Saturday, May 3, 2014

The RK-Nystrøm Method

In “A History Of Runge Kutta Methods” (Applied Numerical Mathematics, 20, 1996, pp 247-260), J.C. Butcher presents a set of coefficients for a 5th order RK method as derived by Kutta. The tableau is shown below:

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However, Butcher indicates that Kutta’s 5th order coefficients had slight errors, which were subsequently corrected by Nystrøm in 1925. The method with these coefficients are more commonly known as the RungeKutta – Nystrøm method. The tableau for the Nystrom coefficients are :

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 The Generalized RK formulation can then be used to solve a set of ODE's.

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