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Update 3_numerical.rst
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@@ -43,23 +43,43 @@ This method incurs a global error of order :math:`O(\Delta t)` and requires only
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**Runge-Kutta Method**
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In an explicit :math:`s`-stage Runge–Kutta method for the initial-value problem:
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Proposed by Carl Runge and Martin Kutta around 1900, Runge-Kutta methods constitute a widely used family of single-step algorithms for the numerical integration of ordinary differential equations.
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In an explicit :math:`s`-stage Runge-Kutta scheme for the initial-value problem:
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.. math::
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\mathbf{x}' = \mathbf{u}(\mathbf{x},t), \quad \mathbf{x}(t_n) = \mathbf{x}_n.
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\mathbf{x}' ;=; \mathbf{u}(\mathbf{x}, t),
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\qquad
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\mathbf{x}(t_n) ;=; \mathbf{x}_n,
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the solution is advanced over a time step :math:h as follows:
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One advances the solution by a step :math:h as follows. First compute the intermediate velocities:
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First, compute the intermediate stage vectors:
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.. math::
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\mathbf{k}i = \mathbf{u}\Bigl(\mathbf{x}n + h \sum{j=1}^{i-1} a{ij},\mathbf{k}_j,;t_n + c_i,h\Bigr), \quad i = 1,2,\dots,s,,
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\mathbf{k}i
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;=;
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\mathbf{u}!\Bigl(
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\mathbf{x}n
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;+;
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h \sum{j=1}^{i-1} a{ij},\mathbf{k}_j,
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; t_n + c_i h
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\Bigr),
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\qquad i = 1, 2, \dots, s,
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and then form the new approximation by:
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and then update the solution:
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.. math::
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\mathbf{x}_{n+1} = \mathbf{x}n + h \sum{i=1}^s b_i,\mathbf{k}_i.
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\mathbf{x}_{n+1}
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;=;
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\mathbf{x}n
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;+;
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h \sum{i=1}^{s} b_i,\mathbf{k}_i.
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Here, the boldface stage variables :math:\mathbf{k}_i represent intermediate slope estimates.
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**Second-Order Runge-Kutta (RK2, Heun's)**

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