Runge-Kutta method

(May 2020)
Nicolas Bustos Angarita, Brandon Arley García Herrera.

I. INT RODUCTION

The Rung-kutta is not only a method but an important family of both implicit and explicit interactive
methods to approximate the solutions of ordinary differential equations, these techniques were developed
around 1900 by the German mathematicians Carl David Tolmé and Martin Wilhelm Kutta.

II. RUNGE-KUT TA M ET HODS

One of the most widely used methods to numerically solve ordinary differential equation problems with
initial conditions is the fourth-order Runge-Kutta method, which provides a small margin of error with
respect to the real solution to the problem and is easily programmable in a software to perform the
necessary iterations.

The Runge-Kutta method is used to solve differential equations in the explicit way:

Or in its explicit form:

And it is extremely useful for cases where the solution cannot be found by conventional methods (such as
variable separation). There are variations in the fourth-order Runge-Kutta method, but the most widely used
is the method in which a step size h and a maximu m number of iterations n are chosen.

The Runge-Kutta method for this problem is given by the following equation:
Thus, next value (yi + 1) is determined by the present value (yi) plus the product of the size of the interval
(h) by an estimated slope. The slope a weighted average of slopes:

 k1 is the slope at the beginning of the interval.

 k2 is the slope at the midpoint of the interval, using k1 to determine the value of y at the point xi +
h / 2.
 k3 is again the slope of the midpoint, but now using k2 to determine the value of y
 k4 is the slope at the end of the interval, with the value of y determined by k3
Averaging the four slopes, the slopes are assigned more weight at the midpoint: