Runge-Kutta Numerical Method Bad Aproximation









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I´m attempting to use Runge-Kutta method to compare it to the lsode function. But it is performing rather poorly, every other method I used (fowards and backwards Euler, Heun) to compare to lsode do a way better job to the point they are almost indistinguishable from lsode.



This is what my code returns
https://i.stack.imgur.com/vJ6Yi.png



If anyone can pointout a way to improve it or if I doing something wrong I´d appreciate it.



The following is what I use for the Runge-Kutta method



%Initial conditions

u(1) = 1;
v(1) = 2;
p(1) = -1/sqrt(3);
q(1) = 1/sqrt(3);

%Graf interval / step size
s0 = 0;
sf = 50;
h = 0.25;

n=(sf-s0)/h;

s(1) = s0;

%-----------------------------------------------------------------------%

for j = 2:n

i = j-1;

k1_u(j) = p(i);
k1_v(j) = q(i);
k1_p(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);
k1_q(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);

u1(j) = p(i) + (1/2)*k1_u(j)*h;
v1(j) = q(i) + (1/2)*k1_v(j)*h;
p1(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_p(j)*h;
q1(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_q(j)*h;

k2_u(j) = p1(j);
k2_v(j) = q1(j);
k2_p(j) = (-2*v1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);
k2_q(j) = (-2*u1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);

u2(j) = p(i) + (1/2)*k2_u(j)*h;
v2(j) = q(i) + (1/2)*k2_v(j)*h;
p2(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_p(j)*h;
q2(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_q(j)*h;

k3_u(j) = p2(j);
k3_v(j) = q2(j);
k3_p(j) = (-2*v2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);
k3_q(j) = (-2*u2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);

u3(j) = p(i) + k3_u(j)*h;
v3(j) = q(i) + k3_v(j)*h;
p3(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_p(j)*h;
q3(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_q(j)*h;

k4_u(j) = p3(j);
k4_v(j) = q3(j);
k4_p(j) = (-2*v3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);
k4_q(j) = (-2*u3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);


s(j) = s(j-1) + h;
u(j) = u(j-1) + (h/6)*(k1_u(j) + 2*k2_u(j) + 2*k3_u(j) + k4_u(j));
v(j) = v(j-1) + (h/6)*(k1_v(j) + 2*k2_v(j) + 2*k3_v(j) + k4_v(j));
p(j) = p(j-1) + (h/6)*(k1_p(j) + 2*k2_p(j) + 2*k3_p(j) + k4_p(j));
q(j) = q(j-1) + (h/6)*(k1_q(j) + 2*k2_q(j) + 2*k3_q(j) + k4_q(j));

endfor

subplot(2,3,1), plot(s,u);
hold on; plot(s,v); hold off;

title ("Runge-Kutta");
h = legend ("u(s)", "v(s)");
legend (h, "location", "northwestoutside");
set (h, "fontsize", 10);









share|improve this question























  • I'd write u(i).^2 rather then u(i)*u(i). Makes your code a bit more readable :)
    – Pablo Jeken
    Nov 12 at 8:33










  • Thanks for the advice, I will change it in my code.
    – R.FALLEN
    Nov 12 at 18:08














up vote
0
down vote

favorite












I´m attempting to use Runge-Kutta method to compare it to the lsode function. But it is performing rather poorly, every other method I used (fowards and backwards Euler, Heun) to compare to lsode do a way better job to the point they are almost indistinguishable from lsode.



This is what my code returns
https://i.stack.imgur.com/vJ6Yi.png



If anyone can pointout a way to improve it or if I doing something wrong I´d appreciate it.



The following is what I use for the Runge-Kutta method



%Initial conditions

u(1) = 1;
v(1) = 2;
p(1) = -1/sqrt(3);
q(1) = 1/sqrt(3);

%Graf interval / step size
s0 = 0;
sf = 50;
h = 0.25;

n=(sf-s0)/h;

s(1) = s0;

%-----------------------------------------------------------------------%

for j = 2:n

i = j-1;

k1_u(j) = p(i);
k1_v(j) = q(i);
k1_p(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);
k1_q(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);

u1(j) = p(i) + (1/2)*k1_u(j)*h;
v1(j) = q(i) + (1/2)*k1_v(j)*h;
p1(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_p(j)*h;
q1(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_q(j)*h;

k2_u(j) = p1(j);
k2_v(j) = q1(j);
k2_p(j) = (-2*v1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);
k2_q(j) = (-2*u1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);

u2(j) = p(i) + (1/2)*k2_u(j)*h;
v2(j) = q(i) + (1/2)*k2_v(j)*h;
p2(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_p(j)*h;
q2(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_q(j)*h;

