Basic HTML version of Foils prepared 14 October 1997

Foil 19 The Classical Runge-Kutta -- In Words

From Fox Presentation Fall 1995 CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95/96/97. by Nancy McCracken and Geoffrey C. Fox


Runge Kutta methods achieve better results than Euler by using intermediate computations at intermediate time values
The fourth-order rule is the favorite method as it achieves good accuracy with modest computational complexity -- the algorithm is in words:
Use derivative of first time step to get trial midpoint
Use its derivative at first time step to get second trial midpoint
Use its derivative to get a trial end point
Integrate by Simpon's Rule, using average of two midpoint estimates
Global error is fourth order



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