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Differential Equations, Runge-Kutta methods

To demonstrate the philosophy behind RK methods, let us consider the second-order RK method, RK2. The first approximation consists in Taylor expanding f(t,y) around the center of the integration interval t_i to t_{i+1} , that is, at t_i+h/2 , h being the step. Using the midpoint formula for an integral, defining y(t_i+h/2) = y_{i+1/2} and t_i+h/2 = t_{i+1/2} , we obtain \begin{equation} \int_{t_i}^{t_{i+1}} f(t,y) dt \approx hf(t_{i+1/2},y_{i+1/2}) +O(h^3). \tag{37} \end{equation} This means in turn that we have \begin{equation} y_{i+1}=y_i + hf(t_{i+1/2},y_{i+1/2}) +O(h^3). \tag{38} \end{equation}