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Although I've been looking everywhere, I have been unable to find an answer to my question so here it is. For a driven damped pendulum the equation of motion in dimensionless units is,

$$\alpha(\omega,\theta,t)=-c\ \omega -\sin \theta +F(t).$$

My question is obtaining my next step $\omega(t + \Delta t)$. I know what to do for time $t$ and $\omega$, but not for $\theta$. The fourth order RK method can be found pretty much anywhere

$$\omega(t+ \Delta t) = \omega(t) + (k_1 +2k_2 +2k_3 + k_4)*\Delta t/6, $$

and I am specifically confused on what to enter for $\theta$ in the $k_1, k_2$. . . calculations. The first one is easy but I'm unsure on the rest:

$$k_1 = \alpha(\omega(t),\ \theta(t),\ t) \\ k_2=\alpha(\omega(t) + k_1\Delta t/2,\ \theta(t) + \ ???,\ t +\Delta t/2) \\ k_3=\alpha(\omega(t) + k_2\Delta t/2,\ \theta(t) + \ ???,\ t +\Delta t/2) \\ k_4=\alpha(\omega(t) + k_3\Delta t,\ \theta(t) + \ ???,\ t +\Delta t).$$

From here solving for the next $\theta(t+\Delta t)$ is simple enough I just need help knowing what to do the above equation. It seems like all the examples that I've seen show examples for only two variables and not three.

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    $\begingroup$ You need to write your system as a first order one first. That's the first step, check the Wikipedia article, they start from there. In your case, you have a second derivative in the left hand side. $\endgroup$
    – nicoguaro ♦
    Commented May 1, 2017 at 23:09
  • $\begingroup$ As @nicoguaro mentions, you have not yet represented your problem as a system of 1st order Ordinary Differential Equations. Once you do that, you just view Runge-Kutta formula in a vector sense and it will be clear what you need to do. $\endgroup$
    – spektr
    Commented May 1, 2017 at 23:51
  • $\begingroup$ I'm still not sure how this would help @nicoguaro. Letting $\omega = y $ and $\theta = x$, then I get two equations of motion, $\dot x = y$ and $\dot y = -cy - \sin x + F(t)$. The second equation is still a function of $y, x,$ and $t$ so I'm not sure how this helps. The Wikipedia and everywhere else starts with a function of only two variables, which is why I need help with the above example. $\endgroup$
    – Josh
    Commented May 2, 2017 at 1:36
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    $\begingroup$ Then you write it down in vector form $$\mathbf{x}' = \begin{bmatrix}x_2\\ -cx_2 - \sin x_1 + F(t)\end{bmatrix}$$ and apply the iteration considering the vector form of your equation. $\endgroup$
    – nicoguaro ♦
    Commented May 2, 2017 at 1:38

1 Answer 1

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Let's define $\boldsymbol{u} = [\theta, \omega ]^{T} = [u_1, u_2]^{T}$. The system of differential equations to solve can then be represented as:

\begin{align} \dot{\boldsymbol{u}} = f(t,\boldsymbol{u}) = \begin{bmatrix} u_2 \\ -c u_2 - \sin(u_1) + F(t)\end{bmatrix} \end{align}

Thus, the resulting Runge-Kutta formulation is:

\begin{align} \boldsymbol{k}_1 &= f\left(t_k, \boldsymbol{u}_k\right) \\ % \boldsymbol{k}_2 &= f\left(t_k + \frac{\Delta t}{2}, \boldsymbol{u}_k + \frac{\Delta t}{2} \boldsymbol{k}_1\right) \\ % \boldsymbol{k}_3 &= f\left(t_k + \frac{\Delta t}{2}, \boldsymbol{u}_k + \frac{\Delta t}{2} \boldsymbol{k}_2\right) \\ % \boldsymbol{k}_4 &= f\left(t_k + \Delta t, \boldsymbol{u}_k + \Delta t \boldsymbol{k}_3\right) \\ % \boldsymbol{u}_{k+1} &= \boldsymbol{u}_k + \frac{\Delta t}{6}\left(\boldsymbol{k}_1 + 2\boldsymbol{k}_2 + 2\boldsymbol{k}_3 + \boldsymbol{k}_4\right) \end{align}

where $t_j = t_{0} + j\Delta t$ and $\boldsymbol{u}_j = \boldsymbol{u}(t_{j})$. As noted by nicoguaro, this is just the vector form of the Runge-Kutta equations. All it assumes is that your function $f(\cdot,\cdot)$ takes a vector input for the state you are integrating.

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