Runge-Kutta method for higher-order differential equations











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I am studying Numerical Analysis with the book of Richard L.Burden.
A question which I'm struggling with right now is following.




Transform the second-order initial-value problem



$y'' - 2y' + 2y = e^{2t}sin t$ for $0 leq t leq 1, $ with $y(0) = -0.4, y'(0) = -0.6, h=0.1$



into a system of first order initial-value problems, and use the Runge-Kutta method ith h=0.1 to approximate the solution.




Then,
$$u_1(t) = y(t), u_2(t) = y'(t)$$
$$u_1'(t) = u_2(t)$$
$$u_2'(t) = e^{2t}sin t - 2u_1(t) + u_2(t)$$
$$u_1(0) = -0.4, u_2(0) = -0.6$$



This initial conditions give $w_{1,0} = -0.4, w_{2,0}=-0.6$



I can understand that $k_{1,1} = hf_1(t_0, w_{1,0}, w_{2,0}) = hw_{2,0}$



$f_1 = u_1'= u_2(t)$,
So $f_1(t_0, w_{1,0}, w_{2,0}) = u_2(t_0, w_{1,0}, w_{2,0}) = w_{2,0}$ (By definition of $w_{i,j}$)



However, I can't understand the following.
$$k_{2,1} = hf_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}) = hleft[w_{2,0} + frac{1}{2}k_{1,2}right]$$



Why does $f_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2})$ equal to $w_{2,0} + frac{1}{2}k_{1,2}$? It seems that third argument in the function comes out, but there is no detailed explanation in this book.










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    up vote
    1
    down vote

    favorite












    I am studying Numerical Analysis with the book of Richard L.Burden.
    A question which I'm struggling with right now is following.




    Transform the second-order initial-value problem



    $y'' - 2y' + 2y = e^{2t}sin t$ for $0 leq t leq 1, $ with $y(0) = -0.4, y'(0) = -0.6, h=0.1$



    into a system of first order initial-value problems, and use the Runge-Kutta method ith h=0.1 to approximate the solution.




    Then,
    $$u_1(t) = y(t), u_2(t) = y'(t)$$
    $$u_1'(t) = u_2(t)$$
    $$u_2'(t) = e^{2t}sin t - 2u_1(t) + u_2(t)$$
    $$u_1(0) = -0.4, u_2(0) = -0.6$$



    This initial conditions give $w_{1,0} = -0.4, w_{2,0}=-0.6$



    I can understand that $k_{1,1} = hf_1(t_0, w_{1,0}, w_{2,0}) = hw_{2,0}$



    $f_1 = u_1'= u_2(t)$,
    So $f_1(t_0, w_{1,0}, w_{2,0}) = u_2(t_0, w_{1,0}, w_{2,0}) = w_{2,0}$ (By definition of $w_{i,j}$)



    However, I can't understand the following.
    $$k_{2,1} = hf_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}) = hleft[w_{2,0} + frac{1}{2}k_{1,2}right]$$



    Why does $f_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2})$ equal to $w_{2,0} + frac{1}{2}k_{1,2}$? It seems that third argument in the function comes out, but there is no detailed explanation in this book.










    share|cite|improve this question


























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I am studying Numerical Analysis with the book of Richard L.Burden.
      A question which I'm struggling with right now is following.




      Transform the second-order initial-value problem



      $y'' - 2y' + 2y = e^{2t}sin t$ for $0 leq t leq 1, $ with $y(0) = -0.4, y'(0) = -0.6, h=0.1$



      into a system of first order initial-value problems, and use the Runge-Kutta method ith h=0.1 to approximate the solution.




      Then,
      $$u_1(t) = y(t), u_2(t) = y'(t)$$
      $$u_1'(t) = u_2(t)$$
      $$u_2'(t) = e^{2t}sin t - 2u_1(t) + u_2(t)$$
      $$u_1(0) = -0.4, u_2(0) = -0.6$$



      This initial conditions give $w_{1,0} = -0.4, w_{2,0}=-0.6$



      I can understand that $k_{1,1} = hf_1(t_0, w_{1,0}, w_{2,0}) = hw_{2,0}$



      $f_1 = u_1'= u_2(t)$,
      So $f_1(t_0, w_{1,0}, w_{2,0}) = u_2(t_0, w_{1,0}, w_{2,0}) = w_{2,0}$ (By definition of $w_{i,j}$)



      However, I can't understand the following.
      $$k_{2,1} = hf_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}) = hleft[w_{2,0} + frac{1}{2}k_{1,2}right]$$



      Why does $f_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2})$ equal to $w_{2,0} + frac{1}{2}k_{1,2}$? It seems that third argument in the function comes out, but there is no detailed explanation in this book.










      share|cite|improve this question















      I am studying Numerical Analysis with the book of Richard L.Burden.
      A question which I'm struggling with right now is following.




