APPLIED

MATHEMATICS
in MECHANICAL
ENGINEERING

Lecture notes
Ha Le Nhu Ngoc Thanh, Ph.D.
 1. Introduction

Chapter 3: 2. Euler’s Method

3. Modified Euler’s Method
4. Runge – Kutta

INITIAL – VALUE PROBLEMS for ORDINARY DIFERENTIAL EQUATIONS

1. Introduction
2. Euler’s method
3. Modified Euler’s method
4. Runge – Kutta’s method

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 2 Mechanical Engineering
 Introduction
Euler’s Method
Modified Euler’s Method 1. Pendulum problem
Runge – Kutta 2.

INTRODUCTION
Pendulum problem
Given a pendulum system as shown in Figure. Initial condition of the system (0)= 6 rad , (0)=0
Let determine a moving equation (t) of the mass m=1kg, L=2m.

Solution:
nd d2
Newton s 2 law for moment: O I I , 
2
dt 
: torque
where : angle
mg sin
I : inertial moment, I mL2 
Torque atO due to force: mg sin only mgL sin mg cos
O

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 3 Mechanical Engineering
 Introduction
Euler’s Method
Modified Euler’s Method 1. Pendulum problem
Runge – Kutta 2.

INTRODUCTION
Pendulum problem
2 d2 d2 g
mgL sin mL sin 0 *
dt 2
dt 2 L 
2

In the case of small oscillations sin
2 g 9.8 g
* 0, 4.9, T 2 2
L 2 L mg sin

find (t ), with (0) 6, 0 0 mg cos
2
L 0 s 2 (s ) s (0) (0) 2
(s ) 0
s
(s ) s 2 2
s (s )
6 6 2
2
s 4.9

1
(t ) L (s ) cos 4.9t 0.52 cos 4.9t
6

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 4 Mechanical Engineering
 Introduction
Euler’s Method
Modified Euler’s Method 1. Pendulum problem
Runge – Kutta 2.

INTRODUCTION
Pendulum problem
g d2
Pendulum equation: sin 0 , where (0)= 6 rad , (0)=0 *
2 L
dt
In the case of small oscillations sin (t ) 0.52 cos 4.9t continuous curve
Normal method and Laplace can find out a continuous curve solution
In the case of large oscillations sin It is imposible to directly deal with
the ODE (*) by normal method and Laplace also.
Thus, we have to use a Numerical Method (Euler, Rung-Kutta)
to obtain an approximation ˆ(t) of solution (t) of ODEs,
Note: (t )
ˆ(t)are specific values of approximation (discrete)
ˆ(t )
An approximation of solution of ODEs only obtained in [a,b]
and there exists an error.
[a,b]large error
* so called : Initial Value Problem (IVP)
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 5 Mechanical Engineering
 Introduction
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Concept of Euler’s method
Suppose that we have a function f (x ), and intial value x 0 , f (x 0 ) , and f (x 0 ).
Now, we want to approximate the value of f at a
point close to x 0 to be x1 x0 h, the function f x 0 h
f x0 h f (x 0 ) hf (x 0 )
Of course, as h gets larger, our approximation
becomes less and less accurate, and vice versa.
Similar we can repeat with:
f x0 2h f (x 0 h) hf (x 0 h ),
f x0 3h f (x 0 2h ) hf (x 0 2h ), mesh point

The number h is called the step size.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 6 Mechanical Engineering
 Introduction
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Euler’s method for IVP (Initial Value Problem)
Consider the Initial Value Problem given by:
dy
f t, y , a t b, y(a )
dt
A continuous solution y(t) will not be obtained;
instead, approximation to y will be generated at
a discrete values, called mesh point,
in th interval [a, b ].
The common distance between the point:
h h
b a
h ti 1 ti
N
h : Step size, N: amount of segment on the interval [a,b]
ti a ih, for each i 0, N

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 7 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Euler’s method for IVP (Initial Value Problem)

