Runge-Kutta Integrator Overview: All Purpose Numerical Integration of Differential Equations

Ғылым және технология

In this video, I introduce one of the most powerful families of numerical integrators: the Runge-Kutta schemes. These provide very accurate and efficient "all-purpose" numerical integrators for ordinary differential equations. Specifically, we introduce the 2nd-order and 4th-order accurate RK schemes (called RK2 and RK4) and break these algorithms down into simple and intuitive steps. These algorithms are also explained with pictures.
Playlist: • Engineering Math: Diff...
Course Website: faculty.washington.edu/sbrunto...
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This video was produced at the University of Washington
%%% CHAPTERS %%%
0:00 Overview
3:15 2nd Order Runge-Kutta Integrator
8:07 Geometric intuition for RK2 Integrator
19:59 4th Order Runge-Kutta Integrator

Пікірлер: 55

  • @user-ms5te5vd1x
    @user-ms5te5vd1x Жыл бұрын

    Ladies and gentlemen, what you see is the future of education. I am very excited to witness this.

  • @benjtheo414
    @benjtheo4149 ай бұрын

    I really appreciate your efforts in making all this knowledge available for free, you are doing humanity a great service.

  • @laurentthowai3359
    @laurentthowai3359 Жыл бұрын

    Merci Mr Brunton, c’est toujours un plaisir de vous écouter ! Pour moi le matin en prenant mon petit déjeuner. Impatient d’écouter la suite.

  • @murtdoc
    @murtdoc Жыл бұрын

    Thank you, prof. Brunton. Your style of explaining, at least for me, it's very effective. Please keep up this great work!

  • @angelicatorresgarcia5228
    @angelicatorresgarcia52288 ай бұрын

    beautifully explained !! thank you! i passed all my first and second year algebra courses with minimum effort during the pandemic so learning this for my scientific computing course has been hell, but you make it so simple i really get it now !!! you're a great teacher !!

  • @diemaschinedieviereckigeei2941
    @diemaschinedieviereckigeei2941 Жыл бұрын

    What a fantastic presentation. You are a great teacher!

  • @tanaykumarkarmakar3447
    @tanaykumarkarmakar34478 ай бұрын

    Extraordinary lecture. Thank you, Steve.

  • @jaihind6472
    @jaihind6472 Жыл бұрын

    thanks for explaining this in such an enthusiastic way. u saved my semester

  • @bryan-9742
    @bryan-9742 Жыл бұрын

    wow! i'm excited to see how different this will be for stochastic systems.

  • @POPO-kk6nh
    @POPO-kk6nh10 ай бұрын

    An amazing explanation! You nailed it. Thanks

  • @sakethmamidi2753
    @sakethmamidi275310 ай бұрын

    amazing way of explaining rk4!!

  • @hoseinzahedifar1562
    @hoseinzahedifar1562 Жыл бұрын

    Thank you very much for this great stuff. You are amazing...🌺🌺🌺.

  • @Pedritox0953
    @Pedritox0953 Жыл бұрын

    Great explanation!

  • @DB-nl9xw
    @DB-nl9xw Жыл бұрын

    didn't understand much about it, but i like the video, thanks for sharing and making it

  • @whdaffer1
    @whdaffer15 ай бұрын

    Your explanation of why the RK four method works is wonderful. It would be equally wonderful, as an example of the history of mathematics, if you could give some discussion on how the formula was derived.

  • @saras756
    @saras7568 ай бұрын

    So grateful for this lecture. It helped make sense of my notes. Thank you very much! :D

  • @Eigensteve

    @Eigensteve

    8 ай бұрын

    You're very welcome! Glad it was helpful.

  • @KitagumaIgen
    @KitagumaIgen Жыл бұрын

    Great lecture series! Hopefully you'll get into symplectic integration-schemes too - for dynamical systems with conservation of some properties like energy and momentum.

  • @stanrunge
    @stanrunge2 ай бұрын

    pretty cool to be a long descendant of the author for this numerical integrator (Carl Runge)

  • @Eigensteve

    @Eigensteve

    2 ай бұрын

    That's super cool!!

  • @jamesdennis6120
    @jamesdennis61203 ай бұрын

    I wonder if there was a hidden joke in the RK2 explanation, or; if it were a complete random occurrence 🤔. These lectures are amazing. They relieve so much stress caused by the heavy reading of the text material. After watching these the reading becomes way easier.

  • @serdar_a
    @serdar_a Жыл бұрын

    Does anyone know where to get a transparent board which is used by Mr Brunton?

  • @aakashmaniar9494
    @aakashmaniar9494 Жыл бұрын

    So I dont think it will be better than rk but I am curious about the performance benefits of using previous states to estimate curvature and higher order properties, keeping the call to dynamics function only once or somewhere in between. IE x(n+1) is not just dependant of x(n) but upto x(n-m). Given a pair of position and velocity(m=1) a cubic polynomial can be fitted and taken a time step over. Is there any good comparison for such a techniques?

  • @MrNikelborg
    @MrNikelborg Жыл бұрын

    Shouldn't the f_i be first order derivatives or tangents? They become vectors only after you multiply them with delta_t or not?

  • @GeorgeTsiros
    @GeorgeTsiros Жыл бұрын

    (consider adjusting the compressor in the audio, i _think_ you may need to decrease the attack (?) time?)