k3_u(j) = p2(j);
k3_v(j) = q2(j);
k3_p(j) = (-2*v2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);
k3_q(j) = (-2*u2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);

u3(j) = p(i) + k3_u(j)*h;
v3(j) = q(i) + k3_v(j)*h;
p3(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_p(j)*h;
q3(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_q(j)*h;

k4_u(j) = p3(j);
k4_v(j) = q3(j);
k4_p(j) = (-2*v3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);
k4_q(j) = (-2*u3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);


s(j) = s(j-1) + h;
u(j) = u(j-1) + (h/6)*(k1_u(j) + 2*k2_u(j) + 2*k3_u(j) + k4_u(j));
v(j) = v(j-1) + (h/6)*(k1_v(j) + 2*k2_v(j) + 2*k3_v(j) + k4_v(j));
p(j) = p(j-1) + (h/6)*(k1_p(j) + 2*k2_p(j) + 2*k3_p(j) + k4_p(j));
q(j) = q(j-1) + (h/6)*(k1_q(j) + 2*k2_q(j) + 2*k3_q(j) + k4_q(j));

endfor

subplot(2,3,1), plot(s,u);
hold on; plot(s,v); hold off;

title ("Runge-Kutta");
h = legend ("u(s)", "v(s)");
legend (h, "location", "northwestoutside");
set (h, "fontsize", 10);









share|improve this question























  • I'd write u(i).^2 rather then u(i)*u(i). Makes your code a bit more readable :)
    – Pablo Jeken
    Nov 12 at 8:33










  • Thanks for the advice, I will change it in my code.
    – R.FALLEN
    Nov 12 at 18:08












up vote
0
down vote

favorite









up vote
0
down vote

favorite











I´m attempting to use Runge-Kutta method to compare it to the lsode function. But it is performing rather poorly, every other method I used (fowards and backwards Euler, Heun) to compare to lsode do a way better job to the point they are almost indistinguishable from lsode.



This is what my code returns
https://i.stack.imgur.com/vJ6Yi.png



If anyone can pointout a way to improve it or if I doing something wrong I´d appreciate it.



The following is what I use for the Runge-Kutta method



%Initial conditions

u(1) = 1;
v(1) = 2;
p(1) = -1/sqrt(3);
q(1) = 1/sqrt(3);

%Graf interval / step size
s0 = 0;
sf = 50;
h = 0.25;

n=(sf-s0)/h;

s(1) = s0;

%-----------------------------------------------------------------------%

for j = 2:n

i = j-1;

k1_u(j) = p(i);
k1_v(j) = q(i);
k1_p(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);
k1_q(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);

u1(j) = p(i) + (1/2)*k1_u(j)*h;
v1(j) = q(i) + (1/2)*k1_v(j)*h;
p1(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_p(j)*h;
q1(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_q(j)*h;

k2_u(j) = p1(j);
k2_v(j) = q1(j);
k2_p(j) = (-2*v1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);
k2_q(j) = (-2*u1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);

u2(j) = p(i) + (1/2)*k2_u(j)*h;
v2(j) = q(i) + (1/2)*k2_v(j)*h;
p2(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_p(j)*h;
q2(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_q(j)*h;

k3_u(j) = p2(j);
k3_v(j) = q2(j);
k3_p(j) = (-2*v2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);
k3_q(j) = (-2*u2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);

u3(j) = p(i) + k3_u(j)*h;
v3(j) = q(i) + k3_v(j)*h;
p3(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_p(j)*h;
q3(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_q(j)*h;

k4_u(j) = p3(j);
k4_v(j) = q3(j);
k4_p(j) = (-2*v3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);
k4_q(j) = (-2*u3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);


s(j) = s(j-1) + h;
u(j) = u(j-1) + (h/6)*(k1_u(j) + 2*k2_u(j) + 2*k3_u(j) + k4_u(j));
v(j) = v(j-1) + (h/6)*(k1_v(j) + 2*k2_v(j) + 2*k3_v(j) + k4_v(j));
p(j) = p(j-1) + (h/6)*(k1_p(j) + 2*k2_p(j) + 2*k3_p(j) + k4_p(j));
q(j) = q(j-1) + (h/6)*(k1_q(j) + 2*k2_q(j) + 2*k3_q(j) + k4_q(j));

endfor

subplot(2,3,1), plot(s,u);
hold on; plot(s,v); hold off;

title ("Runge-Kutta");
h = legend ("u(s)", "v(s)");
legend (h, "location", "northwestoutside");
set (h, "fontsize", 10);









share|improve this question















I´m attempting to use Runge-Kutta method to compare it to the lsode function. But it is performing rather poorly, every other method I used (fowards and backwards Euler, Heun) to compare to lsode do a way better job to the point they are almost indistinguishable from lsode.



