Chapter 08.

04
Runge-Kutta 4th Order Method for
Ordinary Differential Equations

After reading this chapter, you should be able to

1. develop Runge-Kutta 4th order method for solving ordinary differential equations,
2. find the effect size of step size has on the solution,
3. know the formulas for other versions of the Runge-Kutta 4th order method

What is the Runge-Kutta 4th order method?

Runge-Kutta 4th order method is a numerical technique used to solve ordinary differential
equation of the form
dy
= f ( x, y ), y ( 0 ) = y 0
dx
So only first order ordinary differential equations can be solved by using the Runge-Kutta 4 th
order method. In other sections, we have discussed how Euler and Runge-Kutta methods are
used to solve higher order ordinary differential equations or coupled (simultaneous)
differential equations.

How does one write a first order differential equation in the above form?

Example 1
Rewrite
dy
+ 2 y = 1.3e −x , y ( 0 ) = 5
dx
in
dy
= f ( x, y ), y (0) = y 0 form.
dx

08.04.1
08.04.2 Chapter 08.04

Solution
dy
+ 2 y = 1.3e −x , y ( 0 ) = 5
dx
dy
= 1.3e −x − 2 y, y ( 0 ) = 5
dx
In this case
f ( x, y ) = 1.3e −x − 2 y

Example 2
Rewrite
dy
ey + x 2 y 2 = 2 sin( 3 x), y ( 0 ) = 5
dx
in
dy
= f ( x, y ), y (0) = y 0 form.
dx

Solution
dy
ey + x 2 y 2 = 2 sin( 3 x), y ( 0 ) = 5
dx
dy 2 sin( 3 x) − x 2 y 2
= , y( 0) = 5
dx ey
In this case
2 sin( 3 x) − x 2 y 2
f ( x, y ) =
ey
The Runge-Kutta 4th order method is based on the following
yi +1 = yi + ( a1k1 + a2 k 2 + a3 k 3 + a4 k 4 ) h
(1)
where knowing the value of y = y i at xi , we can find the value of y = yi +1 at xi +1 , and
h = xi +1 − xi
Equation (1) is equated to the first five terms of Taylor series
dy 1 d2y 1 d3y
xi , yi ( xi +1 − xi ) + ( ) ( xi +1 − xi )
2 3
yi +1 = yi + x , y xi +1 − xi + xi , y i
dx 2! dx 2 i i 3! dx 3
1 d4y
+ 4 xi , yi
( xi +1 − xi ) 4
4! dx
(2)
dy
Knowing that = f ( x, y ) and xi +1 − xi = h
dx
1 1
y i +1 = y i + f ( xi , y i ) h + f ' ( xi , y i ) h 2 + f ''
( xi , y i ) h 3 + 1 f '''
( xi , y i ) h 4
2! 3! 4!
(3)
Based on equating Equation (2) and Equation (3), one of the popular solutions used is
Runge-Kutta 4th Order Method 08.04.3

1
y i +1 = y i + ( k1 + 2 k 2 + 2k 3 + k 4 ) h
6
(4)
k1 = f ( x i , y i ) (5a)
 1 1 
k 2 = f  xi + h, yi + k1h 
 2 2 
(5b)
 1 1 
k 3 = f  xi + h, y i + k 2 h  (5c)
 2 2 
k 4 = f ( xi + h, y i + k 3 h )
(5d)

Example 3
A ball at 1200 K is allowed to cool down in air at an ambient temperature of 300 K.
Assuming heat is lost only due to radiation, the differential equation for the temperature of
the ball is given by
dθ
= −2.2067 ×10 −12 (θ 4 − 81 ×10 8 ), θ ( 0 ) = 1200 K
dt
where θ is in K and t in seconds. Find the temperature at t = 480 seconds using Runge-
Kutta 4th order method. Assume a step size of h = 240 seconds.
Solution
dθ
= −2.2067 ×10 −12 (θ 4 − 81 ×10 8 )
dt
(
f ( t , θ ) = −2.2067 ×10 −12 θ 4 − 81 ×10 8 )
1
θi +1 = θi + ( k1 + 2k 2 + 2k 3 + k 4 ) h
6
For i = 0 , t 0 = 0 , θ0 = 1200 K
k1 = f ( t0 , θ0 )
= f ( 0,1200 )
= −2.2067 ×10 −12 (1200 4 − 81 ×10 8 )
= −4.5579
 1 1 
k 2 = f t 0 + h, θ0 + k1h 
 2 2 
 1 1 
= f  0 + ( 240 ) ,1200 + ( − 4.5579 ) × 240 
 2 2 
= f (120 ,653 .05 )
= −2.2067 ×10 −12 ( 653 .05 4 − 81 ×10 8 )
= −0.38347
 1 1 
k 3 = f  t 0 + h, θ 0 + k 2 h 
 2 2 
08.04.4 Chapter 08.04

