Accuracy of Runge-Kutta method when no analytical solution

In summary, the accuracy of the Runge-Kutta method when there is no analytical solution depends on the order of the method and the step size used. It can be used for any type of differential equation, but the accuracy and stability may vary. The accuracy is affected by the step size in a non-linear manner and can be improved by using a higher order method or adaptive step sizes. However, there are limitations to the accuracy, such as rounding errors, stability, and the nature of the problem being solved. Alternative methods may be necessary to achieve a desired level of accuracy.
  • #1
jimmychoo
1
0

Homework Statement


I have to find eigenvalues to
[tex] \frac{d^2y}{dx^2} + p^2 e^x y = 0,\, y(0)=0,y(1)=0 [/tex]
using the Runge-Kutta single step method to solve the ODE (splitting it up), with step length [itex] h [/itex]and then another numerical method. This is not a problem. However, I need to be able to find the eigenvalues to a specified accuracy: so this is my question:

Is it possible to bound the error of the Runge-Kutta method (at a certain step length) for solving this ode without using the analytical solution?

The Attempt at a Solution


Runge-Kutta is a 4th order method, so I tried to model the error as [itex] kh^5 [/itex] and using different step lengths solve for the constant, but this didn't work.
Maybe I'm just missing an analytical feature of this particular equation (if that's the case and anybody else can see it, don't give me the specifics of it!)

thanks for any help!
 
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  • #2


Thank you for your question. In order to bound the error of the Runge-Kutta method, we need to consider the local truncation error (LTE) and global error. The LTE is the error that occurs at each step of the numerical method, while the global error is the accumulation of all the LTEs over the entire interval.

For the specific ODE given, the LTE of the Runge-Kutta method can be approximated as kh^5, where k is a constant. However, this approximation may not hold for all step lengths and may vary depending on the specific equation being solved. Therefore, it is not possible to accurately bound the error without using the analytical solution.

One possible approach is to compare the results obtained from the Runge-Kutta method with a different numerical method, such as the Euler method, which has a known error bound. This can give an indication of the accuracy of the Runge-Kutta method for the given ODE.

Another approach is to use adaptive step size methods, such as the Runge-Kutta-Fehlberg method, which adjusts the step size based on the estimated error. This can help in achieving a desired level of accuracy without relying on the analytical solution.

I hope this helps. Best of luck with your calculations.
 

1. How accurate is the Runge-Kutta method when there is no analytical solution?

The accuracy of the Runge-Kutta method when there is no analytical solution depends on the order of the method and the step size used. Higher order methods and smaller step sizes generally lead to more accurate results. However, the accuracy may still be limited due to the nature of the problem being solved.

2. Can the Runge-Kutta method be used for any type of differential equation without an analytical solution?

Yes, the Runge-Kutta method can be used for any type of differential equation without an analytical solution. However, the accuracy and stability of the method may vary depending on the properties of the equation.

3. How is the accuracy of the Runge-Kutta method affected by the step size?

The accuracy of the Runge-Kutta method is affected by the step size in a non-linear manner. As the step size decreases, the accuracy generally improves. However, if the step size is too small, the accuracy may decrease due to rounding errors.

4. Is there a way to improve the accuracy of the Runge-Kutta method when there is no analytical solution?

Yes, there are several ways to improve the accuracy of the Runge-Kutta method when there is no analytical solution. One way is to use a higher order method, such as the 4th order Runge-Kutta method. Another way is to use adaptive step sizes, which adjust the step size based on the local error of the solution.

5. Are there any limitations to the accuracy of the Runge-Kutta method when no analytical solution is available?

Yes, there are limitations to the accuracy of the Runge-Kutta method when no analytical solution is available. Depending on the properties of the equation, the accuracy may be limited by rounding errors, the stability of the method, or the nature of the problem being solved. In some cases, it may be necessary to use alternative methods to achieve a desired level of accuracy.

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