Math Problem Statement

Given dy dx x-y= with y(0) = 1. Find y(0.1) and y(0.2) by using Runge

  • Kutta method of fourth order.

Solution

To solve the given first-order differential equation using the Runge-Kutta method of fourth order (RK4), we'll follow these steps:

Problem Setup

The differential equation is:

dydx=xy\frac{dy}{dx} = x - y

with the initial condition y(0)=1y(0) = 1. We are tasked to find y(0.1)y(0.1) and y(0.2)y(0.2) using the RK4 method. Let the step size h=0.1h = 0.1.

Runge-Kutta 4th Order Formula

Given dydx=f(x,y)\frac{dy}{dx} = f(x, y), the RK4 method updates yny_n to yn+1y_{n+1} using:

yn+1=yn+16(k1+2k2+2k3+k4)y_{n+1} = y_n + \frac{1}{6}(k_1 + 2k_2 + 2k_3 + k_4)

where:

k1=hf(xn,yn)k_1 = h \cdot f(x_n, y_n) k2=hf(xn+h2,yn+k12)k_2 = h \cdot f\left(x_n + \frac{h}{2}, y_n + \frac{k_1}{2}\right) k3=hf(xn+h2,yn+k22)k_3 = h \cdot f\left(x_n + \frac{h}{2}, y_n + \frac{k_2}{2}\right) k4=hf(xn+h,yn+k3)k_4 = h \cdot f(x_n + h, y_n + k_3)

Step-by-Step Calculation

Step 1: From x0=0x_0 = 0, y0=1y_0 = 1, h=0.1h = 0.1

  1. Compute k1,k2,k3,k4k_1, k_2, k_3, k_4:

    • k1=hf(x0,y0)=0.1(01)=0.1k_1 = h \cdot f(x_0, y_0) = 0.1 \cdot (0 - 1) = -0.1
    • k2=hf(x0+h2,y0+k12)=0.1(0.05(10.05))=0.1(0.050.95)=0.09k_2 = h \cdot f\left(x_0 + \frac{h}{2}, y_0 + \frac{k_1}{2}\right) = 0.1 \cdot \left(0.05 - (1 - 0.05)\right) = 0.1 \cdot (0.05 - 0.95) = -0.09
    • k3=hf(x0+h2,y0+k22)=0.1(0.05(10.045))=0.0895k_3 = h \cdot f\left(x_0 + \frac{h}{2}, y_0 + \frac{k_2}{2}\right) = 0.1 \cdot \left(0.05 - (1 - 0.045)\right) = -0.0895
    • k4=hf(x0+h,y0+k3)=0.1(0.1(10.0895))=0.1(0.10.9105)=0.08105k_4 = h \cdot f(x_0 + h, y_0 + k_3) = 0.1 \cdot \left(0.1 - (1 - 0.0895)\right) = 0.1 \cdot (0.1 - 0.9105) = -0.08105
  2. Update y1=y0+16(k1+2k2+2k3+k4)y_1 = y_0 + \frac{1}{6}(k_1 + 2k_2 + 2k_3 + k_4): y1=1+16(0.1+2(0.09)+2(0.0895)+(0.08105))y_1 = 1 + \frac{1}{6}(-0.1 + 2(-0.09) + 2(-0.0895) + (-0.08105)) y1=10.08985=0.91015y_1 = 1 - 0.08985 = 0.91015

Thus, y(0.1)0.91015y(0.1) \approx 0.91015.


Step 2: From x1=0.1x_1 = 0.1, y10.91015y_1 \approx 0.91015

  1. Compute k1,k2,k3,k4k_1, k_2, k_3, k_4:

    • k1=hf(x1,y1)=0.1(0.10.91015)=0.081015k_1 = h \cdot f(x_1, y_1) = 0.1 \cdot (0.1 - 0.91015) = -0.081015
    • k2=hf(x1+h2,y1+k12)=0.1(0.15(0.910150.0405))=0.1(0.150.86965)=0.071965k_2 = h \cdot f\left(x_1 + \frac{h}{2}, y_1 + \frac{k_1}{2}\right) = 0.1 \cdot (0.15 - (0.91015 - 0.0405)) = 0.1 \cdot (0.15 - 0.86965) = -0.071965
    • k3=hf(x1+h2,y1+k22)=0.1(0.15(0.910150.0359825))=0.1(0.150.8741675)=0.07241675k_3 = h \cdot f\left(x_1 + \frac{h}{2}, y_1 + \frac{k_2}{2}\right) = 0.1 \cdot (0.15 - (0.91015 - 0.0359825)) = 0.1 \cdot (0.15 - 0.8741675) = -0.07241675
    • k4=hf(x1+h,y1+k3)=0.1(0.2(0.910150.07241675))=0.1(0.20.83773325)=0.063773325k_4 = h \cdot f(x_1 + h, y_1 + k_3) = 0.1 \cdot (0.2 - (0.91015 - 0.07241675)) = 0.1 \cdot (0.2 - 0.83773325) = -0.063773325
  2. Update y2=y1+16(k1+2k2+2k3+k4)y_2 = y_1 + \frac{1}{6}(k_1 + 2k_2 + 2k_3 + k_4): y2=0.91015+16(0.081015+2(0.071965)+2(0.07241675)+(0.063773325))y_2 = 0.91015 + \frac{1}{6}(-0.081015 + 2(-0.071965) + 2(-0.07241675) + (-0.063773325)) y2=0.910150.07192=0.83823y_2 = 0.91015 - 0.07192 = 0.83823

Thus, y(0.2)0.83823y(0.2) \approx 0.83823.


Final Results

  1. y(0.1)0.91015y(0.1) \approx 0.91015
  2. y(0.2)0.83823y(0.2) \approx 0.83823

Would you like further details or clarifications?


Expanding Questions

  1. How does the RK4 method compare to other numerical methods like Euler or Heun in accuracy?
  2. Could you explain how the step size hh impacts the results of RK4?
  3. How would the results change if the step size were halved to h=0.05h = 0.05?
  4. Are there alternative methods to solve this ODE analytically for comparison?
  5. How is the error in RK4 quantified, and why is it so accurate?

Tip

Always double-check your intermediate computations in RK4 to ensure accuracy in each step, especially for k2k_2 and k3k_3, as errors there propagate significantly.

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Math Problem Analysis

Mathematical Concepts

Differential Equations
Numerical Methods
Runge-Kutta Method

Formulas

Runge-Kutta fourth-order formula: y_{n+1} = y_n + (1/6)(k1 + 2k2 + 2k3 + k4)
k1 = h * f(x_n, y_n)
k2 = h * f(x_n + h/2, y_n + k1/2)
k3 = h * f(x_n + h/2, y_n + k2/2)
k4 = h * f(x_n + h, y_n + k3)

Theorems

Runge-Kutta Method

Suitable Grade Level

Grades 11-12 and Undergraduate