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Classical fourth-order Runge-Kutta method (R(z)=1+z+z2/2+z3/6+z4/24)

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Runge-Kutta method
2026-10-05  0 By others on same topic  0 Discussions Create my own version
The classical four-stage explicit Runge-Kutta method uses
A=​01/200​001/20​0001​0000​​,b=(1/6,1/3,1/3,1/6)T,c=(0,1/2,1/2,1)T.
(1)
It satisfies the fourth-order conditions for a Runge-Kutta method. Its polynomial stability function excludes A-stability, while ∣R(iq)∣2=1−q6/72+q8/576 gives the imaginary-axis stability interval ∣q∣≤22​.

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  1. Runge-Kutta method
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 341 / 7 / Solution

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  • codex/rk4

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