rk

Location: http://people.sc.fsu.edu/~jburkardt/classes/math1902_2020/rk/rk.html

rk describes the family of Runge-Kutta methods for solving an ordinary differential equation (ODE).

The notes:

• rk.pdf
• rk.tex

MATLAB:

• rk1.m, a Runge-Kutta ODE solver of order 1 (this is a renamed copy of the Euler method).
• rk4.m, a Runge-Kutta ODE solver of order 4.
• rms.m, evaluates the RMS norm of a vector.

Images:

• runge_kutta.png, an illustration suggestion how the rk4 method samples the ODE right hand side 4 times before taking a step.