Explicit Runge-Kutta Methods
Explicit Runge-Kutta Methods#
This module provides explicit Runge-Kutta methods for ODEs.
Given an initial value problem specified as:
Let the step-size \(h > 0\).
Then, the general schema of explicit Runge–Kutta methods is 1:
where
To specify a particular method, one needs to provide the integer \(s\) (the number of stages), and the coefficients \(a_{ij}\) (for \(1 \le j < i \le s\)), \(b_i\) (for \(i = 1, 2, \cdots, s\)) and \(c_i\) (for \(i = 2, 3, \cdots, s\)).
The matrix \([a_{ij}]\) is called the Runge–Kutta matrix, while the \(b_i\) and \(c_i\) are known as the weights and the nodes. These data are usually arranged in a mnemonic device, known as a Butcher tableau (named after John C. Butcher):
A Taylor series expansion shows that the Runge–Kutta method is consistent if and only if
Another popular condition for determining coefficients is:
More details please see references 2 3 4.
- 1
Press, W. H., B. P. Flannery, S. A. Teukolsky, and W. T. Vetterling. “Section 17.1 Runge-Kutta Method.” Numerical Recipes: The Art of Scientific Computing (2007).
- 2
- 3
Butcher, John Charles. Numerical methods for ordinary differential equations. John Wiley & Sons, 2016.
- 4
Iserles, A., 2009. A first course in the numerical analysis of differential equations (No. 44). Cambridge university press.
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Explicit Runge–Kutta methods for ordinary differential equation. |
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The Euler method for ODEs. |
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Explicit midpoint method for ODEs. |
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Heun's method for ODEs. |
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Ralston's method for ODEs. |
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Generic second order Runge-Kutta method for ODEs. |
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Classical third-order Runge-Kutta method for ODEs. |
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Heun's third-order method for ODEs. |
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Ralston's third-order method for ODEs. |
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Third-order Strong Stability Preserving Runge-Kutta (SSPRK3). |
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Classical fourth-order Runge-Kutta method for ODEs. |
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Ralston's fourth-order method for ODEs. |
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3/8-rule fourth-order method for ODEs. |