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45 lines
990 B
Python
45 lines
990 B
Python
import numpy as np
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def runge_kutta(f, y0, x0, h, x_end):
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"""
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Calculate the numeric solution at each step to the ODE f(x, y) using RK4
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https://en.wikipedia.org/wiki/Runge-Kutta_methods
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Arguments:
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f -- The ode as a function of x and y
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y0 -- the initial value for y
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x0 -- the initial value for x
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h -- the stepsize
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x_end -- the end value for x
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>>> # the exact solution is math.exp(x)
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>>> def f(x, y):
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... return y
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>>> y0 = 1
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>>> y = runge_kutta(f, y0, 0.0, 0.01, 5)
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>>> y[-1]
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148.41315904125113
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"""
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N = int(np.ceil((x_end - x0)/h))
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y = np.zeros((N + 1,))
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y[0] = y0
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x = x0
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for k in range(N):
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k1 = f(x, y[k])
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k2 = f(x + 0.5*h, y[k] + 0.5*h*k1)
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k3 = f(x + 0.5*h, y[k] + 0.5*h*k2)
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k4 = f(x + h, y[k] + h * k3)
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y[k + 1] = y[k] + (1/6)*h*(k1 + 2*k2 + 2*k3 + k4)
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x += h
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return y
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if __name__ == "__main__":
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import doctest
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doctest.testmod()
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