- Implicit Runge-Kutta Method
- Implicit methods have the advantage of higher stability compared to explicit methods. They are particularly effective for ‘stiff’ problems where the solution changes rapidly or when long-term integration is required. However, these methods tend to have higher computational costs. The Implicit Runge-Kutta method is one such implicit method. It is known as an efficient solution for stiff problems, along with multistep methods and predictor-corrector methods. This article will explain the calculation method of the Implicit Runge-Kutta method.
Numerical method for Initial value problem