3

I have a book that quotes:

Euler's method, Modified Euler's method and Runge's method are Runge-Kutta methods of first, second and third order respectively. The fourth-order Runge-Kutta method is method is most commonly used and is often referred to as 'Runge-Kutta method' or 'classical Runge-Kutta method'

Similary Wikipedia categorizes Backward-Euler's method as ' Implicit methods' under the list of Runge-Kutta methods and also mentions:

The backward Euler method is first order.

Now the problem is that the same book (from which I have taken the above quote) solves the below problem using a method that seems quite different(at least to me) from the Backward-Euler's method.

Consider the first order initial value problem $y'=y+2x-x^{2}$,$y(0)=1$,$(0\le x\le\infty)$ with exact solution $y(x)=x^2+e^x$. For $x=0.1$, what is solution obtained using a single iteration of the second-order Runge-Kutta method with step size $h=0.1$

The book then shows the solution using:

$$k_1=hf(x_0,y_0)$$ $$k_2=hf(x_0+h,y_0+k_1)$$ $$y_1=y_0+\frac{1}{2}(k_1+k_2)$$

Here $f$ denotes the differential equation i.e. $y'=f(x,y)=y+2x-x^{2}$. Using the above equations and initial value, it gets the result as $y_1=1.1145$.

I tried to calculate the vaule using Backward-Euler's method using:

$$y_{1}=y_{0}+hf(x_{1},y_{1})$$ and I get the result as $y_1=1.1322$, which is different from the solution given in the book.


So I have the following questions:

  1. Is Backward-Euler method considered the same as Runge-Kutta $2^{\text{nd}}$ order (RK2) method? If yes, is my book incorrect with the solution?
  2. Is the method used in the book the actual Runge-Kutta $2^{\text{nd}}$ order method which is completely different from Backward-Euler's method?
  3. In case my first question's answer is yes, how can a method be a Runge-Kutta $2^{\text{nd}}$ order (RK2) while also being a $1^{\text{st}}$ order in itself? (no need to answer if first question's answer is no)

I am really confused with the way the book used the name Backward Euler as RK2 but then used a different method to solve a question that wanted RK2. Please help me understand this.

Note: My book states Backward Euler as Modified Euler's method (In case it's not so obvious).

paulplusx
  • 1,686

1 Answers1

2

No, the first order implicit backwards Euler method is different from the second order explicit trapezoidal or Heun method.

In your question you name and describe both methods correctly.

The list in the first book quote only refers to explicit methods, at no point is there a reference to the implicit backward Euler method.


To recap:

  • Forwards Euler method: $$y_{k+1}=y_k+h\,f(x_k,y_k)$$
  • Backwards Euler method: $$y_{k+1}=y_k+h\,f(x_{k+1},y_{k+1}),$$ which in general requires the solution of a non-linear equation.
  • Implicit trapezoidal method: $$\frac{y_{k+1}-y_k}h=\frac{f(x_k,y_k)+f(x_{k+1},y_{k+1})}2,$$ which again requires the solution of an in general non-linear equation. It is noted for its time symmetry.
  • Explicit trapezoidal method, modified Euler method, Heun's method: $$\frac{y_{k+1}-y_k}h=\frac{f(x_k,y_k)+f(x_{k+1},\tilde y_{k+1})}2,~~\text{ where }~~\tilde y_{k+1}=y_k+h\,f(x_k,y_k)$$ is a sufficiently accurate approximation of the implicit method. In the form of stages based on a Butcher tableau it is \begin{align}k_1&=h\,f(x_k,y_k),\\k_2&=h\,f(x_k+h,y_k+k_1),\\y_{k+1}&=y_k+\frac12(k_1+k_2).\end{align}
Lutz Lehmann
  • 131,652
  • But the book quotes as you see in the first paragraph Modified Euler's method and like I have written in my note it states Backward Euler as Modified Euler's method, I meant the implicit one. So is it safe to assume that the first quote(from my book) is wrong and the implicit Backward-Euler is not RK2 ? The list is from Wikipedia not from my book. – paulplusx Sep 09 '18 at 18:20
  • Where do you see that? The second quote names the second order Runge-Kutta method a.k.a. Heun method and the third quote gives the details of exactly that method. – Lutz Lehmann Sep 09 '18 at 18:38
  • I am talking about the very first quote Euler's method, Modified Euler's method and Runge's method are Runge-Kutta methods of first, second and third order respectively. – paulplusx Sep 09 '18 at 18:47
  • All one-step methods with a Butcher tableau are Runge-Kutta methods. There are two commonly used second order RK methods, the midpoint method and the trapezium method. Also known in their explicit variants as improved and modified Euler methods. I assume that Runge's method is the shortened RK4 method. There is nothing wrong in your book quotes. – Lutz Lehmann Sep 09 '18 at 20:18
  • So ultimately you mean to say that there are two RK2 one is Implicit Backward-Euler and other one is Heun's method? – paulplusx Sep 10 '18 at 04:03
  • No, implicit backward Euler is one of the RK1 methods. – Lutz Lehmann Sep 10 '18 at 07:01
  • I am getting a bit confused so I'll try to clear things up. My book explains Modified Euler as implicit Backward Euler and the same book states that Modified Euler is RK2, so isn't my book wrong? – paulplusx Sep 10 '18 at 07:07
  • Could you give the source for "My book explains Modified Euler as implicit Backward Euler" as that is neither in the quotes nor in the image in the chat. – Lutz Lehmann Sep 10 '18 at 07:40
  • Please see the chat now – paulplusx Sep 10 '18 at 09:17
  • 1
    Ok, so it is the title of that (sub-)section that has you stumped. And I agree, it is a bit disingenuous. However it makes sense to discuss the first order Euler methods before introducing improved or modified variants. Note that the methods used are properly named and nowhere is it claimed that they are second order or the announced modified Euler method. You should find that on the next pages. – Lutz Lehmann Sep 10 '18 at 12:53
  • I have uploaded a second image (the next page of my book) as well in the chat that quotes that Modified Euler is RK2. Please have a look. – paulplusx Sep 10 '18 at 13:19
  • I saw your edited answer now. It now perfectly clear to me. The only thing that is wrong in my book is that they have mentioned the heading (or sub) as Modified Euler and have shown Implicit Backward Euler but now seeing your answers I can understand that both of them are different. Thank you so much for bearing with me and clearing my confusion. I wish I could vote more than once for your diligent effort :) – paulplusx Sep 10 '18 at 13:36