Runge-Kutta Method - Need help with the calculus

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Discussion Overview

The discussion revolves around the derivation of the Runge-Kutta Method for solving ordinary differential equations, specifically focusing on the calculus involved in obtaining higher-order derivatives using Taylor expansion. Participants explore the notation and mathematical expressions related to these derivatives.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents a derivation of the third derivative of y in terms of the function f and its derivatives, questioning the notation used in the expression for the third derivative.
  • Another participant challenges the correctness of the notation, particularly the use of parentheses with a comma, suggesting it is not standard.
  • A third participant defends the notation by referencing authoritative sources, indicating that it relates to rooted trees in the context of the Runge-Kutta method.
  • Further elaboration on the derivation of the second and third derivatives is provided, using the chain rule and product rule, with comparisons made to rooted trees.
  • A participant seeks clarification on alternative ways to express the terms in the third derivative, proposing different notations for the first and second terms.

Areas of Agreement / Disagreement

Participants express differing views on the notation used in the derivation, with some supporting its validity and others questioning it. The discussion remains unresolved regarding the appropriateness of the notation and the interpretation of the terms involved.

Contextual Notes

There are limitations in the clarity of notation and the assumptions underlying the expressions used in the derivation. The discussion does not resolve these issues, leaving room for interpretation and further exploration.

matematikawan
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When deriving the Runge-Kutta Method to solve y'=f(x) we need to use Taylor expansion. Hence we need to differentiate the function many times.

y'(x)=f(y(x))

y''(x)=f'(y(x))y'(x) = f'(y(x))f(y(x))

y''' = f''(y(x))(f(y(x)),y'(x)) + f'(y(x))f'(y(x))y'(x)

I can understand the second derivative but not the third derivative especially the term
f''(y(x))(f(y(x)),y'(x))

Can someone please explain the meaning of the notation used here.
 
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Are you sure you have copied that correctly? The parentheses with the comma is NOT standard operation. If have no idea what "(f(y(x)), y'(x))" could mean.
 
I got the expression from Prof. J.L. Butcher note, an authoritative person in Runge-Kutta method. That term is related to a rooted tree.

Just google rooted tree Runge-Kutta for detail.
 

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I've never heard of the Butcher group, but I just read the wiki page and it sounds really powerful.

You can derive everything by hand the old-fashioned way:
don't write the dependencies for clarity
y(x) = y
f(y(x)) = f

the first order ODE you gave is:
y'=f

The chain rule gives the second derivative:
y''=(f)' = f' \cdot y' = f' \cdot f

The product rule and chain rule give the third derivative:
y'''=(f'\cdot f)' = (f')' \cdot f + f' \cdot (f)' = f'' \cdot f^2 + (f')^2 \cdot f

Now compare this with the rooted tree with 3 nodes, figure 2 in http://en.wikipedia.org/wiki/Butcher_group
The first tree corresponds to the first term, as this is f''(f,f) in multivariate form. The second tree corresponds to the second term, as this is f'(f'(f)).
 
That explain partly. But why can't we also write the first term as f''(f(f)) and the second term as (f',f')f ?
 

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