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116 | 116 | <p>This method incurs a global error of order <span class="math notranslate nohighlight">\(O(\Delta t)\)</span> and requires only one velocity evaluation per step, therefore has high computational speed.</p> |
117 | 117 | <p><strong>Runge-Kutta Method</strong></p> |
118 | 118 | <p>Proposed by Carl Runge and Martin Kutta around 1900, Runge-Kutta methods constitute a widely used family of algorithms for the numerical integration of ODEs.</p> |
119 | | -<p>In an explicit <span class="math notranslate nohighlight">\(s\)</span>-stage Runge-Kutta scheme for this initial-value problem, the solution is advanced over a time step <span class="math notranslate nohighlight">\(h\)</span> as follows:</p> |
120 | | -<p>First, compute the intermediate stage vectors:</p> |
| 119 | +<p>In an explicit <span class="math notranslate nohighlight">\(s\)</span>-stage Runge-Kutta scheme for this initial-value problem, the solution is advanced over a time step <span class="math notranslate nohighlight">\(\Delta t\)</span> as follows. |
| 120 | +First, compute the intermediate stage vectors:</p> |
121 | 121 | <div class="math notranslate nohighlight"> |
122 | 122 | \[\mathbf{k}i |
123 | 123 | ;=; |
124 | 124 | \mathbf{u}!\Bigl( |
125 | 125 | \mathbf{x}n |
126 | 126 | ;+; |
127 | | -h \sum{j=1}^{i-1} a{ij},\mathbf{k}_j, |
128 | | -; t_n + c_i h |
| 127 | +\Delta t \sum_{j=1}^{i-1} a_{ij},\mathbf{k}_j, |
| 128 | +; t_n + c_i \Delta t |
129 | 129 | \Bigr), |
130 | 130 | \qquad i = 1, 2, \dots, s,\]</div> |
131 | 131 | <p>and then update the solution:</p> |
132 | 132 | <div class="math notranslate nohighlight"> |
133 | | -\[\]</div> |
134 | | -<p>mathbf{x}_{n+1} |
| 133 | +\[\mathbf{x}_{n+1} |
135 | 134 | ;=; |
136 | | -mathbf{x}n |
| 135 | +\mathbf{x}n |
137 | 136 | ;+; |
138 | | -h sum{i=1}^{s} b_i,mathbf{k}_i.</p> |
| 137 | +\Delta t \sum{i=1}^{s} b_i,\mathbf{k}_i.\]</div> |
139 | 138 | <p>Here, the boldface stage variables <span class="math notranslate nohighlight">\(\mathbf{k}_i\)</span> represent intermediate slope estimates.</p> |
140 | 139 | <p><strong>Second-Order Runge-Kutta (RK2, Heun’s)</strong></p> |
141 | 140 | <p>Heun’s <code class="docutils literal notranslate"><span class="pre">RK2</span></code> method attains second-order accuracy by combining predictor and corrector slopes:</p> |
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