Home Login  |   Contact  |   About Us       Thursday, November 28, 2024   

j0110924 - Back to Home
   Skip Navigation LinksHOME ›  AREAS OF EXPERTISE  #3 ›   Differential Equations ›  ~ Runge-Kutta (4th)



Skip Navigation Links.




METHOD
Fourth-Order Runge-Kutta Method

Even though the second-order Runge-Kutta method (see menu under)  "ODE - 2nd-Order Runge-Kutta" provides more accurate results than Euler's method does, the second-order Runge-Kutta method is still not used often in numerical applications.

Integration formulas of the fourth order are preferred, which achieve great accuracy with less computational effort.

In most problems encountered in computational engineering, the fourth-order Runge-Kutta integration method represents an appropriate compromise between the competing requirements of a low truncation error per step and a low computational cost per step.

From the discussion in a previous entry (see menu under)  "ODE - Euler Method", the main reason why Euler's method has a large truncation error per step is that in evolving the solution from xn to xn + 1, the method only evaluates derivatives at the beginning of the interval, i.e., at xn. The method is, therefore, very asymmetric in regards to the beginning and the end of the interval.

The fourth-order Runge-Kutta method can be derived by three trial steps per interval.

The standard form of this method can be expressed by the following equations:

k1 = h f (xn, yn)
k2 = h f (xn + h/2, yn + k1/2)
k3 = h f (xn + h/2, yn + k2/2)
k4 = h f (xn + h, yn + k3)
yn + 1 = yn + (k1 + 2k2 + 2k3 + k4) / 6

The next tab shows the testing and implementation of this method.


























   Quotes

Consulting Services - Back to Home


Home

Home Math, Analysis,
  expertise..."

EIGENVALUE
SOLUTIONS...


> Rayleigh-Quotient Method

> Cubic Spline Method

 

Applied Mathematical Algorithms

Home

ComplexFunctions

Home

NonLinear
Home

Differentiation
Home

Integration
About Us


KMP Software Engineering is an independent multidisciplinary engineering consulting company specializing in mathematical algorithms.

      (About Us) →
Areas of
Expertise


SpecialFunctions
VectorsMatrices
OptimizationMethods
ComplexNumbers
Interpolation
CurveFitting
NonLinearSystems
LinearEquations
DistributionFunctions
NumericalDifferentiation
NumericalIntegration
DifferentialEquations
Smalltalk
FiniteBoundary
Eigenvalue
Graphics
Understanding
Mining


MiningMastery
MineralNews
MineralCommodities
MineralForum
Crystallography
Services


NumericalModeling
WebServices
MainframeServices
OutsourceServices

LINKED IN
MINE REVIEW(by G.Pacheco)
Brand





Home

Login

Contact
Since 2006 All Rights Reserved  © KMP Software Engineering LINKS | PRIVACY POLICY | LEGAL NOTICE