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h h
y n+1 = y n + f (tn , y n ) + f (tn+1 , y n+1 ).
2 2
Note that this is not equal to the classical second-order Runge-Kutta method
since we have a y n+1 term on the right-hand side. This means that we have an
implicit method. In order to make the method explicit we can use Eulers method
to replace y n+1 on the right-hand side by
y n+1 = y n + hf (tn , y n ).
Then we end up with the method
h h
y n+1 = y n + f (tn , y n ) + f (tn+1 , y n + hf (tn , y n ))
2 2
or
1 1
y n+1 = y n + h k1 + k2
2 2
with
k1 = f (tn , y n )
k2 = f (tn + h, y n + hk1 ),
i.e., the classical second-order Runge-Kutta method.
3. The midpoint integration rule
Z b
f (x)dx (b a)f ((a + b)/2)
a
with a = t, b = t + 2h gives us
Z t+2h
f (, y( ))d 2hf (t + h, y(t + h)).
t
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4. Simpsons rule yields the fourth-order Runge-Kutta method in case there is no
dependence of f on y.
with
j
X
kj = f (tn + cj h, y n + h aj,i ki )
i=1
y n+1 = y n + hk1
with
h h
k1 = f (tn + , y n + k1 )
2 2
obviously an implicit method.
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