On the order conditions of Runge-Kutta methods with higher derivatives (Q1074314): Difference between revisions

Runge-Kutta methods using derivatives of the right side f in \(y'=f(t,y)\) have been introduced by \textit{E. Fehlberg} [Z. Angew. Math. Mech. 44, Sonderheft, T17-T29 (1964; Zbl 0137.331)] and later studied at some extension e.g. by \textit{K. H. Kastlunger} and \textit{G. Wanner} [Computing 9, 9-24 (1972; Zbl 0234.65067) and 317-325 (*) (1972; Zbl 0258.65078)]. In the present contribution Butcher's technique of 'elementary differentials' is avoided but some ideas of Crouzeix's thesis are applied instead. Explicit sufficient conditions for order p are derived for linear problems holding also for nonlinear problems if the minimum degree of the numerical integration formulas associated to the auxiliary equations of each scheme is greater than (p-5)/2. For the case where q is too low, other conditions are derived which are fulfilled if the auxiliary equations have maximum attainable degree for suitable specified nodes. Using this result, Runge-Kutta methods of Gauss, Radau, and Lobatto type are generalized in a unified way to the corresponding methods of Turan type with higher derivatives, and it is proved that these procedures have maximum attainable order. (For Gauss-Turan type methods see also (*).)