A generalization of singly-implicit Runge-Kutta methods (Q1360555): Difference between revisions

The paper is concerned with the construction of singly-implicit methods of effective order \(p\). The concept of ``effective order'' has been introduced by \textit{J. C. Butcher} [Lect. Notes Math. 109, 133-139 (1969; Zbl 0185.41301)]. The idea of this concept is built on the aim to approximate not the solution \(y(x_n)\) to a certain order \(p\) but a more general quantity instead. In the present paper this quantity is chosen to be \[ \psi (y(x_n)) := y(x_n) + h \alpha_1 y' (x_n) + \ldots + h^p \alpha_p y^{(p)} (x_n). \] The authors prove a theorem which relates the coefficients \(\alpha_1,\ldots,\alpha_p\) with the abscissae in the method and the single eigenvalue of the Runge-Kutta coefficient matrix \(A\) for an \(s\)-stage method with stage order \(s\). It turns out that abscissae that are at a non-confluent set of points can be used to construct a method with suitable chosen \(\alpha_1,\ldots,\alpha_p\). A second-order method and two third-order methods are given in the paper and some numerical experiments with these methods are reported.