Suppose the Runge-Kutta method (12) is applied to the initial value problem
\(\mathbf{y}^{\prime}=\) \(A \mathbf{y}, \mathbf{y}(0)=\mathbf{y}_{0}\), where \(A\)
is a constant square matrix [thus, \(\left.\mathbf{f}(t, \mathbf{y})=A
\mathbf{y}\right] .\)
(a) Express each of the vectors \(\mathbf{K}_{j}\) in terms of \(h, A\), and
\(\mathbf{y}_{k}, j=1,2,3,4\).
(b) Show that the Runge-Kutta method, when applied to this initial value
problem, can be unraveled to obtain
$$
\mathbf{y}_{k+1}=\left(I+h A+\frac{h^{2}}{2 !} A^{2}+\frac{h^{3}}{3 !}
A^{3}+\frac{h^{4}}{4 !} A^{4}\right) \mathbf{y}_{k}
$$
(c) Use the differential equation \(\mathbf{y}^{\prime}=A \mathbf{y}\) to
express the \(n\)th derivative, \(\mathbf{y}^{(n)}(t)\), in terms of \(A\) and
\(\mathbf{y}(t)\). Express the Taylor series expansion
$$
\mathbf{y}(t+h)=\sum_{n=0}^{\infty} \mathbf{y}^{(n)}(t) \frac{h^{n}}{n !}
$$
in terms of \(h, A\), and \(\mathbf{y}(t)\). Compare the Taylor series with the
right-hand side of (15), with \(t=t_{k}\) and
\(\mathbf{y}\left(t_{k}\right)=\mathbf{y}_{k}\). How well does (15) replicate
the Taylor series?