Hi,
I'm doing numerical integration using Euler and Rk4. For Euler I get the expected first order error, but for the RK4 I can't get the 4th order error that I'm expecting.
Here are my RK4 method:
/*---------------------------------------------*/
Vector3 NumericalIntegration::rk4_step(Vector3 x, Vector3 dx, float dt){
Vector3 k1,k2,k3,k4;
k1 = dt * dx;
k2 = dt * (dx + k1/2.0f);
k3 = dt * (dx + k2/2.0f);
k4 = dt * (dx + k3);
return x + (k1+2.0f*k2+2.0f*k3+k4)/6.0f;
}
At each step I update my current position and velocity (in that order) using either Euler or RK4:
x = F(x,v,dt);
v = F(v,f/m,dt);
F is either Rk4.
I run the simulation for t=n seconds and the difference between the numerical solution and the exact solution at t=n is my error.
To find my error rate, I run the simulation for different values of dt (h or delta t). Each time I reduce the size of the dt or h by two. When I plot the error with respect to dt, I see that the error is of order 1 (reduced by the same factor of 2 as dt). The rate of reduction in error should be 4 and not 1. What am I doing wrong?