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Runge-Kutta methods

General · Mathematics

Study notes

Q: One RK4 step (h = 0.5) for y' = y, y(0) = 1. Compare Euler. k₁ = 0.5(1) = 0.5. k₂ = 0.5(1+0.25) = 0.625. k₃ = 0.5(1+0.3125) = 0.65625. k₄ = 0.5(1+0.65625) = 0.828125. y₁ = 1+(0.5+2(0.625)+2(0.65625)+0.828125)/6. = 1+3.890625/6 = 1.6484. True e^0.5 = 1.6487: 4 digits! (Euler: 1.5!) (RK4: superb!)

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