Runge-Kutta and Extrapolation Methods

Abstract

Numerical methods for ordinary differential equations fall naturally into two classes: those which use one starting value at each step (``one-step methods'') and those which are based on several values of the solution (``multistep methods'' or ``multi-value methods''). The present chapter is devoted to the study of one-step methods, while multistep methods are the subject of Chapter III. Both chapters can, to a large extent, be read independently of each other.