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Fourth order RK method

• The fourth order Runge-Kutta yields:


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yˆ k 1  yˆ k  (k1  2k 2  2k3  k 4 )
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• where k1  hf (t k , yˆ k )
h k1
k 2  hf (t k  , yˆ k  )
2 2
h k2
k3  hf (t k  , yˆ k  )
2 2
k 4  hf (t k  h, yˆ k  k3 )

Lecture 2

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