Compositionality of the Runge-Kutta Method

Abstract

In Spivak's work, dynamical systems are described in terms of their inputs and outputs in a pictorial way using an operad of wiring diagrams. Each dynamical system is a box with certain inputs and outputs, and multiple dynamical systems are linked together using wiring diagrams, which describe how the outputs of one dynamical system to the inputs of another. By describing dynamical systems in this way, we can decompose a large dynamical system as a collection of smaller, simpler dynamical systems linked together. Of course, this decomposition is only useful if we can work with these smaller, simpler dynamical systems instead of the larger one. In his paper, Spivak shows that we can perform Euler's method on these smaller systems and still get the same results as working on the larger one. In this paper, we extend his results to prove that we can do something similar with the Runge-Kutta method. However, we need to modify the framework used in Spivak's paper to account for the fact that the Runge-Kutta method requires multiple steps, unlike Euler's method. To better describe these systems, we define wiring diagrams as objects of a double-category and dynamical systems in terms of double functors, giving a categorical description of this approximation method.