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RK-Method
The most commonly used method is
Runge-Kutta fourth order method.
Next, we write
f (x, y(x)) = Pm−1 (x) + Rm−1 (x),
In addition to interpolating f at
xi , xi−1 , xi−2 , · · · , xi+1−m , we also interpolate at
xi+1 .
and
f (m+1) (ξ, y(ξ)) m
Rm (x) = Πj=0 (x − xi+1−j ).
(m + 1)!
Ordinary Differential Equations (ODE) – p.77/89
Since Pm (x) contains a term involving
f (xi+1 , y(xi+1 )), the resulting method will be
implicit.
Since m = 2, we write
(x − xi )(x − xi−1 )
f (x, y(x)) = f (xi+1 , yi+1 )
(xi+1 − xi )(xi+1 − xi−1 )
(x − xi+1 )(x − xi−1 )
+ f (xi , yi )
(xi − xi+1 )(xi − xi−1 )
(x − xi+1 )(x − xi )
+ f (xi−1 , yi−1 )
(xi−1 − xi+1 )(xi−1 − xi )
f 000 (ξ, y(ξ))
+ (x − xi+1 )(x − xi )(x − xi−1 ).
6
Ordinary Differential Equations (ODE) – p.79/89
Integrating the Lagrange polynomials yields
Z x
i+1 (x − xi )(x − xi−1 ) 5h
b0 = dt = ,
xi (xi+1 − xi )(xi+1 − xi−1 ) 12
Z x
i+1 (x − xi+1 )(x − xi−1 ) 2h
b1 = dt = ,
xi (xi − xi+1 )(xi − xi−1 ) 3
Z x
i+1 (x − xi+1 )(x − xi ) h
b2 = dt = − .
xi (xi−1 − xi+1 )(xi−1 − xi ) 12