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Mathematical & Computational Physics

Runge-Kutta Methods

A family of iterative numerical integration algorithms used to solve ordinary differential equations with high accuracy.

Governing formula RK4: y_(n+1) = y_n + (h / 6) (k₁ + 2 k₂ + 2 k₃ + k₄)
SI unit Numerical ODE Integration Method

In depth

Fourth-order Runge-Kutta (RK4) evaluates derivatives at four intermediate trial steps per time step h, achieving high accuracy with local error O(h⁵) and global error O(h⁴) without computing higher derivatives.

Examples in the real world

Integrating planetary orbital trajectories and N-body gravitational simulations.