Suppose that y(t ), the unique solution of IVP

for each i=0,N-1
h2
y ti 1 y ti hf ti , y(ti ) y i
2
0
Approximate
y ti 1 y ti hf ti , y(ti )

Euler's method : h h
Let w 0 y t0
wi 1 wi hf ti , wi , i 0,1,...N 1

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 8 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 1:

Approximate the solution of y y t2 1, 0 t 2, h 0.5, y(0) 0.5

at t 2.
Solution :
h 0.5, ti 0 0.5i, w 0 0.5, f t, y y t2 1
w0 y0 0.5 w0 y0 0.5
wi 1 wi 0.5 f ti , wi wi 1 wi 0.5 wi t2 1, i 0,1, 2, 3 because N 2 0 0.5 4
w0 y0 y(0) 0.5
w1 w0 0.5 f t0 , w 0 0.5 0.5 w 0 t02 1 0.5 0.5 0.5 0 1 1.25
2
w2 w1 0.5 f t1, w1 1.25 0.5 w1 t12 1 1.25 0.5 1.25 0.5(1) 1 2.25
2
w3 w2 0.5 f t2 , w2 2.25 0.5 w2 t22 1 2.25 0.5 2.25 0.5(2) 1 3.375
2
w4 w3 0.5 f t3 , w 3 3.375 0.5 w 3 t32 1 3.375 0.5 3.375 0.5(3) 1 4.4375

y(2) w4 4.4375
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 9 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 1:

Approximate the solution of y y t2 1, 0 t 2, h 0.5, y(0) 0.5

at t 2. 𝑖 𝒕𝒊 𝐰𝒊
Solution : (Using CASIO FX - 570 / 580) 0 0 0.5
h 0.5, ti 0.5i, w 0 0.5, f t, y y t2 1 1 0.5 1.25
w0 y0 0.5 2 1 2.25
wi 1 wi 0.5 f ti , wi 3 1.5 3.375
w0 y0 0.5
4 2 4.4375
wi 1 wi 0.5 wi ti2 1,
i 0,1, 2, 3 because N 2 0 0.5 4
Method1: Write a function on CASIO Fx-570/580:
1.5 alpha ) 0.125 alpha ( x 2 0.5
y(2) w4 4.4375
CALC
w0 0.5 y=0.5, x=0 y=1.25
CALC
wi 1 1.5wi 0.125i 2 0.5 y=ans, x=1 y=2.25
.....
Method 2:
A 1.5A 0.125B 2 0.5
let A i, B i A 1.5A 0.125B 2 0.5 : B B 1 CALC , input A 0.5, B 0
B B 1

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 10 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 2:
Approximate the solution of y y t 2 1, (*) where 0 t 2, y(0) 0.5
a ) N 10
𝑖 𝒕𝒊 𝐰𝒊
b N 20
0 0 0.5
c) Solve the equation by using Laplace
and compare with the approximate when N=10, N=20 1 0.2 0.8
Solution: 2 0.4 1.152
2 0 3 0.6 1.155
a) with N 10, h 0.2
10 4 0.8 1.98848
ti 0.2i, w 0 0.5
5 1.0 2.458176
w0 y0 0.5
6 1.2 2.9498112
wi 1 wi 0.2 wi ti2 1
7 1.4 3.4517734
w0 y0 0.5
8 1.6 3.9501281
2
wi 1.2wi 0.008i 0.2, i 0, 9
1 9 1.8 4.4281537
10 2.0 4.8657845
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 11 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 2:
𝑖 𝒕𝒊 𝐰𝒊 𝑖 𝒕𝒊 𝐰𝒊
2 0
b) with N 20, h 0.1 0 0 0.5 11 1.1 2.79813
20
ti 0.1i, w 0 0.5 1 0.1 0.65 12 1.2 3.05694
w0 0.5 2 0.2 0.814 13 1.3 3.31863
3 0.3 0.9914 14 1.4 3.58150
wi 1 wi 0.1 wi ti2 1
4 0.4 1.18154 15 1.5 3.84365
w0 y0 0.5
5 0.5 1.38369 16 1.6 4.10301
2
wi 1 1.1wi 0.001i 0.1, i 0, 19 6 0.6 1.59706 17 1.7 4.35731
7 0.7 1.82077 18 1.8 4.60404
8 0.8 2.05384 19 1.9 4.84045
9 0.9 2.29523 20 2.0 5.06350
10 1.0 2.54375

