Lecture 6: =1=Truncation Error, Consistency, and Convergence
Lecture 6: =1=Truncation Error, Consistency, and Convergence
Lecture 6: =1=Truncation Error, Consistency, and Convergence
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Higher Order Methods4 th −order Runge-Kutta (RK4)RK4:Uses an average of different slopes.This allow us to avoid taking higher derivativesThis is a 4 th −order method.The amplification factor isQ(hλ) = 1 + hλ + 1 2 (hλ)2 + 1 3! (hλ)3 + 1 4! (hλ)4The stability region is 0 < h < 2.8|λ| .() Truncation <strong>Error</strong>, <strong>Consistency</strong>, <strong>and</strong> <strong>Convergence</strong> 8 October 2012 40 / 54
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