run_kut4.py

## module run_kut4
''' X,Y = integrate(F,x,y,xStop,h).
    4th-order Runge-Kutta method for solving the
    initial value problem {y}' = {F(x,{y})}, where
    {y} = {y[0],y[1],...y[n-1]}.
    x,y   = initial conditions
    xStop = terminal value of x
    h     = increment of x used in integration
    F     = user-supplied function that returns the
            array F(x,y) = {y'[0],y'[1],...,y'[n-1]}.
'''
from numpy import array
def integrate(F,x,y,xStop,h):
    
    def run_kut4(F,x,y,h):
        K0 = h*F(x,y)
        K1 = h*F(x + h/2.0, y + K0/2.0)
        K2 = h*F(x + h/2.0, y + K1/2.0)
        K3 = h*F(x + h, y + K2)
        return (K0 + 2.0*K1 + 2.0*K2 + K3)/6.0    
    
    X = []
    Y = []
    X.append(x)
    Y.append(y)
    while x < xStop:
        h = min(h,xStop - x)
        y = y + run_kut4(F,x,y,h)
        x = x + h
        X.append(x)
        Y.append(y)
    return array(X),array(Y)