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 12 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 2:
c) y y t2 1, (*) where 0 t 2, y(0) 0.5
2 1
L y L y t2 1 sY (s ) 0.5 Y (s )
s3 s
s3 2s 1 s2 2 1 1
Y (s ) s 1 Y (s )
s4 2 s3 s 1 2 s 1

s2 2 As 2 Bs C D A D s3 A B s2 B C s C
s3 s 1 s3 s 1 s3 s 1
C 2 C 2
B C 0 B 2 s2 2 1 2 2 1
A B 1 A 1 s3 s 1 s s2 s3 s 1
A D 0 D 1
1 2 2 1 1
Y (s )
s s2 s3 2 s 1
1 1 t
y(t ) L Y (s ) 1 2t et2
2
2
y(t ) t 1 0.5et Exactly solution

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 13 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 2: Using MATLAB to solve problem and compare
function [t,w] = func1(seg,N,t0,w0)
a=seg(1); % a
b=seg(2); % b
h=(b-a)/N; % step size
w(1)=w0+h*(w0-t0^2+1);
for i=1:N-1
t(i)=h*i;
w(i+1)=w(i)+h*(w(i)-(t(i))^2+1);
end
w=[w0 w]; % update w
t=0:h:(N*h); % pdate t
end
clc; clear all; close all;
% Approximation
t0=0;
w0=0.5;
seg=[0,2];
[t1,w1]=func1(seg,4,t0,w0);
[t2,w2]=func1(seg,10,t0,w0);
[t3,w3]=func1(seg,20,t0,w0);
% exactly solution
dt=0.1;
t=0:dt:2;
y=(t+1).^2-0.5*exp(t);
% plot and compare
plot(t,y,'-', t1,w1,'*-',t2,w2,'*-',t3,w3,'*-')
legend('Exact solution','N=4','N=10','N=20')
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 14 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 3:
Use Euler’s method to approximate the solution:

y te 3t 2y, 0 t 2, y(0) 0, N 10

Solver :
a b 2
f (t, y ) te 3t 2y, 0 t 2, y(0) 0, N 10, h 0.2, ti 0.2i
N 10
Euler ' s method w0 y t0 0
function [t,w] = func2(seg,N,t0,w0)
wi 1 wi 0.2 f ti , wi , i 0, 9 a=seg(1); % a
b=seg(2); % b
w0 0 w0 0 h=(b-a)/N; % step size
w(1)=w0+h*(0-2*w0);
for i=1:N-1
3ti
wi 1 wi 0.2 tie 2wi wi 1 wi 0.2 0.2ie 0.6i 2wi t(i)=h*i;
w(i+1)=w(i)+h*(t(i).*exp(3*t(i))-2*w(i));
end
w0 0 w=[w0 w]; % update w
t=0:h:(N*h); % pdate t

0.04ie 0.6i
end
wi 1 0.6wi

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 15 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Example 3: w0 0
y te 3t 2y wi 0.6wi 0.04ie 0.6i
1
1 As B C (A C )s 2 (2A B 6C )s 2B 9C
Y (s )
s 3
2
s 2 s2 6s 9 s 2 s 3
2
s 2 𝑖 𝒕𝒊 𝐰𝒊
(A C ) 0 A 0.04 0 0 0
0.04 0.2 0.04
(2A B 6C ) 0 B 0.32 Y (s )
s 3 s 3
2 s 2 1 0.2 0
2B 9C 1 C 0.04
Exact solution : y(t ) 0.04e 3t 0.2te 3t 0.04e 2t 2 0.4 0.07288
3 0.6 0.30934
clc; clear all; close all;
% Approximation 4 0.8 0.91156
t0=0;
w0=0;
seg=[0,2];
5 1.0 2.31064
[t1,w1]=func2(seg,10,t0,w0)
[t2,w2]=func2(seg,50,t0,w0); 6 1.2 5.40349
% exactly solution
dt=0.01; 7 1.4 12.02567
t=0:dt:2;
y=-0.04*exp(3*t)+0.2*t.*exp(3*t)+0.04*exp(-2*t);
% plot and compare 8 1.6 25.88757
plot(t,y,'-', t1,w1,'-.',t2,w2,'--')
legend('Exact solution','N=10','N=50') 9 1.8 54.41587
xlabel('time (t)')
ylabel('y')
10 2.0 112.3558
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 16 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

