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Runge-Kutta (Order Four) : To Approximate The Solution of The Initial-Value Problem

This document describes the Runge-Kutta (Order four) method for approximating the solution to an initial value problem at equally spaced points between two endpoints. It takes as input the endpoints a and b, the initial condition a, and the number of intervals N. It then calculates the solution approximation w at the (N+1) points using a four-step Runge-Kutta method, outputting the results.

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52 views2 pages

Runge-Kutta (Order Four) : To Approximate The Solution of The Initial-Value Problem

This document describes the Runge-Kutta (Order four) method for approximating the solution to an initial value problem at equally spaced points between two endpoints. It takes as input the endpoints a and b, the initial condition a, and the number of intervals N. It then calculates the solution approximation w at the (N+1) points using a four-step Runge-Kutta method, outputting the results.

Uploaded by

baba
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Runge-Kutta (Order four)

To approximate the solution of the initial-value problem


y' = f (t, y), a < t < b, y (a) =a,
at (N + 1) equally spaced numbers in the interval (a, b]:
IN PUT endpoints a, b; integer N initial condition a.
OUTPUT approximation w toy at the (N + 1) values oft .
5.4 Runge-Kutta Methods 289

Step 1 Seth= (b - a)/N;


t = a;
w =a;
OUTPUT (t, w).
Step 2 For i = l, 2, ... , N do Steps 3-5.
Step 3 Set K1 = hf (t, w);
K2 = hf (t + h/2, w + Ki/2);
K3 = hf (t + h/2, w + K2/2);
K4 = hf (t + h, w + K3).
Step 4 Set w = w + (K1 + 2K2 + 2K3 + K4)/6; (Compute wi.)
t =a+ ih. (Compute ti.)

Step 5 OUTPUT (t, w).


I
Step 6 STOP.

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