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Assignment 8

Runge Kutta methods of order 2 (RK2) and order 4 (RK4) are derived for solving differential equations numerically. For RK2, the relationships between the coefficients are determined from Taylor series to achieve second order accuracy. The region of stability in the complex plane is also found. For RK4, the relationships between the coefficients are determined from Taylor series when some coefficients are given to achieve fourth order accuracy. The region of stability is also determined. These methods along with Euler explicit, Euler implicit and trapezoidal are used to solve the differential equation for a simple pendulum undergoing small and large oscillations, and the maximum time steps for stability are identified. Euler implicit and trapezoidal may not be unconditionally

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25 views

Assignment 8

Runge Kutta methods of order 2 (RK2) and order 4 (RK4) are derived for solving differential equations numerically. For RK2, the relationships between the coefficients are determined from Taylor series to achieve second order accuracy. The region of stability in the complex plane is also found. For RK4, the relationships between the coefficients are determined from Taylor series when some coefficients are given to achieve fourth order accuracy. The region of stability is also determined. These methods along with Euler explicit, Euler implicit and trapezoidal are used to solve the differential equation for a simple pendulum undergoing small and large oscillations, and the maximum time steps for stability are identified. Euler implicit and trapezoidal may not be unconditionally

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dhruvbhagtani
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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EfvrAm^ aEMbkAsrn^ Computer Modelling and Simulation: Assignment 8

1. Runge Kutta methods are higher order multi-step explicit methods that give better accuracy and stability than Euler Explicit
methods. In this exercise, you will be deriving Runge Kutta methods of order 2 and order 4 (from here on will be called as
RK2 and RK4).
• RK2 method:
yn+1 = yn + γ1 k1 + γ2 k2

rn
where k1 = hf (tn , tn ) and k2 = hf (yn + βk1 , tn + αh). Using Taylor series, determine the relationships that α, β, γ1 , γ2
need to satisfy to ensure highest order of accuracy for the method. Find the region of stability in the complex plane.

^
• RK4 method:
yn+1 = yn + γ1 k1 + γ2 k2 + γ3 k3 + γ4 k4
where

As
k1 = hf (tn , tn ) (1)
k2 = hf (yn + β21 k1 , tn + α1 h) (2)
k3 = hf (yn + β31 k1 + β32 k2 , tn + α2 h) (3)
k4 = hf (yn + β41 k1 + β42 k2 + β43 k3 , tn + α3 h) (4)

bk
Using Taylor series, determine the relationships that αi , βi , γi need to satisfy to ensure highest order of accuracy for the
method. If it is given that α1 = α2 = 1/2, α3 = 1, β21 = β32 = 1/2 and β43 = 1, determine the rest of the constants. Find
the region of stability in the complex plane.

2. Recall that the governing equation for a simple pendulum in the absence of any damping effects subject to small osciallations
is given by
d2 θ g
EM dt2
+ θ=0
`

dθ
where l is the length of the pendulum and g is the acceleration due to gravity, θ(0) = θ0 and = 0. Assume ` = g, and
dt t=0
^ a
θ0 = π/4. Solve for the unkown θ using
• Euler Explicit (determine the maximum δt based on stability)
• Euler Implicit
• Trapezoidal
• RK2 (determine the maximum δt based on stability)
Am

• RK4 (determine the maximum δt based on stability)

3. Repeat the above by deriving the governing equation for large amplitude oscillations of the simple pendulum. You may again
assume that θ0 = π/4 and ` = g. Are the Euler implicit and Trapezoidal methods still unconditionally stable?
vr
Ef

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