Sistemas de ecuaciones diferenciales ordinarias de 1er grado :

Se pretende resolver un sistema de ecuaciones diferenciales ordinarias

del tipo siguiente:

dx
= f1 (t,x, y)
dt
dy = f (t, x, y)
dt 2

con las condiciones:

x(t0 ) = x 0 ; y(t 0 ) = y0
Para ello es posible generalizar el mtodo de Euler como puede verse
en el siguiente ejemplo:
 x' = 2tx + 3y 2
con x(0) = 1 ; y(0) = 2
y' = 3x 2 (1 y)

Vamos a usar el mtodo de Euler con h = 0.1 para aproximar las

funciones x(t) e y(t) en t = 0.1 y t = 0.2:
t 0 = 0 ; x 0 = 1 ; y 0 = 2
t1 = t0 + h = 0 + 0.1 = 0.1
2
x1 x 0 + x' (t 0 )h = x 0 + (2t0 x0 + 3y0 )h
x1 = 1 + (2 0 (1) + 3 2 2 )0.1 = 0.2
2
y1 y0 + y' (t 0 )h = y0 + (3x0 (1 y 0 ))h
y1 = 2 + (3(1) 2 (1 2))0.1 = 2.3
t1 = 0.1 ; x1 = 0.2 ; y0 = 2.3
t2 = t1 + h = 0.1 + 0.1 = 0.2
2
x2 x1 + x' (t1 )h = x1 + (2t1 x1 + 3y1 )h
x2 = 0.2 + (2 0.1 (0.2) + 3 2.32 )0.1 = 1.783
2
y2 y1 + y' (t1 )h = y1 + (3x1 (1 y1 ))h
y1 = 2.3 + (3(0.2)2 (1 2.3))0.1 = 2.3156

x(0.1) 0.2 x(0.2) 1.783

y(0.1) 2.3 y(0.2) 2.3156
Tambin se puede utilizar una extensin del mtodo de Euler modificado:
x' = 2tx + 3y 2 = f (t,x, y)
x(0) = 1 ; y(0) = 2
y' = 3x 2 (1 y) = g(t,x, y)
t1 = t0 + h = 0 + 0.1 = 0.1
(0)
x1 x0 + x' (t0 )h = 0.2
(0)
y1 y 0 + y' (t0 )h = 2.3

(1) f (t , x , y ) + f (t , x (0)
,y (0)
1 )
x1 = x0 + 0 0 0 1 1
h = 0.395
2
(1) g(t , x , y ) + g(t , x (0)
, y (0)
1 )
y1 = y0 + 0 0 0 1 1
h = 2.1578
2
 f (t 0 , x0 , y0 ) + f (t1, x1 (1) ,y1(1) )
x1(2) = x0 + h = 0.2945
2
(2) g(t 0 , x0 , y0 ) + g(t1 , x1(1) , y1(1) )
y1 = y0 + h = 2.1766
2
f (t0 ,x 0 ,y0 ) + f (t1 , x1(2) , y1(2) )
x1(3) = x0 + h = 0.3077
2
(3) g(t0 , x0 ,y0 ) + g(t1 , x1(2) , y1 (2) )
y1 = y0 + h = 2.1653
2
f (t 0 , x 0 , y0 ) + f (t1 ,x1 (3) , y1(3) )
x1(4) = x0 + h = 0.3002
2
(4) g(t 0 , x 0 , y0 ) + g(t1, x1 (3) , y1(3) )
y1 = y0 + h = 2.1666
2
 Generalizacin del mtodo de Runge-Kutta:
El mtodo de Runge-Kutta se puede generalizar tambin para resolver:
x' = f (t,x, y)
x(t0 ) = x 0 ; y(t 0 ) = y0
y' = g(t,x, y)
Por ejemplo, se puede obtener la aproximacin n, a partir de la n-1 del
modo siguiente:
k1 = f (t n1 , xn1 , yn1 )
l1 = g(tn1 , xn 1 ,yn 1 )
h hk1 hl1
k 2 = f (t n1 + , xn1 + , yn1 + )
2 2 2
h hk1 hl1
l2 = g(tn1 + , xn 1 + , yn1 + )
2 2 2
 h hk2 hl2
k3 = f (tn 1 + , x n1 + ,yn 1 + )
2 2 2
h hk2 hl2
l3 = g(t n1 + ,x n1 + , yn1 + )
2 2 2
k 4 = f (tn1 + h, xn1 + hk3 , yn 1 + hl3 )
l4 = g(tn1 + h, xn 1 + hk 3 , yn1 + hl3 )

1 1
K0 = (k1 + 2k 2 + 2k 3 + k4 ) L0 = (l1 + 2l2 + 2l3 + l4 )
6 6
t n = tn1 + h
xn = x n1 + hK0
yn = yn1 + hL0
 x' = 2tx + 3y 2 = f (t,x, y)
x(0) = 1 ; y(0) = 2
y' = 3x 2 (1 y) = g(t,x, y)

k1 = f (t 0 , x 0 , y0 ) = 12
l1 = g(0,1,2) = 3

h hk1 hl1
k 2 = f (t 0 + , x0 + ,y0 + ) = 13.9075
2 2 2

l2 = g(0.05, 0.4,2.15) = 0.552

 h hk 2 hl2
k3 = f (t0 + , x0 + , y0 + ) = 12.363948
2 2 2
l3 = g(0.05,0.304625,2.0276) = 0.2860721

k 4 = f (t0 + h, x0 + hk3 , y0 + hl3 ) = 12.298463

l4 = g(0.1,0.2363948, 2.0286072) = 0.1724542
1
K0 = ( k1 + 2k 2 + 2k 3 + k4 ) = 12.806893
6 1
L0 = (l1 + 2l2 + 2l3 + l4 ) = 0.8080997
6
t1 = t0 + h = 0.1
x1 = x 0 + hK0 = 0.2806893 0.2807
y1 = y0 + hL0 = 2.08080997 2.0808
 t2 = t1 + h = 0.2

k1 = f (t1 , x1 ,y1 ) = 12.933046

l1 = g(0.0.2807,2.0808) = 0.2554767

h hk1 hl1
k 2 = f (t1 + , x1 + , y1 + ) = 12.870948
2 2 2
l2 = g(0.15,0.9273523,2.0935738) = 2.8213623
h hk2 hl2
k3 = f (t1 + ,x1 + , y1 + ) = 14.532819
2 2 2
l3 = g(0.15,0.9242474,2.2218681) = 3.1312811
k 4 = f (t1 + h, x1 + hk3 , y1 + hl3 ) = 16.499082
l4 = g(0.2,1.7339819,2.3939281) = 12.573343
1
K0 = (k1 + 2k 2 + 2k 3 + k4 ) = 14.039944
6 1
L0 = (l1 + 2l2 + 2l3 + l4 ) = 4.1223511
6
t2 = t1 + h = 0.2
x2 = x1 + hK0 = 1.6846944 1.6847
y2 = y1 + hL0 = 2.4930351 2.4930
 Otro ejemplo:
Calcular x(t) e y(t) en t = 0.1

dx
= xy = f (t, x, y)
dt ; x(0) = 10 ; y(0) = 10
dy = y = g(t, x,y)
dt x

k1 = f (t 0 , x 0 , y0 ) = 100
l1 = g(0,10,10) = 1
h hk1 hl1
k 2 = f (t 0 + , x0 + ,y0 + ) = 150.75
2 2 2
l2 = g(0.05,15,10.05) = 0.67
 h hk 2 hl2
k3 = f (t0 + , x0 + , y0 + ) = 175.96251
2 2 2
l3 = g(0.05,17.5375,10.0335) = 0.5721168

k 4 = f (t0 + h, x0 + hk3 , y0 + hl3 ) = 277.54134

l4 = g(0.1,27.596251,10.057212) = 0.3644412
1
K0 = (k1 + 2k 2 + 2k 3 + k4 ) = 171.828
6 1
L0 = (l1 + 2l2 + 2l3 + l4 ) = 0.6414458
6
t1 = t0 + h = 0.1
x1 = x 0 + hK0 = 27.1828
y1 = y0 + hL0 = 10.06414458
Aplicacin a la resolucin de ecuaciones diferenciales ordinarias de
orden superior:

Supongamos que tenemos la siguiente ecuacin diferencial ordinaria

de segundo orden:
2
d y dy
2 6y = 0
dx dx
sujeta a las condiciones: y(0) = 1 ; y' (0) = 3

Podemos re-escribir el problema del modo equivalente siguiente:

dy
=z
dx ; y(0) = 1 ; z(0) = 3
dz = z + 6y
dx
 Y, ahora, si queremos, aproximar la solucin y(x) en x = 0.1, podemos
Emplear el mtodo de Runge-Kutta con el sistema equivalente:
dy
=z
dx ; y(0) = 1 ; z(0) = 3
dz = z + 6y
dx

k1 = f (x 0 , y0 ,z0 ) = 3
l1 = g(0,1,3) = 9
h hk1 hl1
k 2 = f (x 0 + , y0 + ,z0 + ) = 3.45
2 2 2
l2 = g(0.05,1.15,3.45) = 10.35
 h hk2 hl2
k3 = f (x0 + ,y 0 + ,z0 + ) = 3.5175
2 2 2
l3 = g(0.05,1.1725,3.5175) = 10.5525

k 4 = f (x 0 + h, y0 + hk 3 ,z0 + hl3 ) = 4.05525

l4 = g(0.1,1.35175, 4.05525) = 12.16575
1
K0 = (k1 + 2k 2 + 2k 3 + k4 ) = 3.498375
6 1
L0 = (l1 + 2l2 + 2l3 + l4 ) = 10.495125
6
x1 = x 0 + h = 0.1 solucin exacta : y(x) = e 3x
y1 = y0 + hK 0 = 1.3498375 y(0.1) = 1.3498588
z1 = z0 + hL0 = 4.0495125 z(0.1) = y' (0.1) = 4.0495764