I am struggling with the following question regarding the 4th order Runge-Kutta method. I wish to find an approximate solution to the ODE:
$$\frac{dx}{dt} = f(x)$$
using the 4th Order Runge Kutta method:
$$\begin{aligned} k_1 &= h f(x(t), t)\\ k_2 &= h f(x(t) + \frac{k_1}{2}, t + \frac{h}{2})\\ k_3 &= hf(x(t) + \frac{k_2}{2}, t + \frac{h}{2})\\ k_4 &= hf(x(t) + k_3, t + h)\end{aligned}$$
$$x(t + h) = x(t) + \frac{1}{6}(k_1 + 2k_2 + 2k_3 + k_4)$$
If $x(t)$ obeys the ODE:
$$\frac{dx}{dt} = (x + 1)t$$
with initial condition $x(0) = 0$
Find an analytic expression for $x(t)$? (Hint: use the substitution $y(t) = x(t) \exp({\frac{-t^2}{2}})$)
Compute an approximate solution $x(h)$ for one RK4 iteration with step size h neglecting terms at $O(h^6)$.