EULER’S METHOD
Exercises:
Use Euler’s method to approximate the solution:
a) y cos 2t sin 3t, 0 t 2, y(0) 1, N 10 compare with exact solution
2
b) y y t 2et , 1 t 2, y(1) 0, N 10, compare with exact solution : y(t ) t 2 e t e
t
1 y
c) y y 2 , 1 t 2, y(1) 1, h 0.05, compare with exact solution : y(t ) 1t
2 t
t
t
d) y y t 1, 0 t 5, y(0) 1, h 0.05, and h 0.1 compare with exact solution : y(t ) e t

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 17 Mechanical Engineering
 Introduction
Euler’s Method 1. Modified Euler’s method
Modified Euler’s Method
Runge – Kutta

MODIFIED EULER’S METHOD

Modified Euler Method:
Modified Euler’s method formula :
w0
h , i 0, N 1
wi 1 wi f (ti , wi ) f (ti 1, wi hf (ti , wi ))
2
Example 1. Modified Euler’s method to approximate the solution of: y y t2 1, (*)
where 0 t 2, y(0) 0.5, N 10
Solution :
2 0
N 10 h 0.2 ti 0.2i
10
2
wi hf (ti , wi ) wi 0.2 wi ti2 1 1.2wi 0.2 0.2i 0.2
wi hf (ti , wi ) 1.2wi 0.008i 2 0.2
2
f ti 1, wi hf (ti , wi ) wi hf (ti , wi ) ti2 1 1 1.2wi 0.008i 2 0.2 0.2 i 1 1
1.2wi 0.048i 2 0.08i 1.16
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 18 Mechanical Engineering
 Introduction
Euler’s Method 1. Modified Euler’s method
Modified Euler’s Method
Runge – Kutta

MODIFIED EULER’S METHOD

Example 1.

w0 0.5
h
wi
1 wi
f (ti , wi ) f (ti 1, wi hf (ti , wi ))
2
where f (ti 1, wi hf (ti , wi )) 1.2wi 0.048i 2 0.08i 1.16

w0 0.5
wi 1 wi 0.1 wi 0.04i 2 1 1.2wi 0.048i 2 0.08i 1.16
w0 0.5
wi 1 1.22wi 0.0088i 2 0.008i 0.216

2
Compare with exact solution : y(t ) t 1 0.5et

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 19 Mechanical Engineering
 Introduction
Euler’s Method 1. Modified Euler’s method
Modified Euler’s Method
Runge – Kutta

MODIFIED EULER’S METHOD

Example 1. method 2
𝑖 𝒕𝒊 𝐰𝒊 𝒌𝟏𝒊 𝒌𝟐𝒊
w0 0.5
0 0.0 0.5 1.5 1.76
h
wi 1 wi f (ti , wi ) f (ti 1, wi hf (ti , wi )) 1 0.2 0.826 1.786 2.0232
2
2 0.4 1.20692
w0
3 0.6
k1 f (ti , wi )
4 0.8
k2 f (ti 1, wi hk1 )
5 1.0
h
wi 1 w i k1 k2 6 1.2
2
7 1.4
f (ti , wi ) wi ti2 1
8 1.6
k1 A
k2 B
9 1.8
wi C
i D
2
10 2.0
k1 C 0.2D 1 A C 0.04D 2 1
2 2
k2 C 0.2k1 0.2 D 1 1 B C 0.2A 0.04 D 1 1
0.2 0.2
wi C k k2 C C A B
1
2 1 2
i i 1 D D 1
2 0.2
CASIO Fx : A C 0.04D 2 1:B C 0.2A 0.04 D 1 1 :C C A B :D D 1
2
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 20 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

