1) = ', num2str(yi1)]);
disp(['z(i+1) = ', num2str(zi1)]);
disp(['ea =',num2str(ea),'%']);
disp('---------------------------');
t = t+ h1;
if (t <= 10)
y0 = yi1;
z0 = zi1;
else
break;
end;
end;

OUTPUT
Heuns Method
input step size (h):1
Iteration 1
t =0
k1y = 0
k1z = -4
k2y = -4
k2z = -4
y(i+1) = -1
z(i+1) = -4

Approximate relative error =200%

--------------------------Iteration 2
t =1
k1y = -4
k1z = 4
k2y = 0
k2z = 20
y(i+1) = -3

z(i+1) = 8
Approximate relative error =66.6667%
--------------------------Iteration 3
t =2
k1y = 8
k1z = 12
k2y = 20
k2z = -20
y(i+1) = 11
z(i+1) = 4
Approximate relative error =127.2727%
--------------------------Iteration 4
t =3
k1y = 4
k1z = -44
k2y = -40
k2z = -60
y(i+1) = -7
z(i+1) = -48
Approximate relative error =257.1429%
--------------------------Iteration 5
t =4
k1y = -48
k1z = 28
k2y = -20
k2z = 220
y(i+1) = -41
z(i+1) = 76
Approximate relative error =82.9268%
--------------------------Iteration 6
t =5
k1y = 76
k1z = 164
k2y = 240
k2z = -140
y(i+1) = 117
z(i+1) = 88
Approximate relative error =135.0427%
--------------------------Iteration 7
t =6
k1y = 88
Midpoint Method

k1z = -468
k2y = -380
k2z = -820
y(i+1) = -29
z(i+1) = -556
Approximate relative error =503.4483%
--------------------------Iteration 8
t =7
k1y = -556
k1z = 116
k2y = -440
k2z = 2340
y(i+1) = -527
z(i+1) = 672
Approximate relative error =94.4972%
--------------------------Iteration 9
t =8
k1y = 672
k1z = 2108
k2y = 2780
k2z = -580
y(i+1) = 1199
z(i+1) = 1436
Approximate relative error =143.9533%
--------------------------Iteration 10
t =9
k1y = 1436
k1z = -4796
k2y = -3360
k2z = -10540
y(i+1) = 237
z(i+1) = -6232
Approximate relative error =405.9072%
--------------------------Iteration 11
t =10
k1y = -6232
k1z = -948
k2y = -7180
k2z = 23980
y(i+1) = -6469
z(i+1) = 5284
Approximate relative error =103.6636%

input step size:1

iteration 1
t =0
k1y = 0
k1z = -4
k2y = -2
k2z = -4
y(i+1) = -1
z(i+1) = -4
ea =200%
--------------------------iteration 2
t =1
k1y = -4
k1z = 4
k2y = -2
k2z = 12
y(i+1) = -3
z(i+1) = 8
ea =66.6667%
--------------------------iteration 3
t =2
k1y = 8
k1z = 12
k2y = 14
k2z = -4
y(i+1) = 11
z(i+1) = 4
ea =127.2727%
--------------------------iteration 4
t =3
k1y = 4
k1z = -44
k2y = -18
k2z = -52
y(i+1) = -7
z(i+1) = -48
ea =257.1429%
--------------------------iteration 5
t =4
k1y = -48
k1z = 28
k2y = -34
k2z = 124
y(i+1) = -41

z(i+1) = 76
ea =82.9268%
--------------------------iteration 6
t =5
k1y = 76
k1z = 164
k2y = 158
k2z = 12
y(i+1) = 117
z(i+1) = 88
ea =135.0427%
--------------------------iteration 7
t =6
k1y = 88
k1z = -468
k2y = -146
k2z = -644
y(i+1) = -29
z(i+1) = -556
ea =503.4483%
--------------------------iteration 8
t =7
k1y = -556
k1z = 116
k2y = -498
k2z = 1228
y(i+1) = -527
z(i+1) = 672
ea =94.4972%
--------------------------iteration 9
t =8
k1y = 672
k1z = 2108
k2y = 1726
k2z = 764
y(i+1) = 1199
z(i+1) = 1436
ea =143.9533%
--------------------------iteration 10
t =9
k1y = 1436
k1z = -4796
k2y = -962

k2z = -7668
y(i+1) = 237
z(i+1) = -6232
ea =405.9072%
--------------------------iteration 11
t =10

k1y = -6232
k1z = -948
k2y = -6706
k2z = 11516
y(i+1) = -6469
z(i+1) = 5284
ea =103.6636%

