Understanding Runge-Kutta Methods: Fourth Order (RK4) and Runge-Kutta-Fehlberg (RKF) for Solving Differential Equations
When dealing with differential equations, finding exact solutions is not always possible or practical. This is where numerical methods come in handy, and among them, the Runge-Kutta (RK) methods stand out for their balance between accuracy and computational effort. In this blog, we will walk through the derivation of the fourth-order Runge-Kutta method (RK4) and the Runge-Kutta-Fehlberg (RKF) extension, focusing on how they work and how each term contributes to approximating the solution. What is the Runge-Kutta Method? The Runge-Kutta methods are a family of iterative techniques for solving ordinary differential equations (ODEs). These methods approximate the solution step-by-step over an interval by combining different estimates of the slope (i.e., derivative) of the function at various points. Given a first-order ODE: with an initial condition the goal is to find the approximate value of y at subsequent points within the domain of interest. The Euler method, a simple numerical meth...