Runge–Kutta–Fehlberg method

The Runge-Kutta-Fehlberg Method or Fehlberg Method, is a method for the approximation of solutions to ordinary differential equations developed by German mathematician Erwin Fehlberg. Based on the Runge–Kutta methods, the Fehlberg Method uses an O(h4) method together with an O(h5) method, and hence is often referred to as RKF45. By performing one extra calculation (as compared to RK5), a more appropriate step size is determined, making this method very efficient for ordinary problems of numerical integration. This numerical analysis tool was especially popular in the 1970s.

See also

• Runge–Kutta methods

External Links

• RKF45 computer programs
• Runge-Kutta and Fehlberg methods