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Numerical skill: Runge-Kutta method in Vector

Hiroshi Sakuta gif

Nov.7,1997

The fomula of Euler method in 1st order differential equation is

SCHEME 0 (first order)

equation9

where advances a solution from tex2html_wrap_inline101 to tex2html_wrap_inline103 .( tex2html_wrap_inline105 )

Runge-Kutta method can improve the solution by additional operation at tex2html_wrap_inline107 .
SCHEME 1 (second order)

equation16

equation18

equation20


SCHEME 2 (fourth order)

equation16

equation18

equation27

equation29

equation31

These schemes can be extended to the vector space.

equation42

equation52

equation54





Hiroshi Sakuta
Sat Nov 8 16:06:11 EST 1997