SKEDSOFT
Runge-Kutta Fourth Order Method : A method of numerically integrating ordinary differential equations by using a trial step at the midpoint of an interval to cancel out lower-order error terms
In vector format, we write the Runge-Kutta fourth order method (4.51) as
....................1.1
where,
....................1.2
Note that we have used the matrix notation for representing the column vectors k1, k2,k3, k4. Some books use the notation (k1, l1), (k2, l2), (k3, l3), (k4, l4) for representing the columnvectors k1, k2, k3, k4.
In explicit form, we write the method as
If we denote y1 = u, y2 = v, then we can write the equations as
...................1.3
...................1.4
