9.5 Méthode de Runge Kutta

  1. méthode Runge Kutta d'ordre 2

    \begin{eqnarray*}
k_{1} & = & f(x_{n},y_{n})\\
k_{2} & = & f(x_{n}+\frac{h}{2},y_{n}+\frac{h}{2}k_{1})\\
y_{n+1} & = & y_{n}+hk_{2}\end{eqnarray*}


    variante:

    \begin{eqnarray*}
k_{1} & = & f(x_{n},y_{n})\\
k_{2} & = & f(x_{n}+h,y_{n}+hk_{1})\\
y_{n+1} & = & y_{n}+\frac{h}{2}(k_{1}+k_{2})\end{eqnarray*}


  2. méthode Runge Kutta d'ordre 4

    \begin{eqnarray*}
k_{1} & = & f(x_{n},y_{n})\\
k_{2} & = & f(x_{n}+\frac{h}{2},...
...3})\\
y_{n+1} & = & y_{n}+\frac{h}{6}(k_{1}+2k_{2}+2k_{3}+k_{4})\end{eqnarray*}





Pr. Marc BUFFAT
marc.buffat@univ-lyon1.fr
2007-11-26