List of Runge–Kutta methods - Wikipedia
https://en.wikipedia.org/wiki/List_of_Runge–Kutta_methodsThe backward Euler method is first order. Unconditionally stable and non-oscillatory for linear diffusion problems. The implicit midpoint method is of second order. It is the simplest method in the class of collocation methods known as the Gauss-Legendre methods. It is a symplectic integrator. The Crank–Nicolson methodcorresponds to the implicit trapezoidal rule and is a second-order a…
Ruge-Kutta Method - Jiwaji University
www.jiwaji.edu › pdf › ecourse2nd order Runge-Kutta Method The formula for the Euler method is yn+1 = yn + hf(xn, yn) (1) which advances a solution from xn to xn+1 ≡ xn+h. The formula is unsymmetrical as it advances the solution through an interval h, but uses derivative information only at the beginning of that interval.
Math 128a: Runge-Kutta Methods
math.berkeley.edu › ~andrewshi › 128a_notes1.2 Examples of Runge-Kutta Methods 1.2.1 Explicit Euler and Implicit Euler Recall Euler’s method: w n+1 = w n + hf(t n;w n). The idea we discussed previously with the direction elds in understanding Euler’s method was that we just take f(t n;w n) { the slope at the left endpoint { and march forward using that. So rewriting this as a Runge ...
Runge–Kutta methods - Wikipedia
https://en.wikipedia.org/wiki/Runge–Kutta_methodsAll Runge–Kutta methods mentioned up to now are explicit methods. Explicit Runge–Kutta methods are generally unsuitable for the solution of stiff equations because their region of absolute stability is small; in particular, it is bounded. This issue is especially important in the solution of partial differential equations. The instability of explicit Runge–Kutta methods motivates the development of implicit methods…