On conditions for the existence and uniqueness of solutions to the algebraic equations in Runge-Kutta methods (Q2266572): Difference between revisions

Consider the Cauchy problem: \(dx/dt=f(t,x)\), \(x(t_ 0)=x_ 0\) \(x,x_ 0\in {\mathbb{R}}^ n\), f continuous: \(R\times R^ n\to R^ n\). The application of Runge-Kutta type methods leads to the solution of systems of the form \((*)\quad k_ i=x+h\sum^{p}_{j=1}a_{ij}f(t_ j,k_ j),\) \(1\leq i\leq p\), where \(t_ i=t+c_ ih\), \(h>0\), \(x\in {\mathbb{R}}^ n\), \(t\in R\), \(c_ i=\sum^{p}_{j=1}a_{ij}\), \(1\leq i\leq p\). The purpose of the paper is to give conditions under which the solution of (*): 1) is unique, 2) exists, 3) exists and is unique.