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with
α 2
r + β 21 f i
D 2
∂y .
(3.277)
Comparison with the Taylor expansion (3.272) shows that w 1
+ w 2
=
1, 2w 2 α 2
=
1,
2w 2 β 21
cient to determine the four parameters
uniquely. If we weight the two slopes equally, w 1
=
1. These three equations are insu
= w 2
=
1/2andα 2
=
1, β 21
=
1.
Substitution in (3.274) then yields
2 hf ( r i ,y i )
hf i )
O h 3
1
y i + 1
y i
=
+
hf ( r i
+
h ,y i
+
+
O h 3 ,
1
2 ( k 1
=
+
k 2 )
+
(3.278)
for k 1
k 1 ). This second-order accurate approxima-
tion has been obtained without calculation of derivatives of f ( r ,y). Such schemes of
integration, avoiding the calculation of derivatives, were first developed by Runge
(1895), with further contributions by Kutta (1901). Instead, two evaluations of
f ( r ,y) are required for second-order accuracy. Higher-order accuracy can be
achieved by increasing the number of evaluations. Because of the underdetermined
nature of the parameters, a wide variety of integration formulae have been derived,
generally referred to as Runge-Kutta methods . The scheme (3.278) is one of several
second-order Runge-Kutta formulae.
The foregoing analysis can be generalised. For example, for fourth-order accur-
acy we write
=
hf ( r i ,y i ), k 2
=
hf ( r i
+
h ,y i
+
y i + 1
y i
= w 1 k 1
+ w 2 k 2
+ w 3 k 3
+ w 4 k 4 ,
(3.279)
with the four required evaluations,
k 1 = hf ( r i ,y i ),
k 2 =
hf ( r i + α 2 h ,y i + β 21 k 1 ),
(3.280)
k 3 =
hf ( r i + α 3 h ,y i + β 31 k 1 + β 32 k 2 ),
k 4 =
hf ( r 1 + α 4 h ,y i + β 41 k 1 + β 42 k 2 + β 43 k 3 ).
The requisite Taylor expansions of f ( r ,y) in two variables are listed by Ralston and
Rabinowitz (1978, Sec. 5.8). Once again, comparison with the expansion (3.272)
gives an underdetermined system of equations in the unknown parameters, allow-
ing a wide variety of fourth-order accurate schemes.
Instead, we concentrate on the most commonly used fourth-order Runge-Kutta
scheme,
1
6 ( k 1
y i + 1
y i
=
+
2 k 2
+
2 k 3
+
k 4 ),
(3.281)
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