# Numerical methods challenge: Day 18

During October (2017) I will write a program per day for some well-known numerical methods in both Python and Julia. It is intended to be an exercise then don't expect the code to be good enough for real use. Also, I should mention that I have almost no experience with Julia, so it probably won't be idiomatic Julia but more Python-like Julia.

## The Runke-Kutta

Today we have the Runge-Kutta method. This is the most popular Runge-Kutta out there, and it used a weighted average of four (smaller) increments.

The increments are done with the formula

\begin{equation*} y_{n+1} = y_n + \tfrac{h}{6}\left(k_1 + 2k_2 + 2k_3 + k_4 \right) \end{equation*}

where

\begin{align*} k_1 &= f(t_n, y_n), \\ k_2 &= f\left(t_n + \frac{h}{2}, y_n + \frac{h}{2}k_1\right), \\ k_3 &= f\left(t_n + \frac{h}{2}, y_n + \frac{h}{2}k_2\right), \\ k_4 &= f\left(t_n + h, y_n + h k_3\right). \end{align*}

Following are the codes.

### Python

from __future__ import division, print_function
import numpy as np
import matplotlib.pyplot as plt

def RK4(dydt, y0, t, args=()):
ndof = len(y0)
ntimes = len(t)
y = np.zeros((ndof, ntimes))
y[:, 0] = y0
for cont in range(1, ntimes):
h = t[cont] - t[cont - 1]
k1 = dydt(y[:, cont - 1], t[cont], *args)
k2 = dydt(y[:, cont - 1] + 0.5*h*k1, t[cont] + 0.5*h, *args)
k3 = dydt(y[:, cont - 1] + 0.5*h*k2, t[cont] + 0.5*h, *args)
k4 = dydt(y[:, cont - 1] + h*k3, t[cont] + h, *args)
y[:, cont] = y[:, cont - 1] + h/6*(k1 + 2*k2 + 2*k3 + k4)
return y

def pend(y, t, b, c):
theta, omega = y
dydt = [omega, -b*omega - c*np.sin(theta)]
return np.array(dydt)

b = 0.25
c = 5.0
y0 = [np.pi - 0.1, 0.0]
t = np.linspace(0, 10, 101)
y = RK4(pend, y0, t, args=(b, c))
plt.plot(t, y[0, :])
plt.plot(t, y[1, :])
plt.xlabel(r"$t$")
plt.legend([r"$\theta(t)$", r"$\omega(t)$"])
plt.show()


### Julia

using PyPlot

function euler(dydt, y0, t; args=())
ndof = length(y0)
ntimes = length(t)
y = zeros(ndof, ntimes)
y[:, 1] = y0
for cont = 2:ntimes
h = t[cont] - t[cont - 1]
y[:, cont] = y[:, cont - 1] + h*dydt(y[:, cont - 1], t[cont], args...)
end
return y
end

function pend(y, t, b, c)
theta, omega = y
dydt = [omega, -b*omega - c*sin(theta)]
return dydt
end

b = 0.25
c = 5.0
y0 = [pi - 0.1, 0.0]
t = linspace(0, 10, 1001)
y = euler(pend, y0, t, args=(b, c))
plot(t, y[1, :])
plot(t, y[2, :])
xlabel(L"$t$")
legend([L"$\theta(t)$", L"$\omega(t)$"])
show()


In both cases the result is the following plot ### Comparison Euler/Runge-Kutta

If we compare Euler and Runge-Kutta methods for the previous example using 101 timesteps, 10 times less than before, we obtain the results below. The upper one is the one obtained with Euler method. We can see that the result is not the same. We can (loosely) say that we need less steps in Runge-Kutta method than in Euler method.  ### Comparison Python/Julia

Regarding number of lines we have: 36 in Python and 37 in Julia. The comparison in execution time is done with %timeit magic command in IPython and @benchmark in Julia.

For Python:

%timeit RK4(pend, y0, t, args=(b, c))


with result

100 loops, best of 3: 7.62 ms per loop


For Julia:

@benchmark RK4(pend, y0, t, args=(b, c))


with result

BenchmarkTools.Trial:
memory estimate:  255.09 KiB
allocs estimate:  5205
--------------
minimum time:     152.881 μs (0.00% GC)
median time:      159.939 μs (0.00% GC)
mean time:        202.514 μs (16.55% GC)
maximum time:     3.785 ms (91.79% GC)
--------------
samples:          10000
evals/sample:     1


In this case, we can say that the Python code is roughly 50 times slower than Julia.