How to Determine Taylor Order for M2 in Runge Kutta Method?

In summary: You are allowed to use different Taylor orders for M2 as long as the error term is of fourth order or greater. Zero order is allowed.
  • #1
MaxManus
277
1

Homework Statement


h is the timestep

Y' = F(Y)

Mk,1 = F(Yk)

Mk,2 = F(Yk + 0.5*Mk,1)

Mk,3 = F(Yk + h*Mk,2)

Mk,4 = F(Yk + h*Mk,3)

Yk+1 = Yk + (h/6)*(Mk,1 + 4Mk,2 + Mk,4)

Show that the local error is of fourth order


The Attempt at a Solution



I have written down the fourth order tayler series of Y

and the equation for Runge Kutta k = 0

What I need help with is what order I am supposed to write the tayler series for M4, M3 and M2
 
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  • #2
Fourth order means that the error is on the order of h5. What does that tell you about the order of those Taylor series?
 
  • #3
Thanks, my taylor series for Y has an error of order 4 so then it is of third order and not fourth.

I'm not sure about your question. Are you saying that I'm supposed to write the third order taylor series for M2,M3 and M4?
 
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  • #4
My Taylor series for Y

Y(t1) = Y(to) + Y'(t0)h + 0.5Y''(t0)h^2 + (1/6)*Y'''(t0)h^3 + (1/24)*Y''''(E)h^4

E is between t0 and t1
 
  • #5
Your Taylor series should be fifth order.
 
  • #6
If Y(t1) is my tayler series and Y1 is my RungeKutta expression
I thought I should get:
Y1 = Y/t0) + Y'(to)h + 0.5Y''(t0)h^2 + (1/6)Y'''h^3 + Q*h^4

Where Q is a function of Y and its derivatives

To find the local error
abs(Y(t1) - Yt1) = W*h^4

where W is a function of Y and its derivatives.

But this is wrong?
 
  • #7
An nth order method means that the error is on the order of hn+1. This means your Taylor series should be fourth order plus a fifth order error term to show that the method is fourth order.
 
  • #8
But I'm supposed to show that the local error is of fourth order. That means that the method is of third order?
And I should use third order Taylor series for Y(t1)?
 
  • #9
Solved with two questions
My solution:
M4: Second order Taylor
M3: First order Taylor
M2: Here I used second order for the term that stands alone and zero order for the one inside M3

The trick was to do M4 first to see what Taylor order you needed for M3 to keep the error of order four

Am I allowed to use to different Taylor orders for M2. And is zero order allowed?
 

FAQ: How to Determine Taylor Order for M2 in Runge Kutta Method?

What is the Runge Kutta method?

The Runge Kutta method is a numerical method used for solving ordinary differential equations. It is a popular method due to its simplicity and accuracy, and is commonly used in fields such as physics, engineering, and mathematics. It involves breaking down the problem into smaller steps and using a series of calculations to approximate the solution.

How does the Runge Kutta method work?

The Runge Kutta method works by using a series of intermediate calculations to estimate the value of the solution at each step. These steps are then combined to obtain a more accurate approximation of the solution. The method is based on the slope of the equation at different points and uses a weighted average of these slopes to determine the final solution.

What is the local error of the Runge Kutta method?

The local error of the Runge Kutta method refers to the difference between the exact solution of the differential equation and the estimated solution obtained from the method at a particular step. It is a measure of how accurate the approximation is at a specific point, and can be reduced by decreasing the step size of the method.

How is the local error calculated in the Runge Kutta method?

The local error in the Runge Kutta method is calculated by comparing the exact solution of the differential equation with the estimated solution obtained from the method at a particular step. This can be done by subtracting the exact solution from the estimated solution and taking the absolute value of the difference. The smaller the local error, the more accurate the approximation.

What are the advantages of using the Runge Kutta method?

The Runge Kutta method has several advantages, including its simplicity, accuracy, and versatility. It can be used to solve a wide range of ordinary differential equations, including stiff systems, and can handle complex equations that may be difficult or impossible to solve analytically. Additionally, the method can be easily implemented in computer programs and can provide accurate solutions with relatively few computational steps.

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