An economical first order Runge-Kutta Method for solving Ordinary Differential Equations
Abstract
In this paper, we presented a type of Runge-Kutta method to solve initial value problems in
Ordinary Differential Equations. Similar to Euler’s method, the new method is of order one,
easy to implement and only require one function evaluation per step except the initial step.
The only different is this method requires the information from the previous step. We
studied the stability of the new method and numerical results are presented.