Proving Third Order Accuracy of R-K Method for x'=x, x(0)=1

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In summary, the conversation discusses using the Runge-Kutta method to solve a differential equation with initial conditions. The method involves calculating three different values (k1, k2, and k3) and using them to find the next iteration of the solution (x_{n+1}). The person is trying to prove that this method is of third order by examining a specific problem and comparing the solution to the exact solution. They are unsure of how to calculate the values and are asking for help.
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Jopi
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Homework Statement


[tex]x'=f(t,x)[/tex]
[tex]k_1=f(t_n,x_n)[/tex]
[tex]k_2=f(t_n+2h/3,x_n+2h k_1/3)[/tex]
[tex]k_3=f(t_n+2h/3,x_n+h(k_1+3k_2)/6[/tex]
[tex]x_{n+1}=x_n + h(k_1+ k_2+2k_3)/4[/tex]

Prove that the above Runge-Kutta method is of third order by examining the problem
[tex]x'=x, \; x(0)=1[/tex].

Homework Equations



The Attempt at a Solution


I have to prove that the difference between the exact solution (which is exp(x)) and the solution given by the RK is of magnitude h4, where h is the step size. I'm just being very thick-skulled here, I can program this in Matlab but I can't do it on paper.
Can someone just show me how I calculate k1, k2 and k3? I don't completely understand the notation used. What is f(tn,xn)?
 
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  • #2
My understanding is that I have to plug the stuff in the equation but I can't figure out what the values are.
 

1. What is the purpose of proving a R-K method's order?

The purpose of proving a R-K method's order is to determine the accuracy and efficiency of the method in solving a particular differential equation. This allows scientists to choose the most suitable method for their specific problem.

2. How is a R-K method's order determined?

A R-K method's order is determined by analyzing the error term in the Taylor series expansion of the numerical solution. The order is equal to the highest power of the step size h in the error term.

3. What is the significance of a higher order for a R-K method?

A higher order for a R-K method means that the method has a smaller error and can achieve a more accurate solution with a larger step size. This can save computational time and resources.

4. Can a R-K method's order be greater than 4?

Yes, a R-K method's order can be greater than 4. However, higher order methods require more computational effort and may not always be necessary for the accuracy needed in a particular problem.

5. How can the order of a R-K method be improved?

The order of a R-K method can be improved by increasing the number of stages in the method or by using more accurate coefficients. However, these improvements may also result in a more complex and time-consuming method.

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