Classical fourth-order Runge–Kutta
Set k₁=hf(t,y), k₂=hf(t+h/2,y+k₁/2), k₃=hf(t+h/2,y+k₂/2), k₄=hf(t+h,y+k₃); then y_next=y+(k₁+2k₂+2k₃+k₄)/6.
Key knowledge
Set k₁=hf(t,y), k₂=hf(t+h/2,y+k₁/2), k₃=hf(t+h/2,y+k₂/2), k₄=hf(t+h,y+k₃); then y_next=y+(k₁+2k₂+2k₃+k₄)/6. This explicit method has fourth-order global accuracy for sufficiently smooth nonstiff IVPs on a fixed interval.
Conditions and scope
- kᵢ include the factor h in this convention.
- Finite precision and step stability can limit accuracy; fourth order is an asymptotic discretization statement.
Sources · 1
References
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Evidence and review
Definition 6.4.2 and equations 6.4.14–6.4.15 (RK4).
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