Runge-Kutta Methods
web.mit.edu › 10 › WebRunge-Kutta methods are a class of methods which judiciously uses the information on the 'slope' at more than one point to extrapolate the solution to the future time step. Let's discuss first the derivation of the second order RK method where the LTE is O( h 3 ).
3 Runge-Kutta Methods - IIT
math.iit.edu › ~fass › 478578_Chapter_3We obtain general explicit second-order Runge-Kutta methods by assuming y(t+h) = y(t)+h h b 1k˜ 1 +b 2k˜ 2 i +O(h3) (45) with k˜ 1 = f(t,y) k˜ 2 = f(t+c 2h,y +ha 21k˜ 1). Clearly, this is a generalization of the classical Runge-Kutta method since the choice b 1 = b 2 = 1 2 and c 2 = a 21 = 1 yields that case. It is customary to arrange the ...
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