Runge Kutta Method
July 14th, 2010
Runge Kutta Method is used in numerical analysis. There is a first order Runge Kutta method as well as the second order Runge Kutta method. Below is Runge Kutta explained.
What is Runge Kutta Method?
Runge Kutta Method is the approximately solving a differential equation by approximating the Taylor polynomial of a given degree.
The Runge Kutta mid point method solves:
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for a < t < b by setting
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and iteratively solving:
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for i < N, to estimate the solution over the interval. Runge Kutta method is often compared to the Simpson’s Rule in numerical analysis.
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