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  2. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_methods

    RungeKutta–Nyström methods are specialized RungeKutta methods that are optimized for second-order differential equations. [22] [23] A general RungeKutta–Nyström method for a second-order ODE system ¨ = (,, …,) with order is with the form

  3. List of Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/List_of_RungeKutta_methods

    The RungeKutta–Fehlberg method has two methods of orders 5 and 4; it is sometimes dubbed RKF45 . Its extended Butcher Tableau is: / / / / / / / / / / / / / / / / / / / / / / / / / / The first row of b coefficients gives the fifth-order accurate solution, and the second row has order four.

  4. Runge–Kutta–Fehlberg method - Wikipedia

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

    "New high-order Runge-Kutta formulas with step size control for systems of first and second-order differential equations". Zeitschrift für Angewandte Mathematik und Mechanik . 44 (S1): T17 – T29 .

  5. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Methods such as RungeKutta take some intermediate steps (for example, a half-step) to obtain a higher order method, but then discard all previous information before taking a second step. Multistep methods attempt to gain efficiency by keeping and using the information from previous steps rather than discarding it.

  6. Midpoint method - Wikipedia

    en.wikipedia.org/wiki/Midpoint_method

    1 Derivation of the midpoint method. 2 See also. 3 Notes. 4 References. ... The methods are examples of a class of higher-order methods known as RungeKutta methods.

  7. Runge–Kutta method (SDE) - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_method_(SDE)

    In mathematics of stochastic systems, the RungeKutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalisation of the RungeKutta method for ordinary differential equations to stochastic differential equations (SDEs). Importantly, the method does not involve knowing ...

  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 methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    Explicit examples from the linear multistep family include the Adams–Bashforth methods, and any RungeKutta method with a lower diagonal Butcher tableau is explicit. A loose rule of thumb dictates that stiff differential equations require the use of implicit schemes, whereas non-stiff problems can be solved more efficiently with explicit ...