classical fourth-order Runge–Kutta method

E300768

The classical fourth-order Runge–Kutta method is a widely used, higher-accuracy numerical technique for solving ordinary differential equations by combining multiple intermediate slope evaluations within each integration step.

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All labels observed (2)

Label Occurrences
classical fourth-order Runge–Kutta method canonical 2
RK4 1

Statements (49)

Predicate Object
instanceOf Runge–Kutta method
explicit Runge–Kutta method
numerical integration method for ordinary differential equations
single-step method
appliesToEquationForm y' = f(t, y)
approximatesSolution sequence of values y_n at discrete times t_n
belongsToFamily Runge–Kutta methods developed by Carl Runge and Martin Kutta
canBeEmbeddedIn adaptive step-size Runge–Kutta pairs
definesK1As k1 = f(t_n, y_n)
definesK2As k2 = f(t_n + h/2, y_n + h k1 / 2)
definesK3As k3 = f(t_n + h/2, y_n + h k2 / 2)
definesK4As k4 = f(t_n + h, y_n + h k3)
evaluatesFunctionPerStep 4 times
hasGlobalErrorOrder 4
hasLocalTruncationErrorOrder 5
hasOrder 4
isAlsoKnownAs classical fourth-order Runge–Kutta method
surface form: RK4

standard fourth-order Runge–Kutta method
isConditionallyStable true
isDescribedIn many numerical analysis textbooks
isDeterministic true
isExplicit true
isMoreAccurateThan Euler’s method for numerical integration
surface form: Euler method

second-order Runge–Kutta methods for same step size
isNotAStiffSolver true
isSelfStarting true
isSuitableFor non-stiff ordinary differential equations
isTradeOffBetween accuracy and computational cost
isTypicallyImplementedWithFixedStepSize true
isWidelyUsedIn computational biology
control systems
engineering simulations
physics
scientific computing
requiresMoreFunctionEvaluationsThan Euler’s method for numerical integration
surface form: Euler method
requiresSolvingAlgebraicEquations false
solves initial value problems for ordinary differential equations
stabilityDependsOn step size h and problem stiffness
updateFormula y_{n+1} = y_n + h (k1 + 2 k2 + 2 k3 + k4) / 6
usesDependentVariable y
usesIndependentVariable t
usesIntermediateSlope k1
k2
k3
k4
usesNumberOfStages 4
usesStepSizeSymbol h
usesTimeStepping discrete grid t_n = t_0 + n h
usesWeightedAverageOfSlopes (k1 + 2 k2 + 2 k3 + k4) / 6

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Euler’s method for numerical integration isGeneralizedBy classical fourth-order Runge–Kutta method
Runge–Kutta methods hasExample classical fourth-order Runge–Kutta method
classical fourth-order Runge–Kutta method isAlsoKnownAs classical fourth-order Runge–Kutta method
this entity surface form: RK4