The fourth-order Runge-Kutta method
spiff.rit.edu › classes › phys559The fourth-order Runge-Kutta method. The Runge-Kutta methods are one group of predictor-corrector methods. The name "Runge-Kutta" can be applied to an infinite variety of specific integration techniques -- including Euler's method -- but we'll focus on just one in particular: a fourth-order scheme which is widely used.
Runge–Kutta methods - Wikipedia
https://en.wikipedia.org/wiki/Runge–Kutta_methodsIn general a Runge–Kutta method of order can be written as: where: are increments obtained evaluating the derivatives of at the -th order. We develop the derivation for the Runge–Kutta fourth-order method using the general formula with evaluated, as explained above, at the starting point, the midpoint and the end point of any i…