Classical Runge-Kutta Method
The derivation of fourth order Runge-kutta methods involve tedious calculations. It transpires that with R=4, the fourth order and no higher can be obtained. The well-known fourth order classical Runge–Kutta method is given by


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(3.30) |


Remark: We have seen that there exists an R-stage method of order R and none of order greater than R for . We have the following result that relates the no. of stages in the Runge-Kutta process with the order of the method: |