RUNGE KUTTA METHOD

 A method of numerically integrating ordinary differential equations by

using a trial step at the midpoint of an interval to cancel out lower-
order error terms

Developed around 1900 by German mathematician Carl Runge and
Wilhelm kutta.
 Family of implicit and explicit iterative methods.

Most commonly known member ‘RK4’
 FORMULA
y(n+1) = y(n)+ 1/6(k1+2k2+2k3+k4) + O(h^5)

Δy

k1=h * f(xn,yn)
K1 – increment based on the slope at the beginning of the interval (Euler’s formula)
k2= h * f(xn+h/2,yn+ k1/2)
K2 – increment based on the slope at the mid point of the interval
k3= h * f(xn+h/2,yn+ k2/2)
K3 - increment based on the slope at the mid point of the interval
k4= h * f(xn+h,yn+ k3)
K4 - increment based on the slope at the end of the interval
Greater weight-age is given to the increment at the midpoint.
O(h^5) is local truncation error
Local truncation error – error caused by one iteration.
Geometrical interpretation