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Midpoint Method


The midpoint method is a second-order Runge-Kutta method for numerically solving an initial value problem y^'=f(t,y). With step size h, it computes

k_1=f(t_n,y_n)
(1)
y_(n+1)=y_n+hf[t_n+1/2h,y_n+1/2hk_1].
(2)

Thus the slope used for the step is evaluated at an estimated midpoint of the solution curve. The method has local truncation error of order h^3 and global error of order h^2 under the usual smoothness hypotheses. It is distinct from the midpoint rule, a form of the rectangle rule for numerical integration.


See also

Euler Forward Method, Rectangle Rule, Runge-Kutta Method

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References

Burden, R. L.; Faires, J. D.; and Reynolds, A. C. Numerical Analysis, 6th ed. Boston, MA: Brooks/Cole, 1997.

Cite this as:

Weisstein, Eric W. "Midpoint Method." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MidpointMethod.html

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