Runge-Kutta method for ut = f(x,y)?

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Discussion Overview

The discussion revolves around the application of the Runge-Kutta method, specifically RK4, to solve differential equations of the form \( u_t = f(x,y) \) and \( u_t = f(t,x,y) \). Participants explore the feasibility and methodology of applying RK4 to these equations, including considerations of variable dependencies.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant seeks guidance on applying RK4 to equations of the form \( u_t = f(x,y) \) and \( u_t = f(t,x,y) \), expressing a preference to avoid deriving a scheme from first principles.
  • Another participant questions the notation used and confirms that RK algorithms are typically for solving differential equations.
  • A participant suggests a specific example, \( \frac{du}{dt} = x^2 + \sin(y) \), to clarify the context of the discussion.
  • One participant proposes that simultaneous RK4 methods might be applicable to the problem, although they express confusion about the original question.
  • A later reply indicates that if \( u, x, \) and \( y \) are all functions of \( t \), then three differential equations would be necessary to solve the system, implying that a single equation may not suffice without additional relationships or specifications.
  • Another participant suggests that if \( x \) and \( y \) are treated as dependent variables, RK4 may not be suitable, recommending multivariable methods instead.

Areas of Agreement / Disagreement

Participants express varying levels of understanding regarding the application of RK4 to the proposed equations. There is no consensus on the correct approach, and multiple competing views regarding the necessity of additional equations and the treatment of variables are present.

Contextual Notes

Participants highlight limitations regarding the dependencies of variables and the need for additional equations when multiple variables are involved. There are unresolved questions about the relationships between \( u, x, \) and \( y \) that could affect the applicability of RK4.

gofightwin
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Hi,

I am trying to solve something similar to ut = f(x,y), and ut = f(t,x,y) using RK4. I asked a few friends, and nobody knew for sure how to go about it. I've also looked online, without much success. Can anyone give me a hint on this one?

In reality, it is probably preferable to derive a scheme from the first principle, but if I could avoid this, that would be nice. :smile:

Thanks.
 
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Sorry, I don't understand your notation.

R-K algorithms are for solving differential equations, is that what you have?
 
Sorry, how about something like the following?

[itex]\frac{du}{dt} = x^2 + sin(y)[/itex]
 
Isn't this solved by using simultaneous RK4's?

I think it's supposed to be u'(t) = f(x,y) and u'(t) = f(t,x,y)? I don't understand the question clearly :o
 
^Thanks, I think that is probably what I was looking for!

One bonus question, while we're at it. Is there still value to using the RK method for the differential equation I listed in my previous post? That is, one with f(x,y), rather than f(t,x,y)?
 
gofightwin said:
One bonus question, while we're at it. Is there still value to using the RK method for the differential equation I listed in my previous post? That is, one with f(x,y), rather than f(t,x,y)?
If u, x, & y are all functions of t, then I'm pretty sure you need 3 differential equations to solve it. So additionally you need expressions for dx/dt and dy/dt. You can't solve a single differential equation with all those variables, by RK4 or any other means -- unless there is some relation between u, x, & y that you have omitted, or x and y are specified functions of t.

And if x and y are being treated as dependent variables, so u is supposed to be a function of x, y, & t, then RK4 won't work there either. In that case you need to go to a multivariable method, such as using difference equations or perhaps finite element methods.
 

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