MODIFIED EULER’S METHOD

Exercises:
Use Modified Euler’s method to approximate the solution:
a) y cos 2t sin 3t, 0 t 2, y(0) 1, N 10 compare with exact solution
2
b) y y t 2et , 1 t 2, y(1) 0, N 10, compare with exact solution : y(t ) t 2 e t e
t
1 y
c) y y 2 , 1 t 2, y(1) 1, h 0.05, compare with exact solution : y(t ) 1t
2 t
t
t
d) y y t 1, 0 t 5, y(0) 1, h 0.05, and h 0.1 compare with exact solution : y(t ) e t

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 21 Mechanical Engineering
 Introduction
Euler’s Method 1. Runge – Kutta’s method
Modified Euler’s Method
Runge – Kutta

RUNGE – KUTTA’S METHOD

Runge – Kutta’s method

Runge - Kutta's method formula : Example 1.

w0 , ti a ih Runge-Kutta’s method to approximate

k1 hf ti , wi the solution of: y y t 2 1, (*)

where 0 t 2, y(0) 0.5, N 10
h 1
k2 hf ti , wi k1
2 2
h 1 ,i 0, N 1
k3 hf ti , wi k2
2 2
k4 hf ti 1, wi k3
1
wi 1 wi k1 2k2 2k3 k4
6

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 22 Mechanical Engineering
 Introduction
Euler’s Method 1. Runge – Kutta’s method
Modified Euler’s Method
Runge – Kutta

RUNGE – KUTTA’S METHOD

Solution
Example 1.
2 0
f (t, y ) y t2 1, w 0 y0 0.5, N 10 h 0.2
10
Find w1 :
k1 0.2 f t0 , w 0 0.2 y 0 t02 1 0.2 0.5 0 1 0.3
h 1
k2 0.2 f t0 , w0 k1 0.2 0.1, 0.65 0.328
2 2
h 1
k3 0.2 f t0 , w0 k2 0.2 0.1, 0.664 0.3308
2 2
k4 0.2 f t1, w 0 k3 0.2 0 0.2, 0.5 0.3308 0.35816
1
w1 0.5 0.3 2 0.328 2 0.3308 0.35816 0.8292933
6

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 23 Mechanical Engineering
 Introduction
Euler’s Method 1. Runge – Kutta’s method
Modified Euler’s Method
Runge – Kutta

RUNGE – KUTTA’S METHOD

Solution 𝑖 𝒕𝒊 𝐰𝒊 𝒌𝟏𝒊 𝒌𝟐𝒊 𝒌𝟑𝒊 𝒌𝟒𝒊

Example 1. (using CASIO Fx580) 0 0.0 0.5 0.3 0.328 0.3308 0.35816
1 0.2 0.8292933 0.35785 0.38364 0.38622 0.411103
f (t, y ) y t2
1, w 0 y 0 0.5, 2 0.4 1.2140762 0.41081 0.43389 0.43620 0.458056
2 0 3 0.6 1.6489220 0.45778 0.47756 0.47954 0.497692
N 10 h 0.2, t 0.2i
10 4 0.8 2.1272027 0.49744 0.51318 0.51476 0.528392
w0 , ti a ih 5 1.0 2.64082269 0.528164 0.538980 0.540062 0.5481770
k1 hf ti , wi 6 1.2 3.17989417 0.547978 0.552776 0.553256 0.5546301
7 1.4 3.73234007 0.554680 0.551914 0.551659 0.5447999
h 1
k2 hf ti , wi k1 8 1.6 4.28340949 0.544681 0.533150 0.531997 0.5150812
2 2 9 1.8 4.81508569 0.515017 0.492518 0.490269 0.4610709
h 1 10 2.0 5.30536300 0.461072 0.425179 0.421590 0.3773907
k3 hf ti , wi k2
2 2 A 0.2 y 0.04x 2 1
1 2

