The RK4 function uses the fourth-order Runge-Kutta method to advance a solution to a system of ordinary differential equations one time-step H, given values for the variables Y and their derivatives Dydx known at X.
RK4 is based on the routine
rk4 described in section 16.1 of Numerical Recipes in C: The Art of Scientific Computing (Second Edition), published by Cambridge University Press, and is used by permission.
Result = RK4( Y, Dydx, X, H, Derivs [, /DOUBLE] )
Returns the integrations of the ordinary differential equations.
A vector of values for Y at X
A vector of derivatives for Y at X.
A scalar value for the initial condition.
A scalar value giving interval length or step size.
A scalar string specifying the name of a user-supplied IDL function that calculates the values of the derivatives Dydx at X. This function must accept two arguments: A scalar floating value X, and one n-element vector Y. It must return an n-element vector result.
For example, suppose the values of the derivatives are defined by the following relations:
dy0 / dx = -0.5y0, dy1 / dx = 4.0 - 0.3y1 - 0.1y0
We can write a function DIFFERENTIAL to express these relationships in the IDL language:
FUNCTION differential, X, Y RETURN, [-0.5 * Y, 4.0 - 0.3 * Y - 0.1 * Y] END
Set this keyword to force the computation to be done in double-precision arithmetic.
To integrate the example system of differential equations for one time step, H:
; Define the step size: H = 0.5 ; Define an initial X value: X = 0.0 ; Define initial Y values: Y = [4.0, 6.0] ; Calculate the initial derivative values: dydx = DIFFERENTIAL(X,Y) ; Integrate over the interval (0, 0.5): result = RK4(Y, dydx, X, H, 'differential') ; Print the result: PRINT, result
This is the exact solution vector to five-decimal precision.