Topic 14.5: Runge Kutta Fehlberg

Contents Previous Chapter Start of Chapter Previous Topic Introduction Notes Theory HOWTO Examples Engineering Error Questions Matlab Maple Next Topic Next Chapter

The multiple-step 4th-order Runge Kutta lacks flexibility. In order to determine if a step size of h is neither too large nor too small, it is necessary to find the solution with a smaller step size, say h/2 and to test if the differences in the y values corresponding to the same t values are sufficiently close.

Presented is an alternate Runge Kutta technique which uses two separate calculations to determine if the step size is sufficiently small and we can modify the size of the step as appropriate. Such a technique is known as adaptive.

I'd like to thank Allan Wittkopf for his suggestions and help.

Background

Useful background for this topic includes:

References

Copyright ©2006 by Douglas Wilhelm Harder. All rights reserved.