Path: Math/Integration
% Fourth/fifth order Runge-Kutta.
Called function is of the form:
Fun(x,t,p1,p2,...)
Accepts optional arguments that are passed through to Fun.
Time is also optional.
This function will integrate Fun from the current t to t + hMax.
Since version 1.
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Form:
[x, hLast] = RK45( Fun, x, h, hMax, hMin, tol, t, varargin )
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Inputs
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Fun Function Fun(x,t,p1,p2...)
x State (column vector)
h Independent variable step
hMax Maximum step size
hMin Minimum step size
tol Tolerance on error, default 1.e-6
t Current time
varargin Optional arguments
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Outputs
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x Updated state
hLast Independent variable step
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Reference: Cash, J.R., A. H. Karp, "A Variable Order Runge-Kutta Method
for Initial Value Problems with Rapidly Varying Right-Hand
Sides," ACM Trans. on Math. Soft., Vol. 16, No.3, Sept.
1990, pp 201-222.
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