Math 2.0

Numerical analysis Definition

Butcher tableau

Builds on Runge–Kutta methods

Definition

Let s≥1s \ge 1 be an integer. An ss-stage Butcher tableau is an array cAbT  =  c1a11⋯a1s⋮⋮⋮csas1⋯assb1⋯bs\begin{array}{c|c} c & A \\ \hline & b^{T} \end{array} \;=\; \begin{array}{c|ccc} c_1 & a_{11} & \cdots & a_{1s} \\ \vdots & \vdots & & \vdots \\ c_s & a_{s1} & \cdots & a_{ss} \\ \hline & b_1 & \cdots & b_s \end{array} with real entries: a vector c∈ℝsc \in \R^s, a matrix A=(aij)∈ℝs×sA = (a_{ij}) \in \R^{s \times s} and a vector b∈ℝsb \in \R^s. It specifies the ss-stage Runge–Kutta method for y′=f(t,y)y' = f(t, y) with step hh: Ki=f(tn+cih,  yn+h∑j=1saijKj),i=1,…,s,yn+1=yn+h∑i=1sbiKi.K_i = f\Big(t_n + c_i h, \; y_n + h \sum_{j=1}^{s} a_{ij} K_j\Big), \quad i = 1, \ldots, s, \qquad y_{n+1} = y_n + h \sum_{i=1}^{s} b_i K_i.

Remarks

The method is explicit when aij=0a_{ij} = 0 for j≥ij \ge i, so the tableau is strictly lower triangular and blank entries are read as 00. Usually ci=∑jaijc_i = \sum_j a_{ij} for each ii. An embedded pair adds a second row b^T\hat b^{T} of weights that gives a method of another order from the same stages. Example: the classical fourth-order method has c=(0,12,12,1)Tc = (0, \tfrac12, \tfrac12, 1)^T, a21=a32=12a_{21} = a_{32} = \tfrac12, a43=1a_{43} = 1, all other aij=0a_{ij} = 0, and b=(16,13,13,16)Tb = (\tfrac16, \tfrac13, \tfrac13, \tfrac16)^T. Check of two order conditions: ∑bi=1\sum b_i = 1 and ∑bici=16+16+16=12\sum b_i c_i = \frac16 + \frac16 + \frac16 = \frac12. Non-example: an array with c∈ℝ2c \in \R^2, A∈ℝ2×2A \in \R^{2 \times 2} and b∈ℝ3b \in \R^3 is not a Butcher tableau, since the number of weights must equal the number of stages.

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Further reading

  1. Web https://en.wikipedia.org/wiki/List_of_Runge%E2%80%93Kutta_methods
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