classical fourth-order Runge–Kutta method
E300768
Runge–Kutta method
explicit Runge–Kutta method
numerical integration method for ordinary differential equations
single-step method
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.
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
ⓘ
classical fourth-order Runge–Kutta method
→
isAlsoKnownAs
→
classical fourth-order Runge–Kutta method
ⓘ
this entity surface form:
RK4