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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. 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.

  5. 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.

  6. 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.

  7. Numerical methods for ordinary differential equations - Wikipedia

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

    Numerical methods for solving first-order IVPs often fall into one of two large categories: [5] linear multistep methods, or RungeKutta methods.A further division can be realized by dividing methods into those that are explicit and those that are implicit.

  8. Runge–Kutta method (SDE) - Wikipedia

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

    A newer RungeKutta scheme also of strong order 1 straightforwardly reduces to the improved Euler scheme for deterministic ODEs. [2] Consider the vector stochastic process () that satisfies the general Ito SDE = (,) + (,), where drift and volatility are sufficiently smooth functions of their arguments.

  9. 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 .