Classical fourth-order Runge-Kutta method Created 2026-10-05 Updated 2026-10-06
The classical four-stage explicit Runge-Kutta method usesIt satisfies the fourth-order conditions for a Runge-Kutta method. Its polynomial stability function excludes A-stability, while gives the imaginary-axis stability interval .
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 69 2 1 Solution Created 2026-10-03 Updated 2026-10-14
The coefficients are those of the three-stage Lobatto IIIA method. Set , and . Direct calculation gives all eight fourth-order conditions for a Runge-Kutta method:Powers of are componentwise. These Butcher order conditions prove order at least four for a smooth general nonlinear vector field; matching a scalar test equation alone would not suffice. A necessary fifth-order condition fails:Hence the method has order exactly four, with one-step local truncation error and, under stability and smoothness hypotheses, global error .
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 66 3 b Solution Created 2026-10-03 Updated 2026-10-06
The Lagrange interpolation polynomials for these nodes areTheir integrals give the Lobatto IIIA method tableauTo verify its nonlinear order, not just its scalar linear order, set , and . Direct multiplication verifies the fourth-order conditions for a Runge-Kutta method:Powers of are componentwise. These eight Butcher order conditions establish order at least four for general smooth ODEs. On the Dahlquist test equation, elimination of the stages givesA nonzero fifth-order step defect rules out order five. Thus the method has exactly order four.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 68 4 a Solution Created 2026-10-03 Updated 2026-10-06
The tableau is the three-stage Lobatto IIIA method. To check its order of a Runge-Kutta method directly, write , , and . The eight fourth-order conditions for a Runge-Kutta method evaluate toPowers of here mean componentwise powers. For example, , , and , which make the last three checks immediate. These Butcher order conditions establish order at least four for general nonlinear ordinary differential equations.
It is not order five: part (b)'s stability function has expansionThe fifth coefficient already fails on the Dahlquist test equation. The order is exactly four.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 2 a Solution Created 2026-10-03 Updated 2026-10-05
The nodes have Lagrange interpolation polynomialsThe coefficients obtained from and reproduce the given Butcher tableau. In particular, the second row's last entry is , which is missing from the TeX transcription. Thus this is the three-stage Lobatto IIIA method.
One applicable collocation theorem is that -stage Lobatto IIIA collocation has order . Alternatively, the fourth-order conditions for a Runge-Kutta method give a direct verification. With , and , the eight required Butcher order conditions arePowers of here are componentwise. Substitution satisfies all eight. The stability function computed from the stages isIts expansion satisfies , so even the scalar linear problem fails the fifth-order condition. HenceThe Butcher order condition theorem equates order with all conditions for rooted trees through order ; the displayed conditions are its complete specialization through order four.