# Questions tagged [runge-kutta]

The Runge–Kutta methods are a set of numerical methods for ordinary differential equations for the approximation of their solutions.

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### Why is my Runge-Kutta 4 solution to the 1-D advection equation decaying so quickly?

I am trying to numerically solve the advection equation $y_t + y_x = 0$ using a the "classical" Runge-Kutta 4 explicit timestepping method, along with a left-hand finite difference ...
63 views

### Direct integration of 2D Euler Equations with Runge Kutta shows oscillating Courant-Friedrichs-Lewy coefficient. Stiff or Bug?

By writing the direct integration of the 2D Euler Equations in a wide and short box where the fluid enters and exits through the horizontal faces using the Runge Kutta O(4) method I have found that ...
440 views

### Non-smooth integration in Matlab: Cash-Karp vs Dormand-Prince

How can the non-smooth functions be integrated using Matlab? Can the Cash-Karp Method be used? The Dormand-Prince method seems to give an error while integrating a nonsmooth solution. I am using ...
118 views

### Type of Rosenbrock method by its coefficients

A Fortran code that solves stiff PDE systems contains the following arrays of Rosenbrock-Wanner method coefficients: ...
682 views

### What is the case of trade-off in different Runge-Kutta methods

There are so many Runge-Kutta methods, including Dormand-Prince 45, Cash-Karp 54, Fehlberge 78. Is there any comparison between them? E.g. What is each approach sacrificing? What is the general ...
171 views

### How to tell if symplectic integrator is suitable for my problem? [duplicate]

This question follows my earlier question How can I call the Boost C++ odeint Runge-Kutta integrator for a system of ODEs? I'm still considering the system: $$\ddot x = - \frac{Ax}{||x||^3}$$ My ...
196 views

### Prescribing variables as an excitation in Runge-Kutta method

I am using Runge-Kutta to solve a $3 \times 3$ 2nd order linear ODE $$M x'' + C x' + K x = 0$$ and initial conditions are all zeros. Then I prescribe the 2nd variable to follow a given path. As for ...
757 views

### Why is RK45 used as the "default" method for non-stiff ODEs rather than a multistep one?

From what I read, the "default" go-to method for non-stiff ODEs is the Dormand-Prince Runge-Kutta pair; for instance, in Matlab docs, "Most of the time, ...
116 views

### Jacobian matrix cutoff in ODE solver

I am studying an implementation of a 3rd semi-implicit Runge Kutta method (siRK3) from the book by Villadsen & Michelsen (1978), Solution of differential equation models by polynomial ...
367 views

### Solving coupled ODEs using Runge-Kutta method

I want to solve the following sets of $n$ coupled equations. Initial values of $x_{n}(t)$ and $p_{n}(t)$ are specified. The problem is, I have an 1D lattice where every particle is bound with ...
11k views

### Why are higher-order Runge–Kutta methods not used more often?

I was just curious as to why high-order (i.e. greater than 4) Runge–Kutta methods are almost never discussed/employed (at least to my knowledge). I understand it requires greater computational time ...
2k views

### Runge Kutta for wave equation

Recently I work on mechanical shocks (e.g. impact) in FE (fenics). I've already put together simple timesteppers (Euler, Crank-Nicolson). I use higher order basis, so I think of higher order time ...
282 views

### N-body problem with differents solvers (RK2, RK4, Euler symplectic, Stormer-Verlet) : planets drift to infinity

I'm trying to write an integrator for the 2 and 3-body problem. I choose to start from a generalisation to N-body problem so I can just pass my bodies to the same integrator in the two cases. I'm ...
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### Constructing explicit Runge Kutta methods of order 9 and higher

Some older books I've seen say that the minimum number of stages of an explicit Runge-Kutta method of a specified order is unknown for orders $\geq 9$. Is this still true? What libraries are there ...
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### Divergence on wave equation simulation

I'm currenly working on my own PDE solver for non-linear simulations in python. I've done succesfully simulations for KdV and Fisher's equation, but now I'm playing with second order derivatives in ...
158 views

### Perturbation problem using Runge-Kutta 4

I'm trying to evaluate the perturbations magnitude between 2 body orbiting a central one in three dimensions. In order to do this I need to have an estimate of the error, which I did using Richardson ...
82 views

### Time independent Runge Kutta integration of SDE

I am trying to compare the result of numerical integration of time independent Runge_Kutta, github page for stochastic differential equations with the analytical solution. True answer match the ...
206 views

### Using the BDF and RK4 methods to solve this coupled system of ODEs in C++

I'm trying to solve a system of ODEs using the BDF order 4 method. I find the first 3 points using RK4, then for the implicit part of the BDF, I use Newton-Raphson iteration. Unfortunately my solution ...
396 views