k4 hf ti 1 , wi k3 k1 A
k2 B
B 0.2 y
2
1
A 0.2x 0.1

2
1

k C C 0.2 y B 0.2x 0.1 1

Let 3
1
2
k4 D 2

wi 1 wi k1 2k2 2k3 k4 i x D 0.2 y C 0.2 x 1 1

6 wi y x

y
x

y
1
1
A 2B 2C D
6
2 1 2 1 2 2 1
A 0.2 y 0.04x 1 :B 0.2 y A 0.2x 0.1 1 :C 0.2 y B 0.2x 0.1 1 :D 0.2 y C 0.2 x 1 1 :x x 1:y y A 2B 2C D
2 2 6
CALC , input y 0.5, x 0,

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 24 Mechanical Engineering
 Introduction
Euler’s Method 1. Runge – Kutta’s method
Modified Euler’s Method
Runge – Kutta

RUNGE – KUTTA’S METHOD

Solution
Example 1. (using MATLAB)
%% Function of Runge-Kutta method
function [t,w] = RungeKutta(seg,N,t0,w0)
a=seg(1); % a
b=seg(2); % b
h=(b-a)/N; % step size
k1=h*(w0-t0^2+1); % Change from here
k2=h*(w0+0.5*k1-(t0+h/2)^2+1);
k3=h*(w0+0.5*k2-(t0+h/2)^2+1);
k4=h*(w0+k3-(t0+h)^2+1);
w(1)=w0+(1/6)*(k1+2*k2+2*k3+k4);
for i=1:N-1
t(i)=a+h*i;
k1(i)=h*(w(i)-(t(i))^2+1);
k2(i)=h*(w(i)+0.5*k1(i)- %% Application
(t(i)+h/2)^2+1); t0=0;
k3(i)=h*(w(i)+0.5*k2(i)- w0=0.5;
(t(i)+h/2)^2+1); seg=[0,2];
k4(i)=h*(w(i)+k3(i)-(t(i)+h)^2+1); N=10;
[t1,w1]=RungeKutta(seg,4,t0,w0);
w(i+1)=w(i)+(1/6)*(k1(i)+2*k2(i)+2*k3(i)+k [t2,w2]=RungeKutta(seg,N,t0,w0);
4(i)); [t3,w3]=RungeKutta(seg,200,t0,w0);
end % to this line for other examples % exactly solution w = 0.5000 0.8293
w=[w0 w]; % update w
t=0:h:(N*h); % pdate t
dt=0.1;
t=0:dt:2; 1.2141 1.6489 2.1272
end y=(t+1).^2-0.5*exp(t);
% plot and compare
2.6408 3.1799 3.7323
plot(t,y,'-', t1,w1,'.-',t2,w2,'--',t3,w3,'-') 4.2834 4.8151 5.3054
legend('Exact solution','N=4','N=10','N=200')
xlabel('time (t)')
ylabel('y')

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 25 Mechanical Engineering
 Introduction w0 y t0
Euler’s Method
Modified Euler’s Method 1. Concept of Euler’s method wi 1 wi hf ti , wi , i 0,1,...N 1
Runge – Kutta 2. Euler’s method

MODIFIED EULER’S METHOD

Exercises:
Use Runge-Kutta’s method to approximate the solution:
a) y cos 2t sin 3t, 0 t 2, y(0) 1, N 10 compare with exact solution
2
b) y y t 2et , 1 t 2, y(1) 0, N 10, compare with exact solution : y (t ) t 2 e t e
t
1 y
c) y y 2 , 1 t 2, y(1) 1, h 0.05, compare with exact solution : y(t ) 1t
2 t
t
t
d) y y t 1, 0 t 5, y(0) 1, h 0.05, and h 0.1 compare with exact solution : y(t ) e t

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 26 Mechanical Engineering