  • @fizzyem
    @fizzyem17 күн бұрын

    I almost don't want to point this out as this lecture is so beautiful: I think at t=12:01 the blue point @Eigensteve labelled as f1 should instead be labelled as [x_k + /delta(t)*f_1]. In my mind this would then mean that f_2 is calculated halfway on this vector at coordinates [x_k + /delta(t)/2*f_1]. So we are evaluating the vector field in the direction of f1 at a "distance" [/delta(t)/2*f1] away from x_k (i.e. it's in the direction of f1 but farther out). On another note the farther out than f1 implies /delta(t)/2 > 1. This is probably not often the case. I think we often choose /delta(t) around 0.01. This would mean the point where we calculate f_2 is actually closer to x_k than the magnitude of f_1. All these nitty-gritty details "erode" the beauty of the lecture and blurry the intuition that Steven is building up in our mind - an intuition that is more important than the details. Though in practice the details might become important. Hopefully I am not mistaken.

  • @EnchanterOfMEMES
    @EnchanterOfMEMES2 күн бұрын

    wonderful teaching, how are you writing on that board

  • @ThenSaidHeUntoThem
    @ThenSaidHeUntoThem2 ай бұрын

    Thou has done unto me that which is good.

  • @fabiofarina9579
    @fabiofarina9579 Жыл бұрын

    would be interesting to have an overview on how to handle RK4 when f(x,t) is not analytical but is only known as a bunch of discrete values (sampled values or data-driven). Then, how to get \Delta{t}/2 values+

  • @dexdrurglum

    @dexdrurglum

    Жыл бұрын

    In my experience when I have only a dataset of discrete values, I just interpolate to get values that don't already exist in the dataset

  • @fabiofarina9579

    @fabiofarina9579

    Жыл бұрын

    @@dexdrurglum yeah, I usally do quadratic or spline interpolation but I'd really enjoy a video from Steve on this topic

  • @dexdrurglum

    @dexdrurglum

    Жыл бұрын

    @@fabiofarina9579 I agree! Steve is the king 👑

  • @alexistremblay1076

    @alexistremblay1076

    Жыл бұрын

    How about recurrent neural networks? Not entirely sure how it would handle future time steps.

  • @thomaspavelka7335
    @thomaspavelka7335 Жыл бұрын

    Thanks for this great explanation! Just the bracelet I find distracting

  • @GeorgeTsiros
    @GeorgeTsiros Жыл бұрын

    f1 and f2 are not _directions_ they are complete values, they do not have length of 1 necessarily?

  • @joelneto7360
    @joelneto73606 ай бұрын

    very helpfull

  • @Eigensteve

    @Eigensteve

    6 ай бұрын

    Glad you think so!

  • @sim1_7
    @sim1_7 Жыл бұрын

    does the runge-kutta 4 method need a root solver for nonlinear ode? if not, why? And instead why, for example, does the forward and backward euler method need a root solver (example: newton's method) for nonlinear ode?

  • @chensong254

    @chensong254

    Жыл бұрын

    I don't think we need a root solver for RK4 or FE. We are just evaluating the derivative function f at certain points, and derivative f can be either linear or nonlinear. As long as the derivative is represented in an explicit form, we don't need a root solver. For BE though, I think we need a root solver if f is nonlinear.

  • @sim1_7

    @sim1_7

    Жыл бұрын

    @@chensong254 yes, i think you are right. My knowledge at this point Is that explicit methods are Linear in the variable a time k+1 so there Is no Need for root solver algorithms. Implicit methods, instead, are nonlinear with respect to the variable at time k. I tried explicit RK-4 for some nonlinear odes and it works pretty well. Forward Euler, instead, works bad for these nonlinear odes. It works good if non-linearities are weak but as soon as they become more complex FE fails

  • @fabiobiffcg4980
    @fabiobiffcg4980 Жыл бұрын

    So, could I keep taking more halves for RK5, RK6, RK7, RK8 ... "RKn" in order to make it more accurate? (Of course, considering only accuracy since it will be to expensive to compute them, probably)

  • @chensong254

    @chensong254

    Жыл бұрын

    I believe after a certain point, the benefit of using a higher order scheme becomes negligible compared to the floating point round-off error.

  • @fabiobiffcg4980

    @fabiobiffcg4980

    Жыл бұрын

    @@chensong254 yeah, after some thinking, that's what I thought

  • @user-ce9xq4cl9x
    @user-ce9xq4cl9x Жыл бұрын

    Amazing! How can he write in the back of the glass (which is like a mirror effort) but still keep the numbers normal?

  • @theintjengineer

    @theintjengineer

    Жыл бұрын

    He writes just like you and I usually would. It's the board's mirroring property that reverses it and makes it look like he's writing reverse/backward/whatever.

  • @henrydevelopment

    @henrydevelopment

    11 ай бұрын

    The AI of a thermos flask. When you put hot water in it, it keeps it hot. When you put cold water in it, it keeps it cold. How does it know?

  • @pietheijn-vo1gt

    @pietheijn-vo1gt

    9 ай бұрын

    Very simple. Film normally, mirror the video in your recording software...

  • @eig_himanshu
    @eig_himanshu Жыл бұрын

    Can you also keep a live doubt solving session on Numerical Analysis?

  • @hoseinzahedifar1562

    @hoseinzahedifar1562

    Жыл бұрын

    It is a good idea...👍

  • @pietheijn-vo1gt

    @pietheijn-vo1gt

    9 ай бұрын

    why do all indians call 'problems' as 'doubts'?

  • @samsara2024
    @samsara20243 ай бұрын

    a real example instead of so many functions, integral, delta etc

  • @danitron151
    @danitron1518 ай бұрын

    Are you writing backwards!? A short video showing how you use a glass window to make these videos would be really cool!

  • @ac2italy
    @ac2italy Жыл бұрын

    interesting that glass board? Is he writing left-to-right?

  • @ac2italy

    @ac2italy

    Жыл бұрын

    kzread.info/dash/bejne/l4qDsqaKZa6_o9I.html&ab_channel=ScopeTraining

  • @pietheijn-vo1gt

    @pietheijn-vo1gt

    9 ай бұрын

    Ofcourse. Just mirror the video in your recording software

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