(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

[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].

2. Relevant equations

3. 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 h^{4}, 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 k_{1}, k_{2}and k_{3}? I don't completely understand the notation used. What is f(t_{n},x_{n})?

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# Proving a R-K method's order

Can you offer guidance or do you also need help?

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