Dear all, I have a quick question wrt the famous guy John Burkardt’s stochastic_rk.f90 code.
The main description is here,
The stochastic_rk.f90 code is below,
Now, In the subroutine for RK4
rk4_ti_step ( x, t, h, q, fi, gi, seed, xstar )
in the lines,
t4 = t1 + a41 * h + a42 * h + a43 * h
x4 = x1 + a41 * k1 + a42 * k2
I wonder, should the expression for x4 be
x4 = x1 + a41 * k1 + a42 * k2 + a43 * k3
I mean, should there be the term + a43 * k3 for x4?
Does anyone know? Thank you very much!
Also, does anyone know how to contact John Burkardt? I can only find his webpage, but not his email address.