      Transform the second-order initial-value problem



      $y'' - 2y' + 2y = e^{2t}sin t$ for $0 leq t leq 1, $ with $y(0) = -0.4, y'(0) = -0.6, h=0.1$



      into a system of first order initial-value problems, and use the Runge-Kutta method ith h=0.1 to approximate the solution.




      Then,
      $$u_1(t) = y(t), u_2(t) = y'(t)$$
      $$u_1'(t) = u_2(t)$$
      $$u_2'(t) = e^{2t}sin t - 2u_1(t) + u_2(t)$$
      $$u_1(0) = -0.4, u_2(0) = -0.6$$



      This initial conditions give $w_{1,0} = -0.4, w_{2,0}=-0.6$



      I can understand that $k_{1,1} = hf_1(t_0, w_{1,0}, w_{2,0}) = hw_{2,0}$



      $f_1 = u_1'= u_2(t)$,
      So $f_1(t_0, w_{1,0}, w_{2,0}) = u_2(t_0, w_{1,0}, w_{2,0}) = w_{2,0}$ (By definition of $w_{i,j}$)



      However, I can't understand the following.
      $$k_{2,1} = hf_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}) = hleft[w_{2,0} + frac{1}{2}k_{1,2}right]$$



      Why does $f_1(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2})$ equal to $w_{2,0} + frac{1}{2}k_{1,2}$? It seems that third argument in the function comes out, but there is no detailed explanation in this book.







      runge-kutta-methods






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      edited Nov 19 at 18:18









      LutzL

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      54.7k42053










      asked Nov 19 at 7:34









      James

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          In this problem, I think what you might be confusing is that we have



          $$begin{align} u_1'(t) &= u_2(t) = f_1(t, u_1, u_2) \ u_2'(t) &= e^{2t} sin t - 2 u_1(t) + 2 u_2(t) = f_2(t, u_1, u_2) end{align}$$



          From this, we can see that for all the iterations of $j$ on $f_1$, we have



          $$f_1(t, u_1, u_2) = f_1(u_2) = w_{2,j} tag{1}$$



          That is, $f_1$ will only ever have $u_2$ terms, which do not depend on $t$ explicitly or $u_1$, thus the iteration formula reduces to



          $$k_{2,1} = hf_1left(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}right) = hf_1left(w_{2,0} + frac{1}{2}k_{1,2}right)$$






          share|cite|improve this answer























          • Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
            – James
            Nov 20 at 0:48












          • Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
            – Moo
            Nov 20 at 1:12








          • 1




            I got it. Thanks for answering
            – James
            Nov 20 at 2:15











          Your Answer





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          1 Answer
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          active

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          1 Answer
          1






          active

          oldest

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          active

          oldest

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          active

          oldest

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          up vote
          0
          down vote



          accepted










          In this problem, I think what you might be confusing is that we have



          $$begin{align} u_1'(t) &= u_2(t) = f_1(t, u_1, u_2) \ u_2'(t) &= e^{2t} sin t - 2 u_1(t) + 2 u_2(t) = f_2(t, u_1, u_2) end{align}$$



          From this, we can see that for all the iterations of $j$ on $f_1$, we have



          $$f_1(t, u_1, u_2) = f_1(u_2) = w_{2,j} tag{1}$$



          That is, $f_1$ will only ever have $u_2$ terms, which do not depend on $t$ explicitly or $u_1$, thus the iteration formula reduces to



          $$k_{2,1} = hf_1left(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}right) = hf_1left(w_{2,0} + frac{1}{2}k_{1,2}right)$$






          share|cite|improve this answer























          • Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
            – James
            Nov 20 at 0:48












          • Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
            – Moo
            Nov 20 at 1:12








