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Runge-Kutta 2

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  • Subject: [mg132547] Runge-Kutta 2
  • From: amzoti <amzoti at>
  • Date: Thu, 10 Apr 2014 03:09:17 -0400 (EDT)
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After spending some time using the Mathematica documentation I implemented the Runge-Kutta-2 routines below.

I am hoping someone can validate what I did and tell me that it is correct (especially the Butcher Tableau I used) and the step size h=0.1.

  ClassicalRungeKuttaCoefficients[4, prec_] :=
   With[{amat = {{1/2}}, bvec = {0, 1}, cvec = {1/2}},
    N[{amat, bvec, cvec}, prec]]

  {xf, yf} = {x, y} /.
    First@NDSolve[{x'[t] == -y[t], y'[t] == x[t], x[0] == 1,
     y[0] == 0}, {x, y}, {t, 0, 6},
     Method -> {"ExplicitRungeKutta", "DifferenceOrder" -> 4,
    "Coefficients" -> ClassicalRungeKuttaCoefficients},
     StartingStepSize -> 1/10];

  xl = MapThread[Append, {xf["Grid"], xf["ValuesOnGrid"]}]

  yl = MapThread[Append, {yf["Grid"], yf["ValuesOnGrid"]}]

We can find a closed form solution to this problem as:

  s = DSolve[{x'[t] == -y[t], y'[t] == x[t], x[0] == 1, y[0] == 0}, {x, y}, t]

Is there an automated way to update and step through each variant of RK-2, RK-3, RK-4, ... without having to manually enter the Butcher values (in other words, I want to step through each variant of RK-n and compare the errors (a table of that would be great))? There is a hint of this at:

Lastly, is there a better approach?

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