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Integration Methods

Understand Euler, RK2, and RK4 methods for numerical integration, compare errors, and choose the best method for your system.

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Integration Methods

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  1. Integration Methods Euler Runge-Kutta 2 Runge-Kutta 4

  2. Euler’s Method • Let Stock = X • Let flow = f(t, X)[function of time, Stock] • Compute X(t) from X(t-dt) and time. • X = dt * f (t-dt, X(t-dt)) • X(t) = X(t-dt) + X

  3. Euler’s Method Assume flow = f(t). Like Riemann sum.

  4. Euler Integration Error • Error = X - area under flow curve Error =

  5. Runge-Kutta 2 • Let Stock = X, flow = f(t,X) • Estimates for stock updates: • F1 = dt * f(t-dt, X(t-dt)) • F2 = dt * f(t, X(t-dt) + F1) • X = ½ * (F1 + F2) • X(t) = X(t-dt) + X

  6. Runge-Kutta 2 Assume flow = f(t). Like Trapezoid Method.

  7. RK2 Integration Error • Error = X - area under flow curve Error =

  8. Runge-Kutta 4 • Let Stock = X, flow = f(t,X) • Estimates for stock updates: • F1 = dt * f(t-dt, X(t-dt)) • F2 = dt * f(t-½dt, X(t-dt) + ½*F1) • F3 = dt * f(t-½dt, X(t-dt) + ½*F2) • F4 = dt * f(t, X(t-dt) + F3) • X = 1/6 * (F1+2*F2+2*F3+F4) • X(t) = X(t-dt) + X

  9. Runge-Kutta 4 Assume flow = f(t). Like Simpson’s Method.

  10. RK2 and RK4 are more accurate for same dt than Euler RK2 and RK4 work well for continuous systems Euler works poorly for oscillatory systems RK2 and RK4 work poorly with logic values and integers RK2 and RK4 work poorly with discrete systems RK2 and RK4 work poorly with conveyors What Method to Use?

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