          • 1




            I got it. Thanks for answering
            – James
            Nov 20 at 2:15















          up vote
          0
          down vote



          accepted










          In this problem, I think what you might be confusing is that we have



          $$begin{align} u_1'(t) &= u_2(t) = f_1(t, u_1, u_2) \ u_2'(t) &= e^{2t} sin t - 2 u_1(t) + 2 u_2(t) = f_2(t, u_1, u_2) end{align}$$



          From this, we can see that for all the iterations of $j$ on $f_1$, we have



          $$f_1(t, u_1, u_2) = f_1(u_2) = w_{2,j} tag{1}$$



          That is, $f_1$ will only ever have $u_2$ terms, which do not depend on $t$ explicitly or $u_1$, thus the iteration formula reduces to



          $$k_{2,1} = hf_1left(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}right) = hf_1left(w_{2,0} + frac{1}{2}k_{1,2}right)$$






          share|cite|improve this answer























          • Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
            – James
            Nov 20 at 0:48












          • Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
            – Moo
            Nov 20 at 1:12








          • 1




            I got it. Thanks for answering
            – James
            Nov 20 at 2:15













          up vote
          0
          down vote



          accepted







          up vote
          0
          down vote



          accepted






          In this problem, I think what you might be confusing is that we have



          $$begin{align} u_1'(t) &= u_2(t) = f_1(t, u_1, u_2) \ u_2'(t) &= e^{2t} sin t - 2 u_1(t) + 2 u_2(t) = f_2(t, u_1, u_2) end{align}$$



          From this, we can see that for all the iterations of $j$ on $f_1$, we have



          $$f_1(t, u_1, u_2) = f_1(u_2) = w_{2,j} tag{1}$$



          That is, $f_1$ will only ever have $u_2$ terms, which do not depend on $t$ explicitly or $u_1$, thus the iteration formula reduces to



          $$k_{2,1} = hf_1left(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}right) = hf_1left(w_{2,0} + frac{1}{2}k_{1,2}right)$$






          share|cite|improve this answer














          In this problem, I think what you might be confusing is that we have



          $$begin{align} u_1'(t) &= u_2(t) = f_1(t, u_1, u_2) \ u_2'(t) &= e^{2t} sin t - 2 u_1(t) + 2 u_2(t) = f_2(t, u_1, u_2) end{align}$$



          From this, we can see that for all the iterations of $j$ on $f_1$, we have



          $$f_1(t, u_1, u_2) = f_1(u_2) = w_{2,j} tag{1}$$



          That is, $f_1$ will only ever have $u_2$ terms, which do not depend on $t$ explicitly or $u_1$, thus the iteration formula reduces to



          $$k_{2,1} = hf_1left(t_0 + frac{h}{2}, w_{1,0} + frac{1}{2}k_{1,1}, w_{2,0} + frac{1}{2}k_{1,2}right) = hf_1left(w_{2,0} + frac{1}{2}k_{1,2}right)$$







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Nov 19 at 18:16

























          answered Nov 19 at 16:41









          Moo

          5,46131020




          5,46131020












          • Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
            – James
            Nov 20 at 0:48












          • Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
            – Moo
            Nov 20 at 1:12








          • 1




            I got it. Thanks for answering
            – James
            Nov 20 at 2:15


















          • Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
            – James
            Nov 20 at 0:48












          • Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
            – Moo
            Nov 20 at 1:12








          • 1




            I got it. Thanks for answering
            – James
            Nov 20 at 2:15
















          Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
          – James
          Nov 20 at 0:48






          Why does f_1 depend only on u_2? Does the formula u_2(t) = f_1(t, u_1, u_2) mean that f_1 depends only on u_2?
          – James
          Nov 20 at 0:48














          Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
          – Moo
          Nov 20 at 1:12






          Yes, because $f_1 = u_2$, there is nothing like $f_1 = e^t(u_1 + u_2)$, for example, in which case $f_1$ would depend on all three, namely $t, u_1 ~ text{and}~ u_2$. In this problem, we have $f_1 = u_2$ only - it is how it was setup in the very beginning. Clear?
          – Moo
          Nov 20 at 1:12






          1




          1




          I got it. Thanks for answering
          – James
          Nov 20 at 2:15




          I got it. Thanks for answering
          – James
          Nov 20 at 2:15


















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