Solving a system of ODEs using Runge-Kutta

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SUMMARY

The discussion focuses on solving a system of ordinary differential equations (ODEs) using the 4th-order Runge-Kutta method. The user successfully computes solutions for a coupled pair of first-order equations and seeks clarification on extending this method to a system of three first-order equations: da/dx = 2bc + 3a, db/dx = 4ac + 11b, and dc/dx = 5ab + c. The proposed approach involves calculating initial values (K0, L0, M0) and subsequently deriving the next set of values (K1, L1, M1) based on these initial calculations, which is confirmed as a correct methodology for applying the Runge-Kutta method.

PREREQUISITES
  • Understanding of the 4th-order Runge-Kutta method
  • Familiarity with first-order ordinary differential equations (ODEs)
  • Basic knowledge of numerical methods in mathematics
  • Ability to manipulate algebraic expressions and perform calculations
NEXT STEPS
  • Study the implementation of the 4th-order Runge-Kutta method in Python using libraries like NumPy
  • Explore the stability and convergence properties of numerical methods for ODEs
  • Learn about higher-order Runge-Kutta methods and their applications
  • Investigate the use of adaptive step sizes in solving ODEs
USEFUL FOR

Mathematicians, engineers, and students involved in numerical analysis, particularly those working with systems of ordinary differential equations and seeking to implement the Runge-Kutta method effectively.

P_Sampras
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Using the 4th-order Runge-Kutta method, I have been able to successfully compute the solutions to a coupled pair of two first order differential equations using the following formula:

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When solving systems of ODEs with more than two equations I am unsure if I am properly expanding on the above ideas.

For example I am trying to find a system of three first order equations:

da/dx = 2bc + 3a

db/dx = 4ac +11b

dc/dx = 5ab + c

Using and expanding on the equations above would I be correct in the following:

K0 = 2bc + 3a
L0 = 4ac +11b
M0 = 5ab + c

k1 = 2*(b+(L0)/2)*(c+(M0)/2) + 3*(a+(K0)/2)
L1 = 4*(a+(K0)/2)*(c+(M0)/2) + 11*(b+(L0)/2)
M1 = 5*(a+(K0)/2)*(b+(L0)/2) + (c+(M0)/2)

And so on for K2,L2,M2 etc?

Hopefully that's fairly readable.

Is this the correct approach to take or am I making a glaring error somewhere?
 
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That looks rignt.

The basic idea is you first calculate all the "_0" quantities, then use them to calculate all the "_1"'s, etc.

Trying to do the calculations in a different order won't work, except in special cases and if you get lucky.
 

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