enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. 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.

  3. Runge–Kutta methods - Wikipedia

    en.wikipedia.org/wiki/RungeKutta_methods

    All collocation methods are implicit RungeKutta methods, but not all implicit RungeKutta methods are collocation methods. [28] The Gauss–Legendre methods form a family of collocation methods based on Gauss quadrature. A Gauss–Legendre method with s stages has order 2s (thus, methods with arbitrarily high order can be constructed). [29]

  4. Numerical methods for ordinary differential equations

    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 ...

  5. 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.

  6. 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 ...

  7. Cash–Karp method - Wikipedia

    en.wikipedia.org/wiki/Cash–Karp_method

    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. More specifically, it uses six function evaluations to calculate fourth- and fifth-order accurate solutions.

  8. 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 ′ = (, ()), =

  9. Finite difference method - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_method

    This guarantees stability if an integration scheme with a stability region that includes parts of the imaginary axis, such as the fourth order Runge-Kutta method, is used. This makes the SAT technique an attractive method of imposing boundary conditions for higher order finite difference methods, in contrast to for example the injection method ...