1. Derivation of the third-order
Plasma Application
Modeling, POSTECH
Derivation of the third-order
Runge-Kutta method
in general formation
J.H. Kang and J.K. Lee

2. The general form of R-K solution
Plasma Application
Modeling, POSTECH
The general form of R-K solution
where Cj is just a weight, and kj is a function of f and the previous ki expressions.
Derivation of the third-order R-K method in general formation
Taylor expansion for
(1)
where and are the partial derivatives, and everything is evaluated at
The general form of third-order R-K method
(2)
where k1 is obtained from the explicit Euler method (with )
(3a)
the subsequent kj are evaluated at various locations within the interval, tn t tn+1, with corresponding values of , where is some combination of the earlier ki values.
(3b)

3. Plasma Application
Modeling, POSTECH
We are looking for a solution to third order in h. So we only need second order here. Thus, we can take a low order approximation of

4. Substitute Eq.(3a)(3b) and (3c) into Eq.(2)
Plasma Application
Modeling, POSTECH
(3c)
Substitute Eq.(3a)(3b) and (3c) into Eq.(2)

5. The exact value of in the Taylor series
Plasma Application
Modeling, POSTECH
(4)
The exact value of in the Taylor series
(5)
Now we just choose coefficients which make equal Eq.(4) and Eq.(5)
One example of the third order R-K method