The classical fourth order Runge-Kutta method is among the most widely used numerical methods for obtaining the approximate solution of a first order initial-value problem, yet its derivation is often omitted from undergraduate texts on numerical methods because of the considerable algebra involved in arriving at the formulas. This article presents a detailed step-by-step derivation of the classical fourth order Runge-Kutta method.
The classical fourth order Runge-Kutta method is among the most widely used numerical methods for obtaining the approximate solution of a first order initial-value problem, yet its derivation is often omitted from undergraduate texts on numerical methods because of the considerable algebra involved in arriving at the formulas. This article presents a detailed step-by-step derivation of the classical fourth order Runge-Kutta method.
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