# From table 321 we see that a fth order runge kutta

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Unformatted text preview: ough Runge-Kutta formulas are tedious to derive, we can make a few general observations. An order one formula must be exact when the solution of the ODE is a linear polynomial. Were this not true, it wouldn't annihilate the constant and linear 10 terms in a Taylor's series expansion of the exact ODE solution and, hence, could not have the requisite O(h2) local error to be rst-order accurate. Thus, the Runge-Kutta method should produce exact solutions of the di erential equations y = 0 and y = 1. The constant-solution condition is satis ed identically by construction of the RungeKutta formulas. Using (3.2.3a), the latter (linear-solution) condition with y(t) = t and f (t y) = 1 implies s X tn = tn 1 + h bi 0 ; i=1 or s X i=1 0 bi = 1: (3.2.5a) If we also require the intermediate solutions Yi to be rst order, then the use of (3.2.3b) with Yi = tn 1 + cih gives s X ci = aij i = 1 2 : : : s: (3.2.5b) ; j =1 This condition does not have to be satis ed for low-order Runge-Kutta methods 16] however, its satisfaction simpli es the task of obtaining order conditions for higher...
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## This document was uploaded on 03/16/2014 for the course CSCI 6820 at Rensselaer Polytechnic Institute.

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