runge kutta Algorithm
In numerical analysis, the Runge – Kutta methods are a family of implicit and explicit iterative methods, which include the well-known routine named the Euler method, used in temporal discretization for the approximate solutions of ordinary differential equations. These methods were developed around 1900 by the German mathematicians Carl Runge and Wilhelm Kutta.
import numpy as np
def runge_kutta(f, y0, x0, h, x_end):
"""
Calculate the numeric solution at each step to the ODE f(x, y) using RK4
https://en.wikipedia.org/wiki/Runge-Kutta_methods
Arguments:
f -- The ode as a function of x and y
y0 -- the initial value for y
x0 -- the initial value for x
h -- the stepsize
x_end -- the end value for x
>>> # the exact solution is math.exp(x)
>>> def f(x, y):
... return y
>>> y0 = 1
>>> y = runge_kutta(f, y0, 0.0, 0.01, 5)
>>> y[-1]
148.41315904125113
"""
N = int(np.ceil((x_end - x0) / h))
y = np.zeros((N + 1,))
y[0] = y0
x = x0
for k in range(N):
k1 = f(x, y[k])
k2 = f(x + 0.5 * h, y[k] + 0.5 * h * k1)
k3 = f(x + 0.5 * h, y[k] + 0.5 * h * k2)
k4 = f(x + h, y[k] + h * k3)
y[k + 1] = y[k] + (1 / 6) * h * (k1 + 2 * k2 + 2 * k3 + k4)
x += h
return y
if __name__ == "__main__":
import doctest
doctest.testmod()
