Runge–Kutta method

family of implicit and explicit methods used in temporal discretization for the approximate solutions of differential equations

Named after

Description

These methods, which include the Euler method, were developed around 1900 by the German mathematicians Carl Runge and Wilhelm Kutta.

Formula(s) and Quantities

$\begin{matrix} c_{1} & a_{11} & a_{12} & \dots & a_{1 s} \\ c_{2} & a_{21} & a_{22} & \dots & a_{2 s} \\ ⋮ & ⋮ & ⋮ & ⋱ & ⋮ \\ c_{s} & a_{s 1} & a_{s 2} & \dots & a_{s s} \\ b_{1} & b_{2} & \dots & b_{s} \end{matrix}$
$a_{i j}$ represents matrix coefficient

Specializations

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