3 Runge-Kutta Methods - IIT
math.iit.edu/~fass/478578_Chapter_3.pdfThey were first studied by Carle Runge and Martin Kutta around 1900. Modern developments are mostly due to John Butcher in the 1960s. 3.1 Second-Order Runge-Kutta Methods As always we consider the general first-order ODE system y0(t) = f(t,y(t)). (42) Since we want to construct a second-order method, we start with the Taylor expansion
Second Order Runge-Kutta - Swarthmore College
lpsa.swarthmore.edu/NumInt/NumIntSecond.htmlThe Second Order Runge-Kutta algorithm described above was developed in a purely ad-hoc way. It seemed reasonable that using an estimate for the derivative at the midpoint of the interval between t₀ and t₀+h (i.e., at t₀+½h ) would result in a better approximation for the function at t₀+h , than would using the derivative at t₀ (i.e., Euler's Method &emdash; the First Order Runge ...