K3 f tn 1 h2 yn 1 hk22 324d k4 f tn 1

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Unformatted text preview: error we have to subtract the two Taylor's series representations of the solution. This is very tedious and typically does not yield a useful result. Runge-Kutta methods do not yield simple a priori error estimates. 2. Four function evaluations are required per time step. 3. In the (unlikely) case when f is a function of t only, (3.2.4) reduces to yn = yn 1 + h f (tn 1 ) + 4f (tn 6 ; ; 1=2 ; ) + f (tn)] which is the same as Simpson's rule integration. Our limited experience with Runge-Kutta methods would suggest that the number of function evaluations increases linearly with the order of the method. Unfortunately, Butcher 8] showed that this is not the case. Some key results are summarized in Table 3.2.1. The popularity of the four-stage, fourth-order Runge-Kutta methods are now clear. From Table 3.2.1, we see that a fth order Runge-Kutta method requires an additional two function evaluations per step. Additionally, Butcher 8] showed that an explicit s-stage Runge-Kutta method will have an order of at least s ; 2. Alth...
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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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