Ralston Method
input step size:1
iteration 1
t =0
k1y = 0
k1z = -4
k2y = -3
k2z = -4
y(i+1) = -1
z(i+1) = -4
ea =200%
--------------------------iteration 2
t =1
k1y = -4
k1z = 4
k2y = -1
k2z = 16
y(i+1) = -3
z(i+1) = 8
ea =66.6667%
--------------------------iteration 3
t =2
k1y = 8
k1z = 12
k2y = 17
k2z = -12
y(i+1) = 11
z(i+1) = 4
ea =127.2727%
--------------------------iteration 4
t =3
k1y = 4
k1z = -44
k2y = -29
k2z = -56
y(i+1) = -7
z(i+1) = -48

ea =257.1429%
--------------------------iteration 5
t =4
k1y = -48
k1z = 28
k2y = -27
k2z = 172
y(i+1) = -41
z(i+1) = 76
ea =82.9268%
--------------------------iteration 6
t =5
k1y = 76
k1z = 164
k2y = 199
k2z = -64
y(i+1) = 117
z(i+1) = 88
ea =135.0427%
--------------------------iteration 7
t =6
k1y = 88
k1z = -468
k2y = -263
k2z = -732
y(i+1) = -29
z(i+1) = -556
ea =503.4483%
--------------------------iteration 8
t =7
k1y = -556
k1z = 116
k2y = -469
k2z = 1784
y(i+1) = -527

z(i+1) = 672
ea =94.4972%
--------------------------iteration 9
t =8
k1y = 672
k1z = 2108
k2y = 2253
k2z = 92
y(i+1) = 1199
z(i+1) = 1436
ea =143.9533%
--------------------------iteration 10
t =9
k1y = 1436

k1z = -4796
k2y = -2161
k2z = -9104
y(i+1) = 237
z(i+1) = -6232
ea =405.9072%
--------------------------iteration 11
t =10
k1y = -6232
k1z = -948
k2y = -6943
k2z = 17748
y(i+1) = -6469
z(i+1) = 5284
ea =103.6636%

Runge Kutta Method

input step size:1
iteration 1
t =0
k1y = 0
k1z = -4
k2y = -4
k2z = -4
y(i+1) = -1
z(i+1) = -4
ea =200%
--------------------------iteration 2
t =1
k1y = -4
k1z = 4
k2y = 0
k2z = 20
y(i+1) = -3
z(i+1) = 8
ea =66.6667%
--------------------------iteration 3
t =2
k1y = 8
k1z = 12
k2y = 20
k2z = -20
y(i+1) = 11
z(i+1) = 4
ea =127.2727%

--------------------------iteration 4
t =3
k1y = 4
k1z = -44
k2y = -40
k2z = -60
y(i+1) = -7
z(i+1) = -48
ea =257.1429%
--------------------------iteration 5
t =4
k1y = -48
k1z = 28
k2y = -20
k2z = 220
y(i+1) = -41
z(i+1) = 76
ea =82.9268%
--------------------------iteration 6
t =5
k1y = 76
k1z = 164
k2y = 240
k2z = -140
y(i+1) = 117
z(i+1) = 88
ea =135.0427%

--------------------------iteration 7
t =6
k1y = 88
k1z = -468
k2y = -380
k2z = -820
y(i+1) = -29
z(i+1) = -556
ea =503.4483%
--------------------------iteration 8
t =7
k1y = -556
k1z = 116
k2y = -440
k2z = 2340
y(i+1) = -527
z(i+1) = 672
ea =94.4972%
--------------------------iteration 9
t =8
k1y = 672
k1z = 2108

ANALYSIS AND CONCLUSION

k2y = 2780
k2z = -580
y(i+1) = 1199
z(i+1) = 1436
ea =143.9533%
--------------------------iteration 10
t =9
k1y = 1436
k1z = -4796
k2y = -3360
k2z = -10540
y(i+1) = 237
z(i+1) = -6232
ea =405.9072%
--------------------------iteration 11
t =10
k1y = -6232
k1z = -948
k2y = -7180
k2z = 23980
y(i+1) = -6469
z(i+1) = 5284
ea =103.6636%