This is what my code returns
https://i.stack.imgur.com/vJ6Yi.png



If anyone can pointout a way to improve it or if I doing something wrong I´d appreciate it.



The following is what I use for the Runge-Kutta method



%Initial conditions

u(1) = 1;
v(1) = 2;
p(1) = -1/sqrt(3);
q(1) = 1/sqrt(3);

%Graf interval / step size
s0 = 0;
sf = 50;
h = 0.25;

n=(sf-s0)/h;

s(1) = s0;

%-----------------------------------------------------------------------%

for j = 2:n

i = j-1;

k1_u(j) = p(i);
k1_v(j) = q(i);
k1_p(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);
k1_q(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1);

u1(j) = p(i) + (1/2)*k1_u(j)*h;
v1(j) = q(i) + (1/2)*k1_v(j)*h;
p1(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_p(j)*h;
q1(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k1_q(j)*h;

k2_u(j) = p1(j);
k2_v(j) = q1(j);
k2_p(j) = (-2*v1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);
k2_q(j) = (-2*u1(j)*p1(j)*q1(j)) / (u1(j)*u1(j) + v1(j)*v1(j) + 1);

u2(j) = p(i) + (1/2)*k2_u(j)*h;
v2(j) = q(i) + (1/2)*k2_v(j)*h;
p2(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_p(j)*h;
q2(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + (1/2)*k2_q(j)*h;

k3_u(j) = p2(j);
k3_v(j) = q2(j);
k3_p(j) = (-2*v2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);
k3_q(j) = (-2*u2(j)*p2(j)*q2(j)) / (u2(j)*u2(j) + v2(j)*v2(j) + 1);

u3(j) = p(i) + k3_u(j)*h;
v3(j) = q(i) + k3_v(j)*h;
p3(j) = (-2*v(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_p(j)*h;
q3(j) = (-2*u(i)*p(i)*q(i)) / (u(i)*u(i) + v(i)*v(i) + 1) + k3_q(j)*h;

k4_u(j) = p3(j);
k4_v(j) = q3(j);
k4_p(j) = (-2*v3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);
k4_q(j) = (-2*u3(j)*p3(j)*q3(j)) / (u3(j)*u3(j) + v3(j)*v3(j) + 1);


s(j) = s(j-1) + h;
u(j) = u(j-1) + (h/6)*(k1_u(j) + 2*k2_u(j) + 2*k3_u(j) + k4_u(j));
v(j) = v(j-1) + (h/6)*(k1_v(j) + 2*k2_v(j) + 2*k3_v(j) + k4_v(j));
p(j) = p(j-1) + (h/6)*(k1_p(j) + 2*k2_p(j) + 2*k3_p(j) + k4_p(j));
q(j) = q(j-1) + (h/6)*(k1_q(j) + 2*k2_q(j) + 2*k3_q(j) + k4_q(j));

endfor

subplot(2,3,1), plot(s,u);
hold on; plot(s,v); hold off;

title ("Runge-Kutta");
h = legend ("u(s)", "v(s)");
legend (h, "location", "northwestoutside");
set (h, "fontsize", 10);






matlab octave numerical-methods ode runge-kutta






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edited Nov 12 at 0:58

























asked Nov 12 at 0:18









R.FALLEN

11




11











  • I'd write u(i).^2 rather then u(i)*u(i). Makes your code a bit more readable :)
    – Pablo Jeken
    Nov 12 at 8:33










  • Thanks for the advice, I will change it in my code.
    – R.FALLEN
    Nov 12 at 18:08
















  • I'd write u(i).^2 rather then u(i)*u(i). Makes your code a bit more readable :)
    – Pablo Jeken
    Nov 12 at 8:33










  • Thanks for the advice, I will change it in my code.
    – R.FALLEN
    Nov 12 at 18:08















I'd write u(i).^2 rather then u(i)*u(i). Makes your code a bit more readable :)
– Pablo Jeken
Nov 12 at 8:33




I'd write u(i).^2 rather then u(i)*u(i). Makes your code a bit more readable :)
– Pablo Jeken
Nov 12 at 8:33












Thanks for the advice, I will change it in my code.
– R.FALLEN
Nov 12 at 18:08




Thanks for the advice, I will change it in my code.
– R.FALLEN
Nov 12 at 18:08












1 Answer
1






active

oldest

votes

















up vote
2
down vote













You misunderstood something in the method. The intermediate values for p,q are computed the same way as the intermediate values for u,v, and both are "Euler steps" with the last computed slopes, not separate slope computations. For the first ones that is



 u1(j) = u(i) + (1/2)*k1_u(j)*h;
v1(j) = v(i) + (1/2)*k1_v(j)*h;
p1(j) = p(i) + (1/2)*k1_p(j)*h;
q1(j) = q(i) + (1/2)*k1_q(j)*h;


