Term Paper IDC-402 Solution of Lorenzs equations by RK4 method

Satnam Singh Instructor -Prof Sudeshna Sinah April 2, 2013

Abstract In this term paper I solved the Lorenzs equations by RK4 method . I Solved it for dierent parameters . I have written a C++ program to solve these equations.

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Introduction With Lorenzs system-The Lorenz system is a system of three ordinary dierential equations. These equations were rst studied by Edward Lorenz .These equations are famous for there chaotic solutions. These equations are dx = (y x) (1) dt dy = x( r z ) y (2) dt dz = xy bz (3) dt In these equations there are 4 variables x, y, z, t. Where t is independent variable. But x, y, z depends on variation of t .These equations are famous for chaotic solutions.From a technical point of view,the Lorenz system is nonlinear, three dimensional and deterministic. In this system there are three parameters , r, b > 0 .I solved these equations for dierent initial conditions and for dierent parameters. It gives the dierent result for dierent parameters.

This plot is between x , y and z . Parameters are =10, b = 8 3 , r = 28. Initial conditions are(0,1,0)

8 This plot is between z vs x . Parameters are =10, b = 3 , r = 28. Initial conditions are(0,1,0)

This is plot between y-axis and time.Parameters are =10, b = 8 3 , r = 28. Initial conditions are(0,1,0)

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Introduction to Runge Kutta method In numerical analysis, the Runge Kutta methods are an important family of implicit and explicit iterative methods for the approximation of solutions of ordinary dierential equations. These techniques were developed around 1900 by the German mathematicians C. Runge and M.W. Kutta. One member of the family of RungeKutta methods is referred to as RK4 .which I used for calculation. Let an initial value problem be satised as y = f (t, y ), y (t) = y0 (4) Here, y is an unknown function of time t which I like to approximate . y is rate with which y is changes. I took a stepsize in time h > 0. Now yn+1 is related with yn as yn+1 = yn + Where k1 = f (tn , yn ) k2 = f (tn + h hk1 h, yn + ) 2 2 h hk2 k3 = f (tn + , yn + ) 2 2 k4 = f (tn + h, yn + hk3 ) (6) (7) (8) (9) h (k1 + 2k2 + 2k3 + k4 ), tn+1 = tn + h, n = 0, 1, 2, 3.... 6 (5)

It is iterative method . We can nd y for any value of t. But in this problem there are 4 variablex, y, z, t. Now I will discuss how I used this in that. There are three initial conditions those are x0 , y0 , z0 . Time is started from 0. In rst iteration rst I found x1 then y1 and z1 Then iterations are started.

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Program to solve those equations

I have written that progarm in C++ . In that program I used RK4 method to solve Lorenzs equations. I am appending that program . It is for =10, b = 8 3, r = 28.

Now I will append some plot for dierent parameters. These plots are both two dimensional and three dimensional. It should be noted that for each plot the initial conditions are (0,1,0). I am only varying , r and b.Plot having parameters =10, b = 8 3 , r = 28 are earlier posted in section.

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Plots

(2)For these plots the parameters are = 1, b = 8/3 and r = 28

(3)For these plots the parameters are = 1, b = 8/3 and r = 0

(4)For these plots the parameters are = 6, b = 8/3 and r = 28

(5)For these plots the parameters are = 10, b = 8 and r = 28