Classical fourth-order Runge-Kutta method Created 2026-10-05 Updated 2026-10-06
The classical four-stage explicit Runge-Kutta method uses
It satisfies the fourth-order conditions for a Runge-Kutta method. Its polynomial stability function excludes A-stability, while gives the imaginary-axis stability interval .
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 .
The Lagrange interpolation polynomials for these nodes are
Their integrals give the Lobatto IIIA method tableau
To 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 gives
A nonzero fifth-order step defect rules out order five. Thus the method has exactly order four.
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 to
Powers 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 expansion
The fifth coefficient already fails on the Dahlquist test equation. The order is exactly four.
The nodes have Lagrange interpolation polynomials
The 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 are
Powers of here are componentwise. Substitution satisfies all eight. The stability function computed from the stages is
Its expansion satisfies , so even the scalar linear problem fails the fifth-order condition. Hence
The Butcher order condition theorem equates order with all conditions for rooted trees through order ; the displayed conditions are its complete specialization through order four.