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 |