MRKISS 2025-09-10
A tiny library with zero dependencies that aims to make it easy to use & experiment with explicit Runge-Kutta methods.
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mrkiss_erk_kutta_4.f90
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1! -*- Mode:F90; Coding:us-ascii-unix; fill-column:129 -*-
2!.!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!.H.S.!!
3!>
4!! @file mrkiss_erk_kutta_4.f90
5!! @author Mitch Richling http://www.mitchr.me/
6!! @brief Butcher tableau for the classic 4 stage Runge-Kutta method of O(4).@EOL
7!! @keywords ode ivp differential equation initial value problem rk
8!! @std F2023
9!! @see https://github.com/richmit/MRKISS
10!! @copyright
11!! @parblock
12!! Copyright (c) 2025, Mitchell Jay Richling <http://www.mitchr.me/> All rights reserved.
13!!
14!! Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following
15!! conditions are met:
16!!
17!! 1. Redistributions of source code must retain the above copyright notice, this list of conditions, and the following
18!! disclaimer.
19!!
20!! 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions, and the following
21!! disclaimer in the documentation and/or other materials provided with the distribution.
22!!
23!! 3. Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products
24!! derived from this software without specific prior written permission.
25!!
26!! THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
27!! INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
28!! DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
29!! EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
30!! USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
31!! LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
32!! OF THE POSSIBILITY OF SUCH DAMAGE.
33!! @endparblock
34!.!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!.H.E.!!
35
36!----------------------------------------------------------------------------------------------------------------------------------
37!> Butcher tableau for the classic 4 stage Runge-Kutta method of O(4)
38!!
39!! @image html erk_kutta_4-stab.png
40!!
41!! @par IMO
42!! Useful for low accuracy applications; however, I find I rarely use it.
43!!
44!! @par Known Aliases
45!! 'RK4' (OrdinaryDiffEq.jl), 'RK41' (Butcher), & 'The Runge-Kutta Method'.
46!!
47!! @par Stability Image Links
48!! <a href="erk_kutta_4-stab.png"> <img src="erk_kutta_4-stab.png" width="256px"> </a>
49!! <a href="erk_kutta_4-astab.png"> <img src="erk_kutta_4-astab.png" width="256px"> </a>
50!! <a href="erk_kutta_4-star1.png"> <img src="erk_kutta_4-star1.png" width="256px"> </a>
51!! <a href="erk_kutta_4-star2.png"> <img src="erk_kutta_4-star2.png" width="256px"> </a>
52!!
53!! @par References:
54!! - Kutta (1901); Beitrag Zur N\"herungsweisen Integration Totaler Differentialgleichungen; Z. Math. Phys. 46; p435-53
55!! - Hairer, Norsett & Wanner (2009). Solving Ordinary Differential Equations. I: Nonstiff Problems. p138;
56!! zotero://select/items/0_VLZWN2CT
57!! - Butcher (2016); Numerical Methods for Ordinary Differential Equations. 3ed; p102; zotero://select/items/0_V7UTIRPT
58!!
60 use mrkiss_config, only: rk
61 implicit none
62 public
63 !> The order of the overall method
64 integer, parameter :: s = 4
65 !> Number of methods
66 integer, parameter :: m = 1
67 !> The @f$\mathbf{a}@f$ matrix for the Butcher Tableau. @hideinitializer @showinlinesource
68 real(kind=rk), parameter :: a(s,s) = reshape([ 0.0_rk, 0.0_rk, 0.0_rk, 0.0_rk, &
69 & 1.0_rk, 0.0_rk, 0.0_rk, 0.0_rk, &
70 & 0.0_rk, 1.0_rk, 0.0_rk, 0.0_rk, &
71 & 0.0_rk, 0.0_rk, 2.0_rk, 0.0_rk], [s, s]) / 2.0_rk
72 !> The @f$\mathbf{b}@f$ matrix for the Butcher Tableau. @hideinitializer @showinlinesource
73 real(kind=rk), parameter :: b(s,m) = reshape([ 1.0_rk, 2.0_rk, 2.0_rk, 1.0_rk], [s, m]) / 6.0_rk
74 !> The @f$\mathbf{c}@f$ matrix for the Butcher Tableau. @hideinitializer @showinlinesource
75 real(kind=rk), parameter :: c(s) = [ 0.0_rk, 1.0_rk, 1.0_rk, 2.0_rk] / 2.0_rk
76 !> The method orders
77 integer, parameter :: p(m) = [4]
78 !> Number of stages for each method
79 integer, parameter :: se(m) = [4]
80end module mrkiss_erk_kutta_4
Configuration for MRKISS == MR RK KISS == Mitch Richling's Runge-Kutta Keep It Simple Stupid.
integer, parameter, public rk
Real kind used across the library.
Butcher tableau for the classic 4 stage Runge-Kutta method of O(4)
real(kind=rk), dimension(s, m), parameter b
The matrix for the Butcher Tableau.
real(kind=rk), dimension(s, s), parameter a
The matrix for the Butcher Tableau.
integer, dimension(m), parameter p
The method orders.
integer, dimension(m), parameter se
Number of stages for each method.
real(kind=rk), dimension(s), parameter c
The matrix for the Butcher Tableau.
integer, parameter s
The order of the overall method.
integer, parameter m
Number of methods.