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  2. Adaptive step size - Wikipedia

    en.wikipedia.org/wiki/Adaptive_step_size

    For simplicity, the following example uses the simplest integration method, the Euler method; in practice, higher-order methods such as RungeKutta methods are preferred due to their superior convergence and stability properties. Consider the initial value problem ′ = (, ()), =

  3. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_methods

    The stability function of an explicit RungeKutta method is a polynomial, so explicit RungeKutta methods can never be A-stable. [32] If the method has order p, then the stability function satisfies () = + (+) as . Thus, it is of interest to study quotients of polynomials of given degrees that approximate the exponential function the best.

  4. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_RungeKutta_methods

    The simplest adaptive RungeKutta method involves combining Heun's ... This Diagonally Implicit RungeKutta method is A-stable if and only ... For example ...

  5. Runge–Kutta–Fehlberg method - Wikipedia

    en.wikipedia.org/wiki/RungeKutta–Fehlberg...

    In mathematics, the RungeKutta–Fehlberg method (or Fehlberg method) is an algorithm in numerical analysis for the numerical solution of ordinary differential equations. It was developed by the German mathematician Erwin Fehlberg and is based on the large class of RungeKutta methods .

  6. Bogacki–Shampine method - Wikipedia

    en.wikipedia.org/wiki/Bogacki–Shampine_method

    The Bogacki–Shampine method is a RungeKutta method of order three with four stages with the First Same As Last (FSAL) property, so that it uses approximately three function evaluations per step. It has an embedded second-order method which can be used to implement adaptive step size .

  7. Dormand–Prince method - Wikipedia

    en.wikipedia.org/wiki/Dormand–Prince_method

    In numerical analysis, the Dormand–Prince (RKDP) method or DOPRI method, is an embedded method for solving ordinary differential equations (ODE). [1] The method is a member of the RungeKutta family of ODE solvers. More specifically, it uses six function evaluations to calculate fourth- and fifth-order accurate solutions.

  8. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    In mathematics and computational science, Heun's method may refer to the improved [1] or modified Euler's method (that is, the explicit trapezoidal rule [2]), or a similar two-stage RungeKutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.

  9. Numerical integration - Wikipedia

    en.wikipedia.org/wiki/Numerical_integration

    Numerical methods for ordinary differential equations, such as RungeKutta methods, can be applied to the restated problem and thus be used to evaluate the integral. For instance, the standard fourth-order RungeKutta method applied to the differential equation yields Simpson's rule from above.