Runge-Kutta differential equation solver calculator

Calculate fourth-order RK value at endpoint and value with half the step with your own figures.

Your numbers

Use the units shown. Results update as you change valid inputs.

Use fourth-order RK value at endpoint and value with half the step to compare changes to your inputs. The method and limits below explain the scope.

Examples

Examples

Try the starting example

Restricted derivative y′=f(x,y)
x
Initial x
0
Initial y
0
Endpoint x
1
Positive coarse step
0.5
Fourth-order RK value at endpoint
0.5
Value with half the step
0.5
Step-halving discrepancy divided by 15
0
Coarse solution trace: x,y
0, 0; 0.5, 0.125; 1, 0.5

Try another scenario

Restricted derivative y′=f(x,y)
y
Initial x
0
Initial y
1
Endpoint x
1
Positive coarse step
0.5
Fourth-order RK value at endpoint
2.717346
Value with half the step
2.71821
Step-halving discrepancy divided by 15
0.000058
Coarse solution trace: x,y
0, 1; 0.5, 1.6484375; 1, 2.71734619141
Calculation method

Calculation method

Fourth-order RK value at endpoint

Classical RK4 uses four derivative samples per step and weights (1,2,2,1)/6, shortening the final step to hit the endpoint.

Value with half the step

Repeat with half the entered step.

Step-halving discrepancy divided by 15

|fine−coarse|/15 is an order-four smooth-problem diagnostic, not a certified error bound.

Coarse solution trace: x,y

Include initial x,y and every coarse step.

Symbols and units
a
Restricted derivative y′=f(x,y)
b
Initial x
c
Initial y
d
Endpoint x
e
Positive coarse step

Use the units shown. A list keeps the order in which you enter its values. The symbol ^ means “raised to the power of”.

Assumptions & limits

Assumptions & limits

  • Forward scalar first-order IVP with at most 1,000 coarse steps. Classical explicit RK4 is not a stiff solver; discontinuities, blow-ups and rapidly varying behaviour need separate treatment. Restricted expressions allow x (and y for ODEs), pi, e, + - * / ^, and sin, cos, tan, sec, csc, cot, exp, log, sqrt, abs, sinh, cosh, tanh, sech, csch, coth. Trigonometric arguments are in radians. Double-precision results are approximate. Numeric tables use 12 significant digits and display components at roundoff scale (32 machine epsilons relative to their row or relevant calculation scale) as zero; scalar diagnostics retain full precision.
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Further reading

SciPy: numerical integration and ODE method references ↗

Background reading; this does not imply endorsement or independent review of SumFizz.

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