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
Runge-Kutta Methods
web.mit.edu › 10 › WebWith this choice, we have the classical second order accurate Runge-Kutta method (RK2) which is summarized as follows. k 1 = hf ( y n , t n ) k 2 = hf ( y n + k 1 , t n + h )
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 coefficients a ij, b i, and c