The computation for the k2 values then is correct, the next midpoints need to be computed correctly via "Euler steps", etc.






share|improve this answer




















  • Thanks a lot, that fixed it. :)
    – R.FALLEN
    Nov 12 at 18:08






  • 1




    Then please mark the question as answered @R.FALLEN
    – Pablo Jeken
    Nov 13 at 10:09











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1 Answer
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active

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1 Answer
1






active

oldest

votes









active

oldest

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active

oldest

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up vote
2
down vote













You misunderstood something in the method. The intermediate values for p,q are computed the same way as the intermediate values for u,v, and both are "Euler steps" with the last computed slopes, not separate slope computations. For the first ones that is



 u1(j) = u(i) + (1/2)*k1_u(j)*h;
v1(j) = v(i) + (1/2)*k1_v(j)*h;
p1(j) = p(i) + (1/2)*k1_p(j)*h;
q1(j) = q(i) + (1/2)*k1_q(j)*h;


The computation for the k2 values then is correct, the next midpoints need to be computed correctly via "Euler steps", etc.






share|improve this answer




















  • Thanks a lot, that fixed it. :)
    – R.FALLEN
    Nov 12 at 18:08






  • 1




    Then please mark the question as answered @R.FALLEN
    – Pablo Jeken
    Nov 13 at 10:09















up vote
2
down vote













You misunderstood something in the method. The intermediate values for p,q are computed the same way as the intermediate values for u,v, and both are "Euler steps" with the last computed slopes, not separate slope computations. For the first ones that is



 u1(j) = u(i) + (1/2)*k1_u(j)*h;
v1(j) = v(i) + (1/2)*k1_v(j)*h;
p1(j) = p(i) + (1/2)*k1_p(j)*h;
q1(j) = q(i) + (1/2)*k1_q(j)*h;


The computation for the k2 values then is correct, the next midpoints need to be computed correctly via "Euler steps", etc.






share|improve this answer




















  • Thanks a lot, that fixed it. :)
    – R.FALLEN
    Nov 12 at 18:08






  • 1




    Then please mark the question as answered @R.FALLEN
    – Pablo Jeken
    Nov 13 at 10:09













up vote
2
down vote










up vote
2
down vote









You misunderstood something in the method. The intermediate values for p,q are computed the same way as the intermediate values for u,v, and both are "Euler steps" with the last computed slopes, not separate slope computations. For the first ones that is



 u1(j) = u(i) + (1/2)*k1_u(j)*h;
v1(j) = v(i) + (1/2)*k1_v(j)*h;
p1(j) = p(i) + (1/2)*k1_p(j)*h;
q1(j) = q(i) + (1/2)*k1_q(j)*h;


The computation for the k2 values then is correct, the next midpoints need to be computed correctly via "Euler steps", etc.






share|improve this answer












You misunderstood something in the method. The intermediate values for p,q are computed the same way as the intermediate values for u,v, and both are "Euler steps" with the last computed slopes, not separate slope computations. For the first ones that is



 u1(j) = u(i) + (1/2)*k1_u(j)*h;
v1(j) = v(i) + (1/2)*k1_v(j)*h;
p1(j) = p(i) + (1/2)*k1_p(j)*h;
q1(j) = q(i) + (1/2)*k1_q(j)*h;


The computation for the k2 values then is correct, the next midpoints need to be computed correctly via "Euler steps", etc.







share|improve this answer












share|improve this answer



share|improve this answer










answered Nov 12 at 8:51









LutzL

13.4k21326




13.4k21326











  • Thanks a lot, that fixed it. :)
    – R.FALLEN
    Nov 12 at 18:08






  • 1




    Then please mark the question as answered @R.FALLEN
    – Pablo Jeken
    Nov 13 at 10:09

















  • Thanks a lot, that fixed it. :)
    – R.FALLEN
    Nov 12 at 18:08






  • 1




    Then please mark the question as answered @R.FALLEN
    – Pablo Jeken
    Nov 13 at 10:09
















Thanks a lot, that fixed it. :)
– R.FALLEN
Nov 12 at 18:08




Thanks a lot, that fixed it. :)
– R.FALLEN
Nov 12 at 18:08




1




1




Then please mark the question as answered @R.FALLEN
– Pablo Jeken
Nov 13 at 10:09





Then please mark the question as answered @R.FALLEN
– Pablo Jeken
Nov 13 at 10:09


















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