 1 1 
= f  0 + ( 240 ) ,1200 + ( − 0.38347 ) × 240 
 2 2 
= f (120 ,1154 .0 )
= −2.2067 ×10 −12 (1154 .0 4 − 81 ×10 8 )
= −3.8954
k 4 = f ( t0 + h, θ0 + k3 h )
= f ( 0 + 240,1200 + ( − 3.894 ) × 240 )
= f ( 240 ,265 .10 )
= −2.2067 ×10 −12 ( 265 .10 4 − 81 ×10 8 )
= 0.0069750
1
θ1 = θ0 + (k1 + 2k 2 + 2k 3 + k 4 )h
6
1
= 1200 + ( − 4.5579 + 2( − 0.38347 ) + 2( − 3.8954 ) + ( 0.069750 ) ) 240
6
= 1200 + ( − 2.1848 ) × 240
= 675 .65 K
θ1 is the approximate temperature at
t = t1
= t0 + h
= 0 + 240
= 240
θ1 = θ ( 240 )
≈ 675 .65 K
For i = 1, t1 = 240 ,θ1 = 675 .65 K
k1 = f ( t1 ,θ1 )
= f ( 240 ,675 .65 )
= −2.2067 ×10 −12 ( 675 .65 4 − 81 ×10 8 )
= −0.44199
 1 1 
k 2 = f t1 + h, θ1 + k1h 
 2 2 
 1 1 
= f  240 + ( 240 ) ,675 .65 + ( − 0.44199 ) 240 
 2 2 
= f ( 360 ,622 .61)
(
= −2.2067 ×10 −12 622 .614 − 81 ×10 8 )
= −0.31372
 1 1 
k3 = f t1 + h, θ1 + k 2 h 
 2 2 
 1 1 
= f  240 + ( 240 ) ,675 .65 + ( − 0.31372 ) × 240 
 2 2 
= f ( 360 ,638 .00 )
= −2.2067 ×10 −12 ( 638 .00 4 − 81 ×10 8 )
Runge-Kutta 4th Order Method 08.04.5

= −0.34775
k 4 = f ( t1 + h, θ1 + k3 h )
= f ( 240 + 240,675.65 + ( − 0.34775 ) × 240 )
= f ( 480 ,592 .19 )
= 2.2067 ×10 −12 (592 .19 4 − 81 ×10 8 )
= −0.25351
1
θ 2 = θ1 + (k1 + 2k 2 + 2k 3 + k 4 )h
6
1
= 675 .65 + ( − 0.44199 + 2( − 0.31372 ) + 2( − 0.34775 ) + ( − 0.25351 ) ) × 240
6
1
= 675 .65 + ( − 2.0184 ) × 240
6
= 594 .91 K
θ2 is the approximate temperature at
t = t2
= t1 + h
= 240 + 240
= 480

θ2 = θ ( 480 )
≈ 594 .91 K
Figure 1 compares the exact solution with the numerical solution using the Runge-Kutta 4th
order method with different step sizes.

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 for different step sizes.

Table 1 and Figure 2 show the effect of step size on the value of the calculated temperature at
t = 480 seconds.
08.04.6 Chapter 08.04

Table 1 Value of temperature at time, t = 480 s for different step sizes

Step size, θ( 480 ) Et |εt |%

h
800 - 737.85
480 113.94
90.278 52.660
240 8.1319
Temperature, θ(480)

600 594.91 1.4122

120 0.21807
646.16 0.033626
60 0.0051926
40030 647.54 0.0008690
0.00013419
647.57 0
200

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

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

In Figure 3, we are comparing the exact results with Euler’s method (Runge-Kutta 1st order
method), Heun’s method (Runge-Kutta 2nd order method), and Runge-Kutta 4th order
method.
The formula described in this chapter was developed by Runge. This formula is same as
Simpson’s 1/3 rule, if f ( x, y ) were only a function of x . There are other versions of the 4th
order method just like there are several versions of the second order methods. The formula
developed by Kutta is
1
y i +1 = y i + ( k1 + 3k 2 + 3k 3 + k 4 ) h (6)
8
where
k1 = f ( x i , y i ) (7a)
 1 1 
k 2 = f  xi + h, y i + hk 1  (7b)
 3 3 
 2 1 
k 3 = f  xi + h, y i − hk 1 + hk 2  (7c)
 3 3 
k 4 = f ( xi + h, y i + hk1 − hk 2 + hk 3 ) (7d)
This formula is the same as the Simpson’s 3/8 rule, if f ( x, y ) is only a function of x.
Runge-Kutta 4th Order Method 08.04.7

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 (Euler), 2nd, and 4th order.

ORDINARY DIFFERENTIAL EQUATIONS

Topic Runge-Kutta 4th order method
Summary Textbook notes on the Runge-Kutta 4th order method for
solving ordinary differential equations.
Major General Engineering
Authors Autar Kaw
Last Revised May 2, 2011
Web Site http://numericalmethods.eng.usf.edu