rk4


rk4, a MATLAB code which implements a fourth-order Runge-Kutta method to solve an ordinary differential equation (ODE).

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

rk4 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and an Octave version and a Python version and an R version.

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Reference:

  1. Erwin Fehlberg,
    Low-order Classical Runge-Kutta Formulas with Stepsize Control,
    NASA Technical Report R-315, 1969.
  2. Lawrence Shampine, Herman Watts, S Davenport,
    Solving Non-stiff Ordinary Differential Equations - The State of the Art,
    SIAM Review,
    Volume 18, pages 376-411, 1976.

Source Code:


Last revised on 12 October 2020.