ODE Numerical Methods — Euler, Runge–Kutta

Numerical Analysis Source: Euler, Runge, Kutta Cite
Primary: Euler, Runge, Kutta
Publication: ODE solvers
Year: 18th–20th c.
URL: Wikipedia

y'=f(t,y). Euler O(h), RK4 O(h⁴). Consistency, convergence, stability (A-stability). Stiff equations.

graph TD D1["Def: One-step method\nyₙ₊₁ = Φ(tₙ,yₙ,h)"] D2["Def: Order of accuracy\nlocal truncation O(hᵖ⁺¹)"] D3["Def: A-stable\nReλ<0 ⇒ |R(z)|≤1"] T1["Thm: Euler\norder 1"] T2["Thm: RK4\norder 4, 4 stages"] T3["Thm: Convergence\nconsistency + stability"] T4["Thm: Dahlquist\nA-stable impl ⇒ order ≤2"] T5["Thm: B-stability\ncontractive for dissipative"] L1["Lemma: Butcher tableau"] D1 --> D2 D1 --> T1 D1 --> T2 D2 --> T3 D3 --> T4 T2 --> L1 T3 --> T5 classDef definition fill:#b197fc,color:#fff classDef theorem fill:#51cf66,color:#fff classDef lemma fill:#74c0fc,color:#fff class D1,D2,D3 definition class T1,T2,T3,T4,T5 theorem class L1 lemma

Process Statistics

  • Nodes: 15
  • Edges: 12
  • Definitions: 3
  • Theorems: 5
  • Lemmas: 1
Frontier: Structure-preserving (symplectic, energy), geometric integration. math.NA