I want to solve a system of differential equations using the RK4 method, like given below.
So for this case, I've to solve 3 differential equations-
d/dt(x0) = -2*x1
d/dt(x1) = -2* x0 -8* x1 -2√2*x2 and
d/dt(x2) = -2√2*x1 -14 *x2
Initial condition at t=0: x0, x1, x2 are -0.00076896, -0.01033249, -0.06899846 respectively.
Here, I am using M-matrix dimension 3x3 as an example. But for my actual problem, the dimension of the M matrix can be 100x100(M is a tridiagonal matrix). I can solve two coupled differential equations using this process but with this many equations, I have no idea how to even define them properly and solve using RK4.
Can someone help me? Thanks