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HOME › AREAS OF EXPERTISE › Differential Equations Methods › ~ Runge-Kutta Method (2nd order)

METHOD
Second-Order Runge-Kutta Method

The names of Runge and Kutta are traditionally associated with a class of methods for the numerical integration of ordinary differential equations.

From the discussion in a previous entry (see menu under)  "ODE - Euler Method", the main reason why Euler's method has a large truncation error per step is that in evolving the solution from xn to xn + 1, the method only evaluates derivatives at the beginning of the interval, i.e., at n.

The method is, therefore, very asymmetric in regards to the beginning and the end of the interval.

It is possible to construct a more symmetric integration method by making an Euler-like trial step to the midpoint of the interval, and then using the values of both x and y at the midpoint to make the real step across the interval.

To be more specific, introducing two parameters k1 and k2:

 k1 = h f (xn, yn) k2 = h f (xn + h/2, yn + k1/2) yn + 1 = Yn + k2

This new symmetrization cancels out the first-order error, making the method second-order, and is generally known as the second-order Runge-Kutta method. Euler's method can be regarded as a first-order Runge-Kutta method.

We show in the next tab our code